PAK Capital, LLC : PAK Capital Small Accounts Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -2.24% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 3.99% Sharpe (RFR=1%) -2.25 CAROR - Assets $ 270k Worst DD -12.41 S&P Correlation 0.52 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since8/2017 PAK Capital Small Accounts Program -2.24 - - - -9.63 - - -10.80 S&P 500 -9.18 - - - 21.41 - - 48.97 +/- S&P 500 6.94 - - - -31.03 - - -59.77 Strategy Description SummaryThe PAK Capital Small Accounts Program trades exchange-traded E-mini and E-micro currency futures contracts - primarily the US Dollar against the Euro Currency, British Pound, Japanese Yen, Swiss Franc, Canadian Dollar and Australian Dollar. ... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 50k CTA Max Funding Factor 4.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 4000 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD Worst Peak-to-Trough Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 10.00% 1-30 Days 90.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 50.00% Momentum 25.00% Pattern Recognition 15.00% Trend-following 10.00% Composition Currency Futures 100.00% SummaryThe PAK Capital Small Accounts Program trades exchange-traded E-mini and E-micro currency futures contracts - primarily the US Dollar against the Euro Currency, British Pound, Japanese Yen, Swiss Franc, Canadian Dollar and Australian Dollar. Investment StrategyA combination of technical and fundamental analysis is utilized to pinpoint trade opportunities. The technical component of the Program is a modified version of the Richard Dennis “Turtle” system. System. Fundamental factors include macroeconomics, financial and geopolitical events and other external factors that affect market prices. Trading is directional and concentrates on clearly-defined opportunity sets as and when they emerge. Each currency is evaluated on price action, timing parameters, strength/weakness and other information. Trade initiation relies on price breakout, pattern recognition and the Advisor’s experience in analyzing the relevant fundamental and technical facts affecting futures prices. Trade selection is discretionary. A number of systematic momentum strategies are employed. The Program is designed to maximize profits with trades of short and intermediate-term duration though frequently has a long-term positioning bias.. There are times when the Advisor’s trading program is fully positioned in the markets and times when it is not in the markets at all depending on assessment of the reward and risk ratio.Risk ManagementEffective risk management is a crucial aspect of the Program and the Advisor has set of defined risk parameters. Predetermined stop loss points are calculated for each trade based on market volatility and other factors. Stops are placed upon entry, and trailing stops are used to protect profits. The money management system determines and limits the amount of equity committed to each trade, as well as to each currency and group of currencies. Preservation of equity for client accounts during unfavorable markets is key to the success of its program. 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 -12.41 15 - 9/1/2017 12/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 1.84 2 8/1/2017 9/1/2017 1.47 1 7/1/2018 7/1/2018 0.09 1 5/1/2018 5/1/2018 0.06 1 2/1/2018 2/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.10 5 8/1/2018 12/1/2018 -3.08 4 10/1/2017 1/1/2018 -2.98 2 3/1/2018 4/1/2018 -1.33 1 6/1/2018 6/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods17.0015.0012.00 Percent Profitable29.4113.330.00 Average Period Return-0.66-2.12-3.85 Average Gain0.690.84 Average Loss-1.23-2.57-3.85 Best Period1.471.47-1.30 Worst Period-2.24-4.69-5.74 Standard Deviation1.151.801.27 Gain Standard Deviation0.670.89 Loss Standard Deviation0.771.431.27 Sharpe Ratio (1%)-0.65-1.31-3.41 Average Gain / Average Loss0.560.33 Profit / Loss Ratio0.230.05 Downside Deviation (10%)1.513.776.44 Downside Deviation (5%)1.262.924.52 Downside Deviation (0%)1.202.714.04 Sortino Ratio (10%)-0.71-0.89-0.98 Sortino Ratio (5%)-0.59-0.81-0.96 Sortino Ratio (0%)-0.55-0.78-0.95 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