Luke Asset Management Partners, LLC : Pinnacle Trend Trading Program

archived programs
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

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 Since
7/2016
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

Summary

Luke 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%
Strategy Pie Chart

Composition

Precious Metals
31.00%
Softs
27.00%
Energy
14.00%
Grains
14.00%
Livestock
14.00%
Composition Pie Chart

Summary

Luke 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 Strategy

LAMP’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 Management

Protective 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.

   

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

Reward
Average RoR:
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Sharpe Ratio: (RF=1%)
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Reward
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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
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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
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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
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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.