Stenger Capital Management, LLC : Diversified Trading Program

archived programs
Year-to-Date
N / A
Dec Performance
0.05%
Min Investment
$ 200k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
6.16%
Sharpe (RFR=0.50%)
0.75
CAROR
5.09%
Assets
$ 43.5M
Worst DD
-3.77
S&P Correlation
-0.04

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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
4/2010
Diversified Trading Program 0.05 -0.12 - -0.29 -0.52 1.67 - 39.79
S&P 500 1.82 3.25 - 9.54 21.13 78.02 - 88.63
+/- S&P 500 -1.77 -3.37 - -9.82 -21.65 -76.36 - -48.84

Strategy Description

Summary

Founded in 2009 by Scott and Chris Stenger, Stenger Capital Management offers clients over 60 years of combined futures trading experience between its father and son team. Our experience, money management and back office operations combine to enable us to take advantage of market opportunities... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 200k
Trading Level Incremental Increase
$ 100k
CTA Max Funding Factor
3.00
Management Fee
1.00%
Performance Fee
20.00%
Average Commission
$8.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
2000 RT/YR/$M
Avg. Margin-to-Equity
6%
Targeted Worst DD
N/A
Worst Peak-to-Trough
3.78%
Sector Focus
Diversified 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
100.00%
Systematic
0%

Strategy

Fundamental
15.00%
Momentum
5.00%
Pattern Recognition
35.00%
Technical
35.00%
Trend-following
10.00%
Strategy Pie Chart

Composition

Grains
25.00%
Stock Indices
25.00%
Interest Rates
25.00%
Currency Futures
10.00%
Energy
10.00%
Softs
3.00%
Livestock
2.00%
Composition Pie Chart

Summary

Founded in 2009 by Scott and Chris Stenger, Stenger Capital Management offers clients over 60 years of combined futures trading experience between its father and son team. Our experience, money management and back office operations combine to enable us to take advantage of market opportunities as they arise. It also creates a scaleable framework to handle our current and future clients with ease

Investment Strategy

Our primary focus is to find trades in the 2-5 day time frame but will also look to take advantage of temporary market dislocations and long term bull and bear trends in the futures markets.

Risk Management

Stenger Capital's risk management goal is to keep daily volatility to under 1% of account equity and total margin usage averages around 5-10%

   

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
-3.77 21 - 5/1/2013 2/1/2015
-0.55 3 2 8/1/2011 11/1/2011
-0.50 1 1 6/1/2010 7/1/2010
-0.37 1 1 10/1/2010 11/1/2010
-0.34 1 2 8/1/2012 9/1/2012
-0.07 1 1 3/1/2013 4/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
20.99 9 12/1/2010 8/1/2011
11.92 3 8/1/2010 10/1/2010
3.52 9 12/1/2011 8/1/2012
2.58 3 4/1/2010 6/1/2010
1.43 7 3/1/2015 9/1/2015
1.19 6 10/1/2012 3/1/2013
0.86 3 4/1/2016 6/1/2016
0.76 1 8/1/2013 8/1/2013
0.47 1 5/1/2013 5/1/2013
0.36 1 4/1/2014 4/1/2014
0.31 3 6/1/2014 8/1/2014
0.31 2 11/1/2013 12/1/2013
0.27 1 9/1/2016 9/1/2016
0.15 2 11/1/2016 12/1/2016
0.10 1 11/1/2014 11/1/2014
0.09 3 11/1/2015 1/1/2016
0.04 1 1/1/2015 1/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.00 2 6/1/2013 7/1/2013
-1.16 2 9/1/2013 10/1/2013
-1.07 2 7/1/2016 8/1/2016
-0.91 2 9/1/2014 10/1/2014
-0.72 3 1/1/2014 3/1/2014
-0.60 1 5/1/2014 5/1/2014
-0.55 3 9/1/2011 11/1/2011
-0.50 1 7/1/2010 7/1/2010
-0.37 1 11/1/2010 11/1/2010
-0.34 1 9/1/2012 9/1/2012
-0.28 1 2/1/2015 2/1/2015
-0.27 1 10/1/2016 10/1/2016
-0.23 2 2/1/2016 3/1/2016
-0.07 1 4/1/2013 4/1/2013
-0.02 1 12/1/2014 12/1/2014
-0.01 1 10/1/2015 10/1/2015
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods81.0079.0076.0070.0064.0058.0046.0034.00
Percent Profitable69.1465.8261.8460.0065.6358.6247.8373.53
Average Period Return0.431.302.685.076.857.729.3012.51
Average Gain0.782.234.789.1711.2414.1720.6617.35
Average Loss-0.36-0.50-0.72-1.07-1.53-1.41-1.10-0.94
Best Period12.3614.6418.9134.5937.6039.8842.9639.51
Worst Period-1.40-1.54-2.16-3.03-3.52-3.22-2.16-1.64
Standard Deviation1.783.405.369.5412.5213.9315.1414.80
Gain Standard Deviation2.043.875.9010.4813.5215.2015.2314.45
Loss Standard Deviation0.310.380.550.750.951.130.570.69
Sharpe Ratio (1%)0.190.310.410.430.430.410.410.57
Average Gain / Average Loss2.154.436.608.587.3410.0818.7418.43
Profit / Loss Ratio4.818.5410.7012.8714.0214.2817.1851.19
Downside Deviation (10%)0.491.182.254.436.709.0713.2915.69
Downside Deviation (5%)0.300.500.831.401.922.403.092.96
Downside Deviation (0%)0.260.370.560.821.051.150.890.59
Sortino Ratio (10%)0.040.060.090.02-0.11-0.28-0.49-0.58
Sortino Ratio (5%)1.152.112.622.902.782.382.032.86
Sortino Ratio (0%)1.623.534.796.196.526.7110.4321.25

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 5 12.36 7/2011

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.