Managed Futures Database, Resource & Tools

Program Details

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JKI-Futures, LLC 

Etiron Large 2x (prop.)

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:Sep 22, 2008
AUM:$598,000
QEP:No
Incentive Fee:15%
Annual Mgt Fee:0%
Min Investment:$1,000,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:12.69%84.18%
Annual ROR:1.50%7.93%
YTD:0.00%5.53%
1 Year:-10.23%14.40%
Alpha:0.26
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:6.82%1506.84%
Average Monthly Loss:-5.03%-2.80%
Winning Months:4467
Losing Months:5229
Current DD:47.150.12
Max DD:47.7324.12
Sharpe Ratio (RF 1%):0.02
Annualized Std Dev:26.27

Methodology

Discretionary:2%
Systematic:98%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Fundamentals:2%
Momentum:23%
Pattern Recognition:25%
Technical Analysis:25%
Trend Following:25%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2016-2.28-0.2313.66-0.91-6.787.81-3.48-7.46-1.43
20158.035.090.40-8.77-2.41-3.81-11.30-13.513.35-8.011.91-9.27-34.17
2014-3.9115.86-2.384.03-1.7610.733.90-6.92-3.34-2.676.76-0.9218.36
201313.22-7.1411.89-0.530.59-10.392.052.311.00-0.03-1.04-0.339.67
20127.981.031.343.21-11.48-3.1512.785.54-6.27-3.87-1.01-5.80-2.17
20116.825.91-6.044.67-11.63-8.198.93-1.72-11.97-9.28-3.97-2.10-27.44
2010-6.75-2.988.47-3.07-3.351.60-1.558.2013.3116.69-8.2425.5051.50
20090.55-5.60-4.22-1.7317.82-11.644.406.152.450.7615.07-5.9515.15
2008-0.514.201.662.518.03

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Advisor is a systematic trend follower which blends statistical research and technical analysis of past price behavior with fundamental forecast. The Advisor forms long term forecast of future price trends and then builds systematic trading model, to fit this forecast in an effort to achieve above average risk adjusted performance. 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. JK Investments Corporation was registered with CFTC as a CTA and CPO from April 2008 through October 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