Soaring Pelican, LLC

S&P Diversified Program


Monthly Performance (%)

Date Range: 12/10 - 07/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 3.60 8.17 2.87 -1.61 0.27 -1.58 -0.13   11.79 
2017 -0.61 -0.72 -1.37 -0.29 1.69 -1.13 -1.13 1.25 -1.04 -0.26 -0.45 -0.77  -4.77 
2016 0.21 -1.56 0.46 -0.21 2.71 1.48 0.91 -2.26 -0.84 -0.97 0.62 -1.09  -0.64 
2015 -1.46 -0.90 2.09 -0.43 0.36 7.50 -2.57 3.66 0.38 3.41 1.23 -0.18  13.45 
2014 9.50 -2.20 1.22 -1.31 3.54 1.57 2.03 0.13 3.29 2.23 -0.04 -3.65  16.89 
2013 -2.63 0.07 -0.25 5.37 0.07 -6.68 -1.77 -1.39 -0.94 2.01 -1.09 -0.99  -8.32 
2012 -3.21 1.33 5.81 2.73 0.26 6.56 -5.92 1.76 -0.07 -3.39 4.94 1.28  11.88 
2011 -0.65 1.90 7.99 -6.79 1.56 0.77 1.49 11.27 -4.62 3.86 4.87 4.68  28.07 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

Our objective is to explicitly control risk and create consistently profitable returns for our clients and ourselves. To achieve our goal we utilize the following: 1) The S&P 500 stock index futures (S&P e-mini contract): Trading a basket of 500 companies in one product eliminates company-specific risk, large quantity of trade opportunities allows us to make up account retracements quickly, and one of the most liquid markets in the world – easy to enter and exit. 2) Managed risk exposure: intra-day trading to avoid unexpected overnight movements, active orders automatically exit if price moves against the trade, and trailing stops and limit orders lock in profits as trade moves profitably, 3) Vigilant monitoring of models: constant assessment of model signals vs. actual results.

Performance Statistics

Date Range: 12/10 - 07/18
  Program S&P 500 Altegris 40 
Total Return 84.26% 180.19% 3.13% 
Annualized Return 8.39% 14.38% 0.40% 
Annualized Std. Deviation 10.99% 10.75% 8.60% 
Correlation -0.12 -0.23 
Sharpe Ratio (rf=2.5%) 0.54 1.11 -0.24 
Worst Month -6.79% -7.03% -6.10% 
Date of Worst Month 04/2011 09/2011 02/2018 
Worst Drawdown -10.55% -16.26% -15.74% 
Date of Worst Drawdown 5/13 - 12/13 4/11 - 9/11 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/10 - 07/18

Year or YTD Program S&P 500 Altegris 40 
2018 11.79 6.47 -3.11 
2017 -4.77 21.84 1.24 
2016 -0.64 11.98 -3.23 
2015 13.45 1.41 0.09 
2014 16.89 13.69 15.75 
2013 -8.32 32.41 -2.45 
2012 11.88 15.98 -4.75 
2011 28.07 2.12 -3.23 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/10 - 07/18
Date: 7/31/2018
Perf: $988.90 Date: 6/30/2018
Perf: $996.37 Date: 5/31/2018
Perf: $988.07 Date: 4/30/2018
Perf: $1,000.98 Date: 3/31/2018
Perf: $990.29 Date: 2/28/2018
Perf: $991.18 Date: 1/31/2018
Perf: $1,055.57 Date: 12/31/2017
Perf: $1,020.66 Date: 11/30/2017
Perf: $1,009.66 Date: 10/31/2017
Perf: $1,008.35 Date: 9/30/2017
Perf: $967.80 Date: 8/31/2017
Perf: $988.66 Date: 7/31/2017
Perf: $972.51 Date: 6/30/2017
Perf: $968.73 Date: 5/31/2017
Perf: $997.87 Date: 4/30/2017
Perf: $995.98 Date: 3/31/2017
Perf: $1,001.99 Date: 2/28/2017
Perf: $1,016.84 Date: 1/31/2017
Perf: $995.14 Date: 12/31/2016
Perf: $1,008.15 Date: 11/30/2016
Perf: $1,000.54 Date: 10/31/2016
Perf: $1,012.70 Date: 9/30/2016
Perf: $1,039.52 Date: 8/31/2016
Perf: $1,053.10 Date: 7/31/2016
Perf: $1,082.21 Date: 6/30/2016
Perf: $1,071.29 Date: 5/31/2016
Perf: $1,027.61 Date: 4/30/2016
Perf: $1,045.92 Date: 3/31/2016
Perf: $1,072.84 Date: 2/29/2016
Perf: $1,104.54 Date: 1/31/2016
Perf: $1,078.03 Date: 12/31/2015
Perf: $1,041.77 Date: 11/30/2015
Perf: $1,066.30 Date: 10/31/2015
Perf: $1,031.13 Date: 9/30/2015
Perf: $1,049.39 Date: 8/31/2015
Perf: $1,027.11 Date: 7/31/2015
Perf: $1,045.19 Date: 6/30/2015
Perf: $1,005.86 Date: 5/31/2015
Perf: $1,061.03 Date: 4/30/2015
Perf: $1,068.73 Date: 3/31/2015
Perf: $1,111.64 Date: 2/28/2015
Perf: $1,087.60 Date: 1/31/2015
Perf: $1,089.34 Date: 12/31/2014
Perf: $1,040.84 Date: 11/30/2014
Perf: $1,022.84 Date: 10/31/2014
Perf: $965.40 Date: 9/30/2014
Perf: $951.41 Date: 8/31/2014
Perf: $937.44 Date: 7/31/2014
Perf: $899.40 Date: 6/30/2014
Perf: $906.65 Date: 5/31/2014
Perf: $898.92 Date: 4/30/2014
Perf: $876.48 Date: 3/31/2014
Perf: $869.87 Date: 2/28/2014
Perf: $882.94 Date: 1/31/2014
Perf: $875.76 Date: 12/31/2013
Perf: $899.23 Date: 11/30/2013
Perf: $900.49 Date: 10/31/2013
Perf: $884.48 Date: 9/30/2013
Perf: $864.68 Date: 8/31/2013
Perf: $869.90 Date: 7/31/2013
Perf: $886.93 Date: 6/30/2013
Perf: $894.71 Date: 5/31/2013
Perf: $929.96 Date: 4/30/2013
Perf: $971.74 Date: 3/31/2013
Perf: $947.30 Date: 2/28/2013
Perf: $933.85 Date: 1/31/2013
Perf: $939.30 Date: 12/31/2012
Perf: $921.79 Date: 11/30/2012
Perf: $917.29 Date: 10/31/2012
Perf: $914.73 Date: 9/30/2012
Perf: $949.09 Date: 8/31/2012
Perf: $965.01 Date: 7/31/2012
Perf: $978.32 Date: 6/30/2012
Perf: $939.88 Date: 5/31/2012
Perf: $976.60 Date: 4/30/2012
Perf: $958.39 Date: 3/31/2012
Perf: $952.67 Date: 2/29/2012
Perf: $974.80 Date: 1/31/2012
Perf: $970.82 Date: 12/31/2011
Perf: $967.72 Date: 11/30/2011
Perf: $958.52 Date: 10/31/2011
Perf: $955.65 Date: 9/30/2011
Perf: $995.06 Date: 8/31/2011
Perf: $995.65 Date: 7/31/2011
Perf: $997.65 Date: 6/30/2011
Perf: $963.08 Date: 5/31/2011
Perf: $988.78 Date: 4/30/2011
Perf: $1,026.24 Date: 3/31/2011
Perf: $987.72 Date: 2/28/2011
Perf: $1,003.07 Date: 1/31/2011
Perf: $986.30 Date: 12/31/2010
Perf: $1,000.00 Date: 7/31/2018
Perf: $2,626.49 Date: 6/30/2018
Perf: $2,532.29 Date: 5/31/2018
Perf: $2,516.69 Date: 4/30/2018
Perf: $2,457.46 Date: 3/31/2018
Perf: $2,448.16 Date: 2/28/2018
Perf: $2,511.96 Date: 1/31/2018
Perf: $2,608.20 Date: 12/31/2017
Perf: $2,466.85 Date: 11/30/2017
Perf: $2,439.77 Date: 10/31/2017
Perf: $2,367.10 Date: 9/30/2017
Perf: $2,313.20 Date: 8/31/2017
Perf: $2,266.51 Date: 7/31/2017
Perf: $2,259.51 Date: 6/30/2017
Perf: $2,213.90 Date: 5/31/2017
Perf: $2,200.26 Date: 4/30/2017
Perf: $2,169.67 Date: 3/31/2017
Perf: $2,147.55 Date: 2/28/2017
Perf: $2,144.98 Date: 1/31/2017
Perf: $2,063.07 Date: 12/31/2016
Perf: $2,024.60 Date: 11/30/2016
Perf: $1,985.30 Date: 10/31/2016
Perf: $1,914.46 Date: 9/30/2016
Perf: $1,949.95 Date: 8/31/2016
Perf: $1,949.56 Date: 7/31/2016
Perf: $1,946.83 Date: 6/30/2016
Perf: $1,877.55 Date: 5/31/2016
Perf: $1,872.68 Date: 4/30/2016
Perf: $1,839.57 Date: 3/31/2016
Perf: $1,832.42 Date: 2/29/2016
Perf: $1,716.07 Date: 1/31/2016
Perf: $1,718.31 Date: 12/31/2015
Perf: $1,807.98 Date: 11/30/2015
Perf: $1,837.01 Date: 10/31/2015
Perf: $1,831.51 Date: 9/30/2015
Perf: $1,688.97 Date: 8/31/2015
Perf: $1,731.74 Date: 7/31/2015
Perf: $1,842.86 Date: 6/30/2015
Perf: $1,804.96 Date: 5/31/2015
Perf: $1,840.67 Date: 4/30/2015
Perf: $1,817.23 Date: 3/31/2015
Perf: $1,799.95 Date: 2/28/2015
Perf: $1,828.84 Date: 1/31/2015
Perf: $1,729.40 Date: 12/31/2014
Perf: $1,782.89 Date: 11/30/2014
Perf: $1,787.36 Date: 10/31/2014
Perf: $1,740.54 Date: 9/30/2014
Perf: $1,699.08 Date: 8/31/2014
Perf: $1,723.20 Date: 7/31/2014
Perf: $1,656.93 Date: 6/30/2014
Perf: $1,680.11 Date: 5/31/2014
Perf: $1,646.04 Date: 4/30/2014
Perf: $1,608.25 Date: 3/31/2014
Perf: $1,596.43 Date: 2/28/2014
Perf: $1,583.13 Date: 1/31/2014
Perf: $1,513.95 Date: 12/31/2013
Perf: $1,568.21 Date: 11/30/2013
Perf: $1,529.51 Date: 10/31/2013
Perf: $1,484.24 Date: 9/30/2013
Perf: $1,418.97 Date: 8/31/2013
Perf: $1,375.77 Date: 7/31/2013
Perf: $1,416.86 Date: 6/30/2013
Perf: $1,348.23 Date: 5/31/2013
Perf: $1,366.54 Date: 4/30/2013
Perf: $1,335.30 Date: 3/31/2013
Perf: $1,310.02 Date: 2/28/2013
Perf: $1,262.67 Date: 1/31/2013
Perf: $1,245.72 Date: 12/31/2012
Perf: $1,184.37 Date: 11/30/2012
Perf: $1,173.69 Date: 10/31/2012
Perf: $1,166.92 Date: 9/30/2012
Perf: $1,188.92 Date: 8/31/2012
Perf: $1,159.02 Date: 7/31/2012
Perf: $1,133.51 Date: 6/30/2012
Perf: $1,117.97 Date: 5/31/2012
Perf: $1,073.74 Date: 4/30/2012
Perf: $1,142.39 Date: 3/31/2012
Perf: $1,149.64 Date: 2/29/2012
Perf: $1,113.02 Date: 1/31/2012
Perf: $1,066.93 Date: 12/31/2011
Perf: $1,021.18 Date: 11/30/2011
Perf: $1,010.87 Date: 10/31/2011
Perf: $1,013.10 Date: 9/30/2011
Perf: $913.27 Date: 8/31/2011
Perf: $982.33 Date: 7/31/2011
Perf: $1,038.74 Date: 6/30/2011
Perf: $1,060.26 Date: 5/31/2011
Perf: $1,078.27 Date: 4/30/2011
Perf: $1,090.59 Date: 3/31/2011
Perf: $1,059.24 Date: 2/28/2011
Perf: $1,058.81 Date: 1/31/2011
Perf: $1,023.70 Date: 12/31/2010
Perf: $1,000.00 Date: 7/31/2018
Perf: $1,842.61 Date: 6/30/2018
Perf: $1,845.01 Date: 5/31/2018
Perf: $1,874.63 Date: 4/30/2018
Perf: $1,869.58 Date: 3/31/2018
Perf: $1,900.17 Date: 2/28/2018
Perf: $1,847.16 Date: 1/31/2018
Perf: $1,707.64 Date: 12/31/2017
Perf: $1,648.30 Date: 11/30/2017
Perf: $1,661.09 Date: 10/31/2017
Perf: $1,668.60 Date: 9/30/2017
Perf: $1,672.95 Date: 8/31/2017
Perf: $1,690.53 Date: 7/31/2017
Perf: $1,669.66 Date: 6/30/2017
Perf: $1,688.75 Date: 5/31/2017
Perf: $1,708.05 Date: 4/30/2017
Perf: $1,679.66 Date: 3/31/2017
Perf: $1,684.55 Date: 2/28/2017
Perf: $1,707.94 Date: 1/31/2017
Perf: $1,720.33 Date: 12/31/2016
Perf: $1,730.89 Date: 11/30/2016
Perf: $1,749.96 Date: 10/31/2016
Perf: $1,739.18 Date: 9/30/2016
Perf: $1,756.22 Date: 8/31/2016
Perf: $1,771.09 Date: 7/31/2016
Perf: $1,812.05 Date: 6/30/2016
Perf: $1,795.70 Date: 5/31/2016
Perf: $1,769.52 Date: 4/30/2016
Perf: $1,722.83 Date: 3/31/2016
Perf: $1,726.45 Date: 2/29/2016
Perf: $1,718.55 Date: 1/31/2016
Perf: $1,745.78 Date: 12/31/2015
Perf: $1,742.12 Date: 11/30/2015
Perf: $1,745.26 Date: 10/31/2015
Perf: $1,724.06 Date: 9/30/2015
Perf: $1,667.21 Date: 8/31/2015
Perf: $1,660.90 Date: 7/31/2015
Perf: $1,602.25 Date: 6/30/2015
Perf: $1,644.52 Date: 5/31/2015
Perf: $1,529.78 Date: 4/30/2015
Perf: $1,524.30 Date: 3/31/2015
Perf: $1,530.88 Date: 2/28/2015
Perf: $1,499.54 Date: 1/31/2015
Perf: $1,513.16 Date: 12/31/2014
Perf: $1,535.58 Date: 11/30/2014
Perf: $1,593.75 Date: 10/31/2014
Perf: $1,594.39 Date: 9/30/2014
Perf: $1,559.61 Date: 8/31/2014
Perf: $1,509.93 Date: 7/31/2014
Perf: $1,507.97 Date: 6/30/2014
Perf: $1,477.97 Date: 5/31/2014
Perf: $1,455.12 Date: 4/30/2014
Perf: $1,405.37 Date: 3/31/2014
Perf: $1,424.03 Date: 2/28/2014
Perf: $1,406.86 Date: 1/31/2014
Perf: $1,438.51 Date: 12/31/2013
Perf: $1,313.71 Date: 11/30/2013
Perf: $1,326.84 Date: 10/31/2013
Perf: $1,341.47 Date: 9/30/2013
Perf: $1,315.03 Date: 8/31/2013
Perf: $1,327.51 Date: 7/31/2013
Perf: $1,346.22 Date: 6/30/2013
Perf: $1,370.48 Date: 5/31/2013
Perf: $1,468.58 Date: 4/30/2013
Perf: $1,467.56 Date: 3/31/2013
Perf: $1,392.76 Date: 2/28/2013
Perf: $1,396.25 Date: 1/31/2013
Perf: $1,395.28 Date: 12/31/2012
Perf: $1,432.97 Date: 11/30/2012
Perf: $1,414.85 Date: 10/31/2012
Perf: $1,348.25 Date: 9/30/2012
Perf: $1,395.56 Date: 8/31/2012
Perf: $1,396.54 Date: 7/31/2012
Perf: $1,372.38 Date: 6/30/2012
Perf: $1,458.74 Date: 5/31/2012
Perf: $1,368.94 Date: 4/30/2012
Perf: $1,365.39 Date: 3/31/2012
Perf: $1,329.10 Date: 2/29/2012
Perf: $1,256.12 Date: 1/31/2012
Perf: $1,239.64 Date: 12/31/2011
Perf: $1,280.75 Date: 11/30/2011
Perf: $1,223.49 Date: 10/31/2011
Perf: $1,166.67 Date: 9/30/2011
Perf: $1,123.31 Date: 8/31/2011
Perf: $1,177.72 Date: 7/31/2011
Perf: $1,058.44 Date: 6/30/2011
Perf: $1,042.90 Date: 5/31/2011
Perf: $1,034.93 Date: 4/30/2011
Perf: $1,019.03 Date: 3/31/2011
Perf: $1,093.27 Date: 2/28/2011
Perf: $1,012.38 Date: 1/31/2011
Perf: $993.50 Date: 12/31/2010
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 12/10 - 07/18
Date: 7/31/2018
Return: -0.13 % Date: 6/30/2018
Return: -1.58 % Date: 5/31/2018
Return: 0.27 % Date: 4/30/2018
Return: -1.61 % Date: 3/31/2018
Return: 2.87 % Date: 2/28/2018
Return: 8.17 % Date: 1/31/2018
Return: 3.60 % Date: 12/31/2017
Return: -0.77 % Date: 11/30/2017
Return: -0.45 % Date: 10/31/2017
Return: -0.26 % Date: 9/30/2017
Return: -1.04 % Date: 8/31/2017
Return: 1.25 % Date: 7/31/2017
Return: -1.13 % Date: 6/30/2017
Return: -1.13 % Date: 5/31/2017
Return: 1.69 % Date: 4/30/2017
Return: -0.29 % Date: 3/31/2017
Return: -1.37 % Date: 2/28/2017
Return: -0.72 % Date: 1/31/2017
Return: -0.61 % Date: 12/31/2016
Return: -1.09 % Date: 11/30/2016
Return: 0.62 % Date: 10/31/2016
Return: -0.97 % Date: 9/30/2016
Return: -0.84 % Date: 8/31/2016
Return: -2.26 % Date: 7/31/2016
Return: 0.91 % Date: 6/30/2016
Return: 1.48 % Date: 5/31/2016
Return: 2.71 % Date: 4/30/2016
Return: -0.21 % Date: 3/31/2016
Return: 0.46 % Date: 2/29/2016
Return: -1.56 % Date: 1/31/2016
Return: 0.21 % Date: 12/31/2015
Return: -0.18 % Date: 11/30/2015
Return: 1.23 % Date: 10/31/2015
Return: 3.41 % Date: 9/30/2015
Return: 0.38 % Date: 8/31/2015
Return: 3.66 % Date: 7/31/2015
Return: -2.57 % Date: 6/30/2015
Return: 7.50 % Date: 5/31/2015
Return: 0.36 % Date: 4/30/2015
Return: -0.43 % Date: 3/31/2015
Return: 2.09 % Date: 2/28/2015
Return: -0.90 % Date: 1/31/2015
Return: -1.46 % Date: 12/31/2014
Return: -3.65 % Date: 11/30/2014
Return: -0.04 % Date: 10/31/2014
Return: 2.23 % Date: 9/30/2014
Return: 3.29 % Date: 8/31/2014
Return: 0.13 % Date: 7/31/2014
Return: 2.03 % Date: 6/30/2014
Return: 1.57 % Date: 5/31/2014
Return: 3.54 % Date: 4/30/2014
Return: -1.31 % Date: 3/31/2014
Return: 1.22 % Date: 2/28/2014
Return: -2.20 % Date: 1/31/2014
Return: 9.50 % Date: 12/31/2013
Return: -0.99 % Date: 11/30/2013
Return: -1.09 % Date: 10/31/2013
Return: 2.01 % Date: 9/30/2013
Return: -0.94 % Date: 8/31/2013
Return: -1.39 % Date: 7/31/2013
Return: -1.77 % Date: 6/30/2013
Return: -6.68 % Date: 5/31/2013
Return: 0.07 % Date: 4/30/2013
Return: 5.37 % Date: 3/31/2013
Return: -0.25 % Date: 2/28/2013
Return: 0.07 % Date: 1/31/2013
Return: -2.63 % Date: 12/31/2012
Return: 1.28 % Date: 11/30/2012
Return: 4.94 % Date: 10/31/2012
Return: -3.39 % Date: 9/30/2012
Return: -0.07 % Date: 8/31/2012
Return: 1.76 % Date: 7/31/2012
Return: -5.92 % Date: 6/30/2012
Return: 6.56 % Date: 5/31/2012
Return: 0.26 % Date: 4/30/2012
Return: 2.73 % Date: 3/31/2012
Return: 5.81 % Date: 2/29/2012
Return: 1.33 % Date: 1/31/2012
Return: -3.21 % Date: 12/31/2011
Return: 4.68 % Date: 11/30/2011
Return: 4.87 % Date: 10/31/2011
Return: 3.86 % Date: 9/30/2011
Return: -4.62 % Date: 8/31/2011
Return: 11.27 % Date: 7/31/2011
Return: 1.49 % Date: 6/30/2011
Return: 0.77 % Date: 5/31/2011
Return: 1.56 % Date: 4/30/2011
Return: -6.79 % Date: 3/31/2011
Return: 7.99 % Date: 2/28/2011
Return: 1.90 % Date: 1/31/2011
Return: -0.65 % Date: 12/31/2010
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/10 - 07/18
Return: -4.00 %
Count: 1 Return: 10.00 %
Count: 1 Return: -2.00 %
Count: 6 Return: -6.00 %
Count: 1 Return: 7.00 %
Count: 2 Return: 3.00 %
Count: 5 Return: 6.00 %
Count: 1 Return: -3.00 %
Count: 4 Return: 5.00 %
Count: 4 Return: 4.00 %
Count: 4 Return: -5.00 %
Count: 1 Return: 11.00 %
Count: 1 Return: 1.00 %
Count: 10 Return: -7.00 %
Count: 2 Return: 8.00 %
Count: 2 Return: 2.00 %
Count: 9 Return: -1.00 %
Count: 18 Return: 0.00 %
Count: 20
Note: All performance data is since program inception.

Underwater Curve

Date Range: 12/10 - 07/18
Date: 7/31/2018
Drawdown: -3.03 % Date: 6/30/2018
Drawdown: -2.90 % Date: 5/31/2018
Drawdown: -1.34 % Date: 4/30/2018
Drawdown: -1.61 % Date: 3/31/2018
Drawdown: 0.00 % Date: 2/28/2018
Drawdown: 0.00 % Date: 1/31/2018
Drawdown: -5.76 % Date: 12/31/2017
Drawdown: -9.04 % Date: 11/30/2017
Drawdown: -8.33 % Date: 10/31/2017
Drawdown: -7.92 % Date: 9/30/2017
Drawdown: -7.68 % Date: 8/31/2017
Drawdown: -6.71 % Date: 7/31/2017
Drawdown: -7.86 % Date: 6/30/2017
Drawdown: -6.80 % Date: 5/31/2017
Drawdown: -5.74 % Date: 4/30/2017
Drawdown: -7.31 % Date: 3/31/2017
Drawdown: -7.04 % Date: 2/28/2017
Drawdown: -5.74 % Date: 1/31/2017
Drawdown: -5.06 % Date: 12/31/2016
Drawdown: -4.48 % Date: 11/30/2016
Drawdown: -3.43 % Date: 10/31/2016
Drawdown: -4.02 % Date: 9/30/2016
Drawdown: -3.08 % Date: 8/31/2016
Drawdown: -2.26 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: 0.00 % Date: 4/30/2016
Drawdown: -1.31 % Date: 3/31/2016
Drawdown: -1.11 % Date: 2/29/2016
Drawdown: -1.56 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: -0.18 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: 0.00 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: -2.57 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: -4.05 % Date: 4/30/2015
Drawdown: -4.40 % Date: 3/31/2015
Drawdown: -3.98 % Date: 2/28/2015
Drawdown: -5.95 % Date: 1/31/2015
Drawdown: -5.09 % Date: 12/31/2014
Drawdown: -3.69 % Date: 11/30/2014
Drawdown: -0.04 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: 0.00 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: -0.92 % Date: 4/30/2014
Drawdown: -4.30 % Date: 3/31/2014
Drawdown: -3.03 % Date: 2/28/2014
Drawdown: -4.20 % Date: 1/31/2014
Drawdown: -2.05 % Date: 12/31/2013
Drawdown: -10.55 % Date: 11/30/2013
Drawdown: -9.65 % Date: 10/31/2013
Drawdown: -8.66 % Date: 9/30/2013
Drawdown: -10.46 % Date: 8/31/2013
Drawdown: -9.61 % Date: 7/31/2013
Drawdown: -8.33 % Date: 6/30/2013
Drawdown: -6.68 % Date: 5/31/2013
Drawdown: 0.00 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: -4.52 % Date: 2/28/2013
Drawdown: -4.28 % Date: 1/31/2013
Drawdown: -4.35 % Date: 12/31/2012
Drawdown: -1.77 % Date: 11/30/2012
Drawdown: -3.01 % Date: 10/31/2012
Drawdown: -7.57 % Date: 9/30/2012
Drawdown: -4.33 % Date: 8/31/2012
Drawdown: -4.26 % Date: 7/31/2012
Drawdown: -5.92 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: 0.00 % Date: 4/30/2012
Drawdown: 0.00 % Date: 3/31/2012
Drawdown: 0.00 % Date: 2/29/2012
Drawdown: -1.92 % Date: 1/31/2012
Drawdown: -3.21 % Date: 12/31/2011
Drawdown: 0.00 % Date: 11/30/2011
Drawdown: 0.00 % Date: 10/31/2011
Drawdown: -0.94 % Date: 9/30/2011
Drawdown: -4.62 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: -3.19 % Date: 6/30/2011
Drawdown: -4.61 % Date: 5/31/2011
Drawdown: -5.34 % Date: 4/30/2011
Drawdown: -6.79 % Date: 3/31/2011
Drawdown: 0.00 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: -0.65 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Soaring Pelican, LLC
Address: 5577 Medberry Close
City: Sooke
State: BC
Zip: v9z0l4
Country: Canada

Key People

Name:  Samuel Beckers
Position:  Principal
Biography: 

Samuel Beckers, has been a principal of Soaring Pelican Investment Capital, LLC, since its founding in May of 2006. Previously, Mr. Beckers worked with various hedge funds and mutual funds in various capacities. Drawing on his experiences in the industry, Mr. Beckers parted with his employers in order to begin conducting quantitative research and trading his own accounts. In the subsequent years from 2002-2006 he developed various long and short term trading programs, engineered quantitative tools to monitor, identify, and control risk, and managed and traded an equities fund trading equities and ETFs. In March 2010, Mr. Beckers initiated the current program which trades stock index futures using similar methodologies.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Investment Methodology
 Trend Following Yes 
 Systematic Yes 
 Counter-trend Yes 
 Mean-reversion Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open