Capital Trading Group CTA Database

Manager List » Gregory P. Asset Management »

Gregory P. Asset Management - Seasonal Spread & Option Strategy

Principal(s): Gregory Placsintar
Strategy: Spreads & Options / Diversified
Request Additional Information

Statistics & Program Information

Aug 2022 Return 1.17%	Worst Drawdown ⁽²⁾ -25.35%	Minimum Investment $50,000
YTD Return: 0%	Losing Streak ⁽³⁾: -19.42%	AUM ⁽⁵⁾: $600,000
Annualized CROR⁽¹⁾ 8.34%	Sharpe Ratio 4% RF ROR⁽⁴⁾: 0.29	Calmar Ratio ⁽⁶⁾: N/A
2) Annualized ACROR is based on compounding. Please see Footnotes for more information.

Trading Methodology 100% Discretionary	Style Sub-Categories Fundamental Arbitrage Quantitative Seasonal Spread Discretionary Seasonal Spreads	Trading Style 95% Spread Trading 5% Option Trading
Market Sector 5% Financials 5% Metals 20% Energies 20% Agriculturals 45% Meats 5% Softs Fut Opt	Holding Period 40% Long Term 40% Medium Term 15% Short Term 5% Intraday	Geographic Sector US Contracts: Futures Options

Start Date Sep-2009	Currency US Dollar	Management Fee 2.00%
Accepting New Accounts Yes	Min Investment $50,000	Incentive Fee 0.00
NFA Member Yes	Fund Minimum $0	Other Fees None
NFA Number 0440470	Margin ⁽⁷⁾ 13%	Avg Comm ⁽⁸⁾
Notional Funds Yes	Round Turns Per Million ⁽¹⁰⁾ 6,500	Max Comm ⁽⁹⁾ $20 per round turn

Starting Date: Sep-2009	Currency: US Dollar
Open to New Investors: Yes	Current Assets: $600,000
Open to US Investors: Yes	Annualized CROR: 7.28%
Minimum Fund Investment: $0
Minimum Managed Account: $50,000	Current Losing Streak: -19.42 %
Domocile:	Calmar: N/A
Subscriptions: N/A	Sharpe Ratio: 4% RF ROR 0.29
Redemptions: N/A	US Attorney: Not Listed
Lock Up: N/A	Offshore Attorney: Not Listed
Hurdle Rate: N/A	Administrator: Not Listed
Administraton Fee: 0.00%	Prime Broker: Not Listed
Management Fee: 2.00%	Auditor: Not Listed
Incentive Fee: 20.00%	NFA Member: Yes
Selling Fee: 3.00%	FINRA Member: No
Other Fees: None	Other Memberships: None

Type of Fund:	Domicile:	Strategy:

Correlations:

Growth of $1,000 VAMI and Monthly Returns

Trading Description, Risk Strategy & Background

Trading Description

The Seasonal Spread and Option Strategy combines discretionary and seasonal analysis to trade Agricultural, Livestock, Energy and Interest Rate futures. The program may target markets exhibiting certain correlations and/or regression characteristics allowing for the opportunity to utilize spreads, butterflies, and condor positions. The strategy utilizes futures spreads in approximately 95% of the trades. The other 5% consist of options trades.

Risk Strategy

After the integration process, accounts will be managed using an asymmetric risk management system. This system will involve increasing and/or reducing the operational position volume depending on the profits or losses experienced by the account over time.

Background

Gregory Placsintar is the Head Trader, Managing Member, and sole Principal of Gregory P. Asset Management, LLC. He attended the University of Walles in Catellon, Spain where he received a bachelor?s degree in business administration. Mr. Placsintar worked as an intern for Bolsa Cash, a financial research firm, where he was responsible for preparing charts, analyzing market risk profiles, and helping to produce data for the company?s weekly television program. After graduating, he was hired by Bancaja, which is now known as Bankia, an institutional banking and financial services company located in Spain. During this time, Mr. Placsintar held trading authority over several customer accounts, which formed the basis of his performance record from September 2009 until launching the CTA in June 2012.

Performance

Performance from Sept 2009 through Jul 2012 is of Greg Placsintar (Exempt Foreign Advisor) - Performance from Aug 2012 is client performance of Gregory P. Asset Management, LLC.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	ROR	Max DD
2022	-2.59%	2.65%	0.99%	-9.21%	-1.24%	-0.30%	-0.65%	1.17%					-9.27%	-11.19%
2021	-0.33%	-1.70%	1.88%	-5.58%	0.59%	-0.84%	0.41%	-1.30%	0.97%	1.92%	3.28%	-0.20%	-1.18%	-6.83%
2020	-0.89%	0.48%	-1.57%	6.96%	0.44%	0.95%	-4.47%	2.45%	3.54%	-7.73%	3.44%	-2.45%	0.30%	-7.73%
2019	-2.29%	-0.13%	0.87%	0.77%	1.92%	-3.28%	0.84%	-3.31%	-1.23%	0.30%	-0.39%	3.96%	-2.20%	-6.94%
2018	3.67%	1.28%	-0.81%	-0.71%	2.78%	-2.80%	-1.22%	-1.01%	2.96%	2.73%	-0.49%	-3.63%	2.46%	-4.96%
2017	1.96%	-0.27%	-1.10%	-0.20%	-4.33%	-0.45%	0.22%	0.31%	-5.29%	1.01%	1.48%	-2.28%	-8.84%	-10.74%
2016	1.48%	-1.02%	0.48%	2.37%	-0.56%	-1.07%	1.35%	1.35%	0.46%	1.40%	1.53%	-1.46%	6.40%	-1.62%
2015	2.74%	-1.66%	0.82%	3.28%	-1.95%	1.61%	0.12%	-1.62%	3.30%	0.58%	-7.14%	3.72%	3.31%	-7.14%
2014	-6.84%	1.55%	-2.86%	0.76%	-0.81%	-0.37%	0.83%	3.47%	-1.67%	8.89%	-2.17%	2.84%	2.84%	-8.49%
2013	6.31%	6.10%	-5.23%	1.07%	-1.61%	-4.75%	3.21%	-2.36%	-2.87%	5.15%	-2.81%	3.05%	4.38%	-12.14%
2012	15.04%	9.26%	-0.02%	11.86%	1.28%	-5.11%	-21.33%	0.65%	1.81%	7.44%	2.50%	0.35%	20.36%	-25.35%
2011	-0.56%	10.47%	1.49%	5.60%	4.89%	3.71%	10.78%	5.85%	-3.59%	5.47%	1.46%	9.90%	70.27%	-3.59%
2010	1.62%	0.52%	-3.61%	5.55%	-2.86%	8.93%	-0.86%	7.25%	0.46%	6.60%	0.43%	-0.74%	24.80%	-3.61%
2009									-2.52%	1.40%	1.45%	0.28%	0.56%	-2.52%

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Footnotes

1. The Annualized Compounded ROR ("Rate of Return") is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 2. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % the time-period. 3. Sharpe Ratio uses a 4% Risk Free ROR (Rate of Return) 4. Calmar Ratio Uses last 36 months of Data 5. The hypothetical growth of $1,000

RISK DISCLOSURE

THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS, FOREIGN EXCHANGE ('FOREX') AND/OR CRYPTOCURRENCIES IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS