JKI-Futures, LLC : ETIRON Large 2x (Client) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance -7.79% Min Investment $ 1,000k Mgmt. Fee 0% Perf. Fee 15.00% Annualized Vol 22.90% Sharpe (RFR=1%) -0.29 CAROR -7.93% Assets $ 584k Worst DD -44.34 S&P Correlation 0.32 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 2019 1yr 3yr 5yr 10yr Since8/2012 ETIRON Large 2x (Client) -7.79 -4.15 - -13.69 -25.89 - - -28.63 S&P 500 -0.12 3.53 - 10.08 32.94 - - 54.34 +/- S&P 500 -7.67 -7.68 - -23.77 -58.83 - - -82.97 Strategy Description SummaryThe Advisor is a systematic trend follower which blends statistical research and technical analysis of past price behavior with fundamental forecast. The Advisor forms long term forecast of future price trends and then builds systematic trading model, to fit this forecast in an effort... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 1.00 Management Fee 0% Performance Fee 15.00% Average Commission $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1200 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD -40.00% Worst Peak-to-Trough 15.53% Sector Focus Diversified Traders Holding Periods Over 12 Months 2.00% 4-12 Months 18.00% 1-3 Months 60.00% 1-30 Days 20.00% Intraday 0% Decision-Making Discretionary 2.00% Systematic 98.00% Strategy Fundamental 2.00% Momentum 23.00% Pattern Recognition 25.00% Technical 25.00% Trend-following 25.00% Composition Currency Futures 20.00% Grains 15.00% Softs 15.00% Interest Rates 12.00% Stock Indices 12.00% Energy 10.00% Precious Metals 8.00% Livestock 6.00% Industrial Metals 2.00% SummaryThe Advisor is a systematic trend follower which blends statistical research and technical analysis of past price behavior with fundamental forecast. The Advisor forms long term forecast of future price trends and then builds systematic trading model, to fit this forecast in an effort to achieve above average risk adjusted performance. Investment StrategyThe Advisor offers four programs: the ETIRON Access Program, the ETIRON Access 2X Program, the ETIRON Large Program and the ETIRON Large 2X Program. The offered programs are systematic trend-following trading models using technical analysis and statistical studies of past price behavior of futures markets to determine the most favorable entry and exit points, size of the investment positions and portfolio composition. When trading the programs, the Advisor does not attempt to trade all of the markets at all times, but rather looks for opportunities with the highest probability for a favorable outcome. Risk ManagementAt any given time, the Advisor generally holds open positions in less than one third of all the markets traded. The Advisor’s risk management algorithm is dynamic and initial risk per position may vary depending on many factors including current market exposure, recent price behavior, and other technical and statistical factors. The ETIRON Access 2X and ETIRON Large 2X Programs generally open positions with initial risk of 1% - 2% of an account’s total equity. The ETIRON Access and ETIRON Large Programs generally open positions with initial risk of 0.5% - 1% of an account’s total equity. However, the risk models are dynamic and initial risk for some positions in an account may approach 3% of the account’s equity for the ETIRON Access 2X and ETIRON Large 2X Programs, and 1.5% initial risk for the ETIRON Access and ETIRON Large Programs. 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 -44.34 12 - 2/1/2015 2/1/2016 -15.53 4 14 8/1/2012 12/1/2012 -11.90 3 3 7/1/2014 10/1/2014 -2.29 1 1 2/1/2014 3/1/2014 -1.70 1 1 4/1/2014 5/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 15.22 1 2/1/2014 2/1/2014 14.16 2 1/1/2015 2/1/2015 13.88 1 3/1/2016 3/1/2016 13.44 2 6/1/2014 7/1/2014 12.76 1 1/1/2013 1/1/2013 11.25 1 3/1/2013 3/1/2013 6.66 1 6/1/2016 6/1/2016 6.44 1 11/1/2014 11/1/2014 5.84 3 7/1/2013 9/1/2013 3.97 1 8/1/2012 8/1/2012 3.55 1 4/1/2014 4/1/2014 3.42 1 9/1/2015 9/1/2015 2.58 1 11/1/2015 11/1/2015 0.54 1 5/1/2013 5/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -35.29 6 3/1/2015 8/1/2015 -15.53 4 9/1/2012 12/1/2012 -11.90 3 8/1/2014 10/1/2014 -11.71 3 12/1/2015 2/1/2016 -10.13 2 7/1/2016 8/1/2016 -9.99 1 6/1/2013 6/1/2013 -8.16 1 10/1/2015 10/1/2015 -8.08 2 4/1/2016 5/1/2016 -7.14 1 2/1/2013 2/1/2013 -4.48 4 10/1/2013 1/1/2014 -2.29 1 3/1/2014 3/1/2014 -1.70 1 5/1/2014 5/1/2014 -1.01 1 4/1/2013 4/1/2013 -0.88 1 12/1/2014 12/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods49.0047.0044.0038.0032.0026.0014.00 Percent Profitable36.7342.5552.2750.0056.2550.000.00 Average Period Return-0.47-1.18-1.71-4.56-3.19-3.51-18.59 Average Gain6.279.158.8713.6317.0017.87 Average Loss-4.39-8.83-13.28-22.74-29.15-24.89-18.59 Best Period15.2216.5830.0031.3233.4238.98-4.14 Worst Period-13.73-26.57-35.29-44.34-44.15-36.54-27.99 Standard Deviation6.6110.7914.9421.5125.3023.506.47 Gain Standard Deviation4.655.006.839.2610.279.59 Loss Standard Deviation3.816.7112.6212.939.918.246.47 Sharpe Ratio (1%)-0.08-0.13-0.15-0.26-0.19-0.23-3.34 Average Gain / Average Loss1.431.040.670.600.580.72 Profit / Loss Ratio0.830.770.730.600.750.72 Downside Deviation (10%)4.849.1113.8221.5525.1425.5234.92 Downside Deviation (5%)4.648.5012.7719.0021.2419.8322.51 Downside Deviation (0%)4.598.3512.5118.3820.2918.4719.61 Sortino Ratio (10%)-0.18-0.26-0.30-0.44-0.43-0.54-0.98 Sortino Ratio (5%)-0.12-0.17-0.17-0.29-0.22-0.28-0.96 Sortino Ratio (0%)-0.10-0.14-0.14-0.25-0.16-0.19-0.95 Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Month 1 13.88 3/2016 Systematic Trader Index Month 2 13.88 3/2016 Diversified Trader Index Month 2 13.88 3/2016 Diversified Trader Index Month 7 5.03 2/2015 Diversified Trader Index Month 2 10.35 6/2014 Systematic Trader Index Month 2 10.35 6/2014 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