Managed Futures Database, Resource & Tools

Program Details

PDFPermalink

Kinkopf Capital Management, LLC 

KCM S&P SELECT (Prop)

Manager: Ken Kinkopf

Address: 222 Lenox Ct, Grayslake, IL, 60030, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jul 1, 2015
AUM:$163,654
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$25,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:44.85%27.92%
Annual ROR:16.57%10.73%
YTD:6.47%15.81%
1 Year:6.29%17.88%
Alpha:1.84
Beta:-0.50
Statistics Program S&P 500
Average Monthly Gain:6.72%2.13%
Average Monthly Loss:-1.41%-1.86%
Winning Months:1020
Losing Months:199
Current DD:2.130.32
Max DD:11.438.74
Sharpe Ratio (RF 1%):0.92
Annualized Std Dev:16.88

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Pattern Recognition:10%
Quantitative:10%
Technical Analysis:10%
Trend Following:70%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2017-0.17-0.173.05-2.26-3.68-0.17-0.175.994.61-0.17-0.176.47
201615.27-2.17-7.665.91-0.516.39-1.98-0.170.48-0.17-6.19-0.177.31
2015-0.34-0.178.449.94-0.227.1226.78

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

*Proprietary returns listed* The S&P SELECT Managed Account Program can best be categorized as a systematic, non-discretionary, trend following, swing program. Unlike its flagship S&P program that uses key market internals, price will be the primary deterministic component to initiate trades. A trend following component allows for the possibility of short-term trend captures.

The "S&P SELECT" managed account program started proprietary trading on 7/1/2015 and is now open to investment via its Disclosure Document dated 8/1/2015. Unlike its flagship S&P program, S&P SELECT has a minimum investment of only $25,000. The key features of S&P SELECT is it's designed to be less volatile using a smaller investment, both of which have been requested by IB's and investors. Rather than using key market internals, price will be the primary deterministic component to initiate trades. A trend following component allows for the possibility of short-term trend captures.

Only the top ranked trades categorized by the Octagle system are taken. Finally, volatility scaling will be performed by actual trade selection process rather than contract quantities. Positions are expected to occur less frequently then the S&P program but for longer durations. Octagle is based on a combination of eight system components to validate trade placement.
Additional Information on the history of the Managed Account program including Octagle can be found at: http://www.kinkopfcapital.com/Pages/Octagle.aspx

The proprietary performance above is based on the Advisors trading account trading the S&P SELECT program. Pro-forma adjustments are made for 2% management fees, 20% incentive fees and $15 round turn (all in) commissions. The performance capsule rebalances yearly to $100,000. Returns may differ than actual client accounts due to compounded growth, leverage and net asset value differences. For example, the advisor will generally trade an (8) lot for a $200,000 account. An account valued at $176K would trade a (7) lot and may be trading the same lot size as an account valued at $199K and therefore the percentage change per account will differ.
Note: The AUM in this database is of the actual value of the proprietary trading account and not the rebalanced value that the track record is based on which resets yearly to $100,000.

Company Info

Kinkopf Capital Management, LLC, is a New Jersey formed Limited Liability Company. Kinkopf Capital Management, LLC., is registered as a Commodity Trading Advisor (CTA) with the Commodity Futures Trading Commission (CFTC) and is also a member of the National Futures Association (NFA) effective June 16, 2005. The company website can be accessed at http://www.kinkopfcapital.com.

Kinkopf Capital Management provides individual and institutional investors alternative investment opportunities in the managed futures arena. The Kinkopf Capital - SP managed account program specializes in a Long/Short strategy, which uses the S&P 500 futures as its investment vehicle. Mr. Kinkopf has traded the S&P since 1989 and has been ranked amount the Top 20 CTAs by CTA-Info throughout various time frames.

Manager Info

Ken Kinkopf is a member of the National Futures Association ("NFA") and registered with the Commodities Futures Trading Commission ("CFTC") as an associated person and principal of Kinkopf Capital Management, LLC. Kinkopf Capital Management, LLC is a registered CTA. Mr. Kinkopf is responsible for all trading decisions and the general management of the firm.

Mr. Kinkopf has over 25 years of market forecasting experience and has traded in various market conditions during the period. Ken has extensive expertise trading the S&P 500 Equity Futures since 1989. He is committed to Risk Management believes that discipline will allow his investment strategy to remain viable in the face of market adversity. Ken has been trading this systematic, non-discretionary trading program since 1999.

Prior "S&P program" accolades include;
Top 10 of Top 20 Hedge Funds for 2012 by Bloomberg.
Top 10 Traders of 2012 - Futures Magazine, March 2013 Issue
#1 Stock Index Trader for 2012 - CTA-Info Flash Reports
First Place in five (5) CTA Challenges from 2006-2010 winning $2,000,000 in trade allocations
Top 10 Traders of 2009 - Futures Magazine, March 2010 Issue
#1 Stock Index Trader for 2009 - CTA-Info Flash Reports

Mr. Kinkopf is also a guest speaker and technology consultant. He spoke at Terapinn Quant Invest, High Frequency Leaders Forum and Wall Street & Technology events. He has written white papers on quantitative trading methods and technology requirements for systems implementation. Ken was also a World Cup Advisor sponsored by Robbins Trading.

Prior to Kinkopf Capital, in May of 1991, he had co-foundered and became president of K&D Financial Corporation in New York, which provided financial advisory, and managed account services in the futures industry.