Kinkopf Capital Management, LLC

Kinkopf S&P Select Program *PROP*


Monthly Performance (%)

Date Range: 06/15 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -11.21 17.64 -0.17 -0.17 15.10 -0.17 -0.17 -0.17 -14.76 -9.54 18.39   8.82 
2019 -0.17 -0.17 -0.33 -0.17 -5.46 -0.17 -0.17 6.55 -3.20 8.10 -0.17 -0.17  3.82 
2018 -0.17 -1.50 -0.79 1.07 -10.53 -1.24 19.91 -0.17 -0.17 -0.17 2.98 -14.88  -8.89 
2017 -0.17 -0.17 3.05 -2.26 -3.68 -0.17 -0.17 5.99 4.24 -0.17 -0.17 -0.17  5.92 
2016 15.27 -2.19 -7.66 5.91 -0.51 6.39 -1.98 -0.17 0.48 -0.17 -6.19 -0.17  7.28 
2015 -0.34 -0.17 8.44 9.94 -0.22 7.12  26.78 

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

Kinkopf Capital Management, LLC uses a systematic technical analysis approach that incorporates a diverse array of data that is programmatically analyzed and then statistically evaluated to produce a trading system that is long term stable yet robust to react to system changes over time. Kinkopf Capital Management, LLC core investment philosophy adheres to a strict process that follows a disciplined approach towards trading. Discipline will allow our trading strategy to remain viable in the face of market adversity.

Performance Statistics

Date Range: 06/15 - 10/20
  Program S&P 500 Coquest 40 
Total Return 25.24% 73.18% -4.41% 
Annualized Return 4.31% 10.67% -0.83% 
Annualized Std. Deviation 21.93% 14.73% 7.89% 
Correlation 0.06 0.06 
Sharpe Ratio (rf=2.5%) 0.08 0.55 -0.42 
Worst Month -14.88% -12.35% -6.10% 
Date of Worst Month 12/2018 03/2020 02/2018 
Worst Drawdown -23.28% -19.60% -13.08% 
Date of Worst Drawdown 5/20 - 10/20 12/19 - 3/20 2/16 - 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: 06/15 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 8.82 2.77 -3.54 
2019 3.82 31.50 7.53 
2018 -8.89 -4.38 -4.29 
2017 5.92 21.84 1.24 
2016 7.28 11.98 -3.13 
2015 26.78 0.17 3.57 

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: 06/15 - 10/20
Date: 10/31/2020
Perf: $1,008.35 Date: 9/30/2020
Perf: $1,011.58 Date: 8/31/2020
Perf: $1,026.57 Date: 7/31/2020
Perf: $1,038.30 Date: 6/30/2020
Perf: $1,018.84 Date: 5/31/2020
Perf: $1,032.05 Date: 4/30/2020
Perf: $1,044.27 Date: 3/31/2020
Perf: $1,040.84 Date: 2/29/2020
Perf: $1,040.21 Date: 1/31/2020
Perf: $1,055.95 Date: 12/31/2019
Perf: $1,045.39 Date: 11/30/2019
Perf: $1,051.91 Date: 10/31/2019
Perf: $1,041.70 Date: 9/30/2019
Perf: $1,065.24 Date: 8/31/2019
Perf: $1,095.59 Date: 7/31/2019
Perf: $1,057.32 Date: 6/30/2019
Perf: $1,022.45 Date: 5/31/2019
Perf: $1,002.40 Date: 4/30/2019
Perf: $1,022.44 Date: 3/31/2019
Perf: $995.08 Date: 2/28/2019
Perf: $960.59 Date: 1/31/2019
Perf: $954.48 Date: 12/31/2018
Perf: $972.18 Date: 11/30/2018
Perf: $968.11 Date: 10/31/2018
Perf: $979.87 Date: 9/30/2018
Perf: $1,004.69 Date: 8/31/2018
Perf: $1,009.23 Date: 7/31/2018
Perf: $984.13 Date: 6/30/2018
Perf: $991.57 Date: 5/31/2018
Perf: $983.31 Date: 4/30/2018
Perf: $996.16 Date: 3/31/2018
Perf: $985.52 Date: 2/28/2018
Perf: $986.40 Date: 1/31/2018
Perf: $1,050.48 Date: 12/31/2017
Perf: $1,015.74 Date: 11/30/2017
Perf: $1,004.79 Date: 10/31/2017
Perf: $1,003.49 Date: 9/30/2017
Perf: $963.13 Date: 8/31/2017
Perf: $983.89 Date: 7/31/2017
Perf: $967.83 Date: 6/30/2017
Perf: $964.07 Date: 5/31/2017
Perf: $993.06 Date: 4/30/2017
Perf: $991.18 Date: 3/31/2017
Perf: $997.16 Date: 2/28/2017
Perf: $1,011.94 Date: 1/31/2017
Perf: $990.35 Date: 12/31/2016
Perf: $1,003.29 Date: 11/30/2016
Perf: $995.72 Date: 10/31/2016
Perf: $1,006.80 Date: 9/30/2016
Perf: $1,033.46 Date: 8/31/2016
Perf: $1,046.97 Date: 7/31/2016
Perf: $1,075.91 Date: 6/30/2016
Perf: $1,065.05 Date: 5/31/2016
Perf: $1,021.63 Date: 4/30/2016
Perf: $1,039.82 Date: 3/31/2016
Perf: $1,066.60 Date: 2/29/2016
Perf: $1,098.11 Date: 1/31/2016
Perf: $1,071.75 Date: 12/31/2015
Perf: $1,035.70 Date: 11/30/2015
Perf: $1,060.09 Date: 10/31/2015
Perf: $1,025.13 Date: 9/30/2015
Perf: $1,043.28 Date: 8/31/2015
Perf: $1,021.12 Date: 7/31/2015
Perf: $1,039.10 Date: 6/30/2015
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,766.08 Date: 9/30/2020
Perf: $1,814.34 Date: 8/31/2020
Perf: $1,886.01 Date: 7/31/2020
Perf: $1,759.50 Date: 6/30/2020
Perf: $1,665.56 Date: 5/31/2020
Perf: $1,633.07 Date: 4/30/2020
Perf: $1,558.86 Date: 3/31/2020
Perf: $1,381.73 Date: 2/29/2020
Perf: $1,576.41 Date: 1/31/2020
Perf: $1,717.79 Date: 12/31/2019
Perf: $1,718.47 Date: 11/30/2019
Perf: $1,668.10 Date: 10/31/2019
Perf: $1,609.67 Date: 9/30/2019
Perf: $1,575.48 Date: 8/31/2019
Perf: $1,546.56 Date: 7/31/2019
Perf: $1,571.39 Date: 6/30/2019
Perf: $1,549.08 Date: 5/31/2019
Perf: $1,447.06 Date: 4/30/2019
Perf: $1,545.18 Date: 3/31/2019
Perf: $1,485.04 Date: 2/28/2019
Perf: $1,456.78 Date: 1/31/2019
Perf: $1,411.47 Date: 12/31/2018
Perf: $1,306.79 Date: 11/30/2018
Perf: $1,436.51 Date: 10/31/2018
Perf: $1,407.79 Date: 9/30/2018
Perf: $1,511.15 Date: 8/31/2018
Perf: $1,502.59 Date: 7/31/2018
Perf: $1,455.15 Date: 6/30/2018
Perf: $1,402.96 Date: 5/31/2018
Perf: $1,394.32 Date: 4/30/2018
Perf: $1,361.50 Date: 3/31/2018
Perf: $1,356.35 Date: 2/28/2018
Perf: $1,391.70 Date: 1/31/2018
Perf: $1,445.02 Date: 12/31/2017
Perf: $1,366.71 Date: 11/30/2017
Perf: $1,351.70 Date: 10/31/2017
Perf: $1,311.44 Date: 9/30/2017
Perf: $1,281.58 Date: 8/31/2017
Perf: $1,255.71 Date: 7/31/2017
Perf: $1,251.83 Date: 6/30/2017
Perf: $1,226.57 Date: 5/31/2017
Perf: $1,219.01 Date: 4/30/2017
Perf: $1,202.06 Date: 3/31/2017
Perf: $1,189.80 Date: 2/28/2017
Perf: $1,188.38 Date: 1/31/2017
Perf: $1,143.00 Date: 12/31/2016
Perf: $1,121.69 Date: 11/30/2016
Perf: $1,099.91 Date: 10/31/2016
Perf: $1,060.67 Date: 9/30/2016
Perf: $1,080.33 Date: 8/31/2016
Perf: $1,080.11 Date: 7/31/2016
Perf: $1,078.60 Date: 6/30/2016
Perf: $1,040.22 Date: 5/31/2016
Perf: $1,037.52 Date: 4/30/2016
Perf: $1,019.18 Date: 3/31/2016
Perf: $1,015.22 Date: 2/29/2016
Perf: $950.75 Date: 1/31/2016
Perf: $951.99 Date: 12/31/2015
Perf: $1,001.68 Date: 11/30/2015
Perf: $1,017.76 Date: 10/31/2015
Perf: $1,014.71 Date: 9/30/2015
Perf: $935.74 Date: 8/31/2015
Perf: $959.43 Date: 7/31/2015
Perf: $1,021.00 Date: 6/30/2015
Perf: $1,000.00 Date: 11/30/2020
Perf: $1,482.76 Date: 10/31/2020
Perf: $1,252.44 Date: 9/30/2020
Perf: $1,384.52 Date: 8/31/2020
Perf: $1,624.26 Date: 7/31/2020
Perf: $1,627.03 Date: 6/30/2020
Perf: $1,629.80 Date: 5/31/2020
Perf: $1,632.58 Date: 4/30/2020
Perf: $1,418.40 Date: 3/31/2020
Perf: $1,420.81 Date: 2/29/2020
Perf: $1,423.23 Date: 1/31/2020
Perf: $1,209.82 Date: 12/31/2019
Perf: $1,362.56 Date: 11/30/2019
Perf: $1,364.88 Date: 10/31/2019
Perf: $1,367.21 Date: 9/30/2019
Perf: $1,264.76 Date: 8/31/2019
Perf: $1,306.57 Date: 7/31/2019
Perf: $1,226.25 Date: 6/30/2019
Perf: $1,228.34 Date: 5/31/2019
Perf: $1,230.43 Date: 4/30/2019
Perf: $1,301.49 Date: 3/31/2019
Perf: $1,303.71 Date: 2/28/2019
Perf: $1,308.03 Date: 1/31/2019
Perf: $1,310.26 Date: 12/31/2018
Perf: $1,312.49 Date: 11/30/2018
Perf: $1,541.92 Date: 10/31/2018
Perf: $1,497.31 Date: 9/30/2018
Perf: $1,499.85 Date: 8/31/2018
Perf: $1,502.41 Date: 7/31/2018
Perf: $1,504.97 Date: 6/30/2018
Perf: $1,255.08 Date: 5/31/2018
Perf: $1,270.84 Date: 4/30/2018
Perf: $1,420.41 Date: 3/31/2018
Perf: $1,405.37 Date: 2/28/2018
Perf: $1,416.56 Date: 1/31/2018
Perf: $1,438.13 Date: 12/31/2017
Perf: $1,440.58 Date: 11/30/2017
Perf: $1,443.04 Date: 10/31/2017
Perf: $1,445.49 Date: 9/30/2017
Perf: $1,447.95 Date: 8/31/2017
Perf: $1,389.06 Date: 7/31/2017
Perf: $1,310.56 Date: 6/30/2017
Perf: $1,312.79 Date: 5/31/2017
Perf: $1,315.02 Date: 4/30/2017
Perf: $1,365.27 Date: 3/31/2017
Perf: $1,396.83 Date: 2/28/2017
Perf: $1,355.49 Date: 1/31/2017
Perf: $1,357.80 Date: 12/31/2016
Perf: $1,360.11 Date: 11/30/2016
Perf: $1,362.43 Date: 10/31/2016
Perf: $1,452.33 Date: 9/30/2016
Perf: $1,454.80 Date: 8/31/2016
Perf: $1,447.85 Date: 7/31/2016
Perf: $1,450.32 Date: 6/30/2016
Perf: $1,479.61 Date: 5/31/2016
Perf: $1,390.74 Date: 4/30/2016
Perf: $1,397.87 Date: 3/31/2016
Perf: $1,319.87 Date: 2/29/2016
Perf: $1,429.36 Date: 1/31/2016
Perf: $1,461.36 Date: 12/31/2015
Perf: $1,267.77 Date: 11/30/2015
Perf: $1,183.51 Date: 10/31/2015
Perf: $1,186.12 Date: 9/30/2015
Perf: $1,078.88 Date: 8/31/2015
Perf: $994.91 Date: 7/31/2015
Perf: $996.60 Date: 6/30/2015
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: 06/15 - 10/20
Date: 11/30/2020
Return: 18.39 % Date: 10/31/2020
Return: -9.54 % Date: 9/30/2020
Return: -14.76 % Date: 8/31/2020
Return: -0.17 % Date: 7/31/2020
Return: -0.17 % Date: 6/30/2020
Return: -0.17 % Date: 5/31/2020
Return: 15.10 % Date: 4/30/2020
Return: -0.17 % Date: 3/31/2020
Return: -0.17 % Date: 2/29/2020
Return: 17.64 % Date: 1/31/2020
Return: -11.21 % Date: 12/31/2019
Return: -0.17 % Date: 11/30/2019
Return: -0.17 % Date: 10/31/2019
Return: 8.10 % Date: 9/30/2019
Return: -3.20 % Date: 8/31/2019
Return: 6.55 % Date: 7/31/2019
Return: -0.17 % Date: 6/30/2019
Return: -0.17 % Date: 5/31/2019
Return: -5.46 % Date: 4/30/2019
Return: -0.17 % Date: 3/31/2019
Return: -0.33 % Date: 2/28/2019
Return: -0.17 % Date: 1/31/2019
Return: -0.17 % Date: 12/31/2018
Return: -14.88 % Date: 11/30/2018
Return: 2.98 % Date: 10/31/2018
Return: -0.17 % Date: 9/30/2018
Return: -0.17 % Date: 8/31/2018
Return: -0.17 % Date: 7/31/2018
Return: 19.91 % Date: 6/30/2018
Return: -1.24 % Date: 5/31/2018
Return: -10.53 % Date: 4/30/2018
Return: 1.07 % Date: 3/31/2018
Return: -0.79 % Date: 2/28/2018
Return: -1.50 % Date: 1/31/2018
Return: -0.17 % Date: 12/31/2017
Return: -0.17 % Date: 11/30/2017
Return: -0.17 % Date: 10/31/2017
Return: -0.17 % Date: 9/30/2017
Return: 4.24 % Date: 8/31/2017
Return: 5.99 % Date: 7/31/2017
Return: -0.17 % Date: 6/30/2017
Return: -0.17 % Date: 5/31/2017
Return: -3.68 % Date: 4/30/2017
Return: -2.26 % Date: 3/31/2017
Return: 3.05 % Date: 2/28/2017
Return: -0.17 % Date: 1/31/2017
Return: -0.17 % Date: 12/31/2016
Return: -0.17 % Date: 11/30/2016
Return: -6.19 % Date: 10/31/2016
Return: -0.17 % Date: 9/30/2016
Return: 0.48 % Date: 8/31/2016
Return: -0.17 % Date: 7/31/2016
Return: -1.98 % Date: 6/30/2016
Return: 6.39 % Date: 5/31/2016
Return: -0.51 % Date: 4/30/2016
Return: 5.91 % Date: 3/31/2016
Return: -7.66 % Date: 2/29/2016
Return: -2.19 % Date: 1/31/2016
Return: 15.27 % Date: 12/31/2015
Return: 7.12 % Date: 11/30/2015
Return: -0.22 % Date: 10/31/2015
Return: 9.94 % Date: 9/30/2015
Return: 8.44 % Date: 8/31/2015
Return: -0.17 % Date: 7/31/2015
Return: -0.34 % Date: 6/30/2015
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: 06/15 - 10/20
Return: -10.00 %
Count: 1 Return: 18.00 %
Count: 2 Return: -3.00 %
Count: 1 Return: -5.00 %
Count: 1 Return: -15.00 %
Count: 2 Return: 20.00 %
Count: 1 Return: -11.00 %
Count: 2 Return: 1.00 %
Count: 1 Return: 4.00 %
Count: 1 Return: -4.00 %
Count: 1 Return: 3.00 %
Count: 2 Return: -6.00 %
Count: 1 Return: -1.00 %
Count: 4 Return: 6.00 %
Count: 3 Return: -8.00 %
Count: 1 Return: -2.00 %
Count: 3 Return: 15.00 %
Count: 2 Return: 7.00 %
Count: 2 Return: 10.00 %
Count: 1 Return: 8.00 %
Count: 2 Return: 0.00 %
Count: 32

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: 06/15 - 10/20
Date: 11/30/2020
Drawdown: -9.18 % Date: 10/31/2020
Drawdown: -23.28 % Date: 9/30/2020
Drawdown: -15.19 % Date: 8/31/2020
Drawdown: -0.51 % Date: 7/31/2020
Drawdown: -0.34 % Date: 6/30/2020
Drawdown: -0.17 % Date: 5/31/2020
Drawdown: 0.00 % Date: 4/30/2020
Drawdown: -8.01 % Date: 3/31/2020
Drawdown: -7.85 % Date: 2/29/2020
Drawdown: -7.70 % Date: 1/31/2020
Drawdown: -21.54 % Date: 12/31/2019
Drawdown: -11.63 % Date: 11/30/2019
Drawdown: -11.48 % Date: 10/31/2019
Drawdown: -11.33 % Date: 9/30/2019
Drawdown: -17.98 % Date: 8/31/2019
Drawdown: -15.26 % Date: 7/31/2019
Drawdown: -20.47 % Date: 6/30/2019
Drawdown: -20.34 % Date: 5/31/2019
Drawdown: -20.20 % Date: 4/30/2019
Drawdown: -15.59 % Date: 3/31/2019
Drawdown: -15.45 % Date: 2/28/2019
Drawdown: -15.17 % Date: 1/31/2019
Drawdown: -15.02 % Date: 12/31/2018
Drawdown: -14.88 % Date: 11/30/2018
Drawdown: 0.00 % Date: 10/31/2018
Drawdown: -0.51 % Date: 9/30/2018
Drawdown: -0.34 % Date: 8/31/2018
Drawdown: -0.17 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: -15.18 % Date: 5/31/2018
Drawdown: -14.11 % Date: 4/30/2018
Drawdown: -4.00 % Date: 3/31/2018
Drawdown: -5.02 % Date: 2/28/2018
Drawdown: -4.26 % Date: 1/31/2018
Drawdown: -2.80 % Date: 12/31/2017
Drawdown: -2.64 % Date: 11/30/2017
Drawdown: -2.47 % Date: 10/31/2017
Drawdown: -2.31 % Date: 9/30/2017
Drawdown: -2.14 % Date: 8/31/2017
Drawdown: -6.12 % Date: 7/31/2017
Drawdown: -11.43 % Date: 6/30/2017
Drawdown: -11.27 % Date: 5/31/2017
Drawdown: -11.12 % Date: 4/30/2017
Drawdown: -7.73 % Date: 3/31/2017
Drawdown: -5.59 % Date: 2/28/2017
Drawdown: -8.39 % Date: 1/31/2017
Drawdown: -8.23 % Date: 12/31/2016
Drawdown: -8.08 % Date: 11/30/2016
Drawdown: -7.92 % Date: 10/31/2016
Drawdown: -1.84 % Date: 9/30/2016
Drawdown: -1.68 % Date: 8/31/2016
Drawdown: -2.15 % Date: 7/31/2016
Drawdown: -1.98 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: -4.83 % Date: 4/30/2016
Drawdown: -4.34 % Date: 3/31/2016
Drawdown: -9.68 % Date: 2/29/2016
Drawdown: -2.19 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: 0.00 % Date: 11/30/2015
Drawdown: -0.22 % Date: 10/31/2015
Drawdown: 0.00 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: -0.51 % Date: 7/31/2015
Drawdown: -0.34 %

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:  Kinkopf Capital Management, LLC
Address: 31910 Via Tafalla
City: Temecula
State: CA
Zip: 92592
Country: USA

Key People

Name:  Ken Kinkopf
Position:  Principal
Biography: 

Ken Kinkopf is founder and president of Kinkopf Capital Management, LLC. Mr. Kinkopf is a member f the National Futures Association and registered with the Commodities Futures Trading Commission as an associated person and principal of Kinkopf Capital Management. Ken Kinkopf is responsible for all trading decisions and management of the firm. He is available for consultations and continues to be an independent consultant. Mr. Kinkopf has been involved with market forecasting for 25 years and began investing using a simple risk management model in 1983. These long-term results led to an influential desire to study the concepts and applications of risk management. After an inexhaustible endeavor, he correlated a risk-reward model using statistical transformations with atypical data. Mr. Kinkopf began to incorporate exploratory data analysis with advanced forecasting techniques using statistical modeling software for further research. The results led to a long-term stable, systematic, non-discretionary trading system. Mr. Kinkopf began employing his non-discretionary systematic trading system on a daily basis in 1999. Highlights of Mr. Kinkopf’s recent achievements include winning first place in PFG’s six-month CTA Championship showdown ending August 2007 in which he won a $1,000,000 trade allocation from PFG (Peregrine Financial Group). Mr. Kinkopf is also a two (2) time winner in the PFG quarterly CTA Challenges ending May 2007 and November 2006 winning two (2) $250,000 trade allocations. The PFG CTA Challenges are based on Risk-Adjusted-Return and open to registrants who enter the contest and trade actual funds at PFG. Mr. Kinkopf manages client funds using the identical techniques he uses to trade his proprietary account. In November of 2007, Ken Kinkopf was one of eight (8) global speakers invited to present his forecasting strategies at the Taiwan 2007 Futures Trust Enterprise Forum in Taipei. Prior to joining Kinkopf Capital Management in 2005, Ken Kinkopf co-founded KD Development Group LLC, a company which provided business consulting, security reviews, and retail franchising services. Ken Kinkopf was acting president and managed a 35-employee team before selling his interest. Previously, he was a consultant for a technology firm providing advice to Fortune 500 businesses. In May of 1991 until 1996, he co-foundered and became president of K&D Financial Corporation in New York, which provided sell-side financial advisory services in the managed futures industry. The company was registered with the CFTC as a CTA and was a member of the NFA. Mr. Kinkopf managed client accounts using a discretionary trading system. Mr. Kinkopf has published two technical forecasting advisories services and written for Stocks and Commodities magazine discussing several of the statistical tools and techniques used in his forecasting models.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Investment Methodology
 Technical Yes 
 Systematic Yes 
 Pattern Recognition Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Short Term Yes 
 Intra-Week Yes 
 Investment Terms & Information
 Managed Account Minimum: $25,000 
 Margin / Equity Ratio: 20% 
 Managed Account Availability: Open 
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