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Program Details

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Insignia Managed Capital 

Epoch3

Manager: Joe Fallico

Address: 1821 Walden Office Square #400, Schaumburg, IL, 60173, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jul 13, 2009
AUM:$71,184
QEP:No
Incentive Fee:20%
Annual Mgt Fee:1.8%
Min Investment:$20,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:17.95%157.01%
Annual ROR:2.57%15.63%
YTD:0.00%5.53%
1 Year:0.00%14.40%
Alpha:-0.09
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:4.35%944.85%
Average Monthly Loss:-4.98%-2.91%
Winning Months:4552
Losing Months:3326
Current DD:37.073.01
Max DD:37.0717.03
Sharpe Ratio (RF 1%):0.07
Annualized Std Dev:20.94

Methodology

Discretionary:85%
Systematic:15%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Option Purchase:5%
Option Spreads:10%
Option Writing:85%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2015-13.666.23-3.582.736.730.78-8.24-14.831.99-4.69-0.80-2.11-27.91
20141.55-5.23-4.04-6.236.92-1.56-1.350.20-0.97-4.37-0.184.09-11.35
20131.471.492.40-1.95-2.155.160.89-3.401.8310.35-3.926.7219.47
20124.263.576.559.51-10.04-12.543.384.523.172.855.522.5122.95
20115.855.471.126.99-0.986.39-3.955.54-22.29-0.032.474.527.32
2010-3.407.30-0.482.70-3.962.904.12-9.61-8.56-1.93-2.99-0.45-14.67
20090.027.995.270.2011.258.2537.21

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Epoch3 program is currently closed to new investors.

Company Info

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Manager Info

Mr. Fallico began investing in equities and mutual funds while attending Wm. R. Harper College in Palatine, IL. In June of 1985, Mr. Fallico founded and successfully ran LRF Corp., a financial services company specializing in vehicle and equipment financing until June of 1995. From June 1995 through July 2001, Mr. Fallico was employed as an account manager for The Atlas Companies; a Chicago based business-to-business logistics services company. In September of 1991, Mr. Fallico added commodity futures investing to his already successful portfolio of equities and mutual funds. In July of 1999, Mr. Fallico began to concentrate all of his investing skills into the commodity futures markets and in July of 2001, received his series 3 commodity futures broker license and founded Insignia Futures & Options. Mr. Fallico has been a registered Associated Person from August 8, 2005 through the present. Since then, Mr. Fallico has developed several trading strategies for both commodity futures and options on commodity futures. Insignia Futures & Options was initially founded as a sole proprietorship on July 31, 2001 in Palatine, IL and was registered with the National Futures Association until September 8, 2005 at which time the business was restructured as a corporation. Insignia Futures & Options, Inc. registered with the National Futures Association on August 8, 2005 and is currently a member (NFA ID # 358056).