Pearlman CTA Managed Futures Capital Management : Pearlman CTA Rocket

archived programs
Year-to-Date
N / A
Oct Performance
24.19%
Min Investment
$ 35k
Mgmt. Fee
30.00%
Perf. Fee
20.00%
Annualized Vol
176.51%
Sharpe (RFR=1%)
-1.13
CAROR
-
Assets
$ 12k
Worst DD
-73.78
S&P Correlation
0.75

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
8/2011
Pearlman CTA Rocket 24.19 - - - - - - -67.43
S&P 500 10.77 - - - - - - 165.51
+/- S&P 500 13.42 - - - - - - -232.94

Strategy Description

Summary

relative value less aggressive/leverage then Booster, More then Orbit. Incentive fee lower (20%) for mid size and larger accounts. See DDoc for other Pearlman CTA programs starting with $20,000 in funding. See current DDoc dated July 1 '11... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 35k
Trading Level Incremental Increase $ 10k
CTA Max Funding Factor
Management Fee 30.00%
Performance Fee 20.00%
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 3000 RT/YR/$M
Avg. Margin-to-Equity 50%
Targeted Worst DD -50.00%
Worst Peak-to-Trough 40.00%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 30.00%
1-3 Months 40.00%
1-30 Days 20.00%
Intraday 10.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Grains
30.00%
Interest Rates
30.00%
Energy
10.00%
Softs
10.00%
Stock Indices
10.00%
Industrial Metals
5.00%
Precious Metals
5.00%
Composition Pie Chart

Summary

relative value less aggressive/leverage then Booster, More then Orbit. Incentive fee lower (20%) for mid size and larger accounts. See DDoc for other Pearlman CTA programs starting with $20,000 in funding. See current DDoc dated July 1 '11

Investment Strategy

relative value

Risk Management

less aggressive/leverage then Booster, More then Orbit.

   

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:
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
-73.78 -1 - 1/1/0001 9/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
24.19 1 10/1/2011 10/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-73.78 2 8/1/2011 9/1/2011
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Time Windows Analysis

 1 Month
Number of Periods3.00
Percent Profitable33.33
Average Period Return-16.59
Average Gain24.19
Average Loss-36.98
Best Period24.19
Worst Period-73.71
Standard Deviation50.95
Gain Standard Deviation
Loss Standard Deviation51.94
Sharpe Ratio (1%)-0.33
Average Gain / Average Loss0.65
Profit / Loss Ratio0.33
Downside Deviation (10%)42.79
Downside Deviation (5%)42.60
Downside Deviation (0%)42.56
Sortino Ratio (10%)-0.40
Sortino Ratio (5%)-0.39
Sortino Ratio (0%)-0.39

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.