Ritenour Investment Group, LLC : RIG_ES_Client Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -9.87% Min Investment $ 25k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 19.93% Sharpe (RFR=1%) -0.19 CAROR -4.66% Assets $ 228k Worst DD -40.16 S&P Correlation 0.24 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since3/2013 RIG_ES_Client -9.87 - - - - -21.57 - -16.04 S&P 500 -1.94 - - - - 69.63 - 179.88 +/- S&P 500 -7.93 - - - - -91.20 - -195.92 Strategy Description SummaryRIG_ES trades the ES contract of the index futures market. RIG utilizes a portfolio of systems that are unique. Each system has it's own set of rules for both entry and exit. All trades are entered and exited the same day requiring no overnight exposure and margin. The systems are... Read More Account & Fees Type Managed Account Minimum Investment $ 25k Trading Level Incremental Increase $ 25k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 4400 RT/YR/$M Avg. Margin-to-Equity 1% Targeted Worst DD 25.00% Worst Peak-to-Trough -29.40% 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 Technical 50.00% Trend-following 50.00% Composition Stock Indices 100.00% SummaryRIG_ES trades the ES contract of the index futures market. RIG utilizes a portfolio of systems that are unique. Each system has it's own set of rules for both entry and exit. All trades are entered and exited the same day requiring no overnight exposure and margin. The systems are technical and mainly automated in nature. 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 -40.16 19 - 3/1/2015 10/1/2016 -11.69 4 4 2/1/2014 6/1/2014 -10.66 5 2 4/1/2013 9/1/2013 -2.99 2 1 11/1/2014 1/1/2015 -0.49 1 1 1/1/0001 3/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 41.45 5 10/1/2013 2/1/2014 19.34 5 7/1/2014 11/1/2014 8.03 1 9/1/2016 9/1/2016 6.03 1 3/1/2016 3/1/2016 4.91 1 4/1/2013 4/1/2013 4.04 2 2/1/2015 3/1/2015 3.22 1 11/1/2015 11/1/2015 3.20 1 5/1/2015 5/1/2015 2.97 1 1/1/2016 1/1/2016 2.08 1 5/1/2016 5/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -22.29 3 6/1/2016 8/1/2016 -21.06 5 6/1/2015 10/1/2015 -13.34 1 4/1/2015 4/1/2015 -11.69 4 3/1/2014 6/1/2014 -10.66 5 5/1/2013 9/1/2013 -9.87 1 10/1/2016 10/1/2016 -2.99 2 12/1/2014 1/1/2015 -2.49 1 2/1/2016 2/1/2016 -0.49 1 3/1/2013 3/1/2013 -0.13 1 4/1/2016 4/1/2016 -0.01 1 12/1/2015 12/1/2015 Show More Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 1 8.03 9/2016 Trend Following Strategy Index Month 3 8.03 9/2016 IASG CTA Index Month 4 8.03 9/2016 Systematic Trader Index Month 4 8.03 9/2016 Trend Following Strategy Index Month 5 2.08 5/2016 Stock Index Trader Index Month 9 2.08 5/2016 Systematic Trader Index Month 10 6.03 3/2016 IASG CTA Index Month 6 6.03 3/2016 Stock Index Trader Index Month 2 6.03 3/2016 Trend Following Strategy Index Month 3 6.03 3/2016 Stock Index Trader Index Month 2 2.97 1/2016 Trend Following Strategy Index Month 10 -0.01 12/2015 Stock Index Trader Index Month 4 3.22 11/2015 Stock Index Trader Index Month 6 3.20 5/2015 Trend Following Strategy Index Month 8 3.93 2/2015 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