Stein Investment Management : Trading Evolution Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 11.63% Oct Performance 3.34% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.48% Sharpe (RFR=1%) 1.08 CAROR - Assets $ 120k Worst DD -4.92 S&P Correlation 0.35 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 Since5/2019 Trading Evolution 3.34 2.23 11.63 10.16 - - - 14.13 S&P 500 -2.77 -0.04 1.21 7.65 - - - 18.82 +/- S&P 500 6.11 2.27 10.42 2.51 - - - -4.69 Strategy Description SummaryTrading Evolution is a systematic strategy with a discretionary overlay. It currently invests exclusively in S&P 500 index futures (e-mini S&P). The program can be as much profitable in rising stock market as in falling market, because it assumes both long and short positions. The... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 40k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $3.70 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 4000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD -10.00% Worst Peak-to-Trough 10.00% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 30.00% Intraday 70.00% Decision-Making Discretionary 30.00% Systematic 70.00% Strategy Counter-trend 40.00% Pattern Recognition 30.00% Trend-following 30.00% Composition Stock Indices 100.00% SummaryTrading Evolution is a systematic strategy with a discretionary overlay. It currently invests exclusively in S&P 500 index futures (e-mini S&P). The program can be as much profitable in rising stock market as in falling market, because it assumes both long and short positions. The program incorporates more than 50 f rigorously designed and tested independent mechanical trading systems, all of which are proprietary. The decision to take a certain position in the market is based on a bias indicated by these independent systems. The trades are taken only if their possible outcomes meet the strict requirements of the proprietary risk control system. Due to their complex and unique design, the returns of Trading Evolution are uncorrelated with both market indices and with other alternative investments, making it an ideal product to add real diversification to most investor’s portfolios. Investment StrategyTrading Evolution is a systematic strategy with a discretionary overlay. It currently invests exclusively in S&P 500 index futures (e-mini S&P). The program can be as much profitable in rising stock market as in falling market, because it assumes both long and short positions. The program incorporates more than 50 of rigorously designed and tested independent mechanical trading systems, all of which are proprietary. The decision to take a certain position in the market is based on a bias indicated by these independent systems. The trades are taken only if their possible outcomes meet the strict requirements of the proprietary risk control system. Due to their complex and unique design, the returns of Trading Evolution are uncorrelated with both market indices and with other alternative investments, making it an ideal product to add real diversification to most investor’s portfolios. Risk ManagementProprietary algorithm determines the maximum risk before placing each trade. The stop-loss orders are always in place. 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 -4.92 2 6 9/1/2019 11/1/2019 -3.21 1 1 8/1/2020 9/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 11.59 5 4/1/2020 8/1/2020 7.49 5 5/1/2019 9/1/2019 3.34 1 10/1/2020 10/1/2020 3.05 3 12/1/2019 2/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -4.92 2 10/1/2019 11/1/2019 -3.21 1 9/1/2020 9/1/2020 -2.92 1 3/1/2020 3/1/2020 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods18.0016.0013.007.00 Percent Profitable77.7887.5092.31100.00 Average Period Return0.762.253.817.16 Average Gain1.773.134.537.16 Average Loss-2.78-3.91-4.88 Best Period3.487.389.4410.16 Worst Period-3.62-4.89-4.882.74 Standard Deviation2.163.474.282.65 Gain Standard Deviation0.972.653.542.65 Loss Standard Deviation0.991.38 Sharpe Ratio (1%)0.310.580.772.32 Average Gain / Average Loss0.640.800.93 Profit / Loss Ratio2.235.6011.15 Downside Deviation (10%)1.561.912.290.90 Downside Deviation (5%)1.411.511.50 Downside Deviation (0%)1.371.431.35 Sortino Ratio (10%)0.230.530.582.41 Sortino Ratio (5%)0.481.322.21 Sortino Ratio (0%)0.551.582.81 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