Alpha Commodities Fund, LLC : Alpha Commodities Fund, LLC

archived programs
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

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 Since
2/2013
Alpha Commodities Fund, LLC 6.74 - - - - - - -3.69
S&P 500 4.95 - - - - - - 136.67
+/- S&P 500 1.79 - - - - - - -140.36

Strategy Description

Summary

This 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%

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%
Composition Pie Chart

Summary

This 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 Strategy

The 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 Management

Each 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.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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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
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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
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Consecutive Losses

Run-up Length (Mos.) Start End
-15.42 2 4/1/2013 5/1/2013
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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.