Managed Futures Database, Resource & Tools

Program Details

PDFPermalink

CTA Partner Services LLC 

Bocken Trading, LLC

Manager: Greg Firtik

Address: 9047 Poplar Ave. Suite 101, Germantown, TN, 38138, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Mar 1, 2011
AUM:$16,761,821
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:39.60%77.24%
Annual ROR:6.06%10.63%
YTD:-0.25%6.49%
1 Year:-14.62%13.70%
Alpha:0.60
Beta:0.02
Statistics Program S&P 500
Average Monthly Gain:5.35%2.79%
Average Monthly Loss:-2.69%-2.53%
Winning Months:2843
Losing Months:4025
Current DD:23.100.00
Max DD:23.1012.45
Sharpe Ratio (RF 1%):0.28
Annualized Std Dev:17.89

Methodology

Discretionary:100%
Systematic:0%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Fundamentals:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2017-0.25-0.25
20160.34-0.85-2.987.053.016.56-9.88-2.49-2.23-0.26-3.75-2.61-8.89
2015-5.32-3.57-0.28-2.12-1.198.80-6.17-1.84-0.05-2.00-1.23-0.06-14.68
20140.973.460.752.37-2.16-3.504.786.834.43-3.871.411.7417.94
2013-1.095.47-1.10-1.51-1.86-4.207.929.162.28-1.484.04-2.2215.37
2012-0.355.268.569.33-11.1213.8918.604.55-9.06-4.91-1.081.3735.50
2011-1.76-1.404.11-0.99-3.322.76-1.55-2.34

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

No data loaded

Company Info

No data loaded

Manager Info

No data loaded