Pearlman CTA Managed Futures Capital Management : Pearlman CTA Rocket Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since8/2011 Pearlman CTA Rocket 24.19 - - - - - - -67.43 S&P 500 10.77 - - - - - - 219.49 +/- S&P 500 13.42 - - - - - - -286.93 Strategy Description Summaryrelative 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% 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% Summaryrelative 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 '11Investment Strategyrelative valueRisk Managementless aggressive/leverage then Booster, More then Orbit. 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 -73.78 -1 - 1/1/0001 9/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.19 1 10/1/2011 10/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -73.78 2 8/1/2011 9/1/2011 Show More 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. x {{title}} x {{title}} Add Cancel