Stenger Capital Management, LLC : Diversified Trading Program

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=1%): 0.67
CAROR: 5.09%

Assets: $ 43.5M
Worst DD: -3.77
S&P Correlation: -0.04

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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	Dec	Qtr	2019	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
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%

Summary

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%

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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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Index:

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	81.00	79.00	76.00	70.00	64.00	58.00	46.00	34.00
Percent Profitable	69.14	65.82	61.84	60.00	65.63	58.62	47.83	73.53
Average Period Return	0.43	1.30	2.68	5.07	6.85	7.72	9.30	12.51
Average Gain	0.78	2.23	4.78	9.17	11.24	14.17	20.66	17.35
Average Loss	-0.36	-0.50	-0.72	-1.07	-1.53	-1.41	-1.10	-0.94
Best Period	12.36	14.64	18.91	34.59	37.60	39.88	42.96	39.51
Worst Period	-1.40	-1.54	-2.16	-3.03	-3.52	-3.22	-2.16	-1.64
Standard Deviation	1.78	3.40	5.36	9.54	12.52	13.93	15.14	14.80
Gain Standard Deviation	2.04	3.87	5.90	10.48	13.52	15.20	15.23	14.45
Loss Standard Deviation	0.31	0.38	0.55	0.75	0.95	1.13	0.57	0.69
Sharpe Ratio (1%)	0.19	0.31	0.41	0.43	0.43	0.41	0.41	0.57
Average Gain / Average Loss	2.15	4.43	6.60	8.58	7.34	10.08	18.74	18.43
Profit / Loss Ratio	4.81	8.54	10.70	12.87	14.02	14.28	17.18	51.19
Downside Deviation (10%)	0.49	1.18	2.25	4.43	6.70	9.07	13.29	15.69
Downside Deviation (5%)	0.30	0.50	0.83	1.40	1.92	2.40	3.09	2.96
Downside Deviation (0%)	0.26	0.37	0.56	0.82	1.05	1.15	0.89	0.59
Sortino Ratio (10%)	0.04	0.06	0.09	0.02	-0.11	-0.28	-0.49	-0.58
Sortino Ratio (5%)	1.15	2.11	2.62	2.90	2.78	2.38	2.03	2.86
Sortino Ratio (0%)	1.62	3.53	4.79	6.19	6.52	6.71	10.43	21.25

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.

^#5

Top Performer

DISCRETIONARY TRADER INDEX

JULY
2011

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Stenger Capital Management, LLC : Diversified Trading Program

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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