Schindler Trading : International Equity Plus

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

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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%

Summary

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.

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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.

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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
-47.92	10	24	4/1/2008	2/1/2009
-33.54	4	-	5/1/2011	9/1/2011

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	61.00	59.00	56.00	50.00	44.00	38.00	26.00	14.00
Percent Profitable	55.74	55.93	48.21	46.00	59.09	57.89	73.08	57.14
Average Period Return	0.39	0.94	2.03	4.66	7.62	11.81	16.45	19.23
Average Gain	6.06	11.37	22.11	25.55	21.40	28.65	24.03	41.72
Average Loss	-6.77	-12.30	-16.66	-13.15	-12.27	-11.35	-4.12	-10.75
Best Period	17.41	46.34	66.31	59.07	42.60	92.10	75.55	68.42
Worst Period	-19.65	-36.87	-45.68	-42.89	-22.59	-26.35	-7.45	-23.28
Standard Deviation	8.21	15.21	24.16	24.62	19.21	29.34	23.93	33.10
Gain Standard Deviation	5.04	9.27	16.08	18.40	11.19	27.73	23.84	25.45
Loss Standard Deviation	5.29	10.02	12.47	11.86	6.29	7.71	2.35	7.38
Sharpe Ratio (1%)	0.04	0.05	0.06	0.15	0.32	0.33	0.56	0.46
Average Gain / Average Loss	0.90	0.92	1.33	1.94	1.74	2.53	5.84	3.88
Profit / Loss Ratio	1.13	1.17	1.24	1.66	2.52	3.47	15.84	5.17
Downside Deviation (10%)	5.89	11.10	16.35	15.87	13.32	15.10	11.94	22.57
Downside Deviation (5%)	5.72	10.58	15.17	13.46	9.64	9.93	3.91	10.70
Downside Deviation (0%)	5.67	10.45	14.88	12.90	8.77	8.81	2.42	8.31
Sortino Ratio (10%)	0.00	-0.03	-0.03	-0.02	0.00	0.10	0.06	-0.10
Sortino Ratio (5%)	0.05	0.07	0.10	0.27	0.63	0.99	3.43	1.42
Sortino Ratio (0%)	0.07	0.09	0.14	0.36	0.87	1.34	6.81	2.32

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.

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Schindler Trading : International Equity Plus

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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