Adalpha Asset Management, LLC : Adalpha Diversified Medium-Term Program

Year-to-Date
8.74%
Sep Performance
1.21%
Min Investment
$ 1,000k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
6.01%
Sharpe (RFR=1%)
1.73
CAROR
-
Assets
$ 4.1M
Worst DD
-2.54
S&P Correlation
-0.03

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Sep Qtr YTD 1yr 3yr 5yr 10yr Since
1/2021
Adalpha Diversified Medium-Term Program 1.21 2.15 8.74 - - - - 8.74
S&P 500 -4.76 0.37 18.56 - - - - 19.90
+/- S&P 500 5.97 1.78 -9.82 - - - - -11.16

Strategy Description

Summary

Adalpha Asset Management, LLC is an alternative investment management company that employs an institutional quality managed futures program designed to consistently produce high absolute returns adjusted for risk. The program is diversified, medium-term and 100% systematic. It utilizes... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 1,000k
CTA Max Funding Factor 4.00
Management Fee 1.00%
Performance Fee 20.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 2000 RT/YR/$M
Avg. Margin-to-Equity 3%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 5.00%
1-30 Days 90.00%
Intraday 5.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Counter-trend
35.00%
Momentum
60.00%
Trend-following
5.00%
Strategy Pie Chart

Composition

Currency Futures
22.00%
Energy
14.00%
Grains
14.00%
Interest Rates
14.00%
Stock Indices
14.00%
Precious Metals
9.00%
Softs
7.00%
Industrial Metals
3.00%
Livestock
3.00%
Composition Pie Chart

Summary

Adalpha Asset Management, LLC is an alternative investment management company that employs an institutional quality managed futures program designed to consistently produce high absolute returns adjusted for risk. The program is diversified, medium-term and 100% systematic. It utilizes multiple momentum and mean reversion based systems which incorporate price, time, volatility and pattern recognition into its dynamic models. These elements are combined to generate high probability directional trading signals, which attempt to capitalize on the many medium-term trends that are present in most types of market environments. Qualified investors have the potential to achieve superior capital appreciation with sound risk management and low correlation to traditional investments, regardless of the overall direction of individual markets or asset classes. If you would like more information about Adalpha Asset Management, LLC or how its managed futures program can be of benefit to your portfolio please contact us.

Investment Strategy

The performance of the Adalpha Diversified Medium-Term Program shown for the period from January 2021 through March 2021 is the performance of the Advisor's proprietary account, adjusted to reflect the advisory fees charged by such program. The results also are net of brokerage commissions charged to such account, which are believed to be similar to what an institutional investor would be charged. The proprietary account is 75% notionally funded. While the use of notional funding created greater leverage based on the cash in the proprietary account, the percentage returns in this account reflect what a client would have achieved during the same periods because the rate of return was calculated by dividing net performance into the total account size, inclusive of notional equity. The performance shown for the period from April 2021 through present represents the composite performance results for all customer accounts that traded the Adalpha Diversified Medium-Term Program. Annual ROR has been calculated by doing SUM of MTD ROR. This is a speculative trading program and losses can and will occur from time to time. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-2.54 2 - 4/1/2021 6/1/2021
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Consecutive Gains

Run-up Length (Mos.) Start End
9.23 4 1/1/2021 4/1/2021
2.15 3 7/1/2021 9/1/2021
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.54 2 5/1/2021 6/1/2021
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Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.