Luke Asset Management Partners, LLC : Pinnacle Trend Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance -9.63% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 20.43% Sharpe (RFR=1%) -1.13 CAROR - Assets $ 1.4M Worst DD -38.17 S&P Correlation 0.43 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since7/2016 Pinnacle Trend Trading Program -9.63 - - - -33.37 - - -36.04 S&P 500 0.27 - - - 25.69 - - 59.40 +/- S&P 500 -9.90 - - - -59.06 - - -95.44 Strategy Description SummaryLuke Asset Management Partners, LLC (“LAMP”) is a registered Commodity Trading Advisor and a member of the National Futures Association. LAMP was formed in 2016 to provide management services for investors seeking to achieve superior returns in alternative investments. Employing a... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $28.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 13% Targeted Worst DD -28.00% Worst Peak-to-Trough 22.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 13.00% 1-30 Days 85.00% Intraday 2.00% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Momentum 30.00% Trend-following 30.00% Other 40.00% Composition Precious Metals 31.00% Softs 27.00% Energy 14.00% Grains 14.00% Livestock 14.00% SummaryLuke Asset Management Partners, LLC (“LAMP”) is a registered Commodity Trading Advisor and a member of the National Futures Association. LAMP was formed in 2016 to provide management services for investors seeking to achieve superior returns in alternative investments. Employing a strategy that centers on a primarily systematic approach, LAMP’s goal is to capitalize on short to medium term trading opportunities in 6 of the most liquid worldwide commodity markets while actively managing risk on a systematic and discretionary basis.Investment StrategyLAMP’s flagship strategy is the Pinnacle Trend Trading Program (“Pinnacle”). Pinnacle is an 90% systematic and 10% discretionary trading program that uses proprietary formulas to enter long and short positions in 6 of the most liquid commodity futures contracts. These 6 markets are currently Crude Oil, Gold, Soybeans, Sugar, Coffee, and Lean Hogs. LAMP maintains a disciplined approach with stringent risk management on every position while offering its investors the potential for superior returns. LAMP continues to research and test other markets to see if better results are achievable. Past performance is not necessarily indicative of future results.Risk ManagementProtective stops are placed along with every market entry. Stops are systematically adjusted on a daily basis to account for daily market fluctuations and are also evaluated individually for additional adjustments on a case-by-case basis to further enhance risk management. 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 -38.17 11 - 5/1/2017 4/1/2018 -11.72 2 8 7/1/2016 9/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 13.26 3 10/1/2016 12/1/2016 11.87 3 3/1/2017 5/1/2017 5.08 1 10/1/2017 10/1/2017 5.00 1 12/1/2017 12/1/2017 0.38 1 7/1/2016 7/1/2016 0.25 1 7/1/2017 7/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -31.52 4 1/1/2018 4/1/2018 -11.72 2 8/1/2016 9/1/2016 -8.76 1 11/1/2017 11/1/2017 -7.87 2 1/1/2017 2/1/2017 -6.05 2 8/1/2017 9/1/2017 -4.77 1 6/1/2017 6/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods22.0020.0017.0011.00 Percent Profitable45.4540.0041.1827.27 Average Period Return-1.84-3.93-4.74-7.22 Average Gain3.504.673.754.01 Average Loss-6.29-9.67-10.69-11.43 Best Period7.0513.268.874.70 Worst Period-13.83-30.42-34.40-33.81 Standard Deviation5.9010.2611.2412.24 Gain Standard Deviation2.475.043.110.70 Loss Standard Deviation3.738.7211.0811.82 Sharpe Ratio (1%)-0.33-0.41-0.47-0.67 Average Gain / Average Loss0.560.480.350.35 Profit / Loss Ratio0.460.320.250.13 Downside Deviation (10%)5.6010.6312.9316.90 Downside Deviation (5%)5.3910.0411.7714.18 Downside Deviation (0%)5.349.8911.5013.56 Sortino Ratio (10%)-0.40-0.49-0.56-0.72 Sortino Ratio (5%)-0.36-0.42-0.45-0.58 Sortino Ratio (0%)-0.34-0.40-0.41-0.53 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