Stein Investment Management : Trading Edge Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance 0.00% Min Investment $ 60k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 25.72% Sharpe (RFR=1%) 0.28 CAROR 9.31% Assets $ 0k Worst DD -40.54 S&P Correlation -0.01 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since11/2009 Trading Edge 0.00 - - - - - 18.67 41.71 S&P 500 -3.56 - - - - - 57.57 195.47 +/- S&P 500 3.56 - - - - - -38.90 -153.76 Strategy Description SummaryStein Investment Management LLC is a limited liability company formed in the state of New Jersey in April 2006 to provide advisory services previously conducted by its president, director, sole shareholder and sole principal Boris Stein. Mr. Stein was involved in market research and... Read More Account & Fees Type Managed Account Minimum Investment $ 60k Trading Level Incremental Increase $ 15k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 17000 RT/YR/$M Avg. Margin-to-Equity 40% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 70.00% Intraday 30.00% Decision-Making Discretionary 20.00% Systematic 80.00% Strategy Counter-trend 90.00% Pattern Recognition 10.00% Composition Stock Indices 100.00% SummaryStein Investment Management LLC is a limited liability company formed in the state of New Jersey in April 2006 to provide advisory services previously conducted by its president, director, sole shareholder and sole principal Boris Stein. Mr. Stein was involved in market research and development of advanced market trading methodologies for over 15 years. During all those years he actively traded stocks, currency and commodity markets. In 2006, Mr.Stein won a second place at the World Cup Trading Championship, Futures Division, sponsored by Robbins Trading Company. Mr.Stein was featured and have publications in many industry magazies. Stein Investment Management has been registered with the Commodity Futures Trading Commission (CFTC) and the National Futures Association (NFA) as a Commodity Trading Advisor (CTA) since May 2006. SIM became a member of the National Futures Association (NFA) in November 2006.Investment StrategyShort-Term CTA strategy which buys long and sells short exclusively index futures (S&P 500 e-minis). Average holding period is 1 day. Strategy is 80% systematic with 20% discretionary overlay. Uncorrelated with the market: benefit from rising and declining market conditions. Decision Making Process: Incorporates approximately 30 rigorously designed and tested independent mechanical trading systems all of which are proprietary.Risk ManagementStop Loss Triggers are ALWAYS in place. Risk reduction by diversification amongst 30+ computerized mechanical systems (components of the strategy). Dynamic trade size adjustments according to proprietary algorithms. 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 -40.54 17 - 2/1/2012 7/1/2013 -15.06 6 2 2/1/2011 8/1/2011 -7.94 1 1 4/1/2010 5/1/2010 -6.62 1 3 6/1/2010 7/1/2010 -4.75 1 1 2/1/2010 3/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 49.14 6 9/1/2011 2/1/2012 29.00 7 8/1/2010 2/1/2011 22.65 4 11/1/2009 2/1/2010 22.13 5 8/1/2013 12/1/2013 15.60 3 5/1/2011 7/1/2011 13.62 2 10/1/2012 11/1/2012 10.83 1 6/1/2010 6/1/2010 10.67 1 8/1/2012 8/1/2012 7.29 1 4/1/2010 4/1/2010 5.67 1 5/1/2013 5/1/2013 5.02 1 1/1/2013 1/1/2013 2.09 1 4/1/2012 4/1/2012 0.11 1 3/1/2013 3/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -29.45 3 5/1/2012 7/1/2012 -16.33 2 6/1/2013 7/1/2013 -14.75 1 8/1/2011 8/1/2011 -13.80 2 3/1/2011 4/1/2011 -9.41 1 9/1/2012 9/1/2012 -8.13 1 2/1/2013 2/1/2013 -7.94 1 5/1/2010 5/1/2010 -6.92 1 12/1/2012 12/1/2012 -6.62 1 7/1/2010 7/1/2010 -5.24 1 4/1/2013 4/1/2013 -4.75 1 3/1/2010 3/1/2010 -3.78 1 3/1/2012 3/1/2012 Show More Time Windows Analysis 5 Year1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods14.0047.0049.0046.0040.0034.0028.0016.00 Percent Profitable7.1463.8355.1054.3555.0055.8850.0062.50 Average Period Return-35.980.681.441.503.656.0910.555.84 Average Gain11.775.4411.4815.7722.8128.6138.6320.72 Average Loss-39.65-8.22-11.39-15.49-19.76-22.43-17.52-18.95 Best Period11.7714.5341.7149.1444.3761.9962.4450.98 Worst Period-56.53-14.75-29.45-28.30-35.08-47.83-43.16-32.68 Standard Deviation20.257.4314.1018.9923.5431.5234.6024.51 Gain Standard Deviation3.789.4311.1910.2919.5323.3116.32 Loss Standard Deviation15.483.417.2610.209.2117.0915.6911.99 Sharpe Ratio (1%)-2.030.080.080.050.110.150.250.11 Average Gain / Average Loss0.300.661.011.021.151.282.211.09 Profit / Loss Ratio0.021.241.301.211.411.622.211.82 Downside Deviation (10%)66.545.399.4713.8717.6722.8122.3722.97 Downside Deviation (5%)45.455.218.9212.7215.1619.3117.4615.05 Downside Deviation (0%)40.815.178.7812.4414.5518.5016.3613.40 Sortino Ratio (10%)-0.960.050.02-0.07-0.08-0.070.01-0.43 Sortino Ratio (5%)-0.900.110.130.080.180.240.490.19 Sortino Ratio (0%)-0.880.130.160.120.250.330.650.44 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