Emil Van Essen, LLC

Spread Trading Program *QEP*


Monthly Performance (%)

Date Range: 11/06 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 1.95 -2.18 2.83 1.12   3.70 
2018 -1.19 0.54 1.82 0.49 -0.36 0.20 0.47 -1.20 1.38 -2.66 5.56 -8.67  -4.16 
2017 3.42 0.11 0.56 0.87 -0.21 0.17 -0.65 -0.70 -4.49 0.03 -1.49 0.29  -2.25 
2016 7.13 -1.36 2.50 0.12 -1.40 2.86 3.68 -0.11 -0.22 0.46 1.61 -1.25  14.57 
2015 1.91 -1.97 6.03 6.69 0.93 -0.25 -0.55 1.48 -5.40 -1.71 2.48 -2.61  6.56 
2014 -4.92 -0.38 1.37 3.18 -1.77 -0.95 6.47 -1.65 -0.42 1.59 -0.37 -8.49  -6.91 
2013 -2.65 0.53 -2.04 0.46 1.60 -4.21 -6.35 1.39 3.26 0.02 0.34 1.55  -6.34 
2012 -0.65 -4.51 -2.70 5.24 -1.81 -2.55 -8.00 -0.67 1.49 1.41 0.81 0.27  -11.63 
2011 14.69 -1.02 2.01 0.51 6.49 2.69 -0.44 -1.94 3.47 1.14 0.38 3.18  34.68 
2010 -3.62 4.82 0.56 10.37 2.24 -2.42 0.57 4.40 0.69 -0.21 -4.04 -1.63  11.40 
2009 9.33 1.35 6.06 1.47 -1.93 2.66 1.80 0.06 -0.55 3.14 2.74 -0.05  28.81 
2008 31.43 -5.85 -3.83 10.25 12.30 11.70 1.80 1.38 3.75 1.41 -1.29 4.14  83.70 
2007 2.83 12.28 4.19 25.23 15.83 -20.86 -9.70 28.01 -25.28 -6.67 22.94 -3.07  32.65 
2006 -0.45  -0.45 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The Emil van Essen Spread Trading Program seeks non-correlated alpha through the spread and relative value trading of exchange-listed futures and options contracts. The program primarily trades commodities through calendar spreads. Outright commodities as well as inter-commodity, interest rate, and equity volatility spreads are also included. Quantitative research and significant discretion are used with the goal of generating strong returns in various market environments. The program typically has a low to negative correlation to benchmarks including CTA, commodity and stock indices with a track record dating back to December 2006. Discretionary overlay.

Performance Statistics

Date Range: 11/06 - 04/19
  Program S&P 500 Altegris 40 
Total Return 328.48% 178.69% 38.10% 
Annualized Return 12.43% 8.54% 2.62% 
Annualized Std. Deviation 22.51% 14.54% 9.02% 
Correlation -0.07 -0.09 
Sharpe Ratio (rf=2.5%) 0.44 0.42 0.01 
Worst Month -25.28% -16.79% -6.10% 
Date of Worst Month 09/2007 10/2008 02/2018 
Worst Drawdown -36.21% -50.95% -15.74% 
Date of Worst Drawdown 5/07 - 10/07 10/07 - 2/09 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 11/06 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 3.70 18.24 5.17 
2018 -4.16 -4.38 -4.29 
2017 -2.25 21.84 1.24 
2016 14.57 11.98 -3.13 
2015 6.56 1.41 0.09 
2014 -6.91 13.69 15.75 
2013 -6.34 32.41 -2.45 
2012 -11.63 15.98 -4.75 
2011 34.68 2.12 -3.23 
2010 11.40 15.06 11.33 
2009 28.81 26.45 -7.98 
2008 83.70 -36.99 15.47 
2007 32.65 5.50 7.18 
2006 -0.45 1.40 3.38 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 11/06 - 04/19
Date: 4/30/2019
Perf: $1,348.02 Date: 3/31/2019
Perf: $1,311.94 Date: 2/28/2019
Perf: $1,266.48 Date: 1/31/2019
Perf: $1,258.42 Date: 12/31/2018
Perf: $1,281.75 Date: 11/30/2018
Perf: $1,276.39 Date: 10/31/2018
Perf: $1,291.89 Date: 9/30/2018
Perf: $1,324.61 Date: 8/31/2018
Perf: $1,330.60 Date: 7/31/2018
Perf: $1,297.51 Date: 6/30/2018
Perf: $1,307.31 Date: 5/31/2018
Perf: $1,296.42 Date: 4/30/2018
Perf: $1,313.37 Date: 3/31/2018
Perf: $1,299.33 Date: 2/28/2018
Perf: $1,300.50 Date: 1/31/2018
Perf: $1,384.99 Date: 12/31/2017
Perf: $1,339.19 Date: 11/30/2017
Perf: $1,324.75 Date: 10/31/2017
Perf: $1,323.03 Date: 9/30/2017
Perf: $1,269.82 Date: 8/31/2017
Perf: $1,297.19 Date: 7/31/2017
Perf: $1,276.01 Date: 6/30/2017
Perf: $1,271.06 Date: 5/31/2017
Perf: $1,309.29 Date: 4/30/2017
Perf: $1,306.80 Date: 3/31/2017
Perf: $1,314.69 Date: 2/28/2017
Perf: $1,334.17 Date: 1/31/2017
Perf: $1,305.71 Date: 12/31/2016
Perf: $1,322.77 Date: 11/30/2016
Perf: $1,312.79 Date: 10/31/2016
Perf: $1,327.39 Date: 9/30/2016
Perf: $1,362.55 Date: 8/31/2016
Perf: $1,380.35 Date: 7/31/2016
Perf: $1,418.51 Date: 6/30/2016
Perf: $1,404.19 Date: 5/31/2016
Perf: $1,346.94 Date: 4/30/2016
Perf: $1,370.94 Date: 3/31/2016
Perf: $1,406.23 Date: 2/29/2016
Perf: $1,447.78 Date: 1/31/2016
Perf: $1,413.02 Date: 12/31/2015
Perf: $1,365.50 Date: 11/30/2015
Perf: $1,397.65 Date: 10/31/2015
Perf: $1,351.56 Date: 9/30/2015
Perf: $1,375.50 Date: 8/31/2015
Perf: $1,346.28 Date: 7/31/2015
Perf: $1,369.98 Date: 6/30/2015
Perf: $1,318.43 Date: 5/31/2015
Perf: $1,390.75 Date: 4/30/2015
Perf: $1,400.84 Date: 3/31/2015
Perf: $1,457.08 Date: 2/28/2015
Perf: $1,425.57 Date: 1/31/2015
Perf: $1,427.86 Date: 12/31/2014
Perf: $1,364.28 Date: 11/30/2014
Perf: $1,340.69 Date: 10/31/2014
Perf: $1,265.40 Date: 9/30/2014
Perf: $1,247.06 Date: 8/31/2014
Perf: $1,228.76 Date: 7/31/2014
Perf: $1,178.89 Date: 6/30/2014
Perf: $1,188.40 Date: 5/31/2014
Perf: $1,178.26 Date: 4/30/2014
Perf: $1,148.85 Date: 3/31/2014
Perf: $1,140.19 Date: 2/28/2014
Perf: $1,157.31 Date: 1/31/2014
Perf: $1,147.90 Date: 12/31/2013
Perf: $1,178.67 Date: 11/30/2013
Perf: $1,180.32 Date: 10/31/2013
Perf: $1,159.33 Date: 9/30/2013
Perf: $1,133.38 Date: 8/31/2013
Perf: $1,140.22 Date: 7/31/2013
Perf: $1,162.54 Date: 6/30/2013
Perf: $1,172.74 Date: 5/31/2013
Perf: $1,218.94 Date: 4/30/2013
Perf: $1,273.71 Date: 3/31/2013
Perf: $1,241.68 Date: 2/28/2013
Perf: $1,224.05 Date: 1/31/2013
Perf: $1,231.19 Date: 12/31/2012
Perf: $1,208.23 Date: 11/30/2012
Perf: $1,202.34 Date: 10/31/2012
Perf: $1,198.99 Date: 9/30/2012
Perf: $1,244.02 Date: 8/31/2012
Perf: $1,264.89 Date: 7/31/2012
Perf: $1,282.33 Date: 6/30/2012
Perf: $1,231.94 Date: 5/31/2012
Perf: $1,280.07 Date: 4/30/2012
Perf: $1,256.21 Date: 3/31/2012
Perf: $1,248.71 Date: 2/29/2012
Perf: $1,277.72 Date: 1/31/2012
Perf: $1,272.50 Date: 12/31/2011
Perf: $1,268.44 Date: 11/30/2011
Perf: $1,256.38 Date: 10/31/2011
Perf: $1,252.62 Date: 9/30/2011
Perf: $1,304.27 Date: 8/31/2011
Perf: $1,305.06 Date: 7/31/2011
Perf: $1,307.67 Date: 6/30/2011
Perf: $1,262.35 Date: 5/31/2011
Perf: $1,296.05 Date: 4/30/2011
Perf: $1,345.15 Date: 3/31/2011
Perf: $1,294.66 Date: 2/28/2011
Perf: $1,314.77 Date: 1/31/2011
Perf: $1,292.79 Date: 12/31/2010
Perf: $1,310.75 Date: 11/30/2010
Perf: $1,256.83 Date: 10/31/2010
Perf: $1,302.96 Date: 9/30/2010
Perf: $1,254.29 Date: 8/31/2010
Perf: $1,231.87 Date: 7/31/2010
Perf: $1,182.90 Date: 6/30/2010
Perf: $1,198.36 Date: 5/31/2010
Perf: $1,193.82 Date: 4/30/2010
Perf: $1,223.43 Date: 3/31/2010
Perf: $1,204.87 Date: 2/28/2010
Perf: $1,158.87 Date: 1/31/2010
Perf: $1,148.07 Date: 12/31/2009
Perf: $1,177.39 Date: 11/30/2009
Perf: $1,226.45 Date: 10/31/2009
Perf: $1,178.94 Date: 9/30/2009
Perf: $1,209.91 Date: 8/31/2009
Perf: $1,181.79 Date: 7/31/2009
Perf: $1,177.90 Date: 6/30/2009
Perf: $1,179.20 Date: 5/31/2009
Perf: $1,211.42 Date: 4/30/2009
Perf: $1,194.93 Date: 3/31/2009
Perf: $1,235.32 Date: 2/28/2009
Perf: $1,270.52 Date: 1/31/2009
Perf: $1,271.15 Date: 12/31/2008
Perf: $1,279.47 Date: 11/30/2008
Perf: $1,247.41 Date: 10/31/2008
Perf: $1,203.25 Date: 9/30/2008
Perf: $1,144.32 Date: 8/31/2008
Perf: $1,141.92 Date: 7/31/2008
Perf: $1,173.25 Date: 6/30/2008
Perf: $1,229.69 Date: 5/31/2008
Perf: $1,197.71 Date: 4/30/2008
Perf: $1,173.54 Date: 3/31/2008
Perf: $1,187.19 Date: 2/29/2008
Perf: $1,192.44 Date: 1/31/2008
Perf: $1,128.24 Date: 12/31/2007
Perf: $1,108.07 Date: 11/30/2007
Perf: $1,110.63 Date: 10/31/2007
Perf: $1,117.89 Date: 9/30/2007
Perf: $1,071.70 Date: 8/31/2007
Perf: $1,023.89 Date: 7/31/2007
Perf: $1,063.56 Date: 6/30/2007
Perf: $1,097.47 Date: 5/31/2007
Perf: $1,066.64 Date: 4/30/2007
Perf: $1,029.88 Date: 3/31/2007
Perf: $988.37 Date: 2/28/2007
Perf: $1,012.05 Date: 1/31/2007
Perf: $1,051.48 Date: 12/31/2006
Perf: $1,033.80 Date: 11/30/2006
Perf: $1,000.00 Date: 4/30/2019
Perf: $2,734.92 Date: 3/31/2019
Perf: $2,628.47 Date: 2/28/2019
Perf: $2,578.45 Date: 1/31/2019
Perf: $2,498.25 Date: 12/31/2018
Perf: $2,312.98 Date: 11/30/2018
Perf: $2,542.58 Date: 10/31/2018
Perf: $2,491.75 Date: 9/30/2018
Perf: $2,674.70 Date: 8/31/2018
Perf: $2,659.54 Date: 7/31/2018
Perf: $2,575.57 Date: 6/30/2018
Perf: $2,483.20 Date: 5/31/2018
Perf: $2,467.90 Date: 4/30/2018
Perf: $2,409.82 Date: 3/31/2018
Perf: $2,400.70 Date: 2/28/2018
Perf: $2,463.26 Date: 1/31/2018
Perf: $2,557.64 Date: 12/31/2017
Perf: $2,419.03 Date: 11/30/2017
Perf: $2,392.47 Date: 10/31/2017
Perf: $2,321.21 Date: 9/30/2017
Perf: $2,268.36 Date: 8/31/2017
Perf: $2,222.58 Date: 7/31/2017
Perf: $2,215.71 Date: 6/30/2017
Perf: $2,170.98 Date: 5/31/2017
Perf: $2,157.61 Date: 4/30/2017
Perf: $2,127.61 Date: 3/31/2017
Perf: $2,105.92 Date: 2/28/2017
Perf: $2,103.39 Date: 1/31/2017
Perf: $2,023.08 Date: 12/31/2016
Perf: $1,985.36 Date: 11/30/2016
Perf: $1,946.81 Date: 10/31/2016
Perf: $1,877.35 Date: 9/30/2016
Perf: $1,912.15 Date: 8/31/2016
Perf: $1,911.77 Date: 7/31/2016
Perf: $1,909.09 Date: 6/30/2016
Perf: $1,841.15 Date: 5/31/2016
Perf: $1,836.38 Date: 4/30/2016
Perf: $1,803.91 Date: 3/31/2016
Perf: $1,796.90 Date: 2/29/2016
Perf: $1,682.81 Date: 1/31/2016
Perf: $1,685.00 Date: 12/31/2015
Perf: $1,772.94 Date: 11/30/2015
Perf: $1,801.40 Date: 10/31/2015
Perf: $1,796.01 Date: 9/30/2015
Perf: $1,656.22 Date: 8/31/2015
Perf: $1,698.17 Date: 7/31/2015
Perf: $1,807.14 Date: 6/30/2015
Perf: $1,769.97 Date: 5/31/2015
Perf: $1,804.99 Date: 4/30/2015
Perf: $1,782.00 Date: 3/31/2015
Perf: $1,765.05 Date: 2/28/2015
Perf: $1,793.39 Date: 1/31/2015
Perf: $1,695.88 Date: 12/31/2014
Perf: $1,748.33 Date: 11/30/2014
Perf: $1,752.71 Date: 10/31/2014
Perf: $1,706.80 Date: 9/30/2014
Perf: $1,666.14 Date: 8/31/2014
Perf: $1,689.80 Date: 7/31/2014
Perf: $1,624.81 Date: 6/30/2014
Perf: $1,647.54 Date: 5/31/2014
Perf: $1,614.13 Date: 4/30/2014
Perf: $1,577.07 Date: 3/31/2014
Perf: $1,565.48 Date: 2/28/2014
Perf: $1,552.44 Date: 1/31/2014
Perf: $1,484.60 Date: 12/31/2013
Perf: $1,537.81 Date: 11/30/2013
Perf: $1,499.86 Date: 10/31/2013
Perf: $1,455.47 Date: 9/30/2013
Perf: $1,391.46 Date: 8/31/2013
Perf: $1,349.10 Date: 7/31/2013
Perf: $1,389.39 Date: 6/30/2013
Perf: $1,322.10 Date: 5/31/2013
Perf: $1,340.05 Date: 4/30/2013
Perf: $1,309.41 Date: 3/31/2013
Perf: $1,284.62 Date: 2/28/2013
Perf: $1,238.19 Date: 1/31/2013
Perf: $1,221.57 Date: 12/31/2012
Perf: $1,161.41 Date: 11/30/2012
Perf: $1,150.94 Date: 10/31/2012
Perf: $1,144.30 Date: 9/30/2012
Perf: $1,165.87 Date: 8/31/2012
Perf: $1,136.55 Date: 7/31/2012
Perf: $1,111.54 Date: 6/30/2012
Perf: $1,096.30 Date: 5/31/2012
Perf: $1,052.92 Date: 4/30/2012
Perf: $1,120.25 Date: 3/31/2012
Perf: $1,127.35 Date: 2/29/2012
Perf: $1,091.44 Date: 1/31/2012
Perf: $1,046.24 Date: 12/31/2011
Perf: $1,001.38 Date: 11/30/2011
Perf: $991.27 Date: 10/31/2011
Perf: $993.46 Date: 9/30/2011
Perf: $895.57 Date: 8/31/2011
Perf: $963.29 Date: 7/31/2011
Perf: $1,018.60 Date: 6/30/2011
Perf: $1,039.71 Date: 5/31/2011
Perf: $1,057.36 Date: 4/30/2011
Perf: $1,069.45 Date: 3/31/2011
Perf: $1,038.70 Date: 2/28/2011
Perf: $1,038.29 Date: 1/31/2011
Perf: $1,003.85 Date: 12/31/2010
Perf: $980.61 Date: 11/30/2010
Perf: $919.21 Date: 10/31/2010
Perf: $919.12 Date: 9/30/2010
Perf: $885.39 Date: 8/31/2010
Perf: $812.88 Date: 7/31/2010
Perf: $851.27 Date: 6/30/2010
Perf: $795.50 Date: 5/31/2010
Perf: $839.41 Date: 4/30/2010
Perf: $912.30 Date: 3/31/2010
Perf: $898.11 Date: 2/28/2010
Perf: $847.03 Date: 1/31/2010
Perf: $821.56 Date: 12/31/2009
Perf: $852.24 Date: 11/30/2009
Perf: $836.11 Date: 10/31/2009
Perf: $788.78 Date: 9/30/2009
Perf: $803.73 Date: 8/31/2009
Perf: $774.83 Date: 7/31/2009
Perf: $747.83 Date: 6/30/2009
Perf: $695.27 Date: 5/31/2009
Perf: $693.88 Date: 4/30/2009
Perf: $657.15 Date: 3/31/2009
Perf: $599.75 Date: 2/28/2009
Perf: $551.44 Date: 1/31/2009
Perf: $617.17 Date: 12/31/2008
Perf: $673.99 Date: 11/30/2008
Perf: $666.92 Date: 10/31/2008
Perf: $718.51 Date: 9/30/2008
Perf: $863.49 Date: 8/31/2008
Perf: $947.95 Date: 7/31/2008
Perf: $934.40 Date: 6/30/2008
Perf: $942.32 Date: 5/31/2008
Perf: $1,029.07 Date: 4/30/2008
Perf: $1,015.86 Date: 3/31/2008
Perf: $968.69 Date: 2/29/2008
Perf: $972.87 Date: 1/31/2008
Perf: $1,005.55 Date: 12/31/2007
Perf: $1,069.74 Date: 11/30/2007
Perf: $1,077.17 Date: 10/31/2007
Perf: $1,124.16 Date: 9/30/2007
Perf: $1,106.57 Date: 8/31/2007
Perf: $1,066.67 Date: 7/31/2007
Perf: $1,050.91 Date: 6/30/2007
Perf: $1,084.53 Date: 5/31/2007
Perf: $1,102.84 Date: 4/30/2007
Perf: $1,065.64 Date: 3/31/2007
Perf: $1,020.44 Date: 2/28/2007
Perf: $1,009.14 Date: 1/31/2007
Perf: $1,029.31 Date: 12/31/2006
Perf: $1,014.00 Date: 11/30/2006
Perf: $1,000.00 Date: 4/30/2019
Perf: $4,284.83 Date: 3/31/2019
Perf: $4,237.38 Date: 2/28/2019
Perf: $4,120.76 Date: 1/31/2019
Perf: $4,212.59 Date: 12/31/2018
Perf: $4,132.02 Date: 11/30/2018
Perf: $4,524.27 Date: 10/31/2018
Perf: $4,285.97 Date: 9/30/2018
Perf: $4,403.10 Date: 8/31/2018
Perf: $4,343.16 Date: 7/31/2018
Perf: $4,395.91 Date: 6/30/2018
Perf: $4,375.35 Date: 5/31/2018
Perf: $4,366.61 Date: 4/30/2018
Perf: $4,382.39 Date: 3/31/2018
Perf: $4,361.02 Date: 2/28/2018
Perf: $4,283.07 Date: 1/31/2018
Perf: $4,260.06 Date: 12/31/2017
Perf: $4,311.37 Date: 11/30/2017
Perf: $4,298.90 Date: 10/31/2017
Perf: $4,363.93 Date: 9/30/2017
Perf: $4,362.62 Date: 8/31/2017
Perf: $4,567.71 Date: 7/31/2017
Perf: $4,599.91 Date: 6/30/2017
Perf: $4,630.00 Date: 5/31/2017
Perf: $4,622.14 Date: 4/30/2017
Perf: $4,631.87 Date: 3/31/2017
Perf: $4,591.92 Date: 2/28/2017
Perf: $4,566.35 Date: 1/31/2017
Perf: $4,561.33 Date: 12/31/2016
Perf: $4,410.49 Date: 11/30/2016
Perf: $4,466.32 Date: 10/31/2016
Perf: $4,395.55 Date: 9/30/2016
Perf: $4,375.43 Date: 8/31/2016
Perf: $4,385.07 Date: 7/31/2016
Perf: $4,389.90 Date: 6/30/2016
Perf: $4,234.09 Date: 5/31/2016
Perf: $4,116.36 Date: 4/30/2016
Perf: $4,174.81 Date: 3/31/2016
Perf: $4,169.80 Date: 2/29/2016
Perf: $4,068.10 Date: 1/31/2016
Perf: $4,124.19 Date: 12/31/2015
Perf: $3,849.71 Date: 11/30/2015
Perf: $3,952.88 Date: 10/31/2015
Perf: $3,857.22 Date: 9/30/2015
Perf: $3,924.32 Date: 8/31/2015
Perf: $4,148.33 Date: 7/31/2015
Perf: $4,087.83 Date: 6/30/2015
Perf: $4,110.44 Date: 5/31/2015
Perf: $4,120.74 Date: 4/30/2015
Perf: $4,082.77 Date: 3/31/2015
Perf: $3,826.76 Date: 2/28/2015
Perf: $3,609.13 Date: 1/31/2015
Perf: $3,681.66 Date: 12/31/2014
Perf: $3,612.66 Date: 11/30/2014
Perf: $3,947.83 Date: 10/31/2014
Perf: $3,962.49 Date: 9/30/2014
Perf: $3,900.47 Date: 8/31/2014
Perf: $3,916.92 Date: 7/31/2014
Perf: $3,982.64 Date: 6/30/2014
Perf: $3,740.62 Date: 5/31/2014
Perf: $3,776.50 Date: 4/30/2014
Perf: $3,844.54 Date: 3/31/2014
Perf: $3,726.06 Date: 2/28/2014
Perf: $3,675.70 Date: 1/31/2014
Perf: $3,689.72 Date: 12/31/2013
Perf: $3,880.65 Date: 11/30/2013
Perf: $3,821.42 Date: 10/31/2013
Perf: $3,808.47 Date: 9/30/2013
Perf: $3,807.71 Date: 8/31/2013
Perf: $3,687.49 Date: 7/31/2013
Perf: $3,636.94 Date: 6/30/2013
Perf: $3,883.55 Date: 5/31/2013
Perf: $4,054.23 Date: 4/30/2013
Perf: $3,990.38 Date: 3/31/2013
Perf: $3,972.11 Date: 2/28/2013
Perf: $4,054.83 Date: 1/31/2013
Perf: $4,033.45 Date: 12/31/2012
Perf: $4,143.25 Date: 11/30/2012
Perf: $4,132.09 Date: 10/31/2012
Perf: $4,098.89 Date: 9/30/2012
Perf: $4,041.90 Date: 8/31/2012
Perf: $3,982.56 Date: 7/31/2012
Perf: $4,009.42 Date: 6/30/2012
Perf: $4,358.07 Date: 5/31/2012
Perf: $4,472.11 Date: 4/30/2012
Perf: $4,554.54 Date: 3/31/2012
Perf: $4,327.77 Date: 2/29/2012
Perf: $4,447.86 Date: 1/31/2012
Perf: $4,657.93 Date: 12/31/2011
Perf: $4,688.41 Date: 11/30/2011
Perf: $4,543.91 Date: 10/31/2011
Perf: $4,526.71 Date: 9/30/2011
Perf: $4,475.69 Date: 8/31/2011
Perf: $4,325.59 Date: 7/31/2011
Perf: $4,411.17 Date: 6/30/2011
Perf: $4,430.66 Date: 5/31/2011
Perf: $4,314.60 Date: 4/30/2011
Perf: $4,051.65 Date: 3/31/2011
Perf: $4,031.09 Date: 2/28/2011
Perf: $3,951.66 Date: 1/31/2011
Perf: $3,992.38 Date: 12/31/2010
Perf: $3,481.02 Date: 11/30/2010
Perf: $3,538.70 Date: 10/31/2010
Perf: $3,687.68 Date: 9/30/2010
Perf: $3,695.44 Date: 8/31/2010
Perf: $3,670.12 Date: 7/31/2010
Perf: $3,515.44 Date: 6/30/2010
Perf: $3,495.52 Date: 5/31/2010
Perf: $3,582.21 Date: 4/30/2010
Perf: $3,503.72 Date: 3/31/2010
Perf: $3,174.52 Date: 2/28/2010
Perf: $3,156.85 Date: 1/31/2010
Perf: $3,011.68 Date: 12/31/2009
Perf: $3,124.80 Date: 11/30/2009
Perf: $3,126.36 Date: 10/31/2009
Perf: $3,042.99 Date: 9/30/2009
Perf: $2,950.34 Date: 8/31/2009
Perf: $2,966.66 Date: 7/31/2009
Perf: $2,964.88 Date: 6/30/2009
Perf: $2,912.46 Date: 5/31/2009
Perf: $2,836.99 Date: 4/30/2009
Perf: $2,892.83 Date: 3/31/2009
Perf: $2,850.92 Date: 2/28/2009
Perf: $2,688.02 Date: 1/31/2009
Perf: $2,652.22 Date: 12/31/2008
Perf: $2,425.88 Date: 11/30/2008
Perf: $2,329.44 Date: 10/31/2008
Perf: $2,359.89 Date: 9/30/2008
Perf: $2,327.07 Date: 8/31/2008
Perf: $2,242.96 Date: 7/31/2008
Perf: $2,212.43 Date: 6/30/2008
Perf: $2,173.31 Date: 5/31/2008
Perf: $1,945.67 Date: 4/30/2008
Perf: $1,732.56 Date: 3/31/2008
Perf: $1,571.49 Date: 2/29/2008
Perf: $1,634.07 Date: 1/31/2008
Perf: $1,735.60 Date: 12/31/2007
Perf: $1,320.55 Date: 11/30/2007
Perf: $1,362.38 Date: 10/31/2007
Perf: $1,108.17 Date: 9/30/2007
Perf: $1,187.36 Date: 8/31/2007
Perf: $1,589.08 Date: 7/31/2007
Perf: $1,241.37 Date: 6/30/2007
Perf: $1,374.72 Date: 5/31/2007
Perf: $1,737.08 Date: 4/30/2007
Perf: $1,499.68 Date: 3/31/2007
Perf: $1,197.54 Date: 2/28/2007
Perf: $1,149.38 Date: 1/31/2007
Perf: $1,023.67 Date: 12/31/2006
Perf: $995.50 Date: 11/30/2006
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 11/06 - 04/19
Date: 4/30/2019
Return: 1.12 % Date: 3/31/2019
Return: 2.83 % Date: 2/28/2019
Return: -2.18 % Date: 1/31/2019
Return: 1.95 % Date: 12/31/2018
Return: -8.67 % Date: 11/30/2018
Return: 5.56 % Date: 10/31/2018
Return: -2.66 % Date: 9/30/2018
Return: 1.38 % Date: 8/31/2018
Return: -1.20 % Date: 7/31/2018
Return: 0.47 % Date: 6/30/2018
Return: 0.20 % Date: 5/31/2018
Return: -0.36 % Date: 4/30/2018
Return: 0.49 % Date: 3/31/2018
Return: 1.82 % Date: 2/28/2018
Return: 0.54 % Date: 1/31/2018
Return: -1.19 % Date: 12/31/2017
Return: 0.29 % Date: 11/30/2017
Return: -1.49 % Date: 10/31/2017
Return: 0.03 % Date: 9/30/2017
Return: -4.49 % Date: 8/31/2017
Return: -0.70 % Date: 7/31/2017
Return: -0.65 % Date: 6/30/2017
Return: 0.17 % Date: 5/31/2017
Return: -0.21 % Date: 4/30/2017
Return: 0.87 % Date: 3/31/2017
Return: 0.56 % Date: 2/28/2017
Return: 0.11 % Date: 1/31/2017
Return: 3.42 % Date: 12/31/2016
Return: -1.25 % Date: 11/30/2016
Return: 1.61 % Date: 10/31/2016
Return: 0.46 % Date: 9/30/2016
Return: -0.22 % Date: 8/31/2016
Return: -0.11 % Date: 7/31/2016
Return: 3.68 % Date: 6/30/2016
Return: 2.86 % Date: 5/31/2016
Return: -1.40 % Date: 4/30/2016
Return: 0.12 % Date: 3/31/2016
Return: 2.50 % Date: 2/29/2016
Return: -1.36 % Date: 1/31/2016
Return: 7.13 % Date: 12/31/2015
Return: -2.61 % Date: 11/30/2015
Return: 2.48 % Date: 10/31/2015
Return: -1.71 % Date: 9/30/2015
Return: -5.40 % Date: 8/31/2015
Return: 1.48 % Date: 7/31/2015
Return: -0.55 % Date: 6/30/2015
Return: -0.25 % Date: 5/31/2015
Return: 0.93 % Date: 4/30/2015
Return: 6.69 % Date: 3/31/2015
Return: 6.03 % Date: 2/28/2015
Return: -1.97 % Date: 1/31/2015
Return: 1.91 % Date: 12/31/2014
Return: -8.49 % Date: 11/30/2014
Return: -0.37 % Date: 10/31/2014
Return: 1.59 % Date: 9/30/2014
Return: -0.42 % Date: 8/31/2014
Return: -1.65 % Date: 7/31/2014
Return: 6.47 % Date: 6/30/2014
Return: -0.95 % Date: 5/31/2014
Return: -1.77 % Date: 4/30/2014
Return: 3.18 % Date: 3/31/2014
Return: 1.37 % Date: 2/28/2014
Return: -0.38 % Date: 1/31/2014
Return: -4.92 % Date: 12/31/2013
Return: 1.55 % Date: 11/30/2013
Return: 0.34 % Date: 10/31/2013
Return: 0.02 % Date: 9/30/2013
Return: 3.26 % Date: 8/31/2013
Return: 1.39 % Date: 7/31/2013
Return: -6.35 % Date: 6/30/2013
Return: -4.21 % Date: 5/31/2013
Return: 1.60 % Date: 4/30/2013
Return: 0.46 % Date: 3/31/2013
Return: -2.04 % Date: 2/28/2013
Return: 0.53 % Date: 1/31/2013
Return: -2.65 % Date: 12/31/2012
Return: 0.27 % Date: 11/30/2012
Return: 0.81 % Date: 10/31/2012
Return: 1.41 % Date: 9/30/2012
Return: 1.49 % Date: 8/31/2012
Return: -0.67 % Date: 7/31/2012
Return: -8.00 % Date: 6/30/2012
Return: -2.55 % Date: 5/31/2012
Return: -1.81 % Date: 4/30/2012
Return: 5.24 % Date: 3/31/2012
Return: -2.70 % Date: 2/29/2012
Return: -4.51 % Date: 1/31/2012
Return: -0.65 % Date: 12/31/2011
Return: 3.18 % Date: 11/30/2011
Return: 0.38 % Date: 10/31/2011
Return: 1.14 % Date: 9/30/2011
Return: 3.47 % Date: 8/31/2011
Return: -1.94 % Date: 7/31/2011
Return: -0.44 % Date: 6/30/2011
Return: 2.69 % Date: 5/31/2011
Return: 6.49 % Date: 4/30/2011
Return: 0.51 % Date: 3/31/2011
Return: 2.01 % Date: 2/28/2011
Return: -1.02 % Date: 1/31/2011
Return: 14.69 % Date: 12/31/2010
Return: -1.63 % Date: 11/30/2010
Return: -4.04 % Date: 10/31/2010
Return: -0.21 % Date: 9/30/2010
Return: 0.69 % Date: 8/31/2010
Return: 4.40 % Date: 7/31/2010
Return: 0.57 % Date: 6/30/2010
Return: -2.42 % Date: 5/31/2010
Return: 2.24 % Date: 4/30/2010
Return: 10.37 % Date: 3/31/2010
Return: 0.56 % Date: 2/28/2010
Return: 4.82 % Date: 1/31/2010
Return: -3.62 % Date: 12/31/2009
Return: -0.05 % Date: 11/30/2009
Return: 2.74 % Date: 10/31/2009
Return: 3.14 % Date: 9/30/2009
Return: -0.55 % Date: 8/31/2009
Return: 0.06 % Date: 7/31/2009
Return: 1.80 % Date: 6/30/2009
Return: 2.66 % Date: 5/31/2009
Return: -1.93 % Date: 4/30/2009
Return: 1.47 % Date: 3/31/2009
Return: 6.06 % Date: 2/28/2009
Return: 1.35 % Date: 1/31/2009
Return: 9.33 % Date: 12/31/2008
Return: 4.14 % Date: 11/30/2008
Return: -1.29 % Date: 10/31/2008
Return: 1.41 % Date: 9/30/2008
Return: 3.75 % Date: 8/31/2008
Return: 1.38 % Date: 7/31/2008
Return: 1.80 % Date: 6/30/2008
Return: 11.70 % Date: 5/31/2008
Return: 12.30 % Date: 4/30/2008
Return: 10.25 % Date: 3/31/2008
Return: -3.83 % Date: 2/29/2008
Return: -5.85 % Date: 1/31/2008
Return: 31.43 % Date: 12/31/2007
Return: -3.07 % Date: 11/30/2007
Return: 22.94 % Date: 10/31/2007
Return: -6.67 % Date: 9/30/2007
Return: -25.28 % Date: 8/31/2007
Return: 28.01 % Date: 7/31/2007
Return: -9.70 % Date: 6/30/2007
Return: -20.86 % Date: 5/31/2007
Return: 15.83 % Date: 4/30/2007
Return: 25.23 % Date: 3/31/2007
Return: 4.19 % Date: 2/28/2007
Return: 12.28 % Date: 1/31/2007
Return: 2.83 % Date: 12/31/2006
Return: -0.45 % Date: 11/30/2006
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 11/06 - 04/19
Return: -9.00 %
Count: 1 Return: 7.00 %
Count: 2 Return: -8.00 %
Count: 2 Return: -5.00 %
Count: 3 Return: 15.00 %
Count: 1 Return: 5.00 %
Count: 2 Return: -2.00 %
Count: 11 Return: 6.00 %
Count: 5 Return: 9.00 %
Count: 1 Return: -1.00 %
Count: 15 Return: 1.00 %
Count: 22 Return: 2.00 %
Count: 13 Return: 10.00 %
Count: 2 Return: -4.00 %
Count: 5 Return: -6.00 %
Count: 2 Return: 31.00 %
Count: 1 Return: -3.00 %
Count: 6 Return: 23.00 %
Count: 1 Return: -7.00 %
Count: 1 Return: -25.00 %
Count: 1 Return: 28.00 %
Count: 1 Return: -10.00 %
Count: 1 Return: -21.00 %
Count: 1 Return: 16.00 %
Count: 1 Return: 25.00 %
Count: 1 Return: 4.00 %
Count: 5 Return: 12.00 %
Count: 3 Return: 3.00 %
Count: 12 Return: 0.00 %
Count: 28
Note: All performance data is since program inception.

Underwater Curve

Date Range: 11/06 - 04/19
Date: 4/30/2019
Drawdown: -8.61 % Date: 3/31/2019
Drawdown: -9.62 % Date: 2/28/2019
Drawdown: -12.11 % Date: 1/31/2019
Drawdown: -10.15 % Date: 12/31/2018
Drawdown: -11.87 % Date: 11/30/2018
Drawdown: -3.50 % Date: 10/31/2018
Drawdown: -8.58 % Date: 9/30/2018
Drawdown: -6.09 % Date: 8/31/2018
Drawdown: -7.36 % Date: 7/31/2018
Drawdown: -6.24 % Date: 6/30/2018
Drawdown: -6.68 % Date: 5/31/2018
Drawdown: -6.86 % Date: 4/30/2018
Drawdown: -6.53 % Date: 3/31/2018
Drawdown: -6.98 % Date: 2/28/2018
Drawdown: -8.65 % Date: 1/31/2018
Drawdown: -9.14 % Date: 12/31/2017
Drawdown: -8.04 % Date: 11/30/2017
Drawdown: -8.31 % Date: 10/31/2017
Drawdown: -6.92 % Date: 9/30/2017
Drawdown: -6.95 % Date: 8/31/2017
Drawdown: -2.57 % Date: 7/31/2017
Drawdown: -1.89 % Date: 6/30/2017
Drawdown: -1.25 % Date: 5/31/2017
Drawdown: -1.41 % Date: 4/30/2017
Drawdown: -1.21 % Date: 3/31/2017
Drawdown: -2.06 % Date: 2/28/2017
Drawdown: -2.60 % Date: 1/31/2017
Drawdown: -2.71 % Date: 12/31/2016
Drawdown: -5.93 % Date: 11/30/2016
Drawdown: -4.74 % Date: 10/31/2016
Drawdown: -6.25 % Date: 9/30/2016
Drawdown: -6.68 % Date: 8/31/2016
Drawdown: -6.47 % Date: 7/31/2016
Drawdown: -6.37 % Date: 6/30/2016
Drawdown: -9.69 % Date: 5/31/2016
Drawdown: -12.20 % Date: 4/30/2016
Drawdown: -10.95 % Date: 3/31/2016
Drawdown: -11.06 % Date: 2/29/2016
Drawdown: -13.23 % Date: 1/31/2016
Drawdown: -12.03 % Date: 12/31/2015
Drawdown: -17.89 % Date: 11/30/2015
Drawdown: -15.69 % Date: 10/31/2015
Drawdown: -17.73 % Date: 9/30/2015
Drawdown: -16.30 % Date: 8/31/2015
Drawdown: -11.52 % Date: 7/31/2015
Drawdown: -12.81 % Date: 6/30/2015
Drawdown: -12.33 % Date: 5/31/2015
Drawdown: -12.11 % Date: 4/30/2015
Drawdown: -12.92 % Date: 3/31/2015
Drawdown: -18.38 % Date: 2/28/2015
Drawdown: -23.02 % Date: 1/31/2015
Drawdown: -21.47 % Date: 12/31/2014
Drawdown: -22.94 % Date: 11/30/2014
Drawdown: -15.80 % Date: 10/31/2014
Drawdown: -15.48 % Date: 9/30/2014
Drawdown: -16.81 % Date: 8/31/2014
Drawdown: -16.46 % Date: 7/31/2014
Drawdown: -15.05 % Date: 6/30/2014
Drawdown: -20.22 % Date: 5/31/2014
Drawdown: -19.45 % Date: 4/30/2014
Drawdown: -18.00 % Date: 3/31/2014
Drawdown: -20.53 % Date: 2/28/2014
Drawdown: -21.60 % Date: 1/31/2014
Drawdown: -21.30 % Date: 12/31/2013
Drawdown: -17.23 % Date: 11/30/2013
Drawdown: -18.49 % Date: 10/31/2013
Drawdown: -18.77 % Date: 9/30/2013
Drawdown: -18.78 % Date: 8/31/2013
Drawdown: -21.35 % Date: 7/31/2013
Drawdown: -22.43 % Date: 6/30/2013
Drawdown: -17.17 % Date: 5/31/2013
Drawdown: -13.53 % Date: 4/30/2013
Drawdown: -14.89 % Date: 3/31/2013
Drawdown: -15.28 % Date: 2/28/2013
Drawdown: -13.51 % Date: 1/31/2013
Drawdown: -13.97 % Date: 12/31/2012
Drawdown: -11.63 % Date: 11/30/2012
Drawdown: -11.87 % Date: 10/31/2012
Drawdown: -12.57 % Date: 9/30/2012
Drawdown: -13.79 % Date: 8/31/2012
Drawdown: -15.06 % Date: 7/31/2012
Drawdown: -14.48 % Date: 6/30/2012
Drawdown: -7.05 % Date: 5/31/2012
Drawdown: -4.61 % Date: 4/30/2012
Drawdown: -2.86 % Date: 3/31/2012
Drawdown: -7.69 % Date: 2/29/2012
Drawdown: -5.13 % Date: 1/31/2012
Drawdown: -0.65 % Date: 12/31/2011
Drawdown: 0.00 % Date: 11/30/2011
Drawdown: 0.00 % Date: 10/31/2011
Drawdown: 0.00 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: -2.37 % Date: 7/31/2011
Drawdown: -0.44 % Date: 6/30/2011
Drawdown: 0.00 % Date: 5/31/2011
Drawdown: 0.00 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: 0.00 % Date: 2/28/2011
Drawdown: -1.02 % Date: 1/31/2011
Drawdown: 0.00 % Date: 12/31/2010
Drawdown: -5.80 % Date: 11/30/2010
Drawdown: -4.24 % Date: 10/31/2010
Drawdown: -0.21 % Date: 9/30/2010
Drawdown: 0.00 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: -1.86 % Date: 6/30/2010
Drawdown: -2.42 % Date: 5/31/2010
Drawdown: 0.00 % Date: 4/30/2010
Drawdown: 0.00 % Date: 3/31/2010
Drawdown: 0.00 % Date: 2/28/2010
Drawdown: 0.00 % Date: 1/31/2010
Drawdown: -3.67 % Date: 12/31/2009
Drawdown: -0.05 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: 0.00 % Date: 9/30/2009
Drawdown: -0.55 % Date: 8/31/2009
Drawdown: 0.00 % Date: 7/31/2009
Drawdown: 0.00 % Date: 6/30/2009
Drawdown: 0.00 % Date: 5/31/2009
Drawdown: -1.93 % Date: 4/30/2009
Drawdown: 0.00 % Date: 3/31/2009
Drawdown: 0.00 % Date: 2/28/2009
Drawdown: 0.00 % Date: 1/31/2009
Drawdown: 0.00 % Date: 12/31/2008
Drawdown: 0.00 % Date: 11/30/2008
Drawdown: -1.29 % Date: 10/31/2008
Drawdown: 0.00 % Date: 9/30/2008
Drawdown: 0.00 % Date: 8/31/2008
Drawdown: 0.00 % Date: 7/31/2008
Drawdown: 0.00 % Date: 6/30/2008
Drawdown: 0.00 % Date: 5/31/2008
Drawdown: 0.00 % Date: 4/30/2008
Drawdown: -0.26 % Date: 3/31/2008
Drawdown: -9.53 % Date: 2/29/2008
Drawdown: -5.93 % Date: 1/31/2008
Drawdown: -0.08 % Date: 12/31/2007
Drawdown: -23.98 % Date: 11/30/2007
Drawdown: -21.57 % Date: 10/31/2007
Drawdown: -36.21 % Date: 9/30/2007
Drawdown: -31.65 % Date: 8/31/2007
Drawdown: -8.52 % Date: 7/31/2007
Drawdown: -28.54 % Date: 6/30/2007
Drawdown: -20.86 % Date: 5/31/2007
Drawdown: 0.00 % Date: 4/30/2007
Drawdown: 0.00 % Date: 3/31/2007
Drawdown: 0.00 % Date: 2/28/2007
Drawdown: 0.00 % Date: 1/31/2007
Drawdown: 0.00 % Date: 12/31/2006
Drawdown: -0.45 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Emil Van Essen, LLC
Address: 425 S Financial Place, Suite 910E
City: Chicago
State: IL
Zip: 60605
Country: USA

Key People

Name:  Emil Van Essen
Position:  Principal
Biography: 

Emil van Essen is the CIO & CEO of EMIL VAN ESSEN LLC a registered CTA. Emil has more than 20 years of experience in the futures industry in both Canada and the U.S. Additionally, he has been a registered Commodity Trading Advisor since 1997. His positions in the futures industry have included being an Institutional Futures Specialist for Prudential Securities, Director of Quantitative Futures Analysis at REFCO Global Ltd. LLC, Chicago, and Director of Managed Futures for the Bank of Montreal in Toronto, Canada. At Bank of Montreal, Mr. van Essen established its managed futures operations and began testing and developing a Commodity Trading Advisor (CTA) selection model. Emil studied honors mathematics at the University of Waterloo in Waterloo, Ontario from 1983 to 1986. Emil left the University of Waterloo to accept a highly regarded position at Prudential Bache Securities where he became one of the youngest brokers to qualify for Vice-Presidency and to be accepted into Prudential's elite International Presidents Club. He holds a Series 3 license. Emil has been a member of Mensa, has won awards for achievement in mathematics, and has authored two books on systematic futures trading.


Additional Information

 Futures Sectors Traded
 Interest Rates Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Technical Yes 
 Systematic Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Volatility Trading Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 Developed Only Yes 
 United States Yes 
 Holding Period
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $3,000,000 
 Margin / Equity Ratio: 11% 
 Managed Account Availability: Open