Pere Trading Group, LLC : Pere Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -4.00% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 57.32% Sharpe (RFR=1%) 0.61 CAROR 23.46% Assets $ 13.4M Worst DD -60.73 S&P Correlation -0.01 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 Since6/2005 Pere Trading Program -4.00 - - - - - 15.91 510.18 S&P 500 2.36 - - - - - 66.20 226.88 +/- S&P 500 -6.36 - - - - - -50.29 283.31 Strategy Description SummaryThe Pere Trading Program analyzes intra-day E-mini SP 500 futures price changes in conjunction with daily price changes over a recent span of days to compute daily trading signals. From this analysis, the Pere Trading model calculates a desired position in the E-mini SP 500 futures... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 20.00% Average Commission $7.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3500 RT/YR/$M Avg. Margin-to-Equity 19% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Technical 100.00% Composition Stock Indices 100.00% SummaryThe Pere Trading Program analyzes intra-day E-mini SP 500 futures price changes in conjunction with daily price changes over a recent span of days to compute daily trading signals. From this analysis, the Pere Trading model calculates a desired position in the E-mini SP 500 futures contract and trades this market accordingly. The model is short term in nature, trading as frequently as daily or holding positions as long as two weeks. 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 -60.73 6 51 9/1/2008 3/1/2009 -42.70 4 - 6/1/2013 10/1/2013 -29.98 1 2 12/1/2007 1/1/2008 -26.90 9 3 10/1/2006 7/1/2007 -14.02 1 1 3/1/2008 4/1/2008 -5.61 1 2 10/1/2005 11/1/2005 -3.34 1 1 7/1/2006 8/1/2006 Show More Consecutive Gains Run-up Length (Mos.) Start End 362.56 5 5/1/2008 9/1/2008 104.34 5 8/1/2007 12/1/2007 67.15 4 9/1/2011 12/1/2011 57.11 2 2/1/2008 3/1/2008 45.83 2 4/1/2009 5/1/2009 33.13 8 12/1/2005 7/1/2006 27.84 5 6/1/2012 10/1/2012 26.94 1 6/1/2013 6/1/2013 20.28 1 12/1/2008 12/1/2008 18.35 2 11/1/2009 12/1/2009 14.76 1 2/1/2013 2/1/2013 14.08 3 2/1/2012 4/1/2012 13.38 1 4/1/2013 4/1/2013 12.72 5 6/1/2005 10/1/2005 12.45 2 9/1/2006 10/1/2006 10.63 3 6/1/2010 8/1/2010 10.33 1 7/1/2011 7/1/2011 7.92 2 8/1/2009 9/1/2009 6.56 1 8/1/2013 8/1/2013 6.14 3 12/1/2010 2/1/2011 6.07 1 4/1/2010 4/1/2010 4.80 1 11/1/2013 11/1/2013 4.65 1 10/1/2010 10/1/2010 4.59 1 2/1/2010 2/1/2010 0.86 1 1/1/2007 1/1/2007 0.85 1 12/1/2012 12/1/2012 0.51 1 5/1/2011 5/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -56.11 2 10/1/2008 11/1/2008 -33.89 2 9/1/2013 10/1/2013 -29.98 1 1/1/2008 1/1/2008 -25.60 3 1/1/2009 3/1/2009 -25.10 6 2/1/2007 7/1/2007 -19.54 2 6/1/2009 7/1/2009 -18.66 1 7/1/2013 7/1/2013 -16.31 1 5/1/2013 5/1/2013 -14.88 1 1/1/2013 1/1/2013 -14.02 1 4/1/2008 4/1/2008 -13.63 1 10/1/2009 10/1/2009 -12.42 1 3/1/2010 3/1/2010 -12.12 1 5/1/2012 5/1/2012 -7.69 1 3/1/2013 3/1/2013 -7.65 1 1/1/2012 1/1/2012 -5.91 1 1/1/2010 1/1/2010 -5.66 1 6/1/2011 6/1/2011 -5.61 1 11/1/2005 11/1/2005 -5.57 2 3/1/2011 4/1/2011 -5.29 1 8/1/2011 8/1/2011 -4.24 1 11/1/2010 11/1/2010 -4.00 1 12/1/2013 12/1/2013 -3.96 1 9/1/2010 9/1/2010 -3.34 1 8/1/2006 8/1/2006 -3.24 2 11/1/2006 12/1/2006 -0.83 1 11/1/2012 11/1/2012 -0.37 1 5/1/2010 5/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods103.00101.0098.0092.0086.0080.0068.0056.0044.00 Percent Profitable62.1460.4070.4179.3584.8888.7597.0698.2197.73 Average Period Return3.018.4518.0142.4269.0598.53170.55223.42338.41 Average Gain10.5520.8131.2457.1883.94113.23176.24227.72346.94 Average Loss-9.36-10.39-13.48-14.27-14.55-17.48-17.18-12.63-28.23 Best Period99.87223.41297.71570.52637.07597.72854.87476.21661.50 Worst Period-55.36-47.21-60.73-50.27-56.19-50.81-32.21-12.63-28.23 Standard Deviation16.5530.4343.2779.9398.92104.96135.93117.86151.11 Gain Standard Deviation15.0832.9044.5883.35100.14102.27133.87114.45141.78 Loss Standard Deviation10.2310.2814.2315.3415.2314.5121.26 Sharpe Ratio (1%)0.180.270.400.520.680.921.231.862.21 Average Gain / Average Loss1.132.002.324.015.776.4810.2618.0312.29 Profit / Loss Ratio1.853.055.5115.3932.4151.09338.47991.86528.39 Downside Deviation (10%)8.659.7111.5411.1010.3510.476.214.588.64 Downside Deviation (5%)8.519.2610.759.708.447.994.322.235.03 Downside Deviation (0%)8.479.1410.569.388.027.453.921.694.26 Sortino Ratio (10%)0.300.741.353.375.948.4324.9244.1135.98 Sortino Ratio (5%)0.340.891.634.278.0012.0838.7898.3766.33 Sortino Ratio (0%)0.360.921.704.528.6113.2343.56132.4179.51 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