Mehnert Capital Management, LLC : DTP (Client) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance -2.03% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 13.51% Sharpe (RFR=1%) -0.01 CAROR -0.02% Assets $ 877k Worst DD -17.36 S&P Correlation -0.26 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 May Qtr YTD 1yr 3yr 5yr 10yr Since3/2012 DTP (Client) -2.03 - - - - -14.88 - -0.08 S&P 500 1.16 - - - - 84.06 - 205.04 +/- S&P 500 -3.19 - - - - -98.94 - -205.12 Strategy Description SummaryDiversified Trading Program (“DTP”) is a trading program that takes positions across a diversified portfolio of domestic futures markets with a primary focus on currencies, equity indices, interest rates and commodities. ... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 3.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $3.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1800 RT/YR/$M Avg. Margin-to-Equity 9% Targeted Worst DD Worst Peak-to-Trough -14.89% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 2.00% Systematic 98.00% Strategy Composition SummaryDiversified Trading Program (“DTP”) is a trading program that takes positions across a diversified portfolio of domestic futures markets with a primary focus on currencies, equity indices, interest rates and commodities. Investment StrategyTrading Approach In broad terms, the different trading approaches that make up the trading program attempt to generate trading profits in (i) trending, (ii) non-trending, and (iii) reversal phases of any major market trend. All trades taken are actively managed, with the view of locking in as much of the prevailing market thrust as possible, while at the same time allowing each trade sufficient room to move in order to meet its return objectives. Risk ManagementThe trading strategy involves strict risk management procedures that are used in order to achieve trading returns with the least possible risk. The Advisor believes that the leverage offered by futures contracts can work for and against an Advisor, and the understanding of risk is essential in trading mechanical systems over a wide range of futures markets. Risk is analyzed on a market basis and used to regularly balance the portfolio of contracts being traded at any given time. 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 -17.36 10 - 4/1/2016 2/1/2017 -14.89 28 3 1/1/0001 6/1/2014 -12.41 9 6 1/1/2015 10/1/2015 -1.41 1 1 11/1/2014 12/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 28.15 5 7/1/2014 11/1/2014 11.57 1 4/1/2016 4/1/2016 9.85 1 1/1/2016 1/1/2016 9.18 3 10/1/2016 12/1/2016 5.20 1 11/1/2015 11/1/2015 4.53 2 3/1/2017 4/1/2017 4.26 1 1/1/2015 1/1/2015 2.78 1 11/1/2013 11/1/2013 2.72 2 7/1/2015 8/1/2015 2.47 1 1/1/2014 1/1/2014 1.93 2 7/1/2013 8/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.48 5 5/1/2016 9/1/2016 -12.11 5 2/1/2014 6/1/2014 -9.38 2 1/1/2017 2/1/2017 -8.16 5 2/1/2015 6/1/2015 -7.16 2 9/1/2015 10/1/2015 -4.61 16 3/1/2012 6/1/2013 -4.07 1 12/1/2013 12/1/2013 -3.94 2 2/1/2016 3/1/2016 -2.91 1 12/1/2015 12/1/2015 -2.03 1 5/1/2017 5/1/2017 -1.43 2 9/1/2013 10/1/2013 -1.41 1 12/1/2014 12/1/2014 Show More Top Performer Badges Index Award Type Rank Performance Period Systematic Trader Index Month 5 2.99 10/2016 Diversified Trader Index Month 6 2.99 10/2016 IASG CTA Index Month 3 11.57 4/2016 Systematic Trader Index Month 4 11.57 4/2016 Diversified Trader Index Month 4 11.57 4/2016 Systematic Trader Index Month 10 9.85 1/2016 IASG CTA Index Month 8 9.85 1/2016 Diversified Trader Index Month 9 9.85 1/2016 Trend Following Strategy Index Month 10 15.79 9/2014 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