+1 312 544 0432
[email protected]
Manager Login
Search Database
Portfolios
My Profile
Change Password
Help
Manager Login
Download Factsheet
Send Factsheet
Send a message
To:
From:
Subject:
Eckhardt Trading Company - Standard Program
Eckhardt Trading Company
Standard Program
QEP only
Overview
Charts
Stats & Ratios
Show All
Investment Strategy
ETC is a research driven manager with a systematic, technically-based, primarily trend-following approach to global markets. Led by Bill Eckhardt and based on over 40 years of scientific system development, we manage a diversified portfolio of global exchange-traded financial and commodity futures over multiple time frames. ETC has low correlation to equity markets and offers diversification potential for traditional and alternative portfolios.
Performance (VAMI)
Monthly Returns
Fund Manager
 "William Eckhardt oversees ETC's system development and ongoing research. He has traded futures professionally for over 31 years, and in conjunction with Richard Dennis co-developed certain trading systems and co-taught them to a group of individuals known as the ""Turtles"". Mr. Eckhardt's extensive background in the history of scientific methodology and statistics has been instrumental in the development of ETC's trading strategy. His interests include philosophy, physics, evolutionary biology, and the nature of time. He has written a book on the subject of time entitled, Omnitime: an essay on time and passage and his articles have been published in Mind, The Journal of Philosophy, The Journal of Risk Finance, and Studies in History and Philosophy of Modern Physics. He serves on the International Advisory Board of the Pacific Institute of Theoretical Physics and is a member of the Physical Sciences Visiting Committee at the University of Chicago. Mr. Eckhardt is profiled in Jack Schwager's Book, The New Market Wizards."
Fund Information
Inception Date
Aug 1991
Minimum Investment
10,000,000 USD
Management Fee
1.00%
Performance Fee
20.00%
Highwater Mark
Yes
Phone
+1 312 787 1107
E-mail
[email protected]
Website
www.eckhardttrading.com
Statistics
Total Return Cumulative
2573.18%
Sharpe Ratio
0.65
Sortino Ratio
1.09
Winning Months (%)
55.16%
Correlation vs. S&P 500 TR
0.00
Monthly Performance
Export Data
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
-1.31
0.19
0.96
5.30
-1.46
-3.24
-0.20
0.07
0.10
2023
1.36
-1.35
-0.70
-0.45
-2.64
-0.16
-0.77
-4.23
0.84
-1.53
-1.66
4.64
-6.70
2022
0.61
3.56
6.01
1.23
-1.00
1.15
1.99
-1.46
1.89
-1.07
-0.37
-0.31
12.66
2021
-4.00
5.79
-2.09
-1.03
0.17
-0.69
0.51
-2.94
0.06
6.88
-1.35
-4.93
-4.21
2020
3.97
4.06
1.19
0.44
-1.35
1.96
4.45
-2.16
-1.09
-3.06
0.91
-0.25
9.09
2019
-1.22
-1.17
-0.41
-0.05
0.16
-0.46
1.96
6.35
-6.05
-2.01
-3.61
-0.94
-7.65
2018
8.60
-3.01
-0.85
-0.66
-1.45
0.29
0.80
0.35
1.56
-1.12
-0.83
1.72
5.07
2017
-3.45
-1.17
-1.93
1.87
0.21
2.34
-0.54
0.97
-0.18
3.50
-2.05
3.40
2.73
2016
7.76
3.30
-1.93
0.25
-2.10
8.80
-0.10
-8.80
-2.00
-2.70
1.28
3.69
6.35
2015
4.72
-0.46
-0.66
-1.66
2.13
-4.82
0.22
4.69
3.07
-0.64
1.68
-7.37
0.18
2014
-2.38
7.11
-5.02
0.72
1.72
0.70
-4.36
5.40
1.16
5.44
3.63
1.50
15.88
2013
3.26
-1.27
0.85
0.45
-5.03
-4.53
-0.73
0.57
1.47
-0.10
3.89
2.34
0.76
2012
1.36
1.68
-2.47
1.61
8.23
-6.71
8.29
1.72
-0.95
-7.91
0.28
0.07
3.98
2011
-3.24
3.07
-1.48
9.04
-4.26
-5.00
0.85
-0.32
-8.07
-3.92
-2.53
0.03
-15.64
2010
-6.92
-1.12
0.52
2.55
2.73
5.53
-1.87
3.63
5.09
3.62
-2.35
8.45
20.62
2009
-1.38
-0.23
0.86
-1.79
3.41
-5.06
1.26
0.48
2.35
-4.85
6.74
-5.64
-4.50
2008
1.85
10.01
0.21
0.14
1.70
3.10
-5.34
-2.71
2.69
0.17
1.20
0.26
13.32
2007
0.37
0.67
-4.07
3.19
1.70
5.21
1.23
-1.76
11.81
5.39
3.06
3.76
34.11
2006
0.67
-2.13
-4.36
4.92
1.34
1.83
-3.54
1.86
-1.79
0.67
5.95
-2.33
2.56
2005
-3.38
0.23
1.33
-1.79
6.16
3.25
-0.20
3.72
-1.86
0.31
0.64
0.34
8.70
2004
-2.22
4.28
-0.75
-4.37
0.04
-3.65
-2.69
4.40
0.86
5.97
4.39
-1.12
4.55
2003
1.56
7.26
-0.58
0.31
4.78
-0.80
-1.55
0.44
0.15
-0.70
0.86
2.69
15.01
2002
2.69
-4.55
-0.99
3.92
-0.68
2.59
2.24
-0.34
-1.01
-1.90
-1.40
10.79
11.07
2001
1.63
-1.07
0.40
-0.48
3.40
-3.28
-1.42
5.87
-3.28
5.58
-2.36
0.76
5.34
2000
-2.14
-0.61
-1.94
-0.29
1.88
-1.45
-2.71
0.43
1.48
0.83
12.30
10.02
17.94
1999
1.49
5.12
-6.18
-2.59
-2.43
1.43
5.18
-5.62
3.31
-2.86
0.04
-0.73
-4.54
1998
4.77
2.48
-3.20
-5.17
1.89
1.57
-1.59
25.28
0.18
0.39
-0.15
0.65
27.10
1997
12.66
6.91
6.60
1.24
1.89
5.39
9.18
-4.11
6.51
-0.41
-3.54
-2.35
46.01
1996
8.72
-5.40
2.60
17.48
-9.28
-3.32
-4.28
-1.20
17.55
16.24
11.43
-5.51
47.94
1995
-1.39
8.85
14.13
3.21
20.13
-1.32
-10.31
-3.27
-2.80
-5.58
9.24
13.01
47.33
1994
-18.30
-0.70
10.58
2.17
5.05
1.66
-0.10
-8.59
13.36
-10.50
8.74
-10.45
-11.69
1993
-1.38
9.63
-8.28
9.41
3.81
12.13
9.41
4.85
-6.67
1.74
4.90
9.45
57.95
1992
-15.27
-7.56
-5.70
2.22
-3.45
9.35
11.43
7.51
-1.18
-4.35
7.70
-4.60
-7.26
1991
-1.00
6.64
0.25
2.09
27.92
38.22
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.
No data filled
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 not available
No data filled
Return Statistics
Last Month
-
Year To Date
0.10%
3 Month ROR
-3.37%
12 Months ROR
2.28%
36 Month ROR
5.52%
Total Return Cumulative
2573.18%
Total Return Annualized
10.44%
Best Month
27.92%
Winning Months (%)
55.16%
Gain Deviation
4.39
Risk Statistics
Standard Deviation Annualized
17.53%
Max Drawdown (Monthly)
-27.11%
Max Drawdown # of Months
14
Worst Month
-18.30%
Losing Months (%)
44.84%
Average Losing Month
-2.84%
Loss Deviation
2.74
Correlation vs S&P 500
0.00
Correlation vs DJ/CS MF
0.52
Risk/Reward Statistics
Sharpe Ratio
0.65
Sortino Ratio
1.09
Omega Ratio
1.07
Skewness
1.02
Kurtosis
4.34
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-27.11%
-
5
-
9
-
01/1992
-
02/1993
-
2
-23.90%
-
27
-
18
-
05/2011
-
01/2015
-
3
-21.43%
-
5
-
3
-
06/1995
-
01/1996
-
4
-18.87%
-
2
-
7
-
01/1994
-
09/1994
-
5
-17.05%
-
4
-
2
-
05/1996
-
10/1996
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
27.92%
-18.30%
0.95%
0.28%
0.07%
55.16%
3 Months
52.26%
-26.14%
2.88%
1.33%
-3.37%
60.00%
6 Months
73.28%
-20.29%
5.71%
2.43%
1.23%
64.80%
1 Year
116.62%
-19.58%
11.93%
6.93%
2.28%
72.02%
2 Years
183.09%
-17.03%
25.85%
15.56%
-6.50%
86.10%
3 Years
238.10%
-17.49%
41.70%
23.40%
5.52%
90.61%
5 Years
412.24%
-9.06%
81.48%
49.50%
-3.36%
96.15%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
10.44%
34.74%
80.51%
230.85%
1011.22%
3430.34%
% Positive
55.16%
60.00%
64.80%
72.02%
86.10%
90.61%
Avg. Pos. Period
4.04%
7.53%
11.32%
18.79%
31.03%
46.59%
Avg. Neg. Period
-2.84%
-4.10%
-4.61%
-5.70%
-6.19%
-5.47%
Sharpe Ratio
0.65
1.12
1.59
2.13
2.63
2.77
Sortino Ratio
1.09
2.40
4.88
9.77
27.11
56.76
Standard Deviation
5.06%
8.87%
12.49%
19.39%
34.00%
52.10%
Downside Deviation
2.64%
3.63%
3.58%
3.72%
2.84%
2.11%
No data filled
Fund Information
Minimum Investment
10,000,000 USD (notional funding: )
AUM
95,000,000 USD
Management Fee
1.00%
Performance Fee
20.00%
Highwater Mark
Yes
RT per Million
1148
Margin to Equity
9.00%
Legal Structure
Managed Account
Investment Restriction
Only for Qualified Eligible Persons
Company Information
Company
Eckhardt Trading Company
Principal
William Eckhardt
Phone
+1 312 787 1107
E-mail
[email protected]
License Number
NFA 237054
Location
-
Performance Compiled by
NAV Consulting
Monthly Performance
Export Data
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2024
-1.31
0.19
0.96
5.30
-1.46
-3.24
-0.20
0.07
0.10
2023
1.36
-1.35
-0.70
-0.45
-2.64
-0.16
-0.77
-4.23
0.84
-1.53
-1.66
4.64
-6.70
2022
0.61
3.56
6.01
1.23
-1.00
1.15
1.99
-1.46
1.89
-1.07
-0.37
-0.31
12.66
2021
-4.00
5.79
-2.09
-1.03
0.17
-0.69
0.51
-2.94
0.06
6.88
-1.35
-4.93
-4.21
2020
3.97
4.06
1.19
0.44
-1.35
1.96
4.45
-2.16
-1.09
-3.06
0.91
-0.25
9.09
2019
-1.22
-1.17
-0.41
-0.05
0.16
-0.46
1.96
6.35
-6.05
-2.01
-3.61
-0.94
-7.65
2018
8.60
-3.01
-0.85
-0.66
-1.45
0.29
0.80
0.35
1.56
-1.12
-0.83
1.72
5.07
2017
-3.45
-1.17
-1.93
1.87
0.21
2.34
-0.54
0.97
-0.18
3.50
-2.05
3.40
2.73
2016
7.76
3.30
-1.93
0.25
-2.10
8.80
-0.10
-8.80
-2.00
-2.70
1.28
3.69
6.35
2015
4.72
-0.46
-0.66
-1.66
2.13
-4.82
0.22
4.69
3.07
-0.64
1.68
-7.37
0.18
2014
-2.38
7.11
-5.02
0.72
1.72
0.70
-4.36
5.40
1.16
5.44
3.63
1.50
15.88
2013
3.26
-1.27
0.85
0.45
-5.03
-4.53
-0.73
0.57
1.47
-0.10
3.89
2.34
0.76
2012
1.36
1.68
-2.47
1.61
8.23
-6.71
8.29
1.72
-0.95
-7.91
0.28
0.07
3.98
2011
-3.24
3.07
-1.48
9.04
-4.26
-5.00
0.85
-0.32
-8.07
-3.92
-2.53
0.03
-15.64
2010
-6.92
-1.12
0.52
2.55
2.73
5.53
-1.87
3.63
5.09
3.62
-2.35
8.45
20.62
2009
-1.38
-0.23
0.86
-1.79
3.41
-5.06
1.26
0.48
2.35
-4.85
6.74
-5.64
-4.50
2008
1.85
10.01
0.21
0.14
1.70
3.10
-5.34
-2.71
2.69
0.17
1.20
0.26
13.32
2007
0.37
0.67
-4.07
3.19
1.70
5.21
1.23
-1.76
11.81
5.39
3.06
3.76
34.11
2006
0.67
-2.13
-4.36
4.92
1.34
1.83
-3.54
1.86
-1.79
0.67
5.95
-2.33
2.56
2005
-3.38
0.23
1.33
-1.79
6.16
3.25
-0.20
3.72
-1.86
0.31
0.64
0.34
8.70
2004
-2.22
4.28
-0.75
-4.37
0.04
-3.65
-2.69
4.40
0.86
5.97
4.39
-1.12
4.55
2003
1.56
7.26
-0.58
0.31
4.78
-0.80
-1.55
0.44
0.15
-0.70
0.86
2.69
15.01
2002
2.69
-4.55
-0.99
3.92
-0.68
2.59
2.24
-0.34
-1.01
-1.90
-1.40
10.79
11.07
2001
1.63
-1.07
0.40
-0.48
3.40
-3.28
-1.42
5.87
-3.28
5.58
-2.36
0.76
5.34
2000
-2.14
-0.61
-1.94
-0.29
1.88
-1.45
-2.71
0.43
1.48
0.83
12.30
10.02
17.94
1999
1.49
5.12
-6.18
-2.59
-2.43
1.43
5.18
-5.62
3.31
-2.86
0.04
-0.73
-4.54
1998
4.77
2.48
-3.20
-5.17
1.89
1.57
-1.59
25.28
0.18
0.39
-0.15
0.65
27.10
1997
12.66
6.91
6.60
1.24
1.89
5.39
9.18
-4.11
6.51
-0.41
-3.54
-2.35
46.01
1996
8.72
-5.40
2.60
17.48
-9.28
-3.32
-4.28
-1.20
17.55
16.24
11.43
-5.51
47.94
1995
-1.39
8.85
14.13
3.21
20.13
-1.32
-10.31
-3.27
-2.80
-5.58
9.24
13.01
47.33
1994
-18.30
-0.70
10.58
2.17
5.05
1.66
-0.10
-8.59
13.36
-10.50
8.74
-10.45
-11.69
1993
-1.38
9.63
-8.28
9.41
3.81
12.13
9.41
4.85
-6.67
1.74
4.90
9.45
57.95
1992
-15.27
-7.56
-5.70
2.22
-3.45
9.35
11.43
7.51
-1.18
-4.35
7.70
-4.60
-7.26
1991
-1.00
6.64
0.25
2.09
27.92
38.22
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
ETC is a research driven manager with a systematic, technically-based, primarily trend-following approach to global markets. Led by Bill Eckhardt and based on over 40 years of scientific system development, we manage a diversified portfolio of global exchange-traded financial and commodity futures over multiple time frames. ETC has low correlation to equity markets and offers diversification potential for traditional and alternative portfolios.
Return Statistics
Last Month
-
Year To Date
0.10%
3 Month ROR
-3.37%
12 Months ROR
2.28%
36 Month ROR
5.52%
Total Return Cumulative
2573.18%
Total Return Annualized
10.44%
Best Month
27.92%
Winning Months (%)
55.16%
Gain Deviation
4.39
Risk Statistics
Standard Deviation Annualized
17.53%
Max Drawdown (Monthly)
-27.11%
Max Drawdown # of Months
14
Worst Month
-18.30%
Losing Months (%)
44.84%
Average Losing Month
-2.84%
Loss Deviation
2.74
Correlation vs S&P 500
0.00
Correlation vs DJ/CS MF
0.52
Risk/Reward Statistics
Sharpe Ratio
0.65
Sortino Ratio
1.09
Omega Ratio
1.07
Skewness
1.02
Kurtosis
4.34
Monthly Returns
Performance (VAMI)
Fund Manager
 "William Eckhardt oversees ETC's system development and ongoing research. He has traded futures professionally for over 31 years, and in conjunction with Richard Dennis co-developed certain trading systems and co-taught them to a group of individuals known as the ""Turtles"". Mr. Eckhardt's extensive background in the history of scientific methodology and statistics has been instrumental in the development of ETC's trading strategy. His interests include philosophy, physics, evolutionary biology, and the nature of time. He has written a book on the subject of time entitled, Omnitime: an essay on time and passage and his articles have been published in Mind, The Journal of Philosophy, The Journal of Risk Finance, and Studies in History and Philosophy of Modern Physics. He serves on the International Advisory Board of the Pacific Institute of Theoretical Physics and is a member of the Physical Sciences Visiting Committee at the University of Chicago. Mr. Eckhardt is profiled in Jack Schwager's Book, The New Market Wizards."
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
-27.11%
-
5
-
9
-
01/1992
-
02/1993
-
2
-23.90%
-
27
-
18
-
05/2011
-
01/2015
-
3
-21.43%
-
5
-
3
-
06/1995
-
01/1996
-
4
-18.87%
-
2
-
7
-
01/1994
-
09/1994
-
5
-17.05%
-
4
-
2
-
05/1996
-
10/1996
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
27.92%
-18.30%
0.95%
0.28%
0.07%
55.16%
3 Months
52.26%
-26.14%
2.88%
1.33%
-3.37%
60.00%
6 Months
73.28%
-20.29%
5.71%
2.43%
1.23%
64.80%
1 Year
116.62%
-19.58%
11.93%
6.93%
2.28%
72.02%
2 Years
183.09%
-17.03%
25.85%
15.56%
-6.50%
86.10%
3 Years
238.10%
-17.49%
41.70%
23.40%
5.52%
90.61%
5 Years
412.24%
-9.06%
81.48%
49.50%
-3.36%
96.15%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
10.44%
34.74%
80.51%
230.85%
1011.22%
3430.34%
% Positive
55.16%
60.00%
64.80%
72.02%
86.10%
90.61%
Avg. Pos. Period
4.04%
7.53%
11.32%
18.79%
31.03%
46.59%
Avg. Neg. Period
-2.84%
-4.10%
-4.61%
-5.70%
-6.19%
-5.47%
Sharpe Ratio
0.65
1.12
1.59
2.13
2.63
2.77
Sortino Ratio
1.09
2.40
4.88
9.77
27.11
56.76
Standard Deviation
5.06%
8.87%
12.49%
19.39%
34.00%
52.10%
Downside Deviation
2.64%
3.63%
3.58%
3.72%
2.84%
2.11%
Up Capture vs. S&P 500 TR
Down Capture vs. S&P 500 TR