Pearlman CTA Managed Futures Capital Management : Booster Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance -62.64% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 30.00% Annualized Vol 135.73% Sharpe (RFR=1%) -1.31 CAROR - Assets $ 36k Worst DD -98.31 S&P Correlation 0.68 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 YTD 1yr 3yr 5yr 10yr Since10/2010 Booster Program -62.64 - - - - - - -96.17 S&P 500 -5.68 - - - - - - 192.76 +/- S&P 500 -56.96 - - - - - - -288.94 Strategy Description SummaryBooster Program very aggressive, with very high leverage and profit objective. See "Rocket" and other Pearlman CTA programs, for more moderate leverage/volatility. Lower CTA fees for accounts with larger starting levels. See DDoc or new client account forms for schedule.Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 30.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 60% Targeted Worst DD -100.00% Worst Peak-to-Trough 95.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 20.00% 4-12 Months 20.00% 1-3 Months 20.00% 1-30 Days 20.00% Intraday 20.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Other 100.00% Composition Interest Rates 56.00% Grains 20.00% Energy 10.00% Stock Indices 10.00% Industrial Metals 1.00% Precious Metals 1.00% Livestock 1.00% Softs 1.00% SummaryBooster Program very aggressive, with very high leverage and profit objective. See "Rocket" and other Pearlman CTA programs, for more moderate leverage/volatility. Lower CTA fees for accounts with larger starting levels. See DDoc or new client account forms for schedule.Investment StrategyRelative value. Looking to position for the best potential reward relative to risk, opportunities.Risk ManagementAggressive with small accounts, more balance and reduced risk/volatility with large accounts. Use long term, fully at risk, capital. See current DDoc for other programs. Programs starting from $20,000 in funding. 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 -98.31 8 - 12/1/2010 8/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 126.26 3 10/1/2010 12/1/2010 9.99 1 3/1/2011 3/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -97.85 5 4/1/2011 8/1/2011 -28.55 2 1/1/2011 2/1/2011 Show More Time Windows Analysis 1 Month3 Month Number of Periods11.009.00 Percent Profitable36.3633.33 Average Period Return-14.71-17.84 Average Gain26.2567.42 Average Loss-38.11-60.47 Best Period40.84126.26 Worst Period-82.27-94.98 Standard Deviation39.1875.23 Gain Standard Deviation14.6663.19 Loss Standard Deviation26.3430.27 Sharpe Ratio (1%)-0.38-0.24 Average Gain / Average Loss0.691.11 Profit / Loss Ratio0.390.56 Downside Deviation (10%)36.3755.20 Downside Deviation (5%)36.1554.47 Downside Deviation (0%)36.0954.28 Sortino Ratio (10%)-0.42-0.35 Sortino Ratio (5%)-0.41-0.33 Sortino Ratio (0%)-0.41-0.33 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