R Best LLC : Private Client Institutional

Year-to-Date: 1.04%
Dec Performance: -0.94%

Min Investment: $ 250k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 5.14%
Sharpe (RFR=1%): 0.41
CAROR: 3.04%

Assets: $ 22.3M
Worst DD: -4.64
S&P Correlation: -0.06

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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	Dec	Qtr	2020	1yr	3yr	5yr	10yr	Since 1/2014
Private Client Institutional	-0.94	-0.46	1.04	1.04	2.78	2.55	-	23.33
S&P 500	3.71	11.69	16.26	16.26	40.48	81.90	-	108.57
+/- S&P 500	-4.65	-12.15	-15.22	-15.22	-37.70	-79.35	-	-85.24

Strategy Description

Summary

Account & Fees

Type	Managed Account
Minimum Investment	$ 250k
Trading Level Incremental Increase	$ 250k
CTA Max Funding Factor	5.00
Management Fee	2.00%
Performance Fee	20.00%
Average Commission	$12.00
Available to US Investors	Yes

Subscriptions

High Water Mark	Yes
Subscription Frequency	Daily
Redemption Frequency	Daily
Investor Requirements	QEP
Lock-up Period	0

Trading

Trading Frequency	1800 RT/YR/$M
Avg. Margin-to-Equity	5%
Targeted Worst DD	-8.00%
Worst Peak-to-Trough	4.10%
Sector Focus	Stock Index Traders

Holding Periods

Over 12 Months	0%
4-12 Months	0%
1-3 Months	0%
1-30 Days	0%
Intraday	100.00%

Decision-Making

Discretionary	5.00%
Systematic	95.00%

Strategy

Counter-trend: 25.00%
Momentum: 75.00%

Composition

Stock Indices: 100.00%

Summary

The Private Client Institutional Program seeks to deliver high absolute returns by applying intraday momentum and reversal strategies to the S&P 500 e-mini futures market. It utilizes short term, systematic technical models to capitalize on directional moves in the equity futures markets. Between February 1, 2010 and June 30, 2019 R Best served as a trade manager for Hehmeyer Capital Management, LLC (formerly Kottke Associates, LLC). Hehmeyer Capital Management, LLC was the CTA of record for the Hehmeyer Systematic Treasury and Equity program and is a separate entity from the Advisor. R Best, LLC acted exclusively as its trade manager . Since July 1, 2019 R Best, LLC has acted as CTA of record for the Private Client institutional Program (formerly Hehmeyer Systematic Treasury and Equity program). R Best Private Client Institutional Returns are based on trading of customer accounts. This in-cludes $500k of proprietary funds through Jul’20. No material difference was made to perfor-mance as a result of these proprietary funds being included or subtracted. Performance through May’19 is inclusive of both the S&P emini and the Ten-Year treasury futures markets. Performance since is exclusively the S&P emini.

Risk Management

Intraday only. No overnight risk. Risk up to .5% (1/2%) per trade.

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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:

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Sharpe Ratio: (RF=1%)
Skewness:
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Reward
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Standard Deviation:
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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
-4.64	6	-	6/1/2020	12/1/2020
-4.13	5	6	2/1/2019	7/1/2019
-3.21	3	1	2/1/2020	5/1/2020
-2.96	4	6	4/1/2018	8/1/2018
-2.66	2	14	4/1/2016	6/1/2016
-2.58	2	3	10/1/2014	12/1/2014
-2.13	3	4	3/1/2014	6/1/2014
-2.12	5	1	8/1/2017	1/1/2018
-1.65	2	2	7/1/2015	9/1/2015
-0.27	1	1	2/1/2018	3/1/2018
-0.12	1	1	2/1/2016	3/1/2016
-0.03	1	1	1/1/0001	1/1/2014

Consecutive Gains

Run-up	Length (Mos.)	Start	End
10.88	7	1/1/2015	7/1/2015
7.09	5	10/1/2019	2/1/2020
5.69	2	2/1/2014	3/1/2014
5.03	5	10/1/2015	2/1/2016
4.92	1	6/1/2020	6/1/2020
4.89	2	9/1/2014	10/1/2014
3.02	1	2/1/2018	2/1/2018
2.58	3	9/1/2018	11/1/2018
2.02	1	5/1/2017	5/1/2017
1.70	1	8/1/2017	8/1/2017
1.51	1	5/1/2014	5/1/2014
1.48	1	8/1/2019	8/1/2019
0.98	1	7/1/2014	7/1/2014
0.96	1	10/1/2020	10/1/2020
0.82	2	1/1/2019	2/1/2019
0.78	1	4/1/2018	4/1/2018
0.50	1	4/1/2016	4/1/2016
0.47	1	10/1/2016	10/1/2016
0.46	1	7/1/2016	7/1/2016
0.37	1	4/1/2019	4/1/2019
0.27	3	1/1/2017	3/1/2017
0.07	1	10/1/2017	10/1/2017
0.01	1	8/1/2020	8/1/2020

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-3.81	1	7/1/2020	7/1/2020
-3.60	3	5/1/2019	7/1/2019
-3.21	3	3/1/2020	5/1/2020
-2.96	4	5/1/2018	8/1/2018
-2.66	2	5/1/2016	6/1/2016
-2.58	2	11/1/2014	12/1/2014
-2.00	1	4/1/2014	4/1/2014
-1.70	3	11/1/2017	1/1/2018
-1.65	2	8/1/2015	9/1/2015
-1.62	1	6/1/2014	6/1/2014
-1.41	2	11/1/2020	12/1/2020
-1.31	1	9/1/2019	9/1/2019
-0.95	2	6/1/2017	7/1/2017
-0.92	1	3/1/2019	3/1/2019
-0.61	1	8/1/2014	8/1/2014
-0.50	1	9/1/2017	9/1/2017
-0.50	1	4/1/2017	4/1/2017
-0.42	1	9/1/2020	9/1/2020
-0.37	2	8/1/2016	9/1/2016
-0.35	1	12/1/2018	12/1/2018
-0.27	1	3/1/2018	3/1/2018
-0.13	2	11/1/2016	12/1/2016
-0.12	1	3/1/2016	3/1/2016
-0.03	1	1/1/2014	1/1/2014

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	84.00	82.00	79.00	73.00	67.00	61.00	49.00	37.00	25.00
Percent Profitable	52.38	62.20	68.35	78.08	85.07	86.89	97.96	100.00	100.00
Average Period Return	0.26	0.79	1.50	3.20	4.37	5.30	7.01	9.37	13.26
Average Gain	1.27	2.13	3.08	4.44	5.31	6.25	7.16	9.37	13.26
Average Loss	-0.87	-1.41	-1.93	-1.22	-1.02	-0.95	-0.40
Best Period	4.92	5.72	9.55	13.41	17.62	20.41	19.35	20.04	23.55
Worst Period	-3.81	-4.20	-4.64	-2.47	-3.23	-2.20	-0.40	0.98	2.55
Standard Deviation	1.48	2.24	3.05	4.13	5.41	5.88	5.99	6.41	5.58
Gain Standard Deviation	1.24	1.63	2.27	3.82	5.31	5.74	5.96	6.41	5.58
Loss Standard Deviation	0.78	1.04	1.03	0.69	1.11	0.72
Sharpe Ratio (1%)	0.12	0.24	0.33	0.53	0.53	0.56	0.66	0.83	1.46
Average Gain / Average Loss	1.46	1.51	1.60	3.63	5.23	6.55	17.87
Profit / Loss Ratio	1.65	2.49	3.46	12.93	29.83	43.42	857.61
Downside Deviation (10%)	1.02	1.78	2.65	3.73	5.48	7.16	10.54	13.73	15.38
Downside Deviation (5%)	0.83	1.20	1.48	1.11	1.13	1.17	1.06	0.84	0.51
Downside Deviation (0%)	0.79	1.07	1.22	0.65	0.56	0.42	0.06
Sortino Ratio (10%)	-0.14	-0.25	-0.37	-0.48	-0.59	-0.69	-0.83	-0.89	-0.93
Sortino Ratio (5%)	0.21	0.45	0.67	1.98	2.54	2.81	3.75	6.34	15.91
Sortino Ratio (0%)	0.33	0.74	1.22	4.90	7.74	12.56	122.37

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.

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More Programs by R Best LLC

Program Name	CAROR
Private Client Institutional	3.04%
R Best Private Client Program	1.40%
World Select Program	1.14%

IASG Activity

Blends 4
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R Best LLC : Private Client Institutional

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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

R Best LLC : Private Client Institutional

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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