Pearlman CTA Managed Futures Capital Management : Booster Program

archived programsClosed to new investments
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

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 Since
10/2010
Booster Program -62.64 - - - - - -96.76 -96.17
S&P 500 -5.68 - - - - - 7.52 173.50
+/- S&P 500 -56.96 - - - - - -104.28 -269.67

Strategy Description

Summary

Booster 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.

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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%
Strategy Pie Chart

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%
Composition Pie Chart

Summary

Booster 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 Strategy

Relative value. Looking to position for the best potential reward relative to risk, opportunities.

Risk Management

Aggressive 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.

   

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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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
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Risk
Standard Deviation:
Worst Loss:
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Sharpe Ratio: (RF=1%)
Skewness:
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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
-98.31 8 - 12/1/2010 8/1/2011
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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
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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
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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.