Alpha Centauri Capital Management LLC : Alpha Centauri Tactical Opportunities Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 2.72% Jan Performance -2.72% Min Investment $ 500k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 6.65% Sharpe (RFR=1%) 0.30 CAROR 2.84% Assets $ 4.1M Worst DD -8.31 S&P Correlation 0.05 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since1/2011 Alpha Centauri Tactical Opportunities -2.72 - -2.72 -5.94 0.29 1.11 - 28.98 S&P 500 -0.16 - -0.16 19.27 40.10 60.04 - 169.36 +/- S&P 500 -2.56 - -2.56 -25.21 -39.81 -58.93 - -140.38 Strategy Description SummaryAlpha Centauri’s Tactical Opportunities is a discretionary global macro strategy seeking to deliver strong risk-adjusted returns uncorrelated with equity indexes or other major market benchmarks. Long-term trades are usually based on apparent fundamental mispricing and/or mean reversion.... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 3.00 Management Fee 1.00% Performance Fee 20.00% Average Commission $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1500 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -15.00% Worst Peak-to-Trough 8.04% Sector Focus Diversified Traders Holding Periods Over 12 Months 5.00% 4-12 Months 10.00% 1-3 Months 15.00% 1-30 Days 35.00% Intraday 35.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Arbitrage 20.00% Counter-trend 10.00% Fundamental 10.00% Option-purchasing 2.00% Pattern Recognition 20.00% Technical 10.00% Other 28.00% Composition Stock Indices 23.00% Interest Rates 15.00% Currency Futures 10.00% Industrial Metals 10.00% Precious Metals 10.00% Energy 10.00% Grains 10.00% VIX 10.00% Softs 2.00% SummaryAlpha Centauri’s Tactical Opportunities is a discretionary global macro strategy seeking to deliver strong risk-adjusted returns uncorrelated with equity indexes or other major market benchmarks. Long-term trades are usually based on apparent fundamental mispricing and/or mean reversion. Medium trades are frequently countertrend and initiated after a small countertrend price move. Short term trades are informed speculation, generally executed in liquid markets and enter and exited based partly on simultaneous price movements in correlated markets.Investment StrategyAlpha Centauri looks for a variety of tactical opportunities across a broad range of markets. Motivation for trades include short and long-term breakdowns in correlated markets, informed speculation, and/or conviction that our macro predictions differ significantly from probabilities implied from market prices.Risk ManagementDue to the substantial leverage futures trading affords prudent risk management is a vital component to our investing strategy. In general, we run our program and relatively low margin-to-equity ratio. We monitor positions at the pairs and portfolio level for correlation to avoid inadvertent additive risk. We make frequent use of stops, usually explicit in highly liquid markets and implicit in less liquid markets. 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 -8.31 20 - 5/1/2018 1/1/2020 -8.02 13 18 6/1/2015 7/1/2016 -6.98 17 11 3/1/2012 8/1/2013 -2.78 2 1 1/1/0001 2/1/2011 -1.36 1 1 2/1/2018 3/1/2018 -1.28 1 3 9/1/2014 10/1/2014 -0.24 1 1 1/1/2015 2/1/2015 -0.19 1 1 12/1/2011 1/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 17.92 8 3/1/2011 10/1/2011 8.35 6 4/1/2014 9/1/2014 8.06 6 8/1/2016 1/1/2017 6.13 4 9/1/2013 12/1/2013 5.07 4 3/1/2015 6/1/2015 5.06 2 10/1/2015 11/1/2015 4.65 2 4/1/2018 5/1/2018 4.60 2 7/1/2019 8/1/2019 4.51 1 5/1/2016 5/1/2016 4.29 3 12/1/2017 2/1/2018 3.79 2 12/1/2018 1/1/2019 3.05 1 1/1/2015 1/1/2015 2.96 3 12/1/2012 2/1/2013 2.50 2 2/1/2012 3/1/2012 2.32 1 9/1/2017 9/1/2017 2.16 2 2/1/2016 3/1/2016 2.11 1 2/1/2014 2/1/2014 2.10 1 10/1/2019 10/1/2019 1.83 2 3/1/2017 4/1/2017 1.61 1 5/1/2013 5/1/2013 1.10 1 11/1/2014 11/1/2014 0.81 1 12/1/2019 12/1/2019 0.74 1 7/1/2017 7/1/2017 0.71 2 8/1/2012 9/1/2012 0.70 2 9/1/2018 10/1/2018 0.39 1 12/1/2011 12/1/2011 0.25 1 5/1/2019 5/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.72 3 6/1/2018 8/1/2018 -6.37 3 7/1/2015 9/1/2015 -5.17 1 4/1/2016 4/1/2016 -4.51 4 4/1/2012 7/1/2012 -4.46 2 6/1/2016 7/1/2016 -4.00 3 6/1/2013 8/1/2013 -3.81 1 8/1/2017 8/1/2017 -3.34 2 12/1/2015 1/1/2016 -3.18 1 9/1/2019 9/1/2019 -2.97 1 11/1/2019 11/1/2019 -2.78 2 1/1/2011 2/1/2011 -2.72 1 1/1/2020 1/1/2020 -2.70 2 3/1/2013 4/1/2013 -2.69 1 1/1/2014 1/1/2014 -2.56 3 2/1/2019 4/1/2019 -1.98 1 2/1/2017 2/1/2017 -1.81 1 11/1/2018 11/1/2018 -1.36 1 3/1/2018 3/1/2018 -1.28 1 10/1/2014 10/1/2014 -1.03 2 10/1/2012 11/1/2012 -0.70 2 10/1/2017 11/1/2017 -0.37 1 3/1/2014 3/1/2014 -0.34 1 6/1/2019 6/1/2019 -0.28 2 5/1/2017 6/1/2017 -0.24 1 2/1/2015 2/1/2015 -0.19 1 12/1/2014 12/1/2014 -0.19 1 1/1/2012 1/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods109.00107.00104.0098.0092.0086.0074.0062.0050.00 Percent Profitable57.8058.8859.6267.3572.8379.0794.5993.55100.00 Average Period Return0.250.841.602.773.845.519.1112.8316.05 Average Gain1.522.844.105.236.087.329.7113.8016.05 Average Loss-1.52-2.02-2.09-2.32-2.17-1.31-1.52-1.17 Best Period5.8311.7515.2119.3518.2720.2418.9831.3432.12 Worst Period-5.17-6.72-7.77-7.76-6.50-4.84-3.27-2.290.77 Standard Deviation1.923.074.015.405.765.885.277.545.81 Gain Standard Deviation1.172.043.114.795.095.274.736.785.81 Loss Standard Deviation1.271.741.631.871.801.111.300.82 Sharpe Ratio (1%)0.090.190.270.330.410.601.151.161.88 Average Gain / Average Loss1.001.401.962.262.815.606.4111.78 Profit / Loss Ratio1.402.012.904.667.5221.15112.11170.88 Downside Deviation (10%)1.482.373.144.776.277.188.4411.3612.91 Downside Deviation (5%)1.311.821.942.172.161.661.141.450.61 Downside Deviation (0%)1.271.701.681.691.460.780.440.35 Sortino Ratio (10%)-0.11-0.16-0.28-0.47-0.60-0.66-0.79-0.77-0.90 Sortino Ratio (5%)0.130.320.570.811.082.125.346.0617.86 Sortino Ratio (0%)0.200.490.961.632.637.1120.7336.91 Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 8 2.10 10/2019 Discretionary Trader Index Month 6 3.43 8/2019 Discretionary Trader Index Month 9 1.13 7/2019 Discretionary Trader Index Month 7 2.83 12/2018 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