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R Best, LLC
Private Client Program (C)
Report Start Date: Jan-2019 - Report End Date: Mar-2024
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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.
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 |
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 2.06% | 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% |
2019 | 2020 | 2021 | 2022 | 2023 | 2024 YTD | |
---|---|---|---|---|---|---|
ROR | 0.57% | -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. |
R Best, LLC
Private Client Program (C)
Report Start Date: Jan-2019 - Report End Date: Mar-2024
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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. |