American Companies LLC : Macro Diversified Absolute Commodity Program (MACDAC) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -2.57% Min Investment $ 150k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 16.77% Sharpe (RFR=1%) -1.21 CAROR - Assets $ 74k Worst DD -31.39 S&P Correlation -0.52 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 Mar Qtr 2020 1yr 3yr 5yr 10yr Since9/2011 Macro Diversified Absolute Commodity Program (MACDAC) -2.57 - - - - - - -28.20 S&P 500 3.60 - - - - - - 228.57 +/- S&P 500 -6.17 - - - - - - -256.77 Strategy Description SummaryOur program provides the model for a strictly technical based longer term trading vehicle in seven major commodities markets. We trade small positions, either long or short, (absolute return) in the Indices, Metals, Currencies, Financials, Softs, Grains, and Energy markets as directed... Read More Account & Fees Type Managed Account Minimum Investment $ 150k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 200 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Pattern Recognition 100.00% Composition Stock Indices 100.00% SummaryOur program provides the model for a strictly technical based longer term trading vehicle in seven major commodities markets. We trade small positions, either long or short, (absolute return) in the Indices, Metals, Currencies, Financials, Softs, Grains, and Energy markets as directed by our studies. A basic premise of the program is to stay diversified as much as possible by being long or short in some or all of the seven markets simultaneously. Instruments followed will be S&P-DOW Indices, Silver-Gold-Copper, 10 Yr-30 yr Bond, Corn-Soybeans, Euro-Aussie-Canadian/$, Sugar, and Crude. Due to the macro nature of the program, there will, however, be some months without trades or positions in any markets, and some months with trades and positions in all seven markets. Unlike many other programs, MACDAC will take downside market positions on sell signals without hesitation, as down markets, on many occasions, have produced equal or better results than up markets. Our program utilizes the modern application of ancient Fibonacci studies to determine points of entry, initial stops, trailing stops and predetermined profit objectives. Signals generated by the program, for each market traded, are independent of each other as well as unaffected by fundamental analysis or events. Leverage is never used in this program. The key to this type of long term trading is patience. Inter-monthly draw downs are common and patience is needed to hold positions until the fulfillment of normal market objectives. The client must exercise further discipline with a willingness to stay in cash over longer periods of time waiting for entry signals generated by the program. 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 -31.39 18 - 9/1/2011 3/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 4.64 1 9/1/2011 9/1/2011 4.13 2 7/1/2012 8/1/2012 3.96 1 3/1/2012 3/1/2012 3.58 1 11/1/2011 11/1/2011 3.12 1 12/1/2012 12/1/2012 1.69 1 5/1/2012 5/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.65 3 1/1/2013 3/1/2013 -12.71 3 9/1/2012 11/1/2012 -12.44 1 10/1/2011 10/1/2011 -9.56 3 12/1/2011 2/1/2012 -1.69 1 6/1/2012 6/1/2012 -0.55 1 4/1/2012 4/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods19.0017.0014.008.00 Percent Profitable36.8435.2928.570.00 Average Period Return-1.61-4.76-7.14-11.70 Average Gain3.012.974.20 Average Loss-4.31-8.98-11.67-11.70 Best Period4.645.147.63-4.42 Worst Period-12.44-16.86-21.45-19.53 Standard Deviation4.846.909.374.85 Gain Standard Deviation1.121.112.59 Loss Standard Deviation4.014.506.684.85 Sharpe Ratio (1%)-0.35-0.73-0.81-2.62 Average Gain / Average Loss0.700.330.36 Profit / Loss Ratio0.410.180.14 Downside Deviation (10%)4.848.9013.1017.30 Downside Deviation (5%)4.648.1811.6013.48 Downside Deviation (0%)4.598.0011.2312.55 Sortino Ratio (10%)-0.42-0.67-0.73-0.97 Sortino Ratio (5%)-0.37-0.61-0.66-0.94 Sortino Ratio (0%)-0.35-0.60-0.64-0.93 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