Pinstripe Trading, LLC : Standard Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 6.13% Mar Performance 0.03% Min Investment $ 125k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 9.96% Sharpe (RFR=0%) 0.44 CAROR 5.00% Assets $ 6.3M Worst DD -17.38 S&P Correlation 0.39 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since8/2009 Standard 0.03 0.03 -6.13 -4.11 -11.13 6.28 52.38 68.26 S&P 500 -12.51 -20.00 -20.00 -8.82 8.28 23.72 118.73 195.20 +/- S&P 500 12.54 20.03 13.87 4.70 -19.41 -17.44 -66.35 -126.93 Strategy Description Investment StrategyThe objective of the Advisor's Standard Trading Program is to achieve capital appreciation through the trading of stock index futures, with a focus on the E-mini S&P. The Advisor uses quantitative based, systematic strategies to identify high probability patterns that develop... Read More Account & Fees Type Managed Account Minimum Investment $ 125k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 3.50 Management Fee 0% Performance Fee 25.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 700 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD Worst Peak-to-Trough Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 2.00% 1-30 Days 98.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition Stock Indices 100.00% Investment StrategyThe objective of the Advisor's Standard Trading Program is to achieve capital appreciation through the trading of stock index futures, with a focus on the E-mini S&P. The Advisor uses quantitative based, systematic strategies to identify high probability patterns that develop in the U.S Index futures markets. The strategies attempt to purchase futures that experience a sharp, short term decline in the value, but are still within a long-term uptrend. Conversely, the strategies attempt to sell futures that experience a sharp, short term spike in value, but are still within a long-term down trend. The models are applied to multiple time frames. The average holding period for a trade is 2-5 days. The program only trades Emini futures - no options. 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 -17.38 21 - 1/1/2018 10/1/2019 -11.31 11 6 6/1/2011 5/1/2012 -6.87 1 3 12/1/2013 1/1/2014 -6.00 2 8 4/1/2010 6/1/2010 -5.17 1 4 7/1/2013 8/1/2013 -5.13 5 1 8/1/2014 1/1/2015 -3.10 5 4 9/1/2015 2/1/2016 -2.24 1 1 12/1/2009 1/1/2010 -2.01 1 1 5/1/2013 6/1/2013 -1.84 1 1 9/1/2016 10/1/2016 -1.40 1 1 7/1/2015 8/1/2015 -0.41 2 2 11/1/2016 1/1/2017 -0.34 1 1 9/1/2009 10/1/2009 -0.17 1 1 3/1/2015 4/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 15.14 7 12/1/2010 6/1/2011 13.29 2 2/1/2015 3/1/2015 11.30 7 2/1/2014 8/1/2014 10.16 2 6/1/2012 7/1/2012 9.52 5 5/1/2016 9/1/2016 8.03 3 10/1/2012 12/1/2012 7.28 2 11/1/2019 12/1/2019 7.08 3 5/1/2015 7/1/2015 5.95 1 9/1/2011 9/1/2011 5.66 2 8/1/2009 9/1/2009 5.02 2 8/1/2017 9/1/2017 5.01 3 3/1/2013 5/1/2013 4.61 1 11/1/2016 11/1/2016 4.50 2 3/1/2017 4/1/2017 4.49 2 11/1/2009 12/1/2009 4.46 2 3/1/2012 4/1/2012 4.41 1 7/1/2013 7/1/2013 3.44 1 12/1/2013 12/1/2013 2.97 2 7/1/2018 8/1/2018 2.80 1 12/1/2014 12/1/2014 2.64 1 10/1/2013 10/1/2013 2.60 1 4/1/2010 4/1/2010 2.57 1 2/1/2010 2/1/2010 1.71 1 11/1/2017 11/1/2017 1.71 1 10/1/2010 10/1/2010 1.64 1 9/1/2019 9/1/2019 1.48 1 9/1/2015 9/1/2015 1.43 1 4/1/2019 4/1/2019 1.31 2 6/1/2019 7/1/2019 1.13 1 7/1/2010 7/1/2010 0.99 2 4/1/2018 5/1/2018 0.21 1 11/1/2018 11/1/2018 0.03 1 3/1/2020 3/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -11.26 2 7/1/2011 8/1/2011 -9.70 1 5/1/2012 5/1/2012 -6.98 4 12/1/2017 3/1/2018 -6.87 1 1/1/2014 1/1/2014 -6.16 2 1/1/2020 2/1/2020 -6.00 2 5/1/2010 6/1/2010 -5.17 2 8/1/2013 9/1/2013 -4.89 1 6/1/2018 6/1/2018 -4.85 3 9/1/2014 11/1/2014 -4.18 1 8/1/2019 8/1/2019 -3.50 1 10/1/2019 10/1/2019 -3.10 7 10/1/2015 4/1/2016 -3.01 1 1/1/2015 1/1/2015 -2.68 2 9/1/2018 10/1/2018 -2.64 4 12/1/2018 3/1/2019 -2.24 1 1/1/2010 1/1/2010 -2.08 1 5/1/2019 5/1/2019 -2.01 1 6/1/2013 6/1/2013 -1.84 1 10/1/2016 10/1/2016 -1.44 2 8/1/2012 9/1/2012 -1.40 1 8/1/2015 8/1/2015 -1.19 1 11/1/2010 11/1/2010 -0.41 3 12/1/2016 2/1/2017 -0.34 1 10/1/2009 10/1/2009 -0.17 1 4/1/2015 4/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods128.00126.00123.00117.00111.00105.0093.0081.0069.00 Percent Profitable51.5660.3260.1676.9281.9883.8191.40100.00100.00 Average Period Return0.451.302.575.318.6312.0921.4530.7841.07 Average Gain2.304.016.508.6212.2316.0223.8630.7841.07 Average Loss-2.70-3.14-3.37-5.70-7.73-8.22-4.20 Best Period12.0113.0921.1123.1727.8831.6646.7955.0071.46 Worst Period-10.66-10.13-10.65-12.44-13.23-15.97-8.780.417.81 Standard Deviation2.884.235.917.759.6611.0112.6613.2814.08 Gain Standard Deviation1.942.723.975.216.166.6110.3213.2814.08 Loss Standard Deviation2.582.292.253.364.045.162.69 Sharpe Ratio (1%)0.130.250.350.560.740.921.452.012.56 Average Gain / Average Loss0.851.281.931.511.581.955.68 Profit / Loss Ratio1.612.162.925.047.2010.0860.34 Downside Deviation (10%)2.112.953.975.506.967.896.606.213.87 Downside Deviation (5%)1.972.432.823.594.264.592.250.41 Downside Deviation (0%)1.942.312.553.163.683.871.44 Sortino Ratio (10%)0.020.020.030.060.150.230.861.493.47 Sortino Ratio (5%)0.190.430.741.201.672.208.2064.54 Sortino Ratio (0%)0.230.561.011.682.353.1214.93 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 1 3.88 12/2019 Stock Index Trader Index Month 4 3.27 11/2019 Systematic Trader Index Month 10 3.27 11/2019 Stock Index Trader Index Month 10 1.64 9/2019 Stock Index Trader Index Month 9 1.64 9/2019 Stock Index Trader Index Month 8 1.43 4/2019 Stock Index Trader Index Month 9 1.35 8/2018 Stock Index Trader Index Month 8 1.71 11/2017 Stock Index Trader Index Month 1 4.80 8/2017 Stock Index Trader Index Month 4 2.64 4/2017 Stock Index Trader Index Month 3 4.61 11/2016 Stock Index Trader Index Month 8 2.62 9/2016 Stock Index Trader Index Month 4 3.84 6/2016 Stock Index Trader Index Month 9 0.00 1/2016 Stock Index Trader Index Month 7 3.87 7/2015 IASG CTA Index Month 3 12.01 2/2015 Systematic Trader Index Month 3 12.01 2/2015 Stock Index Trader Index Month 1 12.01 2/2015 Stock Index Trader Index Month 5 2.80 12/2014 Stock Index Trader Index Month 8 0.76 7/2014 Stock Index Trader Index Month 7 2.22 4/2014 Systematic Trader Index Month 10 5.01 3/2014 Stock Index Trader Index Month 4 5.01 3/2014 Stock Index Trader Index Month 7 3.57 12/2013 Stock Index Trader Index Month 7 2.72 10/2013 Stock Index Trader Index Month 4 4.61 7/2013 Stock Index Trader Index Month 7 3.48 4/2013 Stock Index Trader Index Month 4 4.06 11/2012 Stock Index Trader Index Month 7 3.52 10/2012 Stock Index Trader Index Month 2 5.87 7/2012 Stock Index Trader Index Month 5 3.85 3/2012 Stock Index Trader Index Month 8 5.82 9/2011 Stock Index Trader Index Month 10 1.26 6/2011 Stock Index Trader Index Month 8 4.24 5/2011 Stock Index Trader Index Month 10 2.99 3/2011 Stock Index Trader Index Month 10 2.09 12/2010 Stock Index Trader Index Month 4 2.68 4/2010 Stock Index Trader Index Month 10 4.07 11/2009 Stock Index Trader Index Month 6 2.65 9/2009 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