ADG Capital Management : ADG Systematic Macro Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 9.95% Jun Performance 0.76% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.97% Sharpe (RFR=1%) 0.67 CAROR 6.15% Assets $ 63.0M Worst DD -13.65 S&P Correlation 0.03 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since5/2013 ADG Systematic Macro 0.76 3.34 9.95 17.45 2.77 14.78 - 62.80 S&P 500 2.22 8.17 18.13 43.11 63.21 109.25 - 169.32 +/- S&P 500 -1.46 -4.84 -8.18 -25.66 -60.44 -94.47 - -106.51 Strategy Description Investment StrategyThe ADG Strategy implements a quantitative approach to trade developed Stocks, Bonds, Volatility, and FX on both a directional and relative basis. The strategy uses four independent, uncorrelated and multi-factor models which focus on different market returns. The factors... Read More Account & Fees Type Fund Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 500 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Investment StrategyThe ADG Strategy implements a quantitative approach to trade developed Stocks, Bonds, Volatility, and FX on both a directional and relative basis. The strategy uses four independent, uncorrelated and multi-factor models which focus on different market returns. The factors are based on fundamental analysis and economic intuition and are long term in nature. Risk Management is an intrinsic part of the investment process with the purpose of maintaining a diversified portfolio and minimizing the exposure to tail events. The strategy aims to achieve a net track record with a Sharpe ratio >1, deliver annualized volatility of more than 10% and demonstrate low correlation to traditional asset classes, hedge funds and other alternative strategies. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: 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 -13.65 40 8 5/1/2017 9/1/2020 -4.42 7 2 5/1/2015 12/1/2015 -4.01 1 3 10/1/2016 11/1/2016 -2.83 1 1 11/1/2013 12/1/2013 -2.02 1 1 5/1/2013 6/1/2013 -1.63 1 2 2/1/2016 3/1/2016 -1.49 2 1 5/1/2014 7/1/2014 -1.35 1 1 7/1/2013 8/1/2013 -1.13 1 1 1/1/2015 2/1/2015 -0.86 1 1 11/1/2014 12/1/2014 -0.71 1 1 8/1/2014 9/1/2014 -0.18 1 1 3/1/2015 4/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 11.49 5 1/1/2014 5/1/2014 10.83 5 2/1/2021 6/1/2021 9.12 7 4/1/2016 10/1/2016 8.96 4 2/1/2017 5/1/2017 7.79 2 1/1/2016 2/1/2016 7.07 3 10/1/2020 12/1/2020 6.73 3 2/1/2018 4/1/2018 6.38 3 9/1/2013 11/1/2013 6.08 2 10/1/2014 11/1/2014 4.79 1 1/1/2015 1/1/2015 4.77 1 8/1/2014 8/1/2014 4.68 2 9/1/2019 10/1/2019 3.88 1 3/1/2015 3/1/2015 3.81 1 7/1/2015 7/1/2015 3.05 1 10/1/2018 10/1/2018 3.00 1 12/1/2016 12/1/2016 2.85 1 7/1/2013 7/1/2013 2.79 3 8/1/2017 10/1/2017 2.77 1 9/1/2015 9/1/2015 2.03 1 4/1/2019 4/1/2019 1.90 2 7/1/2020 8/1/2020 1.44 1 5/1/2015 5/1/2015 1.22 1 11/1/2015 11/1/2015 0.66 1 2/1/2019 2/1/2019 0.42 1 5/1/2013 5/1/2013 0.40 1 3/1/2020 3/1/2020 0.38 1 12/1/2019 12/1/2019 0.28 1 7/1/2019 7/1/2019 0.18 1 6/1/2018 6/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.53 3 4/1/2020 6/1/2020 -5.60 2 1/1/2020 2/1/2020 -4.89 2 6/1/2017 7/1/2017 -4.73 3 11/1/2017 1/1/2018 -4.01 1 11/1/2016 11/1/2016 -3.90 1 6/1/2015 6/1/2015 -3.60 1 12/1/2015 12/1/2015 -3.52 1 8/1/2015 8/1/2015 -2.83 1 12/1/2013 12/1/2013 -2.65 2 5/1/2019 6/1/2019 -2.58 3 7/1/2018 9/1/2018 -2.35 3 11/1/2018 1/1/2019 -2.09 1 9/1/2020 9/1/2020 -2.02 1 6/1/2013 6/1/2013 -1.71 1 8/1/2019 8/1/2019 -1.63 1 3/1/2016 3/1/2016 -1.49 2 6/1/2014 7/1/2014 -1.35 1 8/1/2013 8/1/2013 -1.13 1 2/1/2015 2/1/2015 -0.97 1 10/1/2015 10/1/2015 -0.86 1 12/1/2014 12/1/2014 -0.84 1 11/1/2019 11/1/2019 -0.81 1 3/1/2019 3/1/2019 -0.79 1 1/1/2021 1/1/2021 -0.71 1 9/1/2014 9/1/2014 -0.66 1 5/1/2018 5/1/2018 -0.53 1 1/1/2017 1/1/2017 -0.18 1 4/1/2015 4/1/2015 Show More Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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