Loading...


R Best, LLC
Private Client Program (C)
Report Start Date: Jan-2019 - Report End Date: Mar-2024
Print to PDF

Report Start Date Report End Date



Trading Strategy: S-Term / Systematic / Treasury & Equities


Program Description:
The R Best Client Private Program utilizes short term, systematic technical models to capitalize on directional moves in the Treasury and Equity Futures markets. Our models are designed to establish intraday trading positions when the markets exhibit a high probability of developing a sustained trending move or a sustained reversion move. The programs use machine learning to intelligently select profitable opportunity, and use specific profit targets and stops to limit market exposure. Proprietary indicators and strict management policies reduce trading in volatile conditions to protect risk capital.

Investment Information
Program Start Date Aug-2015
Percent Discretionary 0%
Percent Systematic 100%
Minimum Investment 50,000
Management Fee 2.00%
Incentive Fee 20.00%
Margin 20%
Round Turns per Million 4,800
Currency US Dollar
NFA No: #0442937

Loading chart...

The Annual Rates of Return ("ROR") have been calculated by Adding Monthly Performance
Performance Since January 2019
See Accounting Notes

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20192.06% 0.41% -1.19% 0.37% -0.81% -1.17% -1.15% 1.02% -2.45% 3.02% 0.41% 0.05%
2020 7.72% -2.39% -0.16% -2.23% -5.98% 9.04% -9.14% 0.15% -0.01% 3.37% -2.70% -1.75%
2021 6.12% -1.15% -2.84% 2.29% -3.15% 0.81% 3.15% -1.04% -0.24% 1.34% -5.55% 2.24%
2022 4.29% -0.80% 3.91% 4.95% -1.86% 5.97% -2.75% 0.69% -0.60% 11.33% 0.61% 2.96%
2023 -5.90% -4.70% 2.24% 2.85% 0.13% -4.30% -1.96% -0.19% 3.69% -6.88% 2.09% -3.90%
2024 -2.98% -0.39% -0.60%  

 201920202021202220232024 YTD
ROR0.57%-4.08%1.98%28.70%-16.83%-3.97%



PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISORS CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
A COMPLETE DISCUSSION OF FEES AND CHARGES ARE REPORTED IN THE CTA’s DISCLOSURE DOCUMENT. ONE SHOULD RECOGNIZE THAT AN INTRODUCING BROKER MAY CHARGE A FRONT-END START OF FEE OF UP TO 3% OF THE INITIAL CONTRIBUTION. PLEASE NOTE THAT THIS CHARGE IS NOT REFLECTED IN THE PERFORMANCE OF THE COMMODITY TRADING ADVISOR AND COULD HAVE A SIGNIFICANT IMPACT ON THE CUSTOMER'S ABILITY TO ACHIEVE SIMILAR RETURNS. PAST PERFORMANCE IS NOT NECESSARILY INDICIATIVE OF FUTURE SUCCESS.

AutumnGold.com LLC
719-685-6183 Email: [email protected] | Web Address: http://www.autumngold.com
© 1997 - 2024 AutumnGold.com LLC


R Best, LLC
Private Client Program (C)
Report Start Date: Jan-2019 - Report End Date: Mar-2024
Print to PDF



Program Statistics
Peak-to-Valley Drawdown (1) (Dec 2022 - Mar 2024) -19.54%
Worst Monthly Return (Jul 2020) -9.14%
Average Monthly Return 0.10%
Monthly Std. Deviation 3.71%
Gain Deviation (30 months gain) 2.79%
Loss Deviation (33 months loss) 2.22%
Gain to Loss Ratio 1.18
Annualized Statistics
Annualized Mean Return 1.21%
Standard Deviation 12.87%
Downside Deviation (3) 9.14%
Sharpe Ratio (4) 0.02
Gain Deviation 9.65%
Loss Deviation 7.68%
Profit Loss Ratio 1.08

Loading chart...

Loading chart...

Accounting Notes: When calculating the yearly rate of return the Advisor resets the nominal value at the beginning of each month and as a result the yearly return is computed as an addition of all months and is not compounded.

Statistical Notes
1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2019-01-31 to 2024-03-31. If the Start Date of this Report Predates the Inception of the Program (Aug 2015), the Maximum Drawdown from Inception may be larger than indicated in this report, 2. The Annualized Mean Return is calculated by annualizing the average monthly return, 3. Downside Deviation uses a 5% Minimum Acceptable ROR, 4. Sharpe Ratio uses a 1% Risk Free ROR

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISORS CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
A COMPLETE DISCUSSION OF FEES AND CHARGES ARE REPORTED IN THE CTA’s DISCLOSURE DOCUMENT. ONE SHOULD RECOGNIZE THAT AN INTRODUCING BROKER MAY CHARGE A FRONT-END START OF FEE OF UP TO 3% OF THE INITIAL CONTRIBUTION. PLEASE NOTE THAT THIS CHARGE IS NOT REFLECTED IN THE PERFORMANCE OF THE COMMODITY TRADING ADVISOR AND COULD HAVE A SIGNIFICANT IMPACT ON THE CUSTOMER'S ABILITY TO ACHIEVE SIMILAR RETURNS. PAST PERFORMANCE IS NOT NECESSARILY INDICIATIVE OF FUTURE SUCCESS.

AutumnGold.com LLC
719-685-6183 Email: [email protected] | Web Address: http://www.autumngold.com
© 1997 - 2024 AutumnGold.com LLC