Program Details

Claughton Capital, LLC

Claughton Capital ARP Institutional Program

Manager: Eric Schreiber

Address: 14 NE 1st Ave, Ste 907, Miami, FL, 33132, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:	CTA
Inception Date:	Oct 3, 2005
AUM:	$56,676,807
QEP:	No
Incentive Fee:	20%
Annual Mgt Fee:	2%
Min Investment:	$1,000,000
Disclosure Doc:	View

Performance	Program	S&P 500

Total ROR:	85.98%	137.23%
Annual ROR:	10.58%	15.04%
YTD:	3.75%	0.90%
1 Year:	9.29%	13.33%
Alpha:	1.24
Beta:	-0.26

Statistics	Program	S&P 500

Average Monthly Gain:	2.90%	4.16%
Average Monthly Loss:	-2.04%	-4.32%
Winning Months:	44	49
Losing Months:	30	25
Current DD:	0.80	1.42
Max DD:	10.88	24.77
Sharpe Ratio (RF 1%):	0.80
Annualized Std Dev:	11.96

Methodology

Discretionary:	0%
Systematic:	100%

Strategy

Strategy	Single Strategy
Directional	Long / Short
Holding Period	Short Term
---------------------	------
Pattern Recognition:	100%

Monthly Returns as Percentage by Year

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2025	1.76	1.96											3.75
2024	-1.35	1.49	-0.06	1.80	0.02	1.31	3.50	2.02	1.15	-1.28	-2.18	-0.99	5.40
2023	-3.75	4.80	-1.16	0.07	3.52	-1.25	-1.15	-1.62	1.69	-1.66	2.91	4.66	6.83
2022	5.88	-3.68	3.87	3.87	-2.24	1.29	3.22	-0.12	3.86	-2.51	0.18	0.13	14.09
2021	-0.41	5.48	2.41	0.77	-3.15	0.01	-2.67	-0.06	0.37	1.18	1.00	-2.10	2.56
2020	3.79	9.79	16.84	-0.33	-0.75	-3.90	3.23	3.14	0.01	0.56	-1.96	2.32	35.95
2019	-3.38	-4.45	-3.47	1.26	5.08	4.74	-3.36	3.70	-1.64	-4.53	6.16	0.85	0.07

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Claughton Capital utilizes a systematic short term probability-based pattern recognition strategy to identify breakout moves early in their development enhanced with risk management controls and logistics yielding a unique and significant negative correlation distribution to traditional equity and hedge fund investments.

Company Info

Claughton Capital is a US NFA registered CTA since 2003.

Manager Info

Futures and Commodities Industry since 1993

Partner Chicago International Arbitrage, Floor Market Maker, LIFFE, London UK
University of Chicago MBA; Arthur D. Little Scholarship
Emory University BS Math/Computer Science; Halsey S. Garlund Scholarship
Co-Author, Diversification is Not Enough, Published in 2012 by High Finance Publishing.