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Manager List    »    Gregory P. Asset Management    »   

Gregory P. Asset Management - Seasonal Spread & Option Strategy

Principal(s): Gregory Placsintar
Strategy: Spreads & Options / Diversified
Request a Stat Report & Disclosure Document

Statistics & Program Information

Aug Return   1.17% Worst Drawdown (2)    -25.35% Minimum Investment   $50,000
YTD Return   -9.27% Losing Streak (3)    -19.42 % AUM (5)   $600,000
Annual CROR:1 7.28% Sharpe Ratio (4)   0.50 Calmar Ratio (6)    N/A
Trading Methodology
100% Discretionary
 Style Sub-Categories
Fundamental
Arbitrage
Quantitative
Discretionary 		Trading Style
95% Spread Trading
5% Option Trading
Market Sector
5% Financials
5% Metals
20% Energies
20% Agriculturals
45% Meats
5% Softs
 Holding Period
40% Long Term
40% Medium Term
15% Short Term
5% Intraday
 Geographic Sector:
US
Contracts:
Futures
Options
Start Date   Sep-2009 Currency   US Dollar Margin (7)   13%
New Money   Yes AUM (5)   $600,000 Management Fee    2.00%
Min Investment    $50,000 Annual CROR 1    7.28% Incentive Fee    20.00%
Fund Minimum    $0 Losing Streak (3)    -19.42 % Other Fees   None
Notional Funds    Yes Worst Drawdown (2)    -25.35 % Avg Comm (8)   
NFA Member    Yes Sharpe Ratio (4)    0.50 Max Comm (9)   
NFA Number    0440470 Calmar Ratio (6)    N/A Round Turns (10)    6,500
Starting Date:  Sep-2009 Currency:  US Dollar
Open to New Investors:  Yes Current Assets:  $600,000
Open to US Investors:  Yes Annual CROR:  7.28%
Minimum Fund Investment:  $0 Worst Monthly Drawdown:  -25.35
Minimum Managed Account:  $50,000 Current Losing Streak:  -19.42 %
Domocile:   Calmar:  N/A
Subscriptions:  N/A Sharpe Ratio:  0.50
Redemptions:  N/A US Attorney:  Not Listed
Lock Up:  N/A Offshore Attorney:  Not Listed
Hurdle Rate:  N/A Administrator:  Not Listed
Administraton Fee:  0.00% Prime Broker:  Not Listed
Management Fee:  2.00% Auditor:  Not Listed
Incentive Fee:  20.00% NFA Member:  Yes
Selling Fee:  3.00% FINRA Member:  No
Other Fees:  None Other Memberships:  None
Type of Fund:
 Domicile:
 Strategy:
Correlations: AG CTA Index: -0.066              AG Discretionary CTA Index: -0.013             

Trading Description, Risk Strategy & Background

Trading Description

The Seasonal Spread and Option Strategy combines discretionary and seasonal analysis to trade Agricultural, Livestock, Energy and Interest Rate futures. The program may target markets exhibiting certain correlations and/or regression characteristics allowing for the opportunity to utilize spreads, butterflies, and condor positions. The strategy utilizes futures spreads in approximately 95% of the trades. The other 5% consist of options trades.

Risk Strategy

After the integration process, accounts will be managed using an asymmetric risk management system. This system will involve increasing and/or reducing the operational position volume depending on the profits or losses experienced by the account over time.

Background

Gregory Placsintar is the Head Trader, Managing Member, and sole Principal of Gregory P. Asset Management, LLC. He attended the University of Walles in Catellon, Spain where he received a bachelor?s degree in business administration. Mr. Placsintar worked as an intern for Bolsa Cash, a financial research firm, where he was responsible for preparing charts, analyzing market risk profiles, and helping to produce data for the company?s weekly television program. After graduating, he was hired by Bancaja, which is now known as Bankia, an institutional banking and financial services company located in Spain. During this time, Mr. Placsintar held trading authority over several customer accounts, which formed the basis of his performance record from September 2009 until launching the CTA in June 2012.

Accounting Notes:

The performance capsule represents the performance results of actual client trading accounts. These accounts were managed by firm principal Gregory Placsintar who was not required to be registered with the CFTC because his client accounts were all foreign to the United States. Mr. Placsintar's trading in this capacity occurred from September of 2009 until August of 2012. Beginning in August of 2012 discretion over these foreign accounts was transferred from Greg Placsintar the individual to Gregory P. Asset Management, LLC the US based and registered CTA. The capsule, for the entire period presented, was prepared by utilizing actual realized and unrealized gains and losses on commodity futures trading, net of related brokerage commissions and other trading costs. In the presentation from September of 2009 until August of 2012 the accounts shown within the capsule were not charged fees as described in this document. These accounts also may not have been charged commission rates similar to what your account may pay to participate in the Seasonal Spread and Options Strategy. To properly consider the management and incentive fee's disclosed, the fees required by the program were pro-forma adjusted into the return presentation for this period of time. As of August 2012 all advisory fee considerations and standard commissions have been considered on an actual basis.

NO REPRESENTATION IS MADE THAT GREGORY P. ASSET MANAGEMENT, LLC OR ANY ACCOUNT WILL, OR IS LIKELY TO ACHIEVE PROFITS SIMILAR TO THOSE SHOWN IN THE SUBSEQUENT PAGES. THERE CAN BE NO ASSURANCE THAT ANY ACCOUNT WILL MAKE ANY PROFITS AT ALL, OR WILL BE ABLE TO AVOID INCURRING SUBSTANTIAL LOSSES.

Performance from Sept 2009 through Jul 2012 is of Greg Placsintar (Exempt Foreign Advisor) - Performance from Aug 2012 is client performance of Gregory P. Asset Management, LLC.

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2022 -2.59% 2.65% 0.99% -9.21% -1.24% -0.30% -0.65% 1.17%   -9.27% -11.19%
2021 -0.33% -1.70% 1.88% -5.58% 0.59% -0.84% 0.41% -1.30% 0.97% 1.92% 3.28% -0.20% -1.18% -6.83%
2020 -0.89% 0.48% -1.57% 6.96% 0.44% 0.95% -4.47% 2.45% 3.54% -7.73% 3.44% -2.45% 0.3% -7.73%
2019 -2.29% -0.13% 0.87% 0.77% 1.92% -3.28% 0.84% -3.31% -1.23% 0.30% -0.39% 3.96% -2.2% -6.94%
2018 3.67% 1.28% -0.81% -0.71% 2.78% -2.80% -1.22% -1.01% 2.96% 2.73% -0.49% -3.63% 2.46% -4.96%
2017 1.96% -0.27% -1.10% -0.20% -4.33% -0.45% 0.22% 0.31% -5.29% 1.01% 1.48% -2.28% -8.84% -10.74%

Annual Performance

Years200920102011201220132014
ROR0.56%24.80%70.27%20.36%4.38%2.84%
Max DD-2.52%-3.61%-3.59%-25.35%-12.14%-8.49%

Years201520162017201820192020
ROR3.31%6.40%-8.84%2.46%-2.20%0.30%
Max DD-7.14%-1.62%-10.74%-4.96%-6.94%-7.73%

Years20212022 YTD
ROR-1.18%-9.27%
Max DD-6.83%-11.19%



PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

VAMI, Assets under Management & Worst Drawdown

Chart

Monthly Returns

Chart

RISK DISCLOSURE

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND/OR FOREIGN EXCHANGE ('FOREX') IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

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.

Footnotes & Definitions:

  • P - Proprietary Trading Results
  • C - Client Trading Results
  • Fixed Trade Level: The programs trades a fixed number of contracts in a nominal account regardless of the account value.
  1. Rates of Return: The Annual Compound Rate of Return ("Annual CROR") represents the compounded rate of return or each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period. Annual CROR is not applicable to CTAs that sum their monthly returns.
  2. Worst Peak-to-Valley Drawdown: The Worst Peak-to-Valley Drawdown ("Worst Drawdown") is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value.
  3. Start & End Dates: Indicates the Start and End Dates of the Worst Peak-to-Valley Drawdown.
  4. Current Losing Streak: The Current Losing Streak ("Losing Streak") represents the extent of the Advisor's current drawdown.
  5. Annualzied Standard Deviation: Annualized Standard Deviation is one way to look at consistency of returns. It measures the degree by which the monthly returns vary from the average (mean) return.
  6. Downside Deviation: Downside Deviation is a measure of downside volatility. It only considers those monthly performance results that are less than the monthly Minimum Acceptable Rate of Return.
  7. Sharpe Ratio: Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratios is calculated using a 1% risk-free rate of return.
  8. Sortino Ratio: Sortino Ratio is a risk-adjusted ratio. The higher the number the better. Results are dependent upon the Minimum Acceptable Rate of Return (currently set at 5%.
  9. Sterling Ratio: Sterling Ratio is a risk-adjusted return measurement calculated by dividing the Annualized Compound ROR by the Average Yearly Maximum Drawdown less an arbitrary 10%. The Sterling Ratio is normally calculated using the last 36 months of data.
  10. Calmar Ratio: Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.
  11. Omega Function: The Omega Function accounts for the non-normal distributions of returns and takes into account the investor's preferences for loss and gain. Omega is computed directly from the returns distribution and measures the total impact of the moments instead of each one of them individually.
  12. Minimum Investment: Minimum Investment represents the minimum account size.
  13. Assets Under Management: Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.
  14. Number of Winning Months: Number of Winning Months represents the months with positive return.
  15. Number of Losing Months: Number of Losing Months represents the months with negative return.
  16. Percentage of Winning Months: Percentage of Winning Months represents the % of winning months.
  17. Margin to Equity: Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.
  18. Round Turns per Million: Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.
  19. Average Commission: The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.
  20. Maximum Commisions: Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS