Schindler Trading : International Equity Plus Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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=1%) 0.13 CAROR 0.60% Assets $ 5.3M Worst DD -47.92 S&P Correlation 0.87 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since3/2008 International Equity Plus 7.19 - - - - - 29.25 3.11 S&P 500 3.60 - - - - - 84.98 161.90 +/- S&P 500 3.59 - - - - - -55.72 -158.79 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% Composition Stock Indices 49.00% Interest Rates 25.00% Currency Futures 13.00% Precious Metals 13.00% 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 StrategyThe 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 ManagementWith 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. 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 -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. x {{title}} x {{title}} Add Cancel