Pere Trading Group, LLC : Pere Trading Program

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	Since 6/2005
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

Summary

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%

Summary

The 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:

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:

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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	103.00	101.00	98.00	92.00	86.00	80.00	68.00	56.00	44.00
Percent Profitable	62.14	60.40	70.41	79.35	84.88	88.75	97.06	98.21	97.73
Average Period Return	3.01	8.45	18.01	42.42	69.05	98.53	170.55	223.42	338.41
Average Gain	10.55	20.81	31.24	57.18	83.94	113.23	176.24	227.72	346.94
Average Loss	-9.36	-10.39	-13.48	-14.27	-14.55	-17.48	-17.18	-12.63	-28.23
Best Period	99.87	223.41	297.71	570.52	637.07	597.72	854.87	476.21	661.50
Worst Period	-55.36	-47.21	-60.73	-50.27	-56.19	-50.81	-32.21	-12.63	-28.23
Standard Deviation	16.55	30.43	43.27	79.93	98.92	104.96	135.93	117.86	151.11
Gain Standard Deviation	15.08	32.90	44.58	83.35	100.14	102.27	133.87	114.45	141.78
Loss Standard Deviation	10.23	10.28	14.23	15.34	15.23	14.51	21.26
Sharpe Ratio (1%)	0.18	0.27	0.40	0.52	0.68	0.92	1.23	1.86	2.21
Average Gain / Average Loss	1.13	2.00	2.32	4.01	5.77	6.48	10.26	18.03	12.29
Profit / Loss Ratio	1.85	3.05	5.51	15.39	32.41	51.09	338.47	991.86	528.39
Downside Deviation (10%)	8.65	9.71	11.54	11.10	10.35	10.47	6.21	4.58	8.64
Downside Deviation (5%)	8.51	9.26	10.75	9.70	8.44	7.99	4.32	2.23	5.03
Downside Deviation (0%)	8.47	9.14	10.56	9.38	8.02	7.45	3.92	1.69	4.26
Sortino Ratio (10%)	0.30	0.74	1.35	3.37	5.94	8.43	24.92	44.11	35.98
Sortino Ratio (5%)	0.34	0.89	1.63	4.27	8.00	12.08	38.78	98.37	66.33
Sortino Ratio (0%)	0.36	0.92	1.70	4.52	8.61	13.23	43.56	132.41	79.51

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.

Get Free Research Report on This CTA

Get additional information on Pere Trading Group, LLC, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by Pere Trading Group, LLC

Program Name	CAROR

IASG Activity

Blends 137
Portfolios 17
Watchlists 27

Find the right managed futures programs for you with our comprehensive free CTA database.

Pere Trading Group, LLC : Pere Trading Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

Connect With Us for Latest CTA News & Rankings

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

Pere Trading Group, LLC : Pere Trading Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: