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Princeton Investments and Technologies, LLC

Commodity Arbitrage Plus Program

Investment Strategy

Princeton Investments and Technologies, LLC (PINT) uses the Commodity Arbitrage Plus Program to direct trading for client accounts. The program contains two sets of strategies: (1) the Commodity Arbitrage Strategy, and (2) the Macro Trading Strategy. The Commodity Arbitrage Strategy primarily deals with various commodity calendar spreads, while the Macro Trading Strategy focuses on US equity index futures. (1) The Commodity Arbitrage Strategy grew out of Dr. Wang’s proprietary trading and research experience from September 2003 to July 2017. The program uses statistical methods as well as the trader’s experience to identify the most profitable trading opportunities in various commodity calendar spread markets. The Commodity Arbitrage Strategy aims to deliver for investors consistently a steady absolute returns together with low volatility. Moreover, it offers investors opportunities for asset diversification since it has a near zero correlation with all major financial markets and low tax rates for their gains as it trades exclusively commodities. (2) The Macro Trading Strategy follows a discretionary trading and investing approach with a macroeconomic focus. It grew out of Dr. Wang’s investment experiences and daily reading in the US equity market. At this time, we take only long positions in equity index futures by attempting to avoid large stock market drawdowns such as bear markets in which the S&P 500 index declines over 20%.

Performance (VAMI)

Monthly Returns

Fund Manager

Dr. Ron Wang founded Princeton Investments and Technologies LLC in 2016 and have traded with the ComArbPlus Program since October 2019. Prior to that, He founded Quantitative Fund LLC in September 2003 and traded all kinds of commodity calendar spreads proprietarily for about 12.5 years. He worked for Merrill Lynch, Lehman Brothers and AIG from 1999-2003. He received a PhD in mathematics at Harvard University and an MS in Computational Finance at Carnegie Mellon. Registered by National Futures Association.

General Information

Inception DateOct 2019
Minimum Investment150,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
Phone+1 917-859-7574
E-mail[email protected]
Website -

Statistics

Total Return Cumulative 73.46%
Sharpe Ratio 1.41
Sortino Ratio 2.53
Winning Months (%) 68.52%
Correlation vs. S&P 500 TR 0.50

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.32 4.82 0.06 7.32
2023 -0.06 -1.42 3.87 2.15 3.60 2.92 0.75 -4.26 -0.51 -0.88 5.75 4.92 17.63
2022 -1.88 -0.99 1.67 1.11 1.97 -0.45 1.81 2.10 -0.13 0.05 -0.32 -2.71 2.11
2021 0.29 -1.34 1.34 1.42 0.13 1.09 1.00 2.33 -1.87 4.01 0.25 -3.59 4.95
2020 3.24 0.65 2.74 3.66 3.60 1.92 4.49 5.96 -5.61 -4.86 5.82 2.66 26.21
2019 -0.02 1.12 0.48 1.59
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

AUM

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Return Statistics

Last Month -
Year To Date 7.32%
3 Month ROR 7.32%
12 Months ROR 23.36%
36 Month ROR 34.92%
Total Return Cumulative 73.46%
Total Return Annualized 13.02%
Best Month 5.96%
Winning Months (%) 68.52%
Gain Deviation 1.73

Risk Statistics

Standard Deviation Annualized 8.99%
Max Drawdown (Monthly) -10.20%
Max Drawdown Length 10
Worst Month -5.61%
Losing Months (%) 31.48%
Average Losing Month -1.82%
Loss Deviation 1.72
Correlation vs S&P 500 0.50
Correlation vs DJ/CS MF -0.01

Risk/Reward Statistics

Sharpe Ratio 1.41
Sortino Ratio 2.53
Omega Ratio 1.24
Skewness -0.35
Kurtosis 0.28

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -10.20% 2 8 09/2020 06/2021
2 -6.34% 3 6 12/2021 08/2022
3 -5.59% 3 2 08/2023 12/2023
4 -4.53% 6 2 09/2022 04/2023
5 -1.87% 1 1 09/2021 10/2021

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.96%-5.61%1.06%1.10%0.06%68.52%
3 Months 13.53%-6.34%3.23%3.13%7.32%76.92%
6 Months 24.50%-4.53%5.99%5.19%18.02%81.63%
1 Year 28.06%1.19%10.40%7.47%23.36%100.00%
2 Years 39.25%4.64%18.15%15.75%30.51%100.00%
3 Years 41.71%12.40%29.47%28.62%34.92%100.00%
5 Years ------

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg13.02%44.44%96.80%218.27%611.06%2075.03%
% Positive68.52%76.92%81.63%100.00%100.00%100.00%
Avg. Pos. Period2.38%5.29%7.87%10.40%18.15%29.47%
Avg. Neg. Period-1.82%-3.62%-2.33% - - -
Sharpe Ratio1.412.243.244.566.4113.73
Sortino Ratio2.535.4917.000.000.000.00
Standard Deviation2.59%5.00%6.40%7.91%9.81%7.44%
Downside Deviation1.41%1.96%1.18%0.00%0.00%0.00%
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Company Information

Minimum Investment150,000 USD (notional funding: )
AUM2,937,307 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million700
Margin to Equity7.00%
Legal StructureManaged Account
Investment RestrictionAccredited Investors

Company Information

CompanyPrinceton Investments and Technologies, LLC
Principal -
Phone+1 917-859-7574
E-mail[email protected]
License NumberCFTC 0511550
LocationLutz, United States
Performance Compiled byInteractive Brokers

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.32 4.82 0.06 7.32
2023 -0.06 -1.42 3.87 2.15 3.60 2.92 0.75 -4.26 -0.51 -0.88 5.75 4.92 17.63
2022 -1.88 -0.99 1.67 1.11 1.97 -0.45 1.81 2.10 -0.13 0.05 -0.32 -2.71 2.11
2021 0.29 -1.34 1.34 1.42 0.13 1.09 1.00 2.33 -1.87 4.01 0.25 -3.59 4.95
2020 3.24 0.65 2.74 3.66 3.60 1.92 4.49 5.96 -5.61 -4.86 5.82 2.66 26.21
2019 -0.02 1.12 0.48 1.59
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Strategy Description

Princeton Investments and Technologies, LLC (PINT) uses the Commodity Arbitrage Plus Program to direct trading for client accounts. The program contains two sets of strategies: (1) the Commodity Arbitrage Strategy, and (2) the Macro Trading Strategy. The Commodity Arbitrage Strategy primarily deals with various commodity calendar spreads, while the Macro Trading Strategy focuses on US equity index futures. (1) The Commodity Arbitrage Strategy grew out of Dr. Wang’s proprietary trading and research experience from September 2003 to July 2017. The program uses statistical methods as well as the trader’s experience to identify the most profitable trading opportunities in various commodity calendar spread markets. The Commodity Arbitrage Strategy aims to deliver for investors consistently a steady absolute returns together with low volatility. Moreover, it offers investors opportunities for asset diversification since it has a near zero correlation with all major financial markets and low tax rates for their gains as it trades exclusively commodities. (2) The Macro Trading Strategy follows a discretionary trading and investing approach with a macroeconomic focus. It grew out of Dr. Wang’s investment experiences and daily reading in the US equity market. At this time, we take only long positions in equity index futures by attempting to avoid large stock market drawdowns such as bear markets in which the S&P 500 index declines over 20%.

Return Statistics

Last Month -
Year To Date 7.32%
3 Month ROR 7.32%
12 Months ROR 23.36%
36 Month ROR 34.92%
Total Return Cumulative 73.46%
Total Return Annualized 13.02%
Best Month 5.96%
Winning Months (%) 68.52%
Gain Deviation 1.73

Risk Statistics

Standard Deviation Annualized 8.99%
Max Drawdown (Monthly) -10.20%
Max Drawdown Length 10
Worst Month -5.61%
Losing Months (%) 31.48%
Average Losing Month -1.82%
Loss Deviation 1.72
Correlation vs S&P 500 0.50
Correlation vs DJ/CS MF -0.01

Risk/Reward Statistics

Sharpe Ratio 1.41
Sortino Ratio 2.53
Omega Ratio 1.24
Skewness -0.35
Kurtosis 0.28

Performance (VAMI)

Fund Manager

Dr. Ron Wang founded Princeton Investments and Technologies LLC in 2016 and have traded with the ComArbPlus Program since October 2019. Prior to that, He founded Quantitative Fund LLC in September 2003 and traded all kinds of commodity calendar spreads proprietarily for about 12.5 years. He worked for Merrill Lynch, Lehman Brothers and AIG from 1999-2003. He received a PhD in mathematics at Harvard University and an MS in Computational Finance at Carnegie Mellon. Registered by National Futures Association.

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -10.20% 2 8 09/2020 06/2021
2 -6.34% 3 6 12/2021 08/2022
3 -5.59% 3 2 08/2023 12/2023
4 -4.53% 6 2 09/2022 04/2023
5 -1.87% 1 1 09/2021 10/2021

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.96%-5.61%1.06%1.10%0.06%68.52%
3 Months 13.53%-6.34%3.23%3.13%7.32%76.92%
6 Months 24.50%-4.53%5.99%5.19%18.02%81.63%
1 Year 28.06%1.19%10.40%7.47%23.36%100.00%
2 Years 39.25%4.64%18.15%15.75%30.51%100.00%
3 Years 41.71%12.40%29.47%28.62%34.92%100.00%
5 Years ------

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg13.02%44.44%96.80%218.27%611.06%2075.03%
% Positive68.52%76.92%81.63%100.00%100.00%100.00%
Avg. Pos. Period2.38%5.29%7.87%10.40%18.15%29.47%
Avg. Neg. Period-1.82%-3.62%-2.33% - - -
Sharpe Ratio1.412.243.244.566.4113.73
Sortino Ratio2.535.4917.000.000.000.00
Standard Deviation2.59%5.00%6.40%7.91%9.81%7.44%
Downside Deviation1.41%1.96%1.18%0.00%0.00%0.00%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.
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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.