AG Capital Management Partners, LP : Discretionary Global Macro Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 3.68% Feb Performance 2.49% Min Investment $ 5,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 28.25% Sharpe (RFR=1%) 0.83 CAROR 22.75% Assets $ 77.0M Worst DD -25.27 S&P Correlation -0.15 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since10/2014 Discretionary Global Macro Program 2.49 1.11 3.68 35.92 49.75 103.49 - 272.63 S&P 500 5.94 8.65 4.76 33.19 44.98 101.57 - 93.00 +/- S&P 500 -3.45 -7.54 -1.08 2.73 4.77 1.92 - 179.63 Strategy Description SummaryAG Capital is a fundamental, long/short macro investment firm, trading across currencies, commodities, interest rates, and equity futures. ... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 750 RT/YR/$M Avg. Margin-to-Equity 12% Targeted Worst DD -25.00% Worst Peak-to-Trough -25.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 25.00% 4-12 Months 25.00% 1-3 Months 25.00% 1-30 Days 25.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 70.00% Technical 30.00% Composition Currency Futures 15.00% Grains 15.00% Interest Rates 15.00% Stock Indices 15.00% Industrial Metals 10.00% Precious Metals 10.00% Energy 10.00% Softs 8.00% Livestock 2.00% SummaryAG Capital is a fundamental, long/short macro investment firm, trading across currencies, commodities, interest rates, and equity futures. Investment StrategyThe firm follows a fundamentally-oriented, discretionary long/short macro investing. We look for opportunities where imbalance between supply, demand, and inventories (where applicable) may lead to a large price move. Position hold times vary from 1 month to years; no day-trading, no algorithmic trading. Fundamental analysis is used to determine directional exposure, both long and short. Technical analysis is used to determine trade timing: enter and exit positions where extreme asymmetry exists from a risk/reward standpoint. Risk ManagementAll positions are sized based off of proprietary risk management model developed and refined over 10 years. ATRMA (average true range moving average) is used as an initial input when calculating position sizes. Portfolio manager discretion and technical measures are used as final inputs into position sizing. 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 -25.27 11 7 2/1/2016 1/1/2017 -23.37 9 7 2/1/2018 11/1/2018 -14.80 4 2 1/1/2015 5/1/2015 -11.48 1 1 11/1/2014 12/1/2014 -9.12 5 3 6/1/2019 11/1/2019 -8.52 2 2 4/1/2020 6/1/2020 -7.36 1 2 10/1/2017 11/1/2017 -6.58 2 - 10/1/2020 12/1/2020 -5.90 3 1 7/1/2015 10/1/2015 -0.32 1 1 11/1/2015 12/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 43.98 5 12/1/2019 4/1/2020 43.39 4 7/1/2017 10/1/2017 36.60 2 10/1/2014 11/1/2014 32.67 2 6/1/2015 7/1/2015 24.76 1 10/1/2016 10/1/2016 22.31 4 2/1/2017 5/1/2017 20.69 1 1/1/2015 1/1/2015 20.49 2 12/1/2018 1/1/2019 18.05 4 7/1/2020 10/1/2020 15.99 3 12/1/2017 2/1/2018 12.74 2 5/1/2019 6/1/2019 9.68 1 11/1/2015 11/1/2015 9.36 2 6/1/2016 7/1/2016 8.38 1 3/1/2019 3/1/2019 7.90 2 1/1/2016 2/1/2016 5.54 1 8/1/2019 8/1/2019 3.68 2 1/1/2021 2/1/2021 1.41 1 9/1/2015 9/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -23.39 3 11/1/2016 1/1/2017 -23.37 9 3/1/2018 11/1/2018 -20.67 2 8/1/2016 9/1/2016 -14.80 4 2/1/2015 5/1/2015 -11.48 1 12/1/2014 12/1/2014 -9.88 3 3/1/2016 5/1/2016 -8.52 2 5/1/2020 6/1/2020 -8.28 3 9/1/2019 11/1/2019 -7.36 1 11/1/2017 11/1/2017 -6.58 2 11/1/2020 12/1/2020 -6.11 1 7/1/2019 7/1/2019 -4.69 1 10/1/2015 10/1/2015 -3.52 1 6/1/2017 6/1/2017 -2.64 1 8/1/2015 8/1/2015 -1.53 1 2/1/2019 2/1/2019 -1.52 1 4/1/2019 4/1/2019 -0.32 1 12/1/2015 12/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods77.0075.0072.0066.0060.0054.0042.0030.00 Percent Profitable51.9565.3376.3977.2788.3398.15100.00100.00 Average Period Return2.045.5410.8922.1429.4338.6265.3088.93 Average Gain7.9512.7017.8731.6934.1339.4665.3088.93 Average Loss-4.36-7.96-11.67-10.34-6.14-6.22 Best Period24.7636.3449.8675.1086.81101.74130.52165.67 Worst Period-16.09-23.39-24.17-22.66-17.04-6.2211.9939.58 Standard Deviation8.1613.3317.4423.5023.4724.0029.9635.23 Gain Standard Deviation6.4810.3413.2517.2620.6823.4029.9635.23 Loss Standard Deviation3.755.586.936.165.97 Sharpe Ratio (1%)0.240.400.600.901.191.532.082.41 Average Gain / Average Loss1.821.601.533.075.566.34 Profit / Loss Ratio1.973.014.9510.4242.06336.00 Downside Deviation (10%)4.186.307.627.895.092.630.58 Downside Deviation (5%)4.015.816.766.113.221.12 Downside Deviation (0%)3.965.696.555.692.820.85 Sortino Ratio (10%)0.390.681.112.174.2910.7785.05 Sortino Ratio (5%)0.490.911.543.468.6732.67 Sortino Ratio (0%)0.510.971.663.8910.4345.59 Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 3 4.04 9/2020 Diversified Trader Index Month 10 4.04 9/2020 Diversified Trader Index Month 8 4.04 9/2020 Discretionary Trader Index Month 3 4.04 9/2020 Discretionary Trader Index Month 10 3.42 8/2020 Discretionary Trader Index Month 2 8.00 7/2020 Discretionary Trader Index Month 7 5.94 4/2020 Diversified Trader Index Month 7 5.94 4/2020 Diversified Trader Index Month 6 5.94 4/2020 Discretionary Trader Index Month 7 5.94 4/2020 IASG CTA Index Month 9 22.65 3/2020 Diversified Trader Index Month 7 22.65 3/2020 Discretionary Trader Index Month 2 22.65 3/2020 Discretionary Trader Index Month 5 4.93 2/2020 Discretionary Trader Index Month 3 3.09 1/2020 IASG CTA Index 5 Year 2 117.33 2014 - 2019 IASG CTA Index 3 Year 9 55.34 2016 - 2019 IASG CTA Index Annual 10 25.76 2019 Discretionary Trader Index Month 10 2.44 12/2019 Discretionary Trader Index Month 4 5.54 8/2019 Diversified Trader Index Month 4 10.21 6/2019 IASG CTA Index Month 3 10.21 6/2019 Discretionary Trader Index Month 1 10.21 6/2019 Discretionary Trader Index Month 3 8.38 3/2019 Diversified Trader Index Month 8 8.38 3/2019 IASG CTA Index Month 10 8.38 3/2019 Discretionary Trader Index Month 1 13.97 1/2019 IASG CTA Index Month 1 13.97 1/2019 Diversified Trader Index Month 1 13.97 1/2019 Discretionary Trader Index Month 1 5.69 12/2018 IASG CTA Index Month 10 5.69 12/2018 Diversified Trader Index Month 7 3.84 2/2018 Discretionary Trader Index Month 5 3.84 2/2018 Discretionary Trader Index Month 2 9.21 1/2018 IASG CTA Index 3 Year 5 88.16 2014 - 2017 IASG CTA Index Annual 4 34.49 2017 Discretionary Trader Index Month 7 2.16 12/2017 Discretionary Trader Index Month 3 5.84 10/2017 Discretionary Trader Index Month 2 8.35 9/2017 IASG CTA Index Month 2 8.35 9/2017 Diversified Trader Index Month 1 8.35 9/2017 IASG CTA Index Month 2 16.30 8/2017 Diversified Trader Index Month 1 16.30 8/2017 Discretionary Trader Index Month 2 16.30 8/2017 Discretionary Trader Index Month 1 6.97 7/2017 IASG CTA Index Month 5 6.97 7/2017 Diversified Trader Index Month 5 6.97 7/2017 Diversified Trader Index Month 3 8.32 5/2017 Discretionary Trader Index Month 1 8.32 5/2017 Diversified Trader Index Month 1 8.20 3/2017 Discretionary Trader Index Month 3 8.20 3/2017 Discretionary Trader Index Month 3 4.13 2/2017 Diversified Trader Index Month 8 4.13 2/2017 Discretionary Trader Index Month 1 25.84 10/2016 Diversified Trader Index Month 1 25.84 10/2016 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