Protec Energy Partners LLC : ET1

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
4/2010
ET1 0.06 -0.56 - 7.83 5.89 -0.49 - 190.78
S&P 500 0.91 4.62 - 15.44 26.55 70.55 - 100.88
+/- S&P 500 -0.85 -5.19 - -7.61 -20.67 -71.04 - 89.90

Strategy Description

Summary

Protec 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%
Strategy Pie Chart

Composition

Energy
100.00%
Composition Pie Chart

Summary

Protec 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 Strategy

Protec 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 Management

The 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.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
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Average Gain:
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Risk
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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
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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
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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
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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 Rolling 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 Rolling 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 2011 - 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 Year Rolling 5 63.05 2010 - 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 2009 - 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.