Stenger Capital Management, LLC : Diversified Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since4/2010 Diversified Trading Program 0.05 - - - - -0.92 14.34 39.79 S&P 500 1.82 - - - - 78.02 57.83 270.03 +/- S&P 500 -1.77 - - - - -78.94 -43.49 -230.24 Strategy Description SummaryFounded 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% 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% Composition Grains 25.00% Interest Rates 25.00% Stock Indices 25.00% Currency Futures 10.00% Energy 10.00% Softs 3.00% Livestock 2.00% SummaryFounded 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 StrategyOur 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 ManagementStenger Capital's risk management goal is to keep daily volatility to under 1% of account equity and total margin usage averages around 5-10% 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel