Managed Futures Database, Resource & Tools

Program Details

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JKI-Futures, LLC 

Etiron Large 2x (client)

Manager: Karol Janotik

Address: 121 S. Orange Ave. Ste 1500, Orlando, FL, 32801, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Aug 24, 2012
AUM:$584,000
QEP:No
Incentive Fee:15%
Annual Mgt Fee:0%
Min Investment:$1,000,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-28.26%71.30%
Annual ROR:-7.81%14.09%
YTD:0.00%5.53%
1 Year:-11.08%14.40%
Alpha:-1.15
Beta:0.71
Statistics Program S&P 500
Average Monthly Gain:6.27%2.56%
Average Monthly Loss:-4.37%-2.30%
Winning Months:1833
Losing Months:3116
Current DD:44.150.12
Max DD:44.348.89
Sharpe Ratio (RF 1%):-0.38
Annualized Std Dev:22.90

Methodology

Discretionary:2%
Systematic:98%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Momentum:20%
Pattern Recognition:20%
Technical Analysis:20%
Trend Following:20%
Volatility:20%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2016-2.32-0.2413.88-0.92-7.236.66-2.54-7.79-2.23
20158.695.03-0.12-9.55-2.45-3.86-11.47-13.733.42-8.162.58-9.40-34.79
2014-3.3015.22-2.293.55-1.7010.352.80-6.63-3.19-2.546.44-0.5217.26
201312.76-7.1411.25-0.860.54-9.992.392.630.72-0.14-0.82-0.269.27
20123.97-6.19-3.19-0.90-6.15-12.18

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The offered programs are systematic trend-following trading models using technical analysis and statistical studies of past price behavior of futures markets to determine the most favorable entry and exit points, size of the investment positions and portfolio composition. When trading the programs, the Advisor does not attempt to trade all of the markets at all times, but rather looks for opportunities with the highest probability for a favorable outcome.

Company Info

JKI-Futures, LLC is a limited liability company organized under the laws of the State of Florida, filed on February 9, 2009. JKI's sole purpose is to offer services in the managed futures industry as a Commodity Trading Advisor. JKI registered as a CTA (Commodity Trading Advisor) January 27, 2010 under Commodity Futures Trading Commission and became a member of National Futures Association on January 27, 2010. JKI registered as a CPO (Commodity Pool Operator) November 2, 2010 under Commodity Futures Trading Commission.

Manager Info

Karol Janotik, born in 1978, graduated from Euro-Region-Management Business graduate school in June 1997 and attended Economic University of Bratislava from September 1998 to June 1999. Mr. Janotik is founder of JKI-Futures, LLC, and since its inception in February 2009 to present, holds the Chief Executive Officer and Head of Research and System Development positions. In February 2008, Mr. Janotik co-founded JK Investments Corporation, a Bratislava, Slovakia based Investment Company and held the positions of Managing Partner and Head of Development and Trading Operations until February 2012. JK Investments Corporation was registered with CFTC as a CTA and CPO from April 14, 2008 through October 7, 2010. Mr. Janotik was listed as a Principal of JK Investments Corporation from April 14, 2008 through October 7, 2010 and registered as an associated person from June 24, 2008 through October 7, 2010.
Mr. Janotik had been listed as a Principal of JKI-Futures, LLC since January 11, 2010 and had been registered as an associate person from January 27, 2010.