R Best LLC : Private Client Institutional

Year-to-Date: 4.34%
Feb Performance: 0.13%

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

Annualized Vol: 4.68%
Sharpe (RFR=1%): 0.65
CAROR: 3.99%

Assets: $ 18.3M
Worst DD: -4.13
S&P Correlation: 0.00

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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	Feb	Qtr	YTD	1yr	3yr	5yr	10yr	Since 1/2014
Private Client Institutional	0.13	4.96	4.34	2.76	6.55	17.00	-	27.28
S&P 500	-8.41	-5.95	-8.56	6.09	23.71	38.95	-	64.04
+/- S&P 500	8.54	10.91	12.90	-3.33	-17.16	-21.95	-	-36.76

Strategy Description

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... 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%

Summary

Risk Management

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

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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
-4.13	5	6	2/1/2019	7/1/2019
-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
7.03	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
4.89	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
0.82	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

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-3.60	3	5/1/2019	7/1/2019
-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
-1.31	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
-0.37	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
Number of Periods	74.00	72.00	69.00	63.00	57.00	51.00	39.00	27.00
Percent Profitable	55.41	63.89	71.01	74.60	84.21	84.31	97.44	100.00
Average Period Return	0.34	0.94	1.61	3.15	4.70	5.83	7.85	11.16
Average Gain	1.21	2.19	3.00	4.63	5.80	7.09	8.06	11.16
Average Loss	-0.78	-1.29	-1.80	-1.23	-1.13	-0.95	-0.40
Best Period	4.23	5.72	9.55	13.41	17.62	20.41	19.35	20.04
Worst Period	-2.00	-3.60	-3.87	-2.47	-3.23	-2.20	-0.40	0.98
Standard Deviation	1.35	2.19	2.94	4.38	5.75	6.27	6.40	6.59
Gain Standard Deviation	1.13	1.64	2.26	4.09	5.61	6.02	6.33	6.59
Loss Standard Deviation	0.60	0.89	0.93	0.69	1.11	0.72
Sharpe Ratio (1%)	0.19	0.31	0.38	0.49	0.56	0.61	0.75	1.08
Average Gain / Average Loss	1.56	1.70	1.67	3.78	5.14	7.44	20.12
Profit / Loss Ratio	1.99	3.01	4.08	11.11	27.43	40.01	764.50
Downside Deviation (10%)	0.88	1.64	2.48	3.92	5.48	7.03	10.08	12.24
Downside Deviation (5%)	0.69	1.06	1.33	1.19	1.19	1.25	1.14	0.91
Downside Deviation (0%)	0.64	0.94	1.08	0.70	0.61	0.46	0.06
Sortino Ratio (10%)	-0.08	-0.18	-0.35	-0.47	-0.53	-0.63	-0.78	-0.85
Sortino Ratio (5%)	0.37	0.65	0.83	1.80	2.69	3.06	4.24	7.77
Sortino Ratio (0%)	0.52	1.00	1.48	4.48	7.68	12.63	122.26

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	3.99%
R Best Private Client Program	2.58%
World Select Program	-0.23%
Private Client Plus	-2.44%

IASG Activity

Blends 2
Portfolios 2
Watchlists 1

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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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