Goldman Management, Inc.

Goldman Management Stock Index Futures *QEP*


Monthly Performance (%)

Date Range: 12/11 - 11/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 4.85 -3.40 -2.84 0.12 2.32 0.32 3.16 2.56 0.34 -5.72 1.57   2.81 
2017 1.40 3.10 0.00 0.80 1.00 0.40 1.60 0.18 1.62 2.00 2.45 0.74  16.35 
2016 -3.80 -0.08 4.10 0.20 1.37 0.10 3.00 0.00 -0.10 -1.60 3.00 1.50  7.69 
2015 -3.15 5.17 -1.35 0.75 1.01 -1.68 1.65 -4.34 -1.56 4.29 -0.15 -1.38  -1.17 
2014 -3.95 4.76 0.48 0.19 1.34 1.41 -1.20 3.21 -1.07 1.80 2.05 -0.33  8.74 
2013 3.93 1.12 3.15 1.22 1.75 -1.50 4.35 -2.75 2.67 4.08 2.77 2.12  25.16 
2012 1.73 2.80 2.10 -0.53 -5.10 1.72 0.30 1.02 1.71 -1.40 0.20 0.60  5.01 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

Using quantitative analysis hundreds of indicators and several dozen models are employed. Many of these indicators have been tested though market cycles dating back to the early 1900’s and include both technical and fundamental analysis. Alignments in the groups of indicators at inflection points determine the direction and the potential magnitude of the outcome to stock prices. Categories in which these indicators fall into are numerous and although not exclusive are as follows: the stock market structure, momentum, overbought and oversold, market sentiment and contrarian tools, valuations, monetary and macro factors. Each of these categories has different forecasting values and timeliness. Combining groups of indicators into an overlay can enhance the reliability of a signal. The models and indicators are also used to identify in advance the market climate likely to be encountered, whether trending or range bound, enabling the principle objective of GMI which is to profit from all types of markets while using strict control measures to minimize risk. Analysis and research to improve systems and strategies is an ongoing process. There is also a veto power on the indicators and models, which may be implemented during unique circumstances to potentially reduce risk.

Performance Statistics

Date Range: 12/11 - 11/18
  Program S&P 500 Altegris 40 
Total Return 81.98% 156.50% 1.59% 
Annualized Return 9.04% 14.40% 0.23% 
Annualized Std. Deviation 7.94% 9.87% 8.38% 
Correlation 0.98 0.18 
Sharpe Ratio (rf=2.5%) 0.82 1.21 -0.27 
Worst Month -5.72% -6.84% -6.10% 
Date of Worst Month 10/2018 10/2018 02/2018 
Worst Drawdown -7.10% -8.35% -12.85% 
Date of Worst Drawdown 5/15 - 2/16 7/15 - 9/15 3/15 - 9/17 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/11 - 11/18

Year or YTD Program S&P 500 Altegris 40 
2018 2.81 5.11 -4.69 
2017 16.35 21.84 1.24 
2016 7.69 11.98 -3.13 
2015 -1.17 1.41 0.09 
2014 8.74 13.69 15.75 
2013 25.16 32.41 -2.45 
2012 5.01 15.98 -4.75 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/11 - 11/18
Date: 11/30/2018
Perf: $1,006.26 Date: 10/31/2018
Perf: $1,018.49 Date: 9/30/2018
Perf: $1,044.28 Date: 8/31/2018
Perf: $1,049.00 Date: 7/31/2018
Perf: $1,022.92 Date: 6/30/2018
Perf: $1,030.65 Date: 5/31/2018
Perf: $1,022.06 Date: 4/30/2018
Perf: $1,035.42 Date: 3/31/2018
Perf: $1,024.35 Date: 2/28/2018
Perf: $1,025.28 Date: 1/31/2018
Perf: $1,091.88 Date: 12/31/2017
Perf: $1,055.77 Date: 11/30/2017
Perf: $1,044.39 Date: 10/31/2017
Perf: $1,043.03 Date: 9/30/2017
Perf: $1,001.09 Date: 8/31/2017
Perf: $1,022.67 Date: 7/31/2017
Perf: $1,005.97 Date: 6/30/2017
Perf: $1,002.06 Date: 5/31/2017
Perf: $1,032.20 Date: 4/30/2017
Perf: $1,030.24 Date: 3/31/2017
Perf: $1,036.46 Date: 2/28/2017
Perf: $1,051.82 Date: 1/31/2017
Perf: $1,029.38 Date: 12/31/2016
Perf: $1,042.83 Date: 11/30/2016
Perf: $1,034.96 Date: 10/31/2016
Perf: $1,046.48 Date: 9/30/2016
Perf: $1,074.19 Date: 8/31/2016
Perf: $1,088.23 Date: 7/31/2016
Perf: $1,118.31 Date: 6/30/2016
Perf: $1,107.02 Date: 5/31/2016
Perf: $1,061.89 Date: 4/30/2016
Perf: $1,080.80 Date: 3/31/2016
Perf: $1,108.63 Date: 2/29/2016
Perf: $1,141.39 Date: 1/31/2016
Perf: $1,113.98 Date: 12/31/2015
Perf: $1,076.52 Date: 11/30/2015
Perf: $1,101.86 Date: 10/31/2015
Perf: $1,065.53 Date: 9/30/2015
Perf: $1,084.40 Date: 8/31/2015
Perf: $1,061.37 Date: 7/31/2015
Perf: $1,080.05 Date: 6/30/2015
Perf: $1,039.41 Date: 5/31/2015
Perf: $1,096.42 Date: 4/30/2015
Perf: $1,104.38 Date: 3/31/2015
Perf: $1,148.72 Date: 2/28/2015
Perf: $1,123.88 Date: 1/31/2015
Perf: $1,125.68 Date: 12/31/2014
Perf: $1,075.56 Date: 11/30/2014
Perf: $1,056.96 Date: 10/31/2014
Perf: $997.60 Date: 9/30/2014
Perf: $983.15 Date: 8/31/2014
Perf: $968.71 Date: 7/31/2014
Perf: $929.40 Date: 6/30/2014
Perf: $936.89 Date: 5/31/2014
Perf: $928.91 Date: 4/30/2014
Perf: $905.72 Date: 3/31/2014
Perf: $898.89 Date: 2/28/2014
Perf: $912.39 Date: 1/31/2014
Perf: $904.97 Date: 12/31/2013
Perf: $929.22 Date: 11/30/2013
Perf: $930.53 Date: 10/31/2013
Perf: $913.98 Date: 9/30/2013
Perf: $893.52 Date: 8/31/2013
Perf: $898.91 Date: 7/31/2013
Perf: $916.51 Date: 6/30/2013
Perf: $924.55 Date: 5/31/2013
Perf: $960.98 Date: 4/30/2013
Perf: $1,004.15 Date: 3/31/2013
Perf: $978.90 Date: 2/28/2013
Perf: $965.00 Date: 1/31/2013
Perf: $970.63 Date: 12/31/2012
Perf: $952.53 Date: 11/30/2012
Perf: $947.89 Date: 10/31/2012
Perf: $945.24 Date: 9/30/2012
Perf: $980.75 Date: 8/31/2012
Perf: $997.20 Date: 7/31/2012
Perf: $1,010.95 Date: 6/30/2012
Perf: $971.23 Date: 5/31/2012
Perf: $1,009.17 Date: 4/30/2012
Perf: $990.35 Date: 3/31/2012
Perf: $984.45 Date: 2/29/2012
Perf: $1,007.31 Date: 1/31/2012
Perf: $1,003.20 Date: 12/31/2011
Perf: $1,000.00 Date: 11/30/2018
Perf: $2,539.07 Date: 10/31/2018
Perf: $2,488.31 Date: 9/30/2018
Perf: $2,671.01 Date: 8/31/2018
Perf: $2,655.87 Date: 7/31/2018
Perf: $2,572.02 Date: 6/30/2018
Perf: $2,479.77 Date: 5/31/2018
Perf: $2,464.49 Date: 4/30/2018
Perf: $2,406.50 Date: 3/31/2018
Perf: $2,397.39 Date: 2/28/2018
Perf: $2,459.87 Date: 1/31/2018
Perf: $2,554.11 Date: 12/31/2017
Perf: $2,415.70 Date: 11/30/2017
Perf: $2,389.18 Date: 10/31/2017
Perf: $2,318.01 Date: 9/30/2017
Perf: $2,265.23 Date: 8/31/2017
Perf: $2,219.51 Date: 7/31/2017
Perf: $2,212.65 Date: 6/30/2017
Perf: $2,167.99 Date: 5/31/2017
Perf: $2,154.63 Date: 4/30/2017
Perf: $2,124.67 Date: 3/31/2017
Perf: $2,103.01 Date: 2/28/2017
Perf: $2,100.49 Date: 1/31/2017
Perf: $2,020.29 Date: 12/31/2016
Perf: $1,982.62 Date: 11/30/2016
Perf: $1,944.12 Date: 10/31/2016
Perf: $1,874.76 Date: 9/30/2016
Perf: $1,909.51 Date: 8/31/2016
Perf: $1,909.13 Date: 7/31/2016
Perf: $1,906.46 Date: 6/30/2016
Perf: $1,838.62 Date: 5/31/2016
Perf: $1,833.85 Date: 4/30/2016
Perf: $1,801.42 Date: 3/31/2016
Perf: $1,794.42 Date: 2/29/2016
Perf: $1,680.49 Date: 1/31/2016
Perf: $1,682.67 Date: 12/31/2015
Perf: $1,770.49 Date: 11/30/2015
Perf: $1,798.91 Date: 10/31/2015
Perf: $1,793.53 Date: 9/30/2015
Perf: $1,653.94 Date: 8/31/2015
Perf: $1,695.83 Date: 7/31/2015
Perf: $1,804.65 Date: 6/30/2015
Perf: $1,767.53 Date: 5/31/2015
Perf: $1,802.50 Date: 4/30/2015
Perf: $1,779.54 Date: 3/31/2015
Perf: $1,762.62 Date: 2/28/2015
Perf: $1,790.92 Date: 1/31/2015
Perf: $1,693.54 Date: 12/31/2014
Perf: $1,745.92 Date: 11/30/2014
Perf: $1,750.29 Date: 10/31/2014
Perf: $1,704.44 Date: 9/30/2014
Perf: $1,663.84 Date: 8/31/2014
Perf: $1,687.47 Date: 7/31/2014
Perf: $1,622.57 Date: 6/30/2014
Perf: $1,645.27 Date: 5/31/2014
Perf: $1,611.90 Date: 4/30/2014
Perf: $1,574.89 Date: 3/31/2014
Perf: $1,563.33 Date: 2/28/2014
Perf: $1,550.30 Date: 1/31/2014
Perf: $1,482.55 Date: 12/31/2013
Perf: $1,535.69 Date: 11/30/2013
Perf: $1,497.79 Date: 10/31/2013
Perf: $1,453.46 Date: 9/30/2013
Perf: $1,389.54 Date: 8/31/2013
Perf: $1,347.24 Date: 7/31/2013
Perf: $1,387.48 Date: 6/30/2013
Perf: $1,320.27 Date: 5/31/2013
Perf: $1,338.21 Date: 4/30/2013
Perf: $1,307.61 Date: 3/31/2013
Perf: $1,282.85 Date: 2/28/2013
Perf: $1,236.48 Date: 1/31/2013
Perf: $1,219.89 Date: 12/31/2012
Perf: $1,159.81 Date: 11/30/2012
Perf: $1,149.35 Date: 10/31/2012
Perf: $1,142.72 Date: 9/30/2012
Perf: $1,164.26 Date: 8/31/2012
Perf: $1,134.98 Date: 7/31/2012
Perf: $1,110.01 Date: 6/30/2012
Perf: $1,094.79 Date: 5/31/2012
Perf: $1,051.47 Date: 4/30/2012
Perf: $1,118.70 Date: 3/31/2012
Perf: $1,125.79 Date: 2/29/2012
Perf: $1,089.94 Date: 1/31/2012
Perf: $1,044.80 Date: 12/31/2011
Perf: $1,000.00 Date: 11/30/2018
Perf: $1,819.78 Date: 10/31/2018
Perf: $1,791.65 Date: 9/30/2018
Perf: $1,900.35 Date: 8/31/2018
Perf: $1,893.91 Date: 7/31/2018
Perf: $1,846.63 Date: 6/30/2018
Perf: $1,790.07 Date: 5/31/2018
Perf: $1,784.36 Date: 4/30/2018
Perf: $1,743.90 Date: 3/31/2018
Perf: $1,741.81 Date: 2/28/2018
Perf: $1,792.72 Date: 1/31/2018
Perf: $1,855.82 Date: 12/31/2017
Perf: $1,769.98 Date: 11/30/2017
Perf: $1,756.98 Date: 10/31/2017
Perf: $1,714.96 Date: 9/30/2017
Perf: $1,681.33 Date: 8/31/2017
Perf: $1,654.53 Date: 7/31/2017
Perf: $1,651.56 Date: 6/30/2017
Perf: $1,625.55 Date: 5/31/2017
Perf: $1,619.07 Date: 4/30/2017
Perf: $1,603.04 Date: 3/31/2017
Perf: $1,590.32 Date: 2/28/2017
Perf: $1,590.32 Date: 1/31/2017
Perf: $1,542.50 Date: 12/31/2016
Perf: $1,521.20 Date: 11/30/2016
Perf: $1,498.72 Date: 10/31/2016
Perf: $1,455.07 Date: 9/30/2016
Perf: $1,478.73 Date: 8/31/2016
Perf: $1,480.21 Date: 7/31/2016
Perf: $1,480.21 Date: 6/30/2016
Perf: $1,437.10 Date: 5/31/2016
Perf: $1,435.66 Date: 4/30/2016
Perf: $1,416.26 Date: 3/31/2016
Perf: $1,413.43 Date: 2/29/2016
Perf: $1,357.76 Date: 1/31/2016
Perf: $1,358.85 Date: 12/31/2015
Perf: $1,412.53 Date: 11/30/2015
Perf: $1,432.29 Date: 10/31/2015
Perf: $1,434.44 Date: 9/30/2015
Perf: $1,375.44 Date: 8/31/2015
Perf: $1,397.24 Date: 7/31/2015
Perf: $1,460.63 Date: 6/30/2015
Perf: $1,436.92 Date: 5/31/2015
Perf: $1,461.47 Date: 4/30/2015
Perf: $1,446.86 Date: 3/31/2015
Perf: $1,436.09 Date: 2/28/2015
Perf: $1,455.74 Date: 1/31/2015
Perf: $1,384.18 Date: 12/31/2014
Perf: $1,429.20 Date: 11/30/2014
Perf: $1,433.93 Date: 10/31/2014
Perf: $1,405.12 Date: 9/30/2014
Perf: $1,380.28 Date: 8/31/2014
Perf: $1,395.21 Date: 7/31/2014
Perf: $1,351.81 Date: 6/30/2014
Perf: $1,368.23 Date: 5/31/2014
Perf: $1,349.21 Date: 4/30/2014
Perf: $1,331.37 Date: 3/31/2014
Perf: $1,328.84 Date: 2/28/2014
Perf: $1,322.50 Date: 1/31/2014
Perf: $1,262.41 Date: 12/31/2013
Perf: $1,314.32 Date: 11/30/2013
Perf: $1,287.04 Date: 10/31/2013
Perf: $1,252.35 Date: 9/30/2013
Perf: $1,203.25 Date: 8/31/2013
Perf: $1,171.96 Date: 7/31/2013
Perf: $1,205.10 Date: 6/30/2013
Perf: $1,154.87 Date: 5/31/2013
Perf: $1,172.45 Date: 4/30/2013
Perf: $1,152.29 Date: 3/31/2013
Perf: $1,138.40 Date: 2/28/2013
Perf: $1,103.63 Date: 1/31/2013
Perf: $1,091.41 Date: 12/31/2012
Perf: $1,050.14 Date: 11/30/2012
Perf: $1,043.88 Date: 10/31/2012
Perf: $1,041.79 Date: 9/30/2012
Perf: $1,056.59 Date: 8/31/2012
Perf: $1,038.82 Date: 7/31/2012
Perf: $1,028.33 Date: 6/30/2012
Perf: $1,025.26 Date: 5/31/2012
Perf: $1,007.92 Date: 4/30/2012
Perf: $1,062.09 Date: 3/31/2012
Perf: $1,067.75 Date: 2/29/2012
Perf: $1,045.78 Date: 1/31/2012
Perf: $1,017.30 Date: 12/31/2011
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 12/11 - 11/18
Date: 11/30/2018
Return: 1.57 % Date: 10/31/2018
Return: -5.72 % Date: 9/30/2018
Return: 0.34 % Date: 8/31/2018
Return: 2.56 % Date: 7/31/2018
Return: 3.16 % Date: 6/30/2018
Return: 0.32 % Date: 5/31/2018
Return: 2.32 % Date: 4/30/2018
Return: 0.12 % Date: 3/31/2018
Return: -2.84 % Date: 2/28/2018
Return: -3.40 % Date: 1/31/2018
Return: 4.85 % Date: 12/31/2017
Return: 0.74 % Date: 11/30/2017
Return: 2.45 % Date: 10/31/2017
Return: 2.00 % Date: 9/30/2017
Return: 1.62 % Date: 8/31/2017
Return: 0.18 % Date: 7/31/2017
Return: 1.60 % Date: 6/30/2017
Return: 0.40 % Date: 5/31/2017
Return: 1.00 % Date: 4/30/2017
Return: 0.80 % Date: 3/31/2017
Return: 0.00 % Date: 2/28/2017
Return: 3.10 % Date: 1/31/2017
Return: 1.40 % Date: 12/31/2016
Return: 1.50 % Date: 11/30/2016
Return: 3.00 % Date: 10/31/2016
Return: -1.60 % Date: 9/30/2016
Return: -0.10 % Date: 8/31/2016
Return: 0.00 % Date: 7/31/2016
Return: 3.00 % Date: 6/30/2016
Return: 0.10 % Date: 5/31/2016
Return: 1.37 % Date: 4/30/2016
Return: 0.20 % Date: 3/31/2016
Return: 4.10 % Date: 2/29/2016
Return: -0.08 % Date: 1/31/2016
Return: -3.80 % Date: 12/31/2015
Return: -1.38 % Date: 11/30/2015
Return: -0.15 % Date: 10/31/2015
Return: 4.29 % Date: 9/30/2015
Return: -1.56 % Date: 8/31/2015
Return: -4.34 % Date: 7/31/2015
Return: 1.65 % Date: 6/30/2015
Return: -1.68 % Date: 5/31/2015
Return: 1.01 % Date: 4/30/2015
Return: 0.75 % Date: 3/31/2015
Return: -1.35 % Date: 2/28/2015
Return: 5.17 % Date: 1/31/2015
Return: -3.15 % Date: 12/31/2014
Return: -0.33 % Date: 11/30/2014
Return: 2.05 % Date: 10/31/2014
Return: 1.80 % Date: 9/30/2014
Return: -1.07 % Date: 8/31/2014
Return: 3.21 % Date: 7/31/2014
Return: -1.20 % Date: 6/30/2014
Return: 1.41 % Date: 5/31/2014
Return: 1.34 % Date: 4/30/2014
Return: 0.19 % Date: 3/31/2014
Return: 0.48 % Date: 2/28/2014
Return: 4.76 % Date: 1/31/2014
Return: -3.95 % Date: 12/31/2013
Return: 2.12 % Date: 11/30/2013
Return: 2.77 % Date: 10/31/2013
Return: 4.08 % Date: 9/30/2013
Return: 2.67 % Date: 8/31/2013
Return: -2.75 % Date: 7/31/2013
Return: 4.35 % Date: 6/30/2013
Return: -1.50 % Date: 5/31/2013
Return: 1.75 % Date: 4/30/2013
Return: 1.22 % Date: 3/31/2013
Return: 3.15 % Date: 2/28/2013
Return: 1.12 % Date: 1/31/2013
Return: 3.93 % Date: 12/31/2012
Return: 0.60 % Date: 11/30/2012
Return: 0.20 % Date: 10/31/2012
Return: -1.40 % Date: 9/30/2012
Return: 1.71 % Date: 8/31/2012
Return: 1.02 % Date: 7/31/2012
Return: 0.30 % Date: 6/30/2012
Return: 1.72 % Date: 5/31/2012
Return: -5.10 % Date: 4/30/2012
Return: -0.53 % Date: 3/31/2012
Return: 2.10 % Date: 2/29/2012
Return: 2.80 % Date: 1/31/2012
Return: 1.73 % Date: 12/31/2011
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/11 - 11/18
Return: -6.00 %
Count: 1 Return: -2.00 %
Count: 3 Return: 5.00 %
Count: 3 Return: -4.00 %
Count: 3 Return: -3.00 %
Count: 4 Return: 4.00 %
Count: 5 Return: 1.00 %
Count: 13 Return: -5.00 %
Count: 1 Return: -1.00 %
Count: 7 Return: 3.00 %
Count: 10 Return: 2.00 %
Count: 16 Return: 0.00 %
Count: 18
Note: All performance data is since program inception.

Underwater Curve

Date Range: 12/11 - 11/18
Date: 11/30/2018
Drawdown: -4.24 % Date: 10/31/2018
Drawdown: -5.72 % Date: 9/30/2018
Drawdown: 0.00 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: -0.50 % Date: 6/30/2018
Drawdown: -3.54 % Date: 5/31/2018
Drawdown: -3.85 % Date: 4/30/2018
Drawdown: -6.03 % Date: 3/31/2018
Drawdown: -6.14 % Date: 2/28/2018
Drawdown: -3.40 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: 0.00 % Date: 11/30/2017
Drawdown: 0.00 % Date: 10/31/2017
Drawdown: 0.00 % Date: 9/30/2017
Drawdown: 0.00 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: 0.00 % Date: 6/30/2017
Drawdown: 0.00 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: 0.00 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: 0.00 % Date: 1/31/2017
Drawdown: 0.00 % Date: 12/31/2016
Drawdown: 0.00 % Date: 11/30/2016
Drawdown: 0.00 % Date: 10/31/2016
Drawdown: -1.70 % Date: 9/30/2016
Drawdown: -0.10 % Date: 8/31/2016
Drawdown: 0.00 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: -1.67 % Date: 5/31/2016
Drawdown: -1.77 % Date: 4/30/2016
Drawdown: -3.09 % Date: 3/31/2016
Drawdown: -3.29 % Date: 2/29/2016
Drawdown: -7.10 % Date: 1/31/2016
Drawdown: -7.02 % Date: 12/31/2015
Drawdown: -3.35 % Date: 11/30/2015
Drawdown: -2.00 % Date: 10/31/2015
Drawdown: -1.85 % Date: 9/30/2015
Drawdown: -5.89 % Date: 8/31/2015
Drawdown: -4.40 % Date: 7/31/2015
Drawdown: -0.06 % Date: 6/30/2015
Drawdown: -1.68 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: -0.61 % Date: 3/31/2015
Drawdown: -1.35 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: -3.47 % Date: 12/31/2014
Drawdown: -0.33 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: -1.07 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -1.20 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: 0.00 % Date: 3/31/2014
Drawdown: 0.00 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: -3.95 % Date: 12/31/2013
Drawdown: 0.00 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: 0.00 % Date: 9/30/2013
Drawdown: -0.15 % Date: 8/31/2013
Drawdown: -2.75 % Date: 7/31/2013
Drawdown: 0.00 % Date: 6/30/2013
Drawdown: -1.50 % Date: 5/31/2013
Drawdown: 0.00 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: 0.00 % Date: 2/28/2013
Drawdown: 0.00 % Date: 1/31/2013
Drawdown: 0.00 % Date: 12/31/2012
Drawdown: -1.65 % Date: 11/30/2012
Drawdown: -2.24 % Date: 10/31/2012
Drawdown: -2.43 % Date: 9/30/2012
Drawdown: -1.05 % Date: 8/31/2012
Drawdown: -2.71 % Date: 7/31/2012
Drawdown: -3.69 % Date: 6/30/2012
Drawdown: -3.98 % Date: 5/31/2012
Drawdown: -5.60 % Date: 4/30/2012
Drawdown: -0.53 % Date: 3/31/2012
Drawdown: 0.00 % Date: 2/29/2012
Drawdown: 0.00 % Date: 1/31/2012
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Goldman Management, Inc.
Address: 500 Morris Ave, Suite 110
City: Springfield
State: NJ
Zip: 07081
Country: USA

Key People

Name:  Steven Goldman
Position:  Principal
Biography: 


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Technical Yes 
 Trend Following Yes 
 Discretionary Yes 
 Counter-trend Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $500,000 
 Margin / Equity Ratio: 6% 
 Managed Account Availability: Open