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Program Details

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DeSoto Capital Management, LLC 

DeSoto Capital Management EMini Program

Manager: Stewart DeSoto

Address: 28W615 Barnes Ave., West Chicago, IL, 60185, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Oct 8, 2004
AUM:$653,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:195.41%111.98%
Annual ROR:12.67%8.62%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:1.18
Beta:-0.14
Statistics Program S&P 500
Average Monthly Gain:3.81%3.10%
Average Monthly Loss:-2.45%-3.77%
Winning Months:6268
Losing Months:4741
Current DD:8.840.00
Max DD:17.7552.56
Sharpe Ratio (RF 1%):0.70
Annualized Std Dev:16.58

Methodology

Discretionary:10%
Systematic:90%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2013-1.49-1.771.310.95-3.000.883.470.514.97-1.683.94
2012-2.351.05-1.99-3.15-2.96-0.560.132.000.660.42-2.261.64-7.30
2011-6.021.82-6.870.60-3.09-0.970.436.54-7.7410.681.941.95-2.30
2010-0.590.35-0.97-0.39-0.15-0.296.981.550.63-1.182.882.6411.77
20091.86-0.102.35-7.85-1.44-0.10-0.68-1.53-2.77-0.440.000.87-9.76
2008-9.35-3.131.50-3.77-1.37-1.1911.851.3112.1015.77-5.706.4323.37
20070.000.00-1.228.330.948.637.4915.81-0.500.8911.8114.7388.09
2006-3.27-2.48-1.28-1.093.2310.89-1.16-3.99-2.160.000.000.00-2.10
20053.790.22-0.583.704.966.563.01-1.745.0111.830.76-6.8333.84
20040.980.630.712.34

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

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Company Info

The objective of DCM's trading program is the capital appreciation of client assets through speculative trading in financial futures contracts, particularly stock index futures contracts. DCM attempts to meet the objective of client equity growth by making and acting on trading decisions based on a computer-based proprietary model.

DCM intends to trade liquid stock index futures, including the NASDAQ 100, Russell 2000, S&P MidCap 400 and S&P 500 futures contracts. The EMini Program uses a basket of very short term trading strategies. To determine position entry and exit, the program uses a combination of proprietary internal strength and volatility measurements and inter-market analysis techniques as well as pattern recognition algorithms to gauge both the direction and power of the underlying intraday trend.

Manager Info

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