Protec Energy Partners LLC : ET1 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance 0.06% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 15.42% Sharpe (RFR=1%) 0.99 CAROR 16.26% Assets $ 6.2M Worst DD -24.13 S&P Correlation 0.17 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 Apr Qtr 2020 1yr 3yr 5yr 10yr Since4/2010 ET1 0.06 - - - - 8.71 97.67 190.78 S&P 500 0.91 - - - - 70.55 60.81 213.25 +/- S&P 500 -0.85 - - - - -61.85 36.86 -22.46 Strategy Description SummaryProtec Energy Partners, LLC is a Florida based Commodity Trading Advisory Firm with an emphasis on oil derivatives trading. The Program is characterized by relatively short term (one to six months), low turn-over, reversion-to-mean option strategies. The Protec team has extensive trading... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 4000 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -15.00% Worst Peak-to-Trough 3.80% Sector Focus Energy Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 50.00% 1-30 Days 50.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 20.00% Option-spreads 30.00% Seasonal/cyclical 20.00% Spreading/hedging 10.00% Technical 20.00% Composition Energy 100.00% SummaryProtec Energy Partners, LLC is a Florida based Commodity Trading Advisory Firm with an emphasis on oil derivatives trading. The Program is characterized by relatively short term (one to six months), low turn-over, reversion-to-mean option strategies. The Protec team has extensive trading experience in both the physical energy and financial derivatives markets. "The rates of return shown in the above Performance Capsule may vary materially among managed accounts due to multiple factors inherent in the ET1 program. This variance, however, is primarily due to longer-term trend-following option positions that existing clients hold in which new clients will not participate. It may take new clients several months to have comparable trading positions."Investment StrategyProtec Energy Partners ET1 program depends on both technical and fundamental considerations. Technical analysis involves the study of price charts, volume and momentum to determine the future course of prices. Other analysis will be performed on the prices of various options, both in absolute terms in relation to their historic price level, and in relative terms comparing the prices of puts to the prices of similar calls. Implied and historical volatility of both the option and its underlying commodity are also studied. Fundamental considerations, utilized on a commodity by commodity basis, include supply and demand, seasonal movements as well as business and economic factors, governmental policies, weather, and other worldwide events, which can influence the energy commodity markets. In the ET1 program, the focus is to implement medium-term strategies including option spread structures, strangles and straddles. In addition, the Advisor may purchase or sell futures to offset an open option position. Our ongoing re-balancing process is designed to keep an account’s degree of leverage relatively constant, even in volatile markets. PEP’s principals years of experience in the physical petroleum and natural gas markets enables them to better understand the external forces that affect the trading markets. Along with a strong understanding of market fundamentals, technical analysis is used to help more precisely time entry and exit strategies. PEP trades energy commodities including but not limited to crude oil, gasoline, heating oil and natural gas with trade allocations between the commodities based on potential risk vs. reward. Our ongoing re-balancing process is designed to keep an account’s degree of leverage relatively constant, even in volatile markets. PEP’s principals years of experience in the physical petroleum and natural gas markets enables them to better understand the external forces that affect the trading markets. Along with a strong understanding of market fundamentals, technical analysis is used to help more precisely time entry and exit strategies. PEP trades energy commodities including but not limited to crude oil, gasoline, heating oil and natural gas with trade allocations between the commodities based on potential risk vs. reward.Risk ManagementThe firm employs strict proprietary risk control procedures in an effort to preserve capital and protect against material forecasting errors. Particular attention is given to the adequate sizing of positions prior to execution, and the need to assess the current and anticipated liquidity of the segment of the market. We calculate a predetermined level of acceptable loss per position based on volatility and risk-reward dynamics. If this predetermined acceptable loss is exceeded, the position is closed. 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 -24.13 22 - 8/1/2013 6/1/2015 -14.43 6 5 3/1/2012 9/1/2012 -3.76 1 2 10/1/2011 11/1/2011 -2.75 2 1 1/1/0001 5/1/2010 -2.29 1 1 2/1/2013 3/1/2013 -2.29 1 2 4/1/2013 5/1/2013 -1.84 1 1 10/1/2010 11/1/2010 -1.80 2 2 4/1/2011 6/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 61.95 5 12/1/2010 4/1/2011 39.64 5 6/1/2010 10/1/2010 26.57 4 12/1/2011 3/1/2012 15.12 3 12/1/2012 2/1/2013 13.78 5 3/1/2016 7/1/2016 13.62 4 7/1/2011 10/1/2011 12.99 4 9/1/2014 12/1/2014 9.32 3 7/1/2015 9/1/2015 6.49 1 10/1/2012 10/1/2012 4.89 2 11/1/2015 12/1/2015 4.14 3 6/1/2013 8/1/2013 3.90 1 4/1/2013 4/1/2013 3.44 2 9/1/2016 10/1/2016 3.10 3 3/1/2014 5/1/2014 2.02 2 12/1/2016 1/1/2017 1.50 1 12/1/2013 12/1/2013 0.97 2 3/1/2017 4/1/2017 0.61 1 2/1/2015 2/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -14.43 6 4/1/2012 9/1/2012 -13.44 3 6/1/2014 8/1/2014 -11.86 4 3/1/2015 6/1/2015 -8.38 2 1/1/2014 2/1/2014 -6.52 3 9/1/2013 11/1/2013 -5.58 2 1/1/2016 2/1/2016 -3.76 1 11/1/2011 11/1/2011 -2.81 1 8/1/2016 8/1/2016 -2.75 2 4/1/2010 5/1/2010 -2.39 1 1/1/2015 1/1/2015 -2.29 1 5/1/2013 5/1/2013 -2.29 1 3/1/2013 3/1/2013 -1.84 1 11/1/2010 11/1/2010 -1.80 2 5/1/2011 6/1/2011 -1.73 1 10/1/2015 10/1/2015 -1.59 1 11/1/2012 11/1/2012 -1.52 1 2/1/2017 2/1/2017 -0.78 1 11/1/2016 11/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods85.0083.0080.0074.0068.0062.0050.0038.0026.00 Percent Profitable60.0067.4767.5070.2772.0658.0660.0078.9592.31 Average Period Return1.364.449.2918.4124.3528.6035.9441.4760.81 Average Gain3.998.9316.8029.9438.1355.4965.4854.0465.94 Average Loss-2.59-4.86-6.31-8.84-11.16-8.64-8.37-5.66-0.72 Best Period14.5640.9971.13120.94145.69198.08213.64188.35161.16 Worst Period-8.74-13.44-14.43-22.42-20.03-21.50-16.61-10.75-0.95 Standard Deviation4.4510.1818.3234.2446.3655.5568.5960.0353.98 Gain Standard Deviation3.639.2717.7734.8047.9259.8175.3661.8053.02 Loss Standard Deviation1.933.464.015.165.396.244.483.180.32 Sharpe Ratio (1%)0.290.410.480.510.490.480.480.621.03 Average Gain / Average Loss1.541.832.663.393.426.437.839.5691.97 Profit / Loss Ratio2.313.815.538.018.818.9011.7435.831103.68 Downside Deviation (10%)2.243.985.518.0710.4913.0716.4415.1710.14 Downside Deviation (5%)2.073.504.486.037.257.967.744.741.63 Downside Deviation (0%)2.033.384.245.556.526.855.972.930.21 Sortino Ratio (10%)0.420.811.241.661.601.401.231.313.27 Sortino Ratio (5%)0.621.201.962.893.153.344.257.8934.17 Sortino Ratio (0%)0.671.312.193.323.744.176.0214.14291.36 Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 8 3.55 7/2016 Discretionary Trader Index Month 7 2.99 4/2016 Discretionary Trader Index Month 3 3.67 3/2016 IASG CTA Index 5 Year 9 81.83 2010 - 2015 Discretionary Trader Index Month 6 4.30 11/2015 Discretionary Trader Index Month 6 6.70 7/2015 Discretionary Trader Index Month 2 6.56 12/2014 IASG CTA Index 3 Year 7 101.80 2010 - 2013 Discretionary Trader Index Month 6 3.90 4/2013 Discretionary Trader Index Month 2 9.47 1/2013 IASG CTA Index Month 9 9.47 1/2013 IASG CTA Index Sharpe 9 1.99 2012 Discretionary Trader Index Month 5 6.49 10/2012 IASG CTA Index Month 7 6.49 10/2012 Discretionary Trader Index Month 7 5.91 3/2012 Discretionary Trader Index Month 9 4.61 2/2012 Discretionary Trader Index Month 3 10.40 1/2012 IASG CTA Index Annual 5 63.05 2011 Discretionary Trader Index Month 8 6.66 8/2011 Discretionary Trader Index Month 3 12.89 3/2011 IASG CTA Index Month 4 12.89 3/2011 Discretionary Trader Index Month 6 9.02 2/2011 Discretionary Trader Index Month 2 14.56 1/2011 IASG CTA Index Month 3 14.56 1/2011 IASG CTA Index Sharpe 10 2.88 2010 Discretionary Trader Index Month 10 10.36 12/2010 Discretionary Trader Index Month 10 12.04 10/2010 Discretionary Trader Index Month 10 6.20 8/2010 IASG CTA Index Month 5 9.06 6/2010 Discretionary Trader Index Month 1 9.06 6/2010 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