ETS Capital Management : PTI Futures Program I

archived programs
Year-to-Date
N / A
May Performance
8.23%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
35.11%
Sharpe (RFR=1%)
2.43
CAROR
-
Assets
$ 28.0M
Worst DD
-5.99
S&P Correlation
-0.07

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
10/2007
PTI Futures Program I 8.23 - - - - - - 69.24
S&P 500 1.07 - - - - - - 131.33
+/- S&P 500 7.16 - - - - - - -62.09

Strategy Description

Summary

-The program is based upon the proprietary technology of Predictive Technologies International, LLC. Signals are automated, though entries and exits are managed separately. This revolutionary technology has been adapted from the defense sector using wave recognition and prediction... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $20.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 800 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-The program is based upon the proprietary technology of Predictive Technologies International, LLC. Signals are automated, though entries and exits are managed separately. This revolutionary technology has been adapted from the defense sector using wave recognition and prediction analysis (Fast Fourier Transform) to identify trends across thousands of time frames per symbol. Prediction values are based upon the historic predictive nature of multiple time frames combined together. The management team includes professional traders, system designers, software teams, and national leaders in the world of super computing. The results have been as expected, though past performance is never a guarantee of future results.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
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Risk
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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:
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Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
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Sharpe Ratio: (RF=1%)
Skewness:
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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
-5.99 1 2 1/1/2008 2/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
48.29 3 10/1/2007 12/1/2007
21.40 3 3/1/2008 5/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.99 2 1/1/2008 2/1/2008
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Time Windows Analysis

 1 Month3 Month
Number of Periods8.006.00
Percent Profitable75.0083.33
Average Period Return7.2020.17
Average Gain10.5924.23
Average Loss-5.99-0.16
Best Period28.8848.29
Worst Period-5.99-0.16
Standard Deviation10.1420.88
Gain Standard Deviation9.2120.51
Loss Standard Deviation
Sharpe Ratio (1%)0.700.95
Average Gain / Average Loss1.77150.17
Profit / Loss Ratio10.61750.84
Downside Deviation (10%)2.270.57
Downside Deviation (5%)2.150.17
Downside Deviation (0%)2.120.07
Sortino Ratio (10%)2.9933.41
Sortino Ratio (5%)3.31118.87
Sortino Ratio (0%)3.40306.12

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.