Pinstripe Trading, LLC : Standard

Year-to-Date: 5.19%
Aug Performance: -4.18%

Min Investment: $ 125k
Mgmt. Fee: 0%
Perf. Fee: 25.00%

Annualized Vol: 9.94%
Sharpe (RFR=1%): 0.48
CAROR: 5.43%

Assets: $ 6.8M
Worst DD: -15.77
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

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	Aug	Qtr	YTD	1yr	3yr	5yr	10yr	Since 8/2009
Standard	-4.18	-2.92	-5.19	-8.45	-1.33	17.31	65.38	70.36
S&P 500	-1.81	6.34	16.73	0.85	33.43	44.59	183.77	183.77
+/- S&P 500	-2.37	-9.26	-21.92	-9.30	-34.76	-27.28	-118.39	-113.41

Strategy Description

Investment Strategy

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 Strategy

The 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:

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
-15.77	19	-	1/1/2018	8/1/2019
-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

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
7.08	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
1.48	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

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
-6.00	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
-3.10	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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	121.00	119.00	116.00	110.00	104.00	98.00	86.00	74.00	62.00
Percent Profitable	51.24	61.34	62.93	81.82	87.50	89.80	98.84	100.00	100.00
Average Period Return	0.48	1.43	2.85	5.93	9.73	13.88	23.57	33.31	43.50
Average Gain	2.31	4.04	6.57	8.62	12.23	16.02	23.86	33.31	43.50
Average Loss	-2.65	-3.04	-3.46	-6.15	-7.79	-4.98	-1.33
Best Period	12.01	13.09	21.11	23.17	27.88	31.66	46.79	55.00	71.46
Worst Period	-10.66	-10.13	-10.65	-12.44	-13.23	-14.15	-1.33	3.55	17.31
Standard Deviation	2.87	4.20	5.95	7.55	8.93	9.03	10.61	10.86	12.47
Gain Standard Deviation	1.97	2.76	3.96	5.21	6.16	6.61	10.32	10.86	12.47
Loss Standard Deviation	2.69	2.30	2.29	3.50	4.38	4.02
Sharpe Ratio (1%)	0.14	0.28	0.40	0.65	0.92	1.31	1.94	2.69	3.08
Average Gain / Average Loss	0.87	1.33	1.90	1.40	1.57	3.22	17.93
Profit / Loss Ratio	1.69	2.37	3.22	6.31	11.00	28.31	1524.13
Downside Deviation (10%)	2.09	2.85	3.89	5.11	5.95	5.32	3.58	3.59	1.78
Downside Deviation (5%)	1.96	2.34	2.78	3.38	3.61	2.55	0.47	0.06
Downside Deviation (0%)	1.93	2.22	2.52	3.00	3.13	2.00	0.14
Sortino Ratio (10%)	0.04	0.07	0.10	0.18	0.36	0.68	2.18	3.27	8.90
Sortino Ratio (5%)	0.20	0.51	0.85	1.46	2.28	4.65	43.67	493.48
Sortino Ratio (0%)	0.25	0.64	1.13	1.98	3.11	6.93	164.24

Top Performer Badges

Index	Award Type	Rank	Performance	Period
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
Stock Index Trader Index	Month	1	12.01	2/2015
IASG CTA Index	Month	3	12.01	2/2015
Systematic Trader Index	Month	3	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
Stock Index Trader Index	Month	4	5.01	3/2014
Systematic Trader Index	Month	10	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.

^#8

Top Performer

STOCK INDEX TRADER INDEX

APRIL
2019

Get Free Research Report on This CTA

Get additional information on Pinstripe Trading, 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 Pinstripe Trading, LLC

Program Name	CAROR
Standard	5.43%

IASG Activity

Blends 107
Portfolios 12
Watchlists 28

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.

Pinstripe Trading, LLC : Standard

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

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: