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Ring Capital Management LLC 

S&P E-Mini Select

Manager: Chris Ring

Address: 1690 Meadowside Drive, Ann Arbor, MI, 48104, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 1, 2012
AUM:$3,748,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:79.94%89.58%
Annual ROR:11.64%12.74%
YTD:12.12%6.49%
1 Year:18.96%15.44%
Alpha:1.50
Beta:-0.46
Statistics Program S&P 500
Average Monthly Gain:3.79%2.63%
Average Monthly Loss:-1.14%-2.19%
Winning Months:2843
Losing Months:3621
Current DD:12.700.00
Max DD:26.738.89
Sharpe Ratio (RF 1%):0.73
Annualized Std Dev:14.63

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Mean Reversion:50%
Quantitative:25%
Technical Analysis:25%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20176.79-0.161.873.2312.12
2016-0.16-4.28-22.98-0.16-0.164.07-0.17-0.165.77-0.17-0.17-2.81-22.03
20158.52-0.171.34-0.17-0.174.77-0.17-0.17-0.150.767.19-0.1423.03
20140.451.24-0.179.32-0.17-0.172.422.124.223.47-0.171.5226.43
2013-0.172.22-0.17-0.17-5.6110.30-0.170.623.871.87-0.172.8715.57
2012-0.17-0.17-0.173.77-0.17-0.17-0.17-0.170.625.974.90-0.1714.50

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

STRATEGY

The S&P E-Mini Select Program uses a 100% systematic approach for trading the S&P500 e-mini futures contract. The development of the program was guided by the following key goals:

1. Achieve highly competitive absolute returns.
2. Limit time in the market to 30% or less.
3. Achieve a low to negative correlation with the S&P500 Index.

The program trades in the direction of the intermediate term trend and may enter long or short positions. Exit prices are generated at the time of entry and adjusted daily.

RISK MANAGEMENT

Markets have become increasingly subject to "news headline" volatility and unforeseen events. The S&P E-Mini Select Program was designed to significantly reduce exposure to the market while still achieving highly competitive returns. The program was designed to with the goal of limiting time in the market to 30% or less. The average time in position is less than 7 days. Exit prices are determined at the time of entry and are updated daily based on market conditions. The program margin to equity is approximately 25%.

Company Info

Ring Capital Management LLC is a CTA founded in 2006 for the purpose of developing and employing systematic trading methods for the futures markets.

Manager Info

Chris Ring created Ring Capital Management LLC in 2006 for the purpose of developing and employing systematic trading methods for the futures markets. Mr. Ring has been successfully developing systematic trading programs for the futures and equities markets for over 10 years. He holds a Bachelor of Mechanical Engineering Degree from The University of Detroit and an MBA from The University of Michigan.