R Best LLC

Private Client Plus

Year-to-Date
N/A
Minimum Investment
$ 200,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 3.75%
Sharpe (RFR=1%) -0.78
CAROR -1.97%
Assets $2,400,000
Worst Drawdown -11.49
S&P Correlation 0.11

Summary

The Private Client Plus Program seeks to deliver high absolute returns by applying intraday momentum and reversal strategies to a diversified basket of futures markets. It utilizes short term, systematic technical models across a broad universe of instruments to capitalize on directional moves in the fixed-income, equity, commodity, and currency futures markets​.

R Best, LLC currently uses its systematic trading systems to act as trade manager for the Kottke/Hehmeyer R Best Program, a managed futures program with a minimum investment of $250,000 and a targeted risk per trade of 0.5% of nominal account value.

Please see the performance section for a presentation of the performance of the Kottke R Best Program since its inception in February, 2010. Performance between February 2010 and March 2013 includes returns generated using only a trend following strategy in the Ten-Year Treasury Note. The performance between April, 2013 and through March, 2015 includes returns generated using an additional trend following strategy in the S&P e-mini, and a reversal strategy in the same. Performance from November 2017 ongoing includes Gold, Copper, Natural Gas, Crude and Euro currency.