Find the right managed futures programs for you with our comprehensive free CTA database.

/ Great Lakes Futures LLC / Investment Program

Great Lakes Futures LLC : Investment Program

Need help with terms?
archived programs
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 Since
5/2008
Investment Program 2.77 - - - - - - 3.82
S&P 500 -8.60 - - - - - - 147.37
+/- S&P 500 11.37 - - - - - - -143.55

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;&

   

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

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}}