Schindler Trading : International Equity Plus

archived programs
Year-to-Date
N / A
Mar Performance
7.19%
Min Investment
$ 25k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
28.44%
Sharpe (RFR=0.50%)
0.14
CAROR
0.60%
Assets
$ 5.3M
Worst DD
-47.92
S&P Correlation
0.87

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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since
3/2008
International Equity Plus 7.19 6.71 - 0.75 9.87 -1.14 - 3.11
S&P 500 3.60 10.03 - 11.41 34.16 18.62 - 14.50
+/- S&P 500 3.59 -3.31 - -10.66 -24.29 -19.75 - -11.39

Strategy Description

Summary

-Schindler Trading offers the International Equity Plus trading program to sophisticated individuals and institutions who want to diversify their financial risk. The fundamental objective of International Equity Plus is to provide investors with the returns of both managed futures... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 25k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
1.00%
Performance Fee
20.00%
Average Commission
$1.00
Available to US Investors
Yes

Subscriptions

High Water Mark
No
Subscription Frequency
Redemption Frequency
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
1400 RT/YR/$M
Avg. Margin-to-Equity
10%
Targeted Worst DD
-46.00%
Worst Peak-to-Trough
46.00%
Sector Focus
Financial & Metals Traders

Holding Periods

Over 12 Months
5.00%
4-12 Months
0%
1-3 Months
0%
1-30 Days
95.00%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Counter-trend
50.00%
Trend-following
50.00%
Strategy Pie Chart

Composition

Stock Indices
49.00%
Interest Rates
25.00%
Currency Futures
13.00%
Precious Metals
13.00%
Composition Pie Chart

Summary

-Schindler Trading offers the International Equity Plus trading program to sophisticated individuals and institutions who want to diversify their financial risk. The fundamental objective of International Equity Plus is to provide investors with the returns of both managed futures and a broadly diversified international equity portfolio with a single investment.

Investment Strategy

The International Equity Plus trading program is a unique combination of international equity indexing and managed futures investing. The International Equity portion of the program is a core position in the MSCI Europe Australasia and Far East (EAFE) index. The managed futures plus is the addition of short term futures trades in the global markets using Schindler Trading's proprietary and uncorrelated short term trading strategies. With a single investment investors can take advantage of both these asset classes.

Risk Management

With the addition of the short term futures trading strategies the program targets a return of the EAFE Index plus 5-10%. Because the futures trading is uncorrelated with the core EAFE position, the program is similar in volatility to the EAFE index alone.

   

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:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=0.50%)
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=0.50%)
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
-47.92 10 24 4/1/2008 2/1/2009
-33.54 4 - 5/1/2011 9/1/2011
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
46.34 3 3/1/2009 5/1/2009
30.65 6 12/1/2010 5/1/2011
22.54 2 10/1/2011 11/1/2011
18.93 3 7/1/2009 9/1/2009
17.61 2 9/1/2010 10/1/2010
17.41 1 12/1/2008 12/1/2008
13.48 6 8/1/2012 1/1/2013
13.04 1 7/1/2010 7/1/2010
9.66 2 3/1/2008 4/1/2008
8.30 3 1/1/2012 3/1/2012
7.19 1 3/1/2013 3/1/2013
6.47 1 6/1/2012 6/1/2012
6.45 2 2/1/2010 3/1/2010
0.22 1 12/1/2009 12/1/2009
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-45.71 7 5/1/2008 11/1/2008
-33.54 4 6/1/2011 9/1/2011
-18.30 2 1/1/2009 2/1/2009
-18.04 3 4/1/2010 6/1/2010
-17.82 2 4/1/2012 5/1/2012
-8.25 1 8/1/2010 8/1/2010
-7.12 1 1/1/2010 1/1/2010
-4.09 1 2/1/2013 2/1/2013
-3.71 2 10/1/2009 11/1/2009
-2.92 1 12/1/2011 12/1/2011
-2.49 1 11/1/2010 11/1/2010
-1.30 1 7/1/2012 7/1/2012
-1.04 1 6/1/2009 6/1/2009
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods61.0059.0056.0050.0044.0038.0026.0014.00
Percent Profitable55.7455.9348.2146.0059.0957.8973.0857.14
Average Period Return0.390.942.034.667.6211.8116.4519.23
Average Gain6.0611.3722.1125.5521.4028.6524.0341.72
Average Loss-6.77-12.30-16.66-13.15-12.27-11.35-4.12-10.75
Best Period17.4146.3466.3159.0742.6092.1075.5568.42
Worst Period-19.65-36.87-45.68-42.89-22.59-26.35-7.45-23.28
Standard Deviation8.2115.2124.1624.6219.2129.3423.9333.10
Gain Standard Deviation5.049.2716.0818.4011.1927.7323.8425.45
Loss Standard Deviation5.2910.0212.4711.866.297.712.357.38
Sharpe Ratio (1%)0.040.050.060.150.320.330.560.46
Average Gain / Average Loss0.900.921.331.941.742.535.843.88
Profit / Loss Ratio1.131.171.241.662.523.4715.845.17
Downside Deviation (10%)5.8911.1016.3515.8713.3215.1011.9422.57
Downside Deviation (5%)5.7210.5815.1713.469.649.933.9110.70
Downside Deviation (0%)5.6710.4514.8812.908.778.812.428.31
Sortino Ratio (10%)0.00-0.03-0.03-0.020.000.100.06-0.10
Sortino Ratio (5%)0.050.070.100.270.630.993.431.42
Sortino Ratio (0%)0.070.090.140.360.871.346.812.32

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.