Tracking CTAs since 1994
R Best, LLC
World Select Program
Principal(s): Joe Wilkins, Mary Lou Pier
Strategy: Systematic / Long Short / Diversified
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
The objective of the World Select Program is to deliver high absolute returns in rising or falling markets through systematic long-term positioning in managed futures. The program seeks to dynamically construct long-short portfolios that efficiently allocate risk across 6 distinct sectors - equities, fixed income, currencies, energies, metals, and agricultural markets. The program invests in over 26 futures markets listed on regulated exchanges around the world and takes a long-term approach to capturing momentum by holding positions, on average, for 180 days. This long-term perspective reduces the likelihood of being shaken out of the market by short-term price fluctuations. Portfolio selection is done systematically and position evaluation criteria include absolute and relative momentum, market volatility and correlations, term structure based signals, and relative market/sector valuations.
N/A
R Best has been registered as a Commodity Trading Advisor ("CTA") with the Commodity Trading Commission ("CFTC") since September 13, 2012 and has been a National Futures Association ("NFA") member since that date. Mr. Joseph R. Wilkins is the active Principal of R Best, while Ms. Mary Lou Pier is also a principal, serving as the CFO and in an advisory role for the firm.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.13% | 1.89% | – | – | – | – | – | – | – | – | – | – | 3.02% | 0.00% |
| 2025 | 0.06% | -2.00% | -0.62% | -0.71% | -1.46% | -0.21% | -0.90% | 0.47% | 2.58% | 1.41% | 1.91% | 0.61% | 1.14% | -5.77% |
| 2024 | 2.07% | 3.05% | 0.79% | 0.46% | 1.65% | 1.88% | -0.41% | 0.27% | 0.63% | 0.54% | -0.07% | -0.15% | 10.71% | -0.41% |
| 2023 | -2.26% | 2.41% | -5.36% | 0.93% | 1.30% | -2.91% | 0.63% | 1.37% | 0.41% | 1.35% | 1.16% | -0.74% | -1.71% | -6.05% |
| 2022 | 4.68% | 0.94% | 8.89% | 6.17% | -1.48% | -5.90% | 2.87% | 5.83% | 2.19% | 2.03% | -2.57% | -3.50% | 20.15% | -7.29% |
| 2021 | 0.59% | -1.99% | 1.21% | 2.37% | -0.10% | 1.68% | -1.00% | 1.46% | 3.63% | 0.82% | -2.72% | -0.09% | 5.86% | -2.81% |
| 2020 | 1.43% | 1.81% | 2.72% | 0.51% | 1.08% | 0.02% | 1.15% | -2.18% | 0.36% | -1.76% | 1.00% | 3.52% | 9.66% | -3.56% |
| 2019 | -4.40% | 0.23% | 1.42% | 0.55% | -0.97% | -1.42% | -0.04% | 2.83% | -3.50% | -1.03% | -0.97% | 0.91% | -6.39% | -7.26% |
| 2018 | 3.32% | 0.64% | 0.03% | 0.12% | -0.34% | 2.52% | -3.09% | 1.13% | 0.29% | -0.83% | 1.20% | -2.10% | 2.89% | -3.43% |
| 2017 | -0.38% | 0.51% | -0.64% | -1.42% | -0.49% | -0.36% | 1.82% | 0.33% | -0.39% | 1.03% | -1.01% | 0.83% | -0.17% | -2.88% |
| 2016 | – | – | – | -0.49% | 0.08% | 4.58% | 0.69% | -0.65% | 0.06% | -1.69% | -1.95% | 0.08% | 0.71% | -4.18% |
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. As of June 1, 2020 performance in the World Select program is based on a proprietary account held by the advisor. Performance is formulated using a 1% management fee and a 20% incentive fee. No material differences arise between such performance and the performance of the offered trading program.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.