Alpha Commodities Fund, LLC : Alpha Commodities Fund, LLC Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 6.74% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 21.67% Sharpe (RFR=1%) -0.30 CAROR - Assets $ 640k Worst DD -15.42 S&P Correlation 0.09 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since2/2013 Alpha Commodities Fund, LLC 6.74 - - - - - - -3.69 S&P 500 4.95 - - - - - - 136.67 +/- S&P 500 1.79 - - - - - - -140.36 Strategy Description SummaryThis fund has a balanced approach to commodities and give the investor access to many new markets. The fund was started to help people create and manage their wealth through diversification with commodities and futures. The fund uses a multi-CTA approach with the goal to minimize... Read More Account & Fees Type Fund Minimum Investment $ 50k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $4.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD -5.00% Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 25.00% 1-30 Days 50.00% Intraday 25.00% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Arbitrage 10.00% Counter-trend 10.00% Fundamental 10.00% Momentum 10.00% Option-purchasing 10.00% Option-spreads 10.00% Pattern Recognition 10.00% Seasonal/cyclical 10.00% Spreading/hedging 10.00% Technical 5.00% Trend-following 5.00% Composition Energy 15.00% Stock Indices 15.00% Currency Futures 10.00% Industrial Metals 10.00% Precious Metals 10.00% Grains 10.00% Interest Rates 10.00% Livestock 10.00% Softs 10.00% SummaryThis fund has a balanced approach to commodities and give the investor access to many new markets. The fund was started to help people create and manage their wealth through diversification with commodities and futures. The fund uses a multi-CTA approach with the goal to minimize risk while targeting consistent monthly returns. As the fund manager, I'll gladly discuss our strategies and answer any questions you may have.Investment StrategyThe fund utilizes multiple CTA's that trade in different commodity markets and use different time frames for their trading. This approach gives investors access to many traders and trading time frames in a single fund. Proprietary formulas were used to create the best blend of multiple CTA's that would increase exposure to a variety of markets while each trader uses their own methods and trading time frames to balance out the overall performance.Risk ManagementEach CTA uses strategic risk management formulas while the fund manager also daily reviews markets and trading positions. This provides the checks and balances for risk management. 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 -15.42 2 - 3/1/2013 5/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 11.29 2 6/1/2013 7/1/2013 2.32 2 2/1/2013 3/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -15.42 2 4/1/2013 5/1/2013 Show More Time Windows Analysis 1 Month3 Month Number of Periods6.004.00 Percent Profitable66.6725.00 Average Period Return-0.46-7.52 Average Gain3.331.34 Average Loss-8.03-10.48 Best Period6.741.34 Worst Period-8.94-14.65 Standard Deviation6.267.17 Gain Standard Deviation2.71 Loss Standard Deviation1.294.98 Sharpe Ratio (1%)-0.09-1.08 Average Gain / Average Loss0.410.13 Profit / Loss Ratio0.830.04 Downside Deviation (10%)4.9010.73 Downside Deviation (5%)4.719.93 Downside Deviation (0%)4.679.73 Sortino Ratio (10%)-0.18-0.82 Sortino Ratio (5%)-0.11-0.78 Sortino Ratio (0%)-0.10-0.77 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