ETS Capital LLC : Equity Index Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 4.00% Min Investment $ 250k Mgmt. Fee 1.80% Perf. Fee 20.00% Annualized Vol 7.97% Sharpe (RFR=1%) 0.54 CAROR 5.15% Assets $ 500k Worst DD -8.25 S&P Correlation 0.22 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Aug Qtr YTD 1yr 3yr 5yr 10yr Since9/2013 Equity Index 4.00 - - - - 0.00 - 10.57 S&P 500 -6.26 - - - - 87.92 - 106.04 +/- S&P 500 10.26 - - - - -87.92 - -95.48 Strategy Description SummaryTS (Equity Trading Strategies) seeks to achieve substantial capital appreciation via a technical system that trades futures contracts on domestic stock indices. The system trades both the long and the short side and employs risk control and position size management. ... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.80% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 800 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 3.80% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 2.00% Systematic 98.00% Strategy Counter-trend 20.00% Momentum 30.00% Pattern Recognition 10.00% Technical 20.00% Trend-following 20.00% Composition Stock Indices 100.00% SummaryTS (Equity Trading Strategies) seeks to achieve substantial capital appreciation via a technical system that trades futures contracts on domestic stock indices. The system trades both the long and the short side and employs risk control and position size management. Investment Strategy A major feature of the system is that a significant component of the trading decision-making is based on internal market indicators such as the number of advancing and declining issues, the number of new highs and new lows, the advancing and declining volume, etc. The system is on average an intermediate-term system that has the capability to automatically shift from a short-term, oscillator-based trading mode to a longer-term, trend following, mode, depending on the overall market indicators. Our investment strategy is disciplined and systematic but some discretion is exercised on the position size.Risk ManagementAt ETS risk management is given high priority. Several methods are employed in an attempt to limit risk of loss, including a "counter-trend" short term signal approach and a "strong/weak" signal approach, which allows employing leveraging/de-leveraging techniques in an effort to control risk. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -8.25 8 - 11/1/2014 7/1/2015 -3.80 5 2 2/1/2014 7/1/2014 -1.56 1 1 12/1/2013 1/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 7.51 1 2/1/2014 2/1/2014 7.25 4 8/1/2014 11/1/2014 6.11 4 9/1/2013 12/1/2013 4.00 1 8/1/2015 8/1/2015 0.30 1 5/1/2014 5/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.25 8 12/1/2014 7/1/2015 -3.00 2 6/1/2014 7/1/2014 -1.56 1 1/1/2014 1/1/2014 -1.12 2 3/1/2014 4/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods24.0022.0019.0013.007.00 Percent Profitable45.8345.4563.1653.8585.71 Average Period Return0.440.871.653.784.16 Average Gain2.264.444.818.195.11 Average Loss-1.09-2.10-3.75-1.36-1.55 Best Period7.516.3112.3011.1411.40 Worst Period-2.51-5.17-5.87-1.93-1.55 Standard Deviation2.303.705.145.614.14 Gain Standard Deviation2.121.743.363.693.59 Loss Standard Deviation0.891.552.180.58 Sharpe Ratio (1%)0.160.170.220.500.64 Average Gain / Average Loss2.072.111.286.023.30 Profit / Loss Ratio1.751.762.207.0219.80 Downside Deviation (10%)1.272.694.014.534.94 Downside Deviation (5%)1.072.062.861.661.15 Downside Deviation (0%)1.021.902.580.990.59 Sortino Ratio (10%)0.03-0.13-0.20-0.27-0.70 Sortino Ratio (5%)0.340.300.401.682.30 Sortino Ratio (0%)0.430.460.643.817.10 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel