Emil Van Essen, LLC

Multi-Strategy Program *QEP*


Monthly Performance (%)

Date Range: 04/14 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -1.09 -1.88 0.66 0.27   -2.05 
2018 -2.16 0.29 1.07 -0.06 -1.07 2.00 -1.53 -0.90 0.80 -1.42 5.19 -4.29  -2.36 
2017 1.79 0.15 0.28 2.59 -0.85 0.00 0.96 2.24 -2.13 -0.48 -1.69 1.84  4.67 
2016 4.78 -0.51 0.81 -1.46 -1.38 0.69 3.22 0.14 -0.17 0.76 0.29 -0.93  6.23 
2015 2.79 -1.05 1.59 1.69 -0.38 -0.35 -2.93 2.36 -2.39 -2.40 5.44 1.21  5.37 
2014 -3.58 0.24 2.87 -0.12 -2.53 0.18 1.23 1.96  0.08 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The Multi-Strategy Program (MSP) is an approximate 50/50 combination of the Spread Trading Program (STP) and the Long-Short Commodity Program (LSCP). STP seeks non-correlated alpha through the spread and relative value trading of exchange-listed futures and options that are primarily commodity contracts. Quantitative research and significant discretion are used in trade selection and execution. The LSCP is a short to medium-term systematic program with a discretionary overlay that trades outright positions on 13 exchange-listed commodity futures contracts. The program uses multiple trend models on both outright and calendar spread data and analyzes historical spread levels to generate daily trade signals. The MSP is designed to generate returns that have a low to negative correlation to most CTA and commodity programs.

Performance Statistics

Date Range: 04/14 - 04/19
  Program S&P 500 Altegris 40 
Total Return 12.15% 74.70% 18.23% 
Annualized Return 2.32% 11.60% 3.35% 
Annualized Std. Deviation 6.88% 11.09% 8.68% 
Correlation -0.15 0.07 
Sharpe Ratio (rf=2.5%) -0.03 0.82 0.10 
Worst Month -4.29% -9.03% -6.10% 
Date of Worst Month 12/2018 12/2018 02/2018 
Worst Drawdown -7.59% -13.52% -13.63% 
Date of Worst Drawdown 8/17 - 2/19 9/18 - 12/18 3/15 - 1/19 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 04/14 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 -2.05 18.24 5.17 
2018 -2.36 -4.38 -4.29 
2017 4.67 21.84 1.24 
2016 6.23 11.98 -3.13 
2015 5.37 1.41 0.09 
2014 0.08 10.86 18.75 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 04/14 - 04/19
Date: 4/30/2019
Perf: $1,173.36 Date: 3/31/2019
Perf: $1,141.96 Date: 2/28/2019
Perf: $1,102.38 Date: 1/31/2019
Perf: $1,095.37 Date: 12/31/2018
Perf: $1,115.68 Date: 11/30/2018
Perf: $1,111.01 Date: 10/31/2018
Perf: $1,124.51 Date: 9/30/2018
Perf: $1,152.98 Date: 8/31/2018
Perf: $1,158.20 Date: 7/31/2018
Perf: $1,129.40 Date: 6/30/2018
Perf: $1,137.93 Date: 5/31/2018
Perf: $1,128.45 Date: 4/30/2018
Perf: $1,143.20 Date: 3/31/2018
Perf: $1,130.98 Date: 2/28/2018
Perf: $1,132.00 Date: 1/31/2018
Perf: $1,205.54 Date: 12/31/2017
Perf: $1,165.68 Date: 11/30/2017
Perf: $1,153.11 Date: 10/31/2017
Perf: $1,151.61 Date: 9/30/2017
Perf: $1,105.30 Date: 8/31/2017
Perf: $1,129.12 Date: 7/31/2017
Perf: $1,110.68 Date: 6/30/2017
Perf: $1,106.37 Date: 5/31/2017
Perf: $1,139.65 Date: 4/30/2017
Perf: $1,137.49 Date: 3/31/2017
Perf: $1,144.35 Date: 2/28/2017
Perf: $1,161.31 Date: 1/31/2017
Perf: $1,136.53 Date: 12/31/2016
Perf: $1,151.38 Date: 11/30/2016
Perf: $1,142.70 Date: 10/31/2016
Perf: $1,155.41 Date: 9/30/2016
Perf: $1,186.01 Date: 8/31/2016
Perf: $1,201.51 Date: 7/31/2016
Perf: $1,234.72 Date: 6/30/2016
Perf: $1,222.25 Date: 5/31/2016
Perf: $1,172.43 Date: 4/30/2016
Perf: $1,193.31 Date: 3/31/2016
Perf: $1,224.03 Date: 2/29/2016
Perf: $1,260.20 Date: 1/31/2016
Perf: $1,229.94 Date: 12/31/2015
Perf: $1,188.58 Date: 11/30/2015
Perf: $1,216.56 Date: 10/31/2015
Perf: $1,176.45 Date: 9/30/2015
Perf: $1,197.28 Date: 8/31/2015
Perf: $1,171.85 Date: 7/31/2015
Perf: $1,192.48 Date: 6/30/2015
Perf: $1,147.61 Date: 5/31/2015
Perf: $1,210.56 Date: 4/30/2015
Perf: $1,219.34 Date: 3/31/2015
Perf: $1,268.29 Date: 2/28/2015
Perf: $1,240.87 Date: 1/31/2015
Perf: $1,242.86 Date: 12/31/2014
Perf: $1,187.52 Date: 11/30/2014
Perf: $1,166.98 Date: 10/31/2014
Perf: $1,101.44 Date: 9/30/2014
Perf: $1,085.49 Date: 8/31/2014
Perf: $1,069.55 Date: 7/31/2014
Perf: $1,026.14 Date: 6/30/2014
Perf: $1,034.42 Date: 5/31/2014
Perf: $1,025.60 Date: 4/30/2014
Perf: $1,000.00 Date: 4/30/2019
Perf: $1,734.18 Date: 3/31/2019
Perf: $1,666.68 Date: 2/28/2019
Perf: $1,634.96 Date: 1/31/2019
Perf: $1,584.11 Date: 12/31/2018
Perf: $1,466.63 Date: 11/30/2018
Perf: $1,612.22 Date: 10/31/2018
Perf: $1,579.99 Date: 9/30/2018
Perf: $1,695.99 Date: 8/31/2018
Perf: $1,686.38 Date: 7/31/2018
Perf: $1,633.14 Date: 6/30/2018
Perf: $1,574.57 Date: 5/31/2018
Perf: $1,564.86 Date: 4/30/2018
Perf: $1,528.04 Date: 3/31/2018
Perf: $1,522.25 Date: 2/28/2018
Perf: $1,561.93 Date: 1/31/2018
Perf: $1,621.77 Date: 12/31/2017
Perf: $1,533.88 Date: 11/30/2017
Perf: $1,517.04 Date: 10/31/2017
Perf: $1,471.85 Date: 9/30/2017
Perf: $1,438.34 Date: 8/31/2017
Perf: $1,409.31 Date: 7/31/2017
Perf: $1,404.95 Date: 6/30/2017
Perf: $1,376.59 Date: 5/31/2017
Perf: $1,368.11 Date: 4/30/2017
Perf: $1,349.09 Date: 3/31/2017
Perf: $1,335.34 Date: 2/28/2017
Perf: $1,333.74 Date: 1/31/2017
Perf: $1,282.81 Date: 12/31/2016
Perf: $1,258.89 Date: 11/30/2016
Perf: $1,234.45 Date: 10/31/2016
Perf: $1,190.40 Date: 9/30/2016
Perf: $1,212.47 Date: 8/31/2016
Perf: $1,212.23 Date: 7/31/2016
Perf: $1,210.53 Date: 6/30/2016
Perf: $1,167.45 Date: 5/31/2016
Perf: $1,164.43 Date: 4/30/2016
Perf: $1,143.84 Date: 3/31/2016
Perf: $1,139.39 Date: 2/29/2016
Perf: $1,067.05 Date: 1/31/2016
Perf: $1,068.44 Date: 12/31/2015
Perf: $1,124.20 Date: 11/30/2015
Perf: $1,142.24 Date: 10/31/2015
Perf: $1,138.83 Date: 9/30/2015
Perf: $1,050.19 Date: 8/31/2015
Perf: $1,076.79 Date: 7/31/2015
Perf: $1,145.88 Date: 6/30/2015
Perf: $1,122.32 Date: 5/31/2015
Perf: $1,144.52 Date: 4/30/2015
Perf: $1,129.94 Date: 3/31/2015
Perf: $1,119.20 Date: 2/28/2015
Perf: $1,137.17 Date: 1/31/2015
Perf: $1,075.33 Date: 12/31/2014
Perf: $1,108.59 Date: 11/30/2014
Perf: $1,111.37 Date: 10/31/2014
Perf: $1,082.26 Date: 9/30/2014
Perf: $1,056.48 Date: 8/31/2014
Perf: $1,071.48 Date: 7/31/2014
Perf: $1,030.27 Date: 6/30/2014
Perf: $1,044.69 Date: 5/31/2014
Perf: $1,023.50 Date: 4/30/2014
Perf: $1,000.00 Date: 4/30/2019
Perf: $1,121.46 Date: 3/31/2019
Perf: $1,118.44 Date: 2/28/2019
Perf: $1,111.10 Date: 1/31/2019
Perf: $1,132.39 Date: 12/31/2018
Perf: $1,144.87 Date: 11/30/2018
Perf: $1,196.19 Date: 10/31/2018
Perf: $1,137.17 Date: 9/30/2018
Perf: $1,153.55 Date: 8/31/2018
Perf: $1,144.40 Date: 7/31/2018
Perf: $1,154.79 Date: 6/30/2018
Perf: $1,172.73 Date: 5/31/2018
Perf: $1,149.74 Date: 4/30/2018
Perf: $1,162.17 Date: 3/31/2018
Perf: $1,162.87 Date: 2/28/2018
Perf: $1,150.56 Date: 1/31/2018
Perf: $1,147.23 Date: 12/31/2017
Perf: $1,172.56 Date: 11/30/2017
Perf: $1,151.37 Date: 10/31/2017
Perf: $1,171.17 Date: 9/30/2017
Perf: $1,176.82 Date: 8/31/2017
Perf: $1,202.43 Date: 7/31/2017
Perf: $1,176.08 Date: 6/30/2017
Perf: $1,164.90 Date: 5/31/2017
Perf: $1,164.90 Date: 4/30/2017
Perf: $1,174.89 Date: 3/31/2017
Perf: $1,145.22 Date: 2/28/2017
Perf: $1,142.03 Date: 1/31/2017
Perf: $1,140.32 Date: 12/31/2016
Perf: $1,120.26 Date: 11/30/2016
Perf: $1,130.78 Date: 10/31/2016
Perf: $1,127.51 Date: 9/30/2016
Perf: $1,119.01 Date: 8/31/2016
Perf: $1,120.91 Date: 7/31/2016
Perf: $1,119.34 Date: 6/30/2016
Perf: $1,084.43 Date: 5/31/2016
Perf: $1,076.99 Date: 4/30/2016
Perf: $1,092.07 Date: 3/31/2016
Perf: $1,108.25 Date: 2/29/2016
Perf: $1,099.34 Date: 1/31/2016
Perf: $1,104.98 Date: 12/31/2015
Perf: $1,054.57 Date: 11/30/2015
Perf: $1,041.96 Date: 10/31/2015
Perf: $988.20 Date: 9/30/2015
Perf: $1,012.50 Date: 8/31/2015
Perf: $1,037.29 Date: 7/31/2015
Perf: $1,013.38 Date: 6/30/2015
Perf: $1,043.97 Date: 5/31/2015
Perf: $1,047.63 Date: 4/30/2015
Perf: $1,051.63 Date: 3/31/2015
Perf: $1,034.15 Date: 2/28/2015
Perf: $1,017.97 Date: 1/31/2015
Perf: $1,028.77 Date: 12/31/2014
Perf: $1,000.84 Date: 11/30/2014
Perf: $981.60 Date: 10/31/2014
Perf: $969.68 Date: 9/30/2014
Perf: $967.94 Date: 8/31/2014
Perf: $993.06 Date: 7/31/2014
Perf: $994.25 Date: 6/30/2014
Perf: $966.51 Date: 5/31/2014
Perf: $964.20 Date: 4/30/2014
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 04/14 - 04/19
Date: 4/30/2019
Return: 0.27 % Date: 3/31/2019
Return: 0.66 % Date: 2/28/2019
Return: -1.88 % Date: 1/31/2019
Return: -1.09 % Date: 12/31/2018
Return: -4.29 % Date: 11/30/2018
Return: 5.19 % Date: 10/31/2018
Return: -1.42 % Date: 9/30/2018
Return: 0.80 % Date: 8/31/2018
Return: -0.90 % Date: 7/31/2018
Return: -1.53 % Date: 6/30/2018
Return: 2.00 % Date: 5/31/2018
Return: -1.07 % Date: 4/30/2018
Return: -0.06 % Date: 3/31/2018
Return: 1.07 % Date: 2/28/2018
Return: 0.29 % Date: 1/31/2018
Return: -2.16 % Date: 12/31/2017
Return: 1.84 % Date: 11/30/2017
Return: -1.69 % Date: 10/31/2017
Return: -0.48 % Date: 9/30/2017
Return: -2.13 % Date: 8/31/2017
Return: 2.24 % Date: 7/31/2017
Return: 0.96 % Date: 6/30/2017
Return: 0.00 % Date: 5/31/2017
Return: -0.85 % Date: 4/30/2017
Return: 2.59 % Date: 3/31/2017
Return: 0.28 % Date: 2/28/2017
Return: 0.15 % Date: 1/31/2017
Return: 1.79 % Date: 12/31/2016
Return: -0.93 % Date: 11/30/2016
Return: 0.29 % Date: 10/31/2016
Return: 0.76 % Date: 9/30/2016
Return: -0.17 % Date: 8/31/2016
Return: 0.14 % Date: 7/31/2016
Return: 3.22 % Date: 6/30/2016
Return: 0.69 % Date: 5/31/2016
Return: -1.38 % Date: 4/30/2016
Return: -1.46 % Date: 3/31/2016
Return: 0.81 % Date: 2/29/2016
Return: -0.51 % Date: 1/31/2016
Return: 4.78 % Date: 12/31/2015
Return: 1.21 % Date: 11/30/2015
Return: 5.44 % Date: 10/31/2015
Return: -2.40 % Date: 9/30/2015
Return: -2.39 % Date: 8/31/2015
Return: 2.36 % Date: 7/31/2015
Return: -2.93 % Date: 6/30/2015
Return: -0.35 % Date: 5/31/2015
Return: -0.38 % Date: 4/30/2015
Return: 1.69 % Date: 3/31/2015
Return: 1.59 % Date: 2/28/2015
Return: -1.05 % Date: 1/31/2015
Return: 2.79 % Date: 12/31/2014
Return: 1.96 % Date: 11/30/2014
Return: 1.23 % Date: 10/31/2014
Return: 0.18 % Date: 9/30/2014
Return: -2.53 % Date: 8/31/2014
Return: -0.12 % Date: 7/31/2014
Return: 2.87 % Date: 6/30/2014
Return: 0.24 % Date: 5/31/2014
Return: -3.58 % Date: 4/30/2014
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 04/14 - 04/19
Return: 5.00 %
Count: 3 Return: -2.00 %
Count: 7 Return: -1.00 %
Count: 10 Return: 2.00 %
Count: 8 Return: 1.00 %
Count: 9 Return: -3.00 %
Count: 2 Return: 3.00 %
Count: 4 Return: -4.00 %
Count: 2 Return: 0.00 %
Count: 16
Note: All performance data is since program inception.

Underwater Curve

Date Range: 04/14 - 04/19
Date: 4/30/2019
Drawdown: -6.73 % Date: 3/31/2019
Drawdown: -6.98 % Date: 2/28/2019
Drawdown: -7.59 % Date: 1/31/2019
Drawdown: -5.82 % Date: 12/31/2018
Drawdown: -4.79 % Date: 11/30/2018
Drawdown: -0.52 % Date: 10/31/2018
Drawdown: -5.43 % Date: 9/30/2018
Drawdown: -4.06 % Date: 8/31/2018
Drawdown: -4.83 % Date: 7/31/2018
Drawdown: -3.96 % Date: 6/30/2018
Drawdown: -2.47 % Date: 5/31/2018
Drawdown: -4.38 % Date: 4/30/2018
Drawdown: -3.35 % Date: 3/31/2018
Drawdown: -3.29 % Date: 2/28/2018
Drawdown: -4.31 % Date: 1/31/2018
Drawdown: -4.59 % Date: 12/31/2017
Drawdown: -2.48 % Date: 11/30/2017
Drawdown: -4.25 % Date: 10/31/2017
Drawdown: -2.60 % Date: 9/30/2017
Drawdown: -2.13 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: 0.00 % Date: 6/30/2017
Drawdown: -0.85 % Date: 5/31/2017
Drawdown: -0.85 % 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: -0.93 % Date: 11/30/2016
Drawdown: 0.00 % Date: 10/31/2016
Drawdown: 0.00 % Date: 9/30/2016
Drawdown: -0.17 % Date: 8/31/2016
Drawdown: 0.00 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: -2.15 % Date: 5/31/2016
Drawdown: -2.82 % Date: 4/30/2016
Drawdown: -1.46 % Date: 3/31/2016
Drawdown: 0.00 % Date: 2/29/2016
Drawdown: -0.51 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: 0.00 % Date: 11/30/2015
Drawdown: -0.92 % Date: 10/31/2015
Drawdown: -6.03 % Date: 9/30/2015
Drawdown: -3.72 % Date: 8/31/2015
Drawdown: -1.36 % Date: 7/31/2015
Drawdown: -3.64 % Date: 6/30/2015
Drawdown: -0.73 % Date: 5/31/2015
Drawdown: -0.38 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -1.05 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: -1.84 % Date: 10/31/2014
Drawdown: -3.03 % Date: 9/30/2014
Drawdown: -3.21 % Date: 8/31/2014
Drawdown: -0.69 % Date: 7/31/2014
Drawdown: -0.57 % Date: 6/30/2014
Drawdown: -3.35 % Date: 5/31/2014
Drawdown: -3.58 %
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 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $6,000,000 
 Margin / Equity Ratio: 7% 
 Managed Account Availability: Open