Emil Van Essen, LLC

Spread Trading Program Ltd *QEP*


Monthly Performance (%)

Date Range: 06/13 - 08/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -8.56 -4.37 2.73 6.06 -9.42 -2.28 2.14 0.48   -13.45 
2019 1.76 -2.39 2.38 1.26 -3.77 0.09 0.01 -1.25 0.29 -4.49 0.15 2.17  -4.00 
2018 -1.97 1.68 1.06 0.46 -0.32 0.24 0.66 -1.27 1.34 -2.68 -0.55 -4.85  -6.22 
2017 3.13 0.20 0.50 0.60 -0.26 -0.11 -0.64 -1.50 -4.23 0.63 -1.60 0.14  -3.26 
2016 8.19 -0.98 2.81 0.31 -0.94 2.61 3.09 0.44 0.04 1.26 1.64 -1.12  18.38 
2015 3.00 3.38 1.73 3.45 0.37 1.68 0.64 2.70 -2.59 -1.75 1.22 -2.25  11.93 
2014 -4.40 -1.74 1.83 4.06 -2.23 -0.87 5.70 0.12 -0.94 1.64 -0.67 -8.98  -7.06 
2013 -7.25 3.87 1.97 0.02 0.43 1.24  -0.10 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

The Emil van Essen Spread Trading Program seeks non-correlated alpha through the spread and relative value trading of exchange-listed futures and options contracts. The program primarily trades commodities through calendar spreads. Outright commodities as well as inter-commodity, interest rate, and equity volatility spreads are also included. Quantitative research and significant discretion are used with the goal of generating strong returns in various market environments. The program typically has a low to negative correlation to benchmarks including CTA, commodity, and stock indices with a track record dating back to December 2006. The Emil van Essen Spread Trading Program Limited described above is differentiated from the Emil van Essen Spread Trading Program in that the former does not trade calendar spread options. The Emil van Essen Spread Trading Program Limited therefore does not trade pari passu with the Emil van Essen Spread Trading Program and it is possible that the performance of these two programs may vary significantly.

Performance Statistics

Date Range: 06/13 - 08/20
  Program S&P 500 Coquest 40 
Total Return -7.26% 149.11% 11.04% 
Annualized Return -1.05% 13.42% 1.45% 
Annualized Std. Deviation 10.36% 13.43% 8.15% 
Correlation 0.07 0.05 
Sharpe Ratio (rf=2.5%) -0.34 0.81 -0.13 
Worst Month -9.42% -12.35% -6.10% 
Date of Worst Month 05/2020 03/2020 02/2018 
Worst Drawdown -29.69% -19.60% -13.63% 
Date of Worst Drawdown 4/17 - 6/20 12/19 - 3/20 3/15 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 06/13 - 08/20
Year or YTD Program S&P 500 Coquest 40 
2020 -13.45 9.75 -1.80 
2019 -4.00 31.50 7.53 
2018 -6.22 -4.38 -4.29 
2017 -3.26 21.84 1.24 
2016 18.38 11.98 -3.13 
2015 11.93 1.41 0.09 
2014 -7.06 13.69 15.75 
2013 -0.10 16.32 0.50 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 06/13 - 08/20
Date: 8/31/2020
Perf: $1,154.10 Date: 7/31/2020
Perf: $1,167.29 Date: 6/30/2020
Perf: $1,145.41 Date: 5/31/2020
Perf: $1,160.26 Date: 4/30/2020
Perf: $1,174.00 Date: 3/31/2020
Perf: $1,170.14 Date: 2/29/2020
Perf: $1,169.44 Date: 1/31/2020
Perf: $1,187.12 Date: 12/31/2019
Perf: $1,175.25 Date: 11/30/2019
Perf: $1,182.59 Date: 10/31/2019
Perf: $1,171.11 Date: 9/30/2019
Perf: $1,197.58 Date: 8/31/2019
Perf: $1,231.69 Date: 7/31/2019
Perf: $1,188.66 Date: 6/30/2019
Perf: $1,149.47 Date: 5/31/2019
Perf: $1,126.93 Date: 4/30/2019
Perf: $1,149.46 Date: 3/31/2019
Perf: $1,118.69 Date: 2/28/2019
Perf: $1,079.92 Date: 1/31/2019
Perf: $1,073.06 Date: 12/31/2018
Perf: $1,092.95 Date: 11/30/2018
Perf: $1,088.38 Date: 10/31/2018
Perf: $1,101.60 Date: 9/30/2018
Perf: $1,129.49 Date: 8/31/2018
Perf: $1,134.60 Date: 7/31/2018
Perf: $1,106.39 Date: 6/30/2018
Perf: $1,114.75 Date: 5/31/2018
Perf: $1,105.46 Date: 4/30/2018
Perf: $1,119.91 Date: 3/31/2018
Perf: $1,107.94 Date: 2/28/2018
Perf: $1,108.94 Date: 1/31/2018
Perf: $1,180.98 Date: 12/31/2017
Perf: $1,141.93 Date: 11/30/2017
Perf: $1,129.61 Date: 10/31/2017
Perf: $1,128.15 Date: 9/30/2017
Perf: $1,082.78 Date: 8/31/2017
Perf: $1,106.12 Date: 7/31/2017
Perf: $1,088.06 Date: 6/30/2017
Perf: $1,083.83 Date: 5/31/2017
Perf: $1,116.43 Date: 4/30/2017
Perf: $1,114.31 Date: 3/31/2017
Perf: $1,121.04 Date: 2/28/2017
Perf: $1,137.65 Date: 1/31/2017
Perf: $1,113.38 Date: 12/31/2016
Perf: $1,127.93 Date: 11/30/2016
Perf: $1,119.42 Date: 10/31/2016
Perf: $1,131.87 Date: 9/30/2016
Perf: $1,161.85 Date: 8/31/2016
Perf: $1,177.03 Date: 7/31/2016
Perf: $1,209.57 Date: 6/30/2016
Perf: $1,197.35 Date: 5/31/2016
Perf: $1,148.54 Date: 4/30/2016
Perf: $1,169.00 Date: 3/31/2016
Perf: $1,199.10 Date: 2/29/2016
Perf: $1,234.53 Date: 1/31/2016
Perf: $1,204.89 Date: 12/31/2015
Perf: $1,164.37 Date: 11/30/2015
Perf: $1,191.78 Date: 10/31/2015
Perf: $1,152.48 Date: 9/30/2015
Perf: $1,172.89 Date: 8/31/2015
Perf: $1,147.97 Date: 7/31/2015
Perf: $1,168.18 Date: 6/30/2015
Perf: $1,124.23 Date: 5/31/2015
Perf: $1,185.89 Date: 4/30/2015
Perf: $1,194.49 Date: 3/31/2015
Perf: $1,242.45 Date: 2/28/2015
Perf: $1,215.59 Date: 1/31/2015
Perf: $1,217.54 Date: 12/31/2014
Perf: $1,163.33 Date: 11/30/2014
Perf: $1,143.20 Date: 10/31/2014
Perf: $1,079.00 Date: 9/30/2014
Perf: $1,063.37 Date: 8/31/2014
Perf: $1,047.76 Date: 7/31/2014
Perf: $1,005.24 Date: 6/30/2014
Perf: $1,013.35 Date: 5/31/2014
Perf: $1,004.71 Date: 4/30/2014
Perf: $979.63 Date: 3/31/2014
Perf: $972.24 Date: 2/28/2014
Perf: $986.84 Date: 1/31/2014
Perf: $978.82 Date: 12/31/2013
Perf: $1,005.05 Date: 11/30/2013
Perf: $1,006.46 Date: 10/31/2013
Perf: $988.56 Date: 9/30/2013
Perf: $966.43 Date: 8/31/2013
Perf: $972.27 Date: 7/31/2013
Perf: $991.30 Date: 6/30/2013
Perf: $1,000.00 Date: 8/31/2020
Perf: $2,524.91 Date: 7/31/2020
Perf: $2,355.55 Date: 6/30/2020
Perf: $2,229.79 Date: 5/31/2020
Perf: $2,186.28 Date: 4/30/2020
Perf: $2,086.94 Date: 3/31/2020
Perf: $1,849.80 Date: 2/29/2020
Perf: $2,110.44 Date: 1/31/2020
Perf: $2,299.70 Date: 12/31/2019
Perf: $2,300.62 Date: 11/30/2019
Perf: $2,233.18 Date: 10/31/2019
Perf: $2,154.96 Date: 9/30/2019
Perf: $2,109.19 Date: 8/31/2019
Perf: $2,070.47 Date: 7/31/2019
Perf: $2,103.71 Date: 6/30/2019
Perf: $2,073.85 Date: 5/31/2019
Perf: $1,937.27 Date: 4/30/2019
Perf: $2,068.63 Date: 3/31/2019
Perf: $1,988.11 Date: 2/28/2019
Perf: $1,950.27 Date: 1/31/2019
Perf: $1,889.62 Date: 12/31/2018
Perf: $1,749.48 Date: 11/30/2018
Perf: $1,923.14 Date: 10/31/2018
Perf: $1,884.69 Date: 9/30/2018
Perf: $2,023.07 Date: 8/31/2018
Perf: $2,011.61 Date: 7/31/2018
Perf: $1,948.10 Date: 6/30/2018
Perf: $1,878.23 Date: 5/31/2018
Perf: $1,866.65 Date: 4/30/2018
Perf: $1,822.73 Date: 3/31/2018
Perf: $1,815.83 Date: 2/28/2018
Perf: $1,863.15 Date: 1/31/2018
Perf: $1,934.53 Date: 12/31/2017
Perf: $1,829.69 Date: 11/30/2017
Perf: $1,809.61 Date: 10/31/2017
Perf: $1,755.71 Date: 9/30/2017
Perf: $1,715.73 Date: 8/31/2017
Perf: $1,681.10 Date: 7/31/2017
Perf: $1,675.90 Date: 6/30/2017
Perf: $1,642.08 Date: 5/31/2017
Perf: $1,631.96 Date: 4/30/2017
Perf: $1,609.27 Date: 3/31/2017
Perf: $1,592.86 Date: 2/28/2017
Perf: $1,590.95 Date: 1/31/2017
Perf: $1,530.20 Date: 12/31/2016
Perf: $1,501.67 Date: 11/30/2016
Perf: $1,472.52 Date: 10/31/2016
Perf: $1,419.98 Date: 9/30/2016
Perf: $1,446.30 Date: 8/31/2016
Perf: $1,446.01 Date: 7/31/2016
Perf: $1,443.99 Date: 6/30/2016
Perf: $1,392.60 Date: 5/31/2016
Perf: $1,388.99 Date: 4/30/2016
Perf: $1,364.43 Date: 3/31/2016
Perf: $1,359.13 Date: 2/29/2016
Perf: $1,272.83 Date: 1/31/2016
Perf: $1,274.49 Date: 12/31/2015
Perf: $1,341.00 Date: 11/30/2015
Perf: $1,362.53 Date: 10/31/2015
Perf: $1,358.46 Date: 9/30/2015
Perf: $1,252.73 Date: 8/31/2015
Perf: $1,284.45 Date: 7/31/2015
Perf: $1,366.87 Date: 6/30/2015
Perf: $1,338.76 Date: 5/31/2015
Perf: $1,365.25 Date: 4/30/2015
Perf: $1,347.86 Date: 3/31/2015
Perf: $1,335.04 Date: 2/28/2015
Perf: $1,356.47 Date: 1/31/2015
Perf: $1,282.72 Date: 12/31/2014
Perf: $1,322.39 Date: 11/30/2014
Perf: $1,325.70 Date: 10/31/2014
Perf: $1,290.98 Date: 9/30/2014
Perf: $1,260.23 Date: 8/31/2014
Perf: $1,278.12 Date: 7/31/2014
Perf: $1,228.96 Date: 6/30/2014
Perf: $1,246.16 Date: 5/31/2014
Perf: $1,220.89 Date: 4/30/2014
Perf: $1,192.85 Date: 3/31/2014
Perf: $1,184.09 Date: 2/28/2014
Perf: $1,174.23 Date: 1/31/2014
Perf: $1,122.91 Date: 12/31/2013
Perf: $1,163.16 Date: 11/30/2013
Perf: $1,134.46 Date: 10/31/2013
Perf: $1,100.88 Date: 9/30/2013
Perf: $1,052.47 Date: 8/31/2013
Perf: $1,020.42 Date: 7/31/2013
Perf: $1,050.90 Date: 6/30/2013
Perf: $1,000.00 Date: 8/31/2020
Perf: $927.45 Date: 7/31/2020
Perf: $923.02 Date: 6/30/2020
Perf: $903.68 Date: 5/31/2020
Perf: $924.77 Date: 4/30/2020
Perf: $1,020.94 Date: 3/31/2020
Perf: $962.60 Date: 2/29/2020
Perf: $937.02 Date: 1/31/2020
Perf: $979.84 Date: 12/31/2019
Perf: $1,071.57 Date: 11/30/2019
Perf: $1,048.81 Date: 10/31/2019
Perf: $1,047.24 Date: 9/30/2019
Perf: $1,096.47 Date: 8/31/2019
Perf: $1,093.30 Date: 7/31/2019
Perf: $1,107.14 Date: 6/30/2019
Perf: $1,107.03 Date: 5/31/2019
Perf: $1,106.03 Date: 4/30/2019
Perf: $1,149.36 Date: 3/31/2019
Perf: $1,135.06 Date: 2/28/2019
Perf: $1,108.68 Date: 1/31/2019
Perf: $1,135.82 Date: 12/31/2018
Perf: $1,116.18 Date: 11/30/2018
Perf: $1,173.07 Date: 10/31/2018
Perf: $1,179.56 Date: 9/30/2018
Perf: $1,212.04 Date: 8/31/2018
Perf: $1,196.01 Date: 7/31/2018
Perf: $1,211.40 Date: 6/30/2018
Perf: $1,203.46 Date: 5/31/2018
Perf: $1,200.57 Date: 4/30/2018
Perf: $1,204.43 Date: 3/31/2018
Perf: $1,198.91 Date: 2/28/2018
Perf: $1,186.34 Date: 1/31/2018
Perf: $1,166.74 Date: 12/31/2017
Perf: $1,190.18 Date: 11/30/2017
Perf: $1,188.52 Date: 10/31/2017
Perf: $1,207.85 Date: 9/30/2017
Perf: $1,200.28 Date: 8/31/2017
Perf: $1,253.30 Date: 7/31/2017
Perf: $1,272.38 Date: 6/30/2017
Perf: $1,280.58 Date: 5/31/2017
Perf: $1,281.99 Date: 4/30/2017
Perf: $1,285.33 Date: 3/31/2017
Perf: $1,277.67 Date: 2/28/2017
Perf: $1,271.31 Date: 1/31/2017
Perf: $1,268.77 Date: 12/31/2016
Perf: $1,230.26 Date: 11/30/2016
Perf: $1,244.20 Date: 10/31/2016
Perf: $1,224.12 Date: 9/30/2016
Perf: $1,208.89 Date: 8/31/2016
Perf: $1,208.41 Date: 7/31/2016
Perf: $1,203.12 Date: 6/30/2016
Perf: $1,167.05 Date: 5/31/2016
Perf: $1,137.37 Date: 4/30/2016
Perf: $1,148.16 Date: 3/31/2016
Perf: $1,144.61 Date: 2/29/2016
Perf: $1,113.33 Date: 1/31/2016
Perf: $1,124.35 Date: 12/31/2015
Perf: $1,039.23 Date: 11/30/2015
Perf: $1,063.15 Date: 10/31/2015
Perf: $1,050.34 Date: 9/30/2015
Perf: $1,069.05 Date: 8/31/2015
Perf: $1,097.47 Date: 7/31/2015
Perf: $1,068.62 Date: 6/30/2015
Perf: $1,061.82 Date: 5/31/2015
Perf: $1,044.28 Date: 4/30/2015
Perf: $1,040.43 Date: 3/31/2015
Perf: $1,005.73 Date: 2/28/2015
Perf: $988.63 Date: 1/31/2015
Perf: $956.31 Date: 12/31/2014
Perf: $928.45 Date: 11/30/2014
Perf: $1,020.05 Date: 10/31/2014
Perf: $1,026.93 Date: 9/30/2014
Perf: $1,010.36 Date: 8/31/2014
Perf: $1,019.95 Date: 7/31/2014
Perf: $1,018.73 Date: 6/30/2014
Perf: $963.79 Date: 5/31/2014
Perf: $972.25 Date: 4/30/2014
Perf: $994.43 Date: 3/31/2014
Perf: $955.63 Date: 2/28/2014
Perf: $938.46 Date: 1/31/2014
Perf: $955.07 Date: 12/31/2013
Perf: $999.03 Date: 11/30/2013
Perf: $986.79 Date: 10/31/2013
Perf: $982.57 Date: 9/30/2013
Perf: $982.37 Date: 8/31/2013
Perf: $963.39 Date: 7/31/2013
Perf: $927.50 Date: 6/30/2013
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 06/13 - 08/20
Date: 8/31/2020
Return: 0.48 % Date: 7/31/2020
Return: 2.14 % Date: 6/30/2020
Return: -2.28 % Date: 5/31/2020
Return: -9.42 % Date: 4/30/2020
Return: 6.06 % Date: 3/31/2020
Return: 2.73 % Date: 2/29/2020
Return: -4.37 % Date: 1/31/2020
Return: -8.56 % Date: 12/31/2019
Return: 2.17 % Date: 11/30/2019
Return: 0.15 % Date: 10/31/2019
Return: -4.49 % Date: 9/30/2019
Return: 0.29 % Date: 8/31/2019
Return: -1.25 % Date: 7/31/2019
Return: 0.01 % Date: 6/30/2019
Return: 0.09 % Date: 5/31/2019
Return: -3.77 % Date: 4/30/2019
Return: 1.26 % Date: 3/31/2019
Return: 2.38 % Date: 2/28/2019
Return: -2.39 % Date: 1/31/2019
Return: 1.76 % Date: 12/31/2018
Return: -4.85 % Date: 11/30/2018
Return: -0.55 % Date: 10/31/2018
Return: -2.68 % Date: 9/30/2018
Return: 1.34 % Date: 8/31/2018
Return: -1.27 % Date: 7/31/2018
Return: 0.66 % Date: 6/30/2018
Return: 0.24 % Date: 5/31/2018
Return: -0.32 % Date: 4/30/2018
Return: 0.46 % Date: 3/31/2018
Return: 1.06 % Date: 2/28/2018
Return: 1.68 % Date: 1/31/2018
Return: -1.97 % Date: 12/31/2017
Return: 0.14 % Date: 11/30/2017
Return: -1.60 % Date: 10/31/2017
Return: 0.63 % Date: 9/30/2017
Return: -4.23 % Date: 8/31/2017
Return: -1.50 % Date: 7/31/2017
Return: -0.64 % Date: 6/30/2017
Return: -0.11 % Date: 5/31/2017
Return: -0.26 % Date: 4/30/2017
Return: 0.60 % Date: 3/31/2017
Return: 0.50 % Date: 2/28/2017
Return: 0.20 % Date: 1/31/2017
Return: 3.13 % Date: 12/31/2016
Return: -1.12 % Date: 11/30/2016
Return: 1.64 % Date: 10/31/2016
Return: 1.26 % Date: 9/30/2016
Return: 0.04 % Date: 8/31/2016
Return: 0.44 % Date: 7/31/2016
Return: 3.09 % Date: 6/30/2016
Return: 2.61 % Date: 5/31/2016
Return: -0.94 % Date: 4/30/2016
Return: 0.31 % Date: 3/31/2016
Return: 2.81 % Date: 2/29/2016
Return: -0.98 % Date: 1/31/2016
Return: 8.19 % Date: 12/31/2015
Return: -2.25 % Date: 11/30/2015
Return: 1.22 % Date: 10/31/2015
Return: -1.75 % Date: 9/30/2015
Return: -2.59 % Date: 8/31/2015
Return: 2.70 % Date: 7/31/2015
Return: 0.64 % Date: 6/30/2015
Return: 1.68 % Date: 5/31/2015
Return: 0.37 % Date: 4/30/2015
Return: 3.45 % Date: 3/31/2015
Return: 1.73 % Date: 2/28/2015
Return: 3.38 % Date: 1/31/2015
Return: 3.00 % Date: 12/31/2014
Return: -8.98 % Date: 11/30/2014
Return: -0.67 % Date: 10/31/2014
Return: 1.64 % Date: 9/30/2014
Return: -0.94 % Date: 8/31/2014
Return: 0.12 % Date: 7/31/2014
Return: 5.70 % Date: 6/30/2014
Return: -0.87 % Date: 5/31/2014
Return: -2.23 % Date: 4/30/2014
Return: 4.06 % Date: 3/31/2014
Return: 1.83 % Date: 2/28/2014
Return: -1.74 % Date: 1/31/2014
Return: -4.40 % Date: 12/31/2013
Return: 1.24 % Date: 11/30/2013
Return: 0.43 % Date: 10/31/2013
Return: 0.02 % Date: 9/30/2013
Return: 1.97 % Date: 8/31/2013
Return: 3.87 % Date: 7/31/2013
Return: -7.25 % Date: 6/30/2013
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 06/13 - 08/20
Return: -5.00 %
Count: 1 Return: 8.00 %
Count: 1 Return: -3.00 %
Count: 2 Return: 3.00 %
Count: 9 Return: -9.00 %
Count: 3 Return: 6.00 %
Count: 2 Return: -1.00 %
Count: 11 Return: -2.00 %
Count: 8 Return: -4.00 %
Count: 5 Return: 1.00 %
Count: 11 Return: 2.00 %
Count: 11 Return: 4.00 %
Count: 2 Return: -7.00 %
Count: 1 Return: 0.00 %
Count: 20

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 06/13 - 08/20
Date: 8/31/2020
Drawdown: -27.84 % Date: 7/31/2020
Drawdown: -28.19 % Date: 6/30/2020
Drawdown: -29.69 % Date: 5/31/2020
Drawdown: -28.05 % Date: 4/30/2020
Drawdown: -20.57 % Date: 3/31/2020
Drawdown: -25.11 % Date: 2/29/2020
Drawdown: -27.10 % Date: 1/31/2020
Drawdown: -23.77 % Date: 12/31/2019
Drawdown: -16.63 % Date: 11/30/2019
Drawdown: -18.40 % Date: 10/31/2019
Drawdown: -18.52 % Date: 9/30/2019
Drawdown: -14.69 % Date: 8/31/2019
Drawdown: -14.94 % Date: 7/31/2019
Drawdown: -13.86 % Date: 6/30/2019
Drawdown: -13.87 % Date: 5/31/2019
Drawdown: -13.95 % Date: 4/30/2019
Drawdown: -10.58 % Date: 3/31/2019
Drawdown: -11.69 % Date: 2/28/2019
Drawdown: -13.74 % Date: 1/31/2019
Drawdown: -11.63 % Date: 12/31/2018
Drawdown: -13.16 % Date: 11/30/2018
Drawdown: -8.73 % Date: 10/31/2018
Drawdown: -8.23 % Date: 9/30/2018
Drawdown: -5.70 % Date: 8/31/2018
Drawdown: -6.95 % Date: 7/31/2018
Drawdown: -5.75 % Date: 6/30/2018
Drawdown: -6.37 % Date: 5/31/2018
Drawdown: -6.59 % Date: 4/30/2018
Drawdown: -6.29 % Date: 3/31/2018
Drawdown: -6.72 % Date: 2/28/2018
Drawdown: -7.70 % Date: 1/31/2018
Drawdown: -9.23 % Date: 12/31/2017
Drawdown: -7.40 % Date: 11/30/2017
Drawdown: -7.53 % Date: 10/31/2017
Drawdown: -6.03 % Date: 9/30/2017
Drawdown: -6.62 % Date: 8/31/2017
Drawdown: -2.49 % Date: 7/31/2017
Drawdown: -1.01 % Date: 6/30/2017
Drawdown: -0.37 % Date: 5/31/2017
Drawdown: -0.26 % 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: -1.12 % Date: 11/30/2016
Drawdown: 0.00 % Date: 10/31/2016
Drawdown: 0.00 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: 0.00 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: -0.94 % Date: 4/30/2016
Drawdown: 0.00 % Date: 3/31/2016
Drawdown: 0.00 % Date: 2/29/2016
Drawdown: -0.98 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: -5.31 % Date: 11/30/2015
Drawdown: -3.13 % Date: 10/31/2015
Drawdown: -4.29 % Date: 9/30/2015
Drawdown: -2.59 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: -2.06 % Date: 2/28/2015
Drawdown: -3.73 % Date: 1/31/2015
Drawdown: -6.88 % Date: 12/31/2014
Drawdown: -9.59 % Date: 11/30/2014
Drawdown: -0.67 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: -0.94 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: 0.00 % Date: 6/30/2014
Drawdown: -3.62 % Date: 5/31/2014
Drawdown: -2.77 % Date: 4/30/2014
Drawdown: -0.56 % Date: 3/31/2014
Drawdown: -4.44 % Date: 2/28/2014
Drawdown: -6.15 % Date: 1/31/2014
Drawdown: -4.49 % Date: 12/31/2013
Drawdown: -0.10 % Date: 11/30/2013
Drawdown: -1.32 % Date: 10/31/2013
Drawdown: -1.74 % Date: 9/30/2013
Drawdown: -1.76 % Date: 8/31/2013
Drawdown: -3.66 % Date: 7/31/2013
Drawdown: -7.25 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

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
 Stock Indexes Yes 
 Interest Rates Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Investment Methodology
 Systematic Yes 
 Quantitative Analysis Yes 
 Other Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Investment Terms & Information
 Managed Account Minimum: $3,000,000 
 Margin / Equity Ratio: 5% 
 Managed Account Availability: Open 
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