Aditres Capital : St.Gallen I Counter-Trend Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance 0.42% Min Investment $ 500k Mgmt. Fee 1.70% Perf. Fee 20.00% Annualized Vol 23.54% Sharpe (RFR=1%) 0.52 CAROR 11.15% Assets $ 6.7M Worst DD -24.91 S&P Correlation 0.00 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since1/2015 St.Gallen I Counter-Trend 0.42 - - 2.24 8.97 28.63 - 71.04 S&P 500 -3.92 - - 12.98 32.33 73.37 - 103.51 +/- S&P 500 4.34 - - -10.74 -23.36 -44.74 - -32.48 Strategy Description Summary1512 SG Capital Management Inc. combines discretionary trading proficiency with a quantitative strategy parameterization to identify high-probability trend changes in the major futures markets. The strength of the trading strategies is to identify trend changes of about 5% and grasp... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 150k CTA Max Funding Factor 4.50 Management Fee 1.70% Performance Fee 20.00% Average Commission $2.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1300 RT/YR/$M Avg. Margin-to-Equity 4% Targeted Worst DD -25.00% Worst Peak-to-Trough 25.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 95.00% Intraday 5.00% Decision-Making Discretionary 20.00% Systematic 80.00% Strategy Counter-trend 80.00% Momentum 20.00% Composition Currency Futures 10.00% Industrial Metals 10.00% Precious Metals 10.00% Energy 10.00% Grains 10.00% Interest Rates 10.00% Livestock 10.00% Softs 10.00% Stock Indices 10.00% Other 10.00% Summary1512 SG Capital Management Inc. combines discretionary trading proficiency with a quantitative strategy parameterization to identify high-probability trend changes in the major futures markets. The strength of the trading strategies is to identify trend changes of about 5% and grasp 2-3% of the referring move.Investment Strategy1512 SG Capital Management believes that market movements occur according to the positioning of the main players in each market. Therefore, research focuses on identifying the main investors for each market to then track activities of this investor group. 1512 SGCM analyzes about 130 futures markets with the purpose to find out how different investor groups shift their portfolio on a weekly basis. Investors are grouped into big investors (e.g. commercials, big institutions, corporates) vs. crowd/ retail investors. For this analysis own indicators are applied, which transfer information across markets into a score between 0 and 100 which give insight whether main investors in respective markets are rather positioned for a bull market or a bear market. Used information include combinations of price action, volume, volatility, Commitment of Trader Reports, intercommodity relationships, interdelivery spreads and more to systematically trade in the direction of the "commercial traders' money".Risk ManagementRisk management is applied on four levels: 1.) Money management is applied on current NAV, thus if one position is down, the second position will have a lower exposure compared to the initial NAV. 2.) Trade level: The strategy focuses on high probability trades and acts therefore very selectively. Once entered into a position, take profits and stop losses are automatically activated according to pre-defined rules. Where stop loss orders are equipped with a fast adjusting trailing mechanism. Last, a time-out method is applied as another risk-minimizing factor. 3.) Portfolio level: Before entering a new trade, it is analyzed how much risk it will add to the overall portfolio – leading to some trades being excluded. Analysis include P&L of current positions held, correlation and scenario analysis. Historically, the portfolio never held more than six positions at the same time. Average positions are between two and three. 4.) Leverage: Margin-to-equity has not exceeded 20% historically and will be capped at 25%. When invested, ratio is around 10-12%. Average margin-to-equity is fairly below 10% since about 20% of all trading days are fully invested in cash. 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 -24.91 3 4 8/1/2015 11/1/2015 -21.48 6 - 3/1/2017 9/1/2017 -10.50 1 2 3/1/2016 4/1/2016 -8.69 1 2 5/1/2015 6/1/2015 -7.50 1 2 11/1/2016 12/1/2016 -0.96 1 1 2/1/2015 3/1/2015 -0.11 1 1 7/1/2016 8/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 29.62 3 5/1/2016 7/1/2016 27.98 2 12/1/2015 1/1/2016 21.38 3 9/1/2016 11/1/2016 21.00 2 7/1/2015 8/1/2015 15.15 1 3/1/2016 3/1/2016 14.14 3 1/1/2017 3/1/2017 12.57 2 1/1/2015 2/1/2015 8.95 2 9/1/2018 10/1/2018 7.04 2 4/1/2015 5/1/2015 6.44 2 10/1/2017 11/1/2017 5.70 2 9/1/2019 10/1/2019 5.53 4 4/1/2018 7/1/2018 3.15 2 12/1/2019 1/1/2020 2.48 2 4/1/2020 5/1/2020 2.36 2 5/1/2019 6/1/2019 1.31 1 8/1/2017 8/1/2017 1.05 1 1/1/2019 1/1/2019 0.95 1 2/1/2018 2/1/2018 0.67 2 8/1/2020 9/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -24.91 3 9/1/2015 11/1/2015 -21.34 4 4/1/2017 7/1/2017 -10.50 1 4/1/2016 4/1/2016 -8.86 1 2/1/2016 2/1/2016 -8.69 1 6/1/2015 6/1/2015 -7.50 1 12/1/2016 12/1/2016 -6.36 3 2/1/2019 4/1/2019 -5.34 2 12/1/2017 1/1/2018 -4.51 2 7/1/2019 8/1/2019 -3.35 2 2/1/2020 3/1/2020 -3.19 1 8/1/2018 8/1/2018 -1.47 1 9/1/2017 9/1/2017 -1.25 2 11/1/2018 12/1/2018 -0.96 1 3/1/2015 3/1/2015 -0.90 2 6/1/2020 7/1/2020 -0.52 1 11/1/2019 11/1/2019 -0.48 1 3/1/2018 3/1/2018 -0.11 1 8/1/2016 8/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods69.0067.0064.0058.0052.0046.0034.0022.00 Percent Profitable56.5262.6967.1972.4171.1582.6176.47100.00 Average Period Return0.982.585.0210.8616.3119.3523.4040.30 Average Gain4.657.1911.1617.8325.2724.9532.7640.30 Average Loss-3.80-5.16-7.54-7.45-5.80-7.30-7.04 Best Period23.2229.6253.4188.9284.2377.3275.0272.53 Worst Period-14.37-24.91-21.48-20.51-16.00-14.07-15.2810.14 Standard Deviation6.369.0613.7021.8824.6725.4424.3318.80 Gain Standard Deviation5.216.9912.0621.6323.7724.4219.6818.80 Loss Standard Deviation4.196.526.266.805.305.044.85 Sharpe Ratio (1%)0.140.260.330.450.600.680.841.93 Average Gain / Average Loss1.221.391.482.394.363.424.66 Profit / Loss Ratio1.592.343.036.2810.7516.2515.13 Downside Deviation (10%)3.885.526.747.548.048.2511.944.50 Downside Deviation (5%)3.735.115.795.634.794.355.36 Downside Deviation (0%)3.695.025.565.224.153.624.06 Sortino Ratio (10%)0.150.250.380.781.081.100.644.17 Sortino Ratio (5%)0.240.460.781.753.093.983.80 Sortino Ratio (0%)0.260.520.902.083.935.345.76 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. x {{title}} x {{title}} Add Cancel