R Best LLC : Private Client Institutional Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 3.64% May Performance -0.95% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 5.14% Sharpe (RFR=1%) 0.48 CAROR 3.36% Assets $ 20.8M Worst DD -4.64 S&P Correlation -0.06 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 May Qtr YTD 1yr 3yr 5yr 10yr Since1/2014 Private Client Institutional -0.95 0.15 3.64 3.69 4.95 6.10 - 27.82 S&P 500 0.55 10.31 15.56 42.58 60.44 104.89 - 141.02 +/- S&P 500 -1.50 -10.16 -11.92 -38.89 -55.48 -98.79 - -113.20 Strategy Description SummaryThe 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.... Read More 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% SummaryThe 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 ManagementIntraday only. No overnight risk. Risk up to .5% (1/2%) per trade. 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 -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 Show More 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 3.48 2 1/1/2021 2/1/2021 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 1.43 1 4/1/2021 4/1/2021 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 Show More 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 1 5/1/2021 5/1/2021 -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 -0.31 1 3/1/2021 3/1/2021 -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 Show More 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. x {{title}} x {{title}} Add Cancel