Insignia Managed Capital : Epoch3 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -3.71% Min Investment $ 20k Mgmt. Fee 1.80% Perf. Fee 20.00% Annualized Vol 28.73% Sharpe (RFR=1%) -0.16 CAROR -8.42% Assets $ 0k Worst DD -70.31 S&P Correlation 0.35 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 Feb Qtr 2020 1yr 3yr 5yr 10yr Since7/2009 Epoch3 -3.71 - - - - -52.83 -52.48 -44.36 S&P 500 -0.41 - - - - 45.56 50.85 276.44 +/- S&P 500 -3.30 - - - - -98.39 -103.33 -320.80 Strategy Description SummaryThe Epoch4 Managed Futures Program was developed from a culmination of the fund managers proprietary trade results, technical analysis, market research and fundamental/seasonal information. The program identifies the current trend of a particular market and then employs the strategy... Read More Account & Fees Type Managed Account Minimum Investment $ 20k Trading Level Incremental Increase $ 1k CTA Max Funding Factor Management Fee 1.80% Performance Fee 20.00% Average Commission $30.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 7-14 Days Redemption Frequency 15-30 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 40% Targeted Worst DD -22.29% Worst Peak-to-Trough 22.31% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 10.00% 1-3 Months 85.00% 1-30 Days 5.00% Intraday 0% Decision-Making Discretionary 70.00% Systematic 30.00% Strategy Option-spreads 10.00% Option-writing 90.00% Composition Energy 20.00% Grains 20.00% Currency Futures 15.00% Precious Metals 15.00% Livestock 10.00% Stock Indices 10.00% Interest Rates 5.00% Softs 5.00% SummaryThe Epoch3 Managed Futures Program was developed from a culmination of the fund managers proprietary trade results, technical analysis, market research and fundamental/seasonal information. The program identifies the current trend of a particular market and then employs the strategy best suited to take advantage of it's current situation.Investment StrategyThe Epoch3 Managed Futures Program utilizes futures options to take advantage of trade signals generated by the programs parameters. Long, short and spread strategies will be employed to maximize profits while limiting risk.Risk ManagementRisk will be managed through the Epoch3 Managed Futures Program through spread strategies and within the exit strategies developed through the program to keep any losses to a minimum. 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 -70.31 25 - 1/1/2014 2/1/2016 -22.31 2 6 8/1/2011 10/1/2011 -21.72 5 8 7/1/2010 12/1/2010 -21.32 2 8 4/1/2012 6/1/2012 -4.06 2 1 3/1/2013 5/1/2013 -3.96 1 2 4/1/2010 5/1/2010 -3.92 1 1 10/1/2013 11/1/2013 -3.40 1 1 12/1/2009 1/1/2010 -3.40 1 2 7/1/2013 8/1/2013 -0.48 1 1 2/1/2010 3/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 37.21 6 7/1/2009 12/1/2009 34.94 6 11/1/2011 4/1/2012 30.78 9 7/1/2012 3/1/2013 20.78 4 1/1/2011 4/1/2011 12.37 2 9/1/2013 10/1/2013 10.50 3 4/1/2015 6/1/2015 8.37 2 12/1/2013 1/1/2014 7.30 1 2/1/2010 2/1/2010 7.14 2 6/1/2010 7/1/2010 6.92 1 5/1/2014 5/1/2014 6.39 1 6/1/2011 6/1/2011 6.23 1 2/1/2015 2/1/2015 6.10 2 6/1/2013 7/1/2013 5.54 1 8/1/2011 8/1/2011 4.09 1 12/1/2014 12/1/2014 2.70 1 4/1/2010 4/1/2010 1.99 1 9/1/2015 9/1/2015 0.20 1 8/1/2014 8/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -56.34 5 10/1/2015 2/1/2016 -22.31 2 9/1/2011 10/1/2011 -21.85 2 7/1/2015 8/1/2015 -21.72 5 8/1/2010 12/1/2010 -21.32 2 5/1/2012 6/1/2012 -14.72 3 2/1/2014 4/1/2014 -13.66 1 1/1/2015 1/1/2015 -5.47 3 9/1/2014 11/1/2014 -4.06 2 4/1/2013 5/1/2013 -3.96 1 5/1/2010 5/1/2010 -3.95 1 7/1/2011 7/1/2011 -3.92 1 11/1/2013 11/1/2013 -3.58 1 3/1/2015 3/1/2015 -3.40 1 8/1/2013 8/1/2013 -3.40 1 1/1/2010 1/1/2010 -2.89 2 6/1/2014 7/1/2014 -0.98 1 5/1/2011 5/1/2011 -0.48 1 3/1/2010 3/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods80.0078.0075.0069.0063.0057.0045.0033.00 Percent Profitable56.2556.4148.0057.9766.6764.9182.2287.88 Average Period Return-0.29-0.170.641.333.707.3414.2818.13 Average Gain4.358.8715.0813.7416.0321.4522.9925.40 Average Loss-6.26-11.87-12.70-15.80-20.96-18.78-26.04-34.57 Best Period11.2520.8537.2149.5448.1753.4357.6465.79 Worst Period-51.01-53.82-60.61-62.92-66.54-69.17-65.02-58.99 Standard Deviation8.2913.8118.0119.5322.5525.8424.5327.69 Gain Standard Deviation2.785.2910.1511.7712.5915.6013.4718.64 Loss Standard Deviation9.2012.5912.5214.4617.1520.0324.3026.83 Sharpe Ratio (1%)-0.05-0.030.010.020.100.210.460.51 Average Gain / Average Loss0.690.751.190.870.761.140.880.73 Profit / Loss Ratio0.890.971.101.201.532.114.085.33 Downside Deviation (10%)7.4511.9114.1116.3919.2220.9220.3422.78 Downside Deviation (5%)7.3211.4513.0414.2716.1816.8915.5615.71 Downside Deviation (0%)7.2911.3412.7813.7815.4916.0514.5714.50 Sortino Ratio (10%)-0.09-0.12-0.13-0.22-0.20-0.14-0.07-0.15 Sortino Ratio (5%)-0.05-0.040.010.020.140.320.720.90 Sortino Ratio (0%)-0.04-0.010.050.100.240.460.981.25 Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 1 6.73 5/2015 Discretionary Trader Index Month 2 6.73 5/2015 Diversified Trader Index Month 3 6.73 5/2015 IASG CTA Index Month 4 6.73 5/2015 Option Strategy Index Month 3 2.73 4/2015 Discretionary Trader Index Month 9 2.73 4/2015 Discretionary Trader Index Month 5 6.23 2/2015 Diversified Trader Index Month 5 6.23 2/2015 Option Strategy Index Month 3 6.23 2/2015 Option Strategy Index Month 3 4.09 12/2014 Discretionary Trader Index Month 6 4.09 12/2014 Option Strategy Index Month 8 -2.55 10/2014 Discretionary Trader Index Month 8 5.88 5/2014 Option Strategy Index Month 2 5.88 5/2014 Option Strategy Index Month 10 1.30 1/2014 Option Strategy Index Month 3 5.57 12/2013 Discretionary Trader Index Month 5 5.57 12/2013 Diversified Trader Index Month 7 8.74 10/2013 IASG CTA Index Month 8 8.74 10/2013 Discretionary Trader Index Month 4 8.74 10/2013 Option Strategy Index Month 2 8.74 10/2013 Discretionary Trader Index Month 8 5.16 6/2013 Option Strategy Index Month 4 5.16 6/2013 Diversified Trader Index Month 10 5.16 6/2013 Discretionary Trader Index Month 5 2.40 3/2013 Option Strategy Index Month 3 2.40 3/2013 Option Strategy Index Month 10 1.49 2/2013 Option Strategy Index Month 7 1.47 1/2013 Discretionary Trader Index Month 7 2.51 12/2012 Option Strategy Index Month 3 2.51 12/2012 Discretionary Trader Index Month 4 5.52 11/2012 Option Strategy Index Month 3 5.52 11/2012 Diversified Trader Index Month 8 5.52 11/2012 IASG CTA Index Month 9 5.52 11/2012 Option Strategy Index Month 9 2.85 10/2012 Option Strategy Index Month 4 3.17 9/2012 Discretionary Trader Index Month 10 3.17 9/2012 Diversified Trader Index Month 10 4.52 8/2012 Option Strategy Index Month 9 4.52 8/2012 Option Strategy Index Month 3 3.38 7/2012 IASG CTA Index Month 4 9.51 4/2012 Discretionary Trader Index Month 3 9.51 4/2012 Option Strategy Index Month 1 9.51 4/2012 Diversified Trader Index Month 1 9.51 4/2012 Option Strategy Index Month 1 6.55 3/2012 Discretionary Trader Index Month 4 6.55 3/2012 Diversified Trader Index Month 7 6.55 3/2012 Option Strategy Index Month 8 3.57 2/2012 Option Strategy Index Month 7 4.26 1/2012 Option Strategy Index Month 10 4.52 12/2011 Option Strategy Index Month 3 5.54 8/2011 Option Strategy Index Month 2 6.39 6/2011 Discretionary Trader Index Month 5 6.39 6/2011 Diversified Trader Index Month 7 6.39 6/2011 IASG CTA Index Month 9 6.39 6/2011 Discretionary Trader Index Month 9 6.99 4/2011 Option Strategy Index Month 1 6.99 4/2011 Option Strategy Index Month 1 5.47 2/2011 Option Strategy Index Month 2 5.85 1/2011 Discretionary Trader Index Month 9 5.85 1/2011 Diversified Trader Index Month 7 5.85 1/2011 Option Strategy Index Month 6 4.12 7/2010 Option Strategy Index Month 8 -3.96 5/2010 Option Strategy Index Month 4 2.70 4/2010 Discretionary Trader Index Month 5 7.30 2/2010 Option Strategy Index Month 3 7.30 2/2010 Diversified Trader Index Month 10 7.30 2/2010 Option Strategy Index Month 3 8.25 12/2009 Diversified Trader Index Month 4 8.25 12/2009 Discretionary Trader Index Month 3 8.25 12/2009 IASG CTA Index Month 8 8.25 12/2009 IASG CTA Index Sharpe 10 4.09 2009 Option Strategy Index Month 2 11.25 11/2009 Discretionary Trader Index Month 4 11.25 11/2009 Option Strategy Index Month 3 5.27 9/2009 Discretionary Trader Index Month 10 5.27 9/2009 Option Strategy Index Month 2 7.99 8/2009 Diversified Trader Index Month 9 7.99 8/2009 Discretionary Trader Index Month 7 7.99 8/2009 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