R Best, LLC
Private Client Institutional Program 1X
Principal(s): Joe Wilkins, Mary Lou Pier & Margaret Sweeney
Strategy: Systematic / Intraday / S&P Futures
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
R Best, LLC is a Chicago based alternative asset manager focused on developing alpha generating strategies. R Best provides risk management and operational oversight for its flagship systematic trading program, the Private Client Institutional Program. This Program has an absolute return profile designed to achieve risk-adjusted non-correlated returns. The strategy is 100% systematic, intraday, absolute-return program that applies short-term models powered by machine learning, AI and proprietary indicators to CME listed S&P futures. The product universe is liquid exchange-traded equity futures, traded exclusively intraday with zero overnight risk.
Key Objectives: 1) risk-adjusted, non-correlated, absolute returns, 2) controlled drawdowns through robust risk management, 3) liquid exchange-traded equity futures that are traded intraday, 4) systematic models utilizing machine learning, AI, and proprietary indicators
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 a founder and serves as Chief Executive Office, Chief Investment Officer, Chief Operating Office, and Chief Compliance officer. Margaret Sweeney is the Director of Strategic and Financial Operations. Mary Lou Pier, CPA is a Founder and Chief Financial Officer, and Zhivko K. Gochev is the Director of Research and Systems Development.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.82% | -1.12% | 1.08% | -0.64% | -0.49% | 0.03% | -0.34% | – | – | – | – | – | -3.30% | -3.29% |
| 2025 | -0.44% | -1.14% | 1.76% | 1.78% | 1.73% | -1.04% | 1.15% | 2.32% | -2.67% | 2.23% | 2.32% | -1.49% | 6.51% | -2.67% |
| 2024 | -0.22% | -0.46% | -0.94% | -0.51% | -0.45% | -0.77% | 0.13% | 0.56% | -0.28% | 0.60% | -0.17% | -1.35% | -3.86% | -3.81% |
| 2023 | -2.36% | -1.22% | 1.75% | 0.18% | -0.15% | -1.88% | -0.68% | -1.49% | 0.82% | -2.73% | 0.97% | -1.47% | -8.26% | -8.06% |
| 2022 | 1.85% | -0.13% | 1.66% | 2.79% | -1.74% | 1.15% | -1.69% | -2.20% | -0.28% | 5.56% | -1.02% | 1.61% | 7.56% | -4.71% |
| 2021 | 3.05% | 0.42% | -0.31% | 1.43% | -0.95% | 0.09% | 2.23% | -0.38% | 1.25% | 0.57% | -3.15% | 1.65% | 5.90% | -3.15% |
| 2020 | 4.20% | 0.13% | -0.61% | -0.29% | -2.33% | 4.92% | -3.81% | 0.01% | -0.42% | 0.96% | -0.47% | -0.94% | 1.35% | -4.64% |
| 2019 | 0.54% | 0.28% | -0.92% | 0.37% | -1.65% | -1.54% | -0.45% | 1.48% | -1.31% | 1.88% | 0.09% | 0.60% | -0.63% | -4.13% |
| 2018 | -0.32% | 3.02% | -0.27% | 0.78% | -1.66% | 0.00% | -0.30% | -1.03% | 0.25% | 0.47% | 1.85% | -0.35% | 2.44% | -2.96% |
| 2017 | 0.11% | 0.12% | 0.04% | -0.50% | 2.02% | -0.24% | -0.71% | 1.70% | -0.50% | 0.07% | -1.36% | -0.02% | 0.73% | -1.80% |
| 2016 | 0.09% | 0.90% | -0.12% | 0.50% | -1.18% | -1.50% | 0.46% | -0.10% | -0.27% | 0.47% | -0.06% | -0.07% | -0.88% | -2.66% |
| 2015 | 1.22% | 1.35% | 3.05% | 0.48% | 1.09% | 0.43% | 2.82% | -0.58% | -1.08% | 0.95% | 1.69% | 1.31% | 12.73% | -1.65% |
| 2014 | -0.03% | 2.68% | 2.93% | -2.00% | 1.51% | -1.62% | 0.98% | -0.61% | 0.63% | 4.23% | -1.17% | -1.43% | 6.10% | -2.58% |
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. Performance through May 2019 is inclusive of both the S&P Emini and the Ten-Year treasury futures markets. Performance since is exclusively the S&P Emini. Between February 1, 2010 and June 30, 2019, R Best served as a trade manager for Hehmeyer Capital Management, LLC (formerly Kottke Associates, LLC). Hehmeyer Capital Management, LLC was the CTA of record for the Hehmeyer Systematic Treasury and Equity program and is a separate entity from the Advisor. R Best, LLC acted exclusively as its trade manager. Since July 1, 2019, R Best, LLC has acted as CTA of record for the Private Client institutional Program (formerly Hehmeyer Systematic Treasury and Equity program). R Best Private Client Institutional Returns are based on trading of customer accounts. This includes $500k of proprietary funds through July 2020. No material difference was made to performance as a result of these proprietary funds being included or subtracted. Performance through May 2019 is inclusive of both the S&P Emini and the Ten-Year treasury futures markets. Performance since is exclusively the S&P Emini.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.