Great Lakes Futures LLC : Investment Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 2.77% Min Investment $ 125k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 4.29% Sharpe (RFR=1%) 5.07 CAROR - Assets $ 637k Worst DD N/A S&P Correlation -1.00 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since5/2008 Investment Program 2.77 - - - - - - 3.82 S&P 500 -8.60 - - - - - - 178.08 +/- S&P 500 11.37 - - - - - - -174.26 Strategy Description Summary-&FOR LONGER TERM PROPRIETARY TRADING RESULTS VISIT &WWW.GREATLAKESFUTURES.COM &We are a CTA specializing in trading global commodity futures markets through innovative, risk-controlled trading programs. We will manage accounts for institutional and high net worth investor clients... Read More Account & Fees Type Managed Account Minimum Investment $ 125k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $25.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 1600 RT/YR/$M Avg. Margin-to-Equity 6% 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-&FOR LONGER TERM PROPRIETARY TRADING RESULTS VISIT &WWW.GREATLAKESFUTURES.COM &We are a CTA specializing in trading global commodity futures markets through innovative, risk-controlled trading programs. We will manage accounts for institutional and high net worth investor clients interested in diversification through technical-based trading programs in global commodity futures markets.Great Lakes Futures offers the Everest Program. The Everest Program is a proprietary trading program that provides you with the following features:-An exclusive trading system that tracks, analyzes and identifies trading candidates from approximately 70 global commodity futures markets-A cohesive set of five individual systems that work together as one to monitor a large universe of commodity futures for opportunities, yet, is highly selective in those trades that it will take-Dynamic and rigorous risk management that is designed to endure the non-trending periods in order to profit when markets are trending& nbsp;& 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 Consecutive Gains Run-up Length (Mos.) Start End 3.82 2 5/1/2008 6/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End Show More 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