Atlantic Capital Advisors LLC : Macro Commodities Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -0.82% Min Investment $ 1,000k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 6.81% Sharpe (RFR=1%) 0.58 CAROR 4.81% Assets $ 0k Worst DD -9.57 S&P Correlation -0.13 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since2/2006 Macro Commodities -0.82 - - - - -6.88 3.47 66.96 S&P 500 1.82 - - - - 78.02 57.83 242.88 +/- S&P 500 -2.64 - - - - -84.91 -54.36 -175.92 Strategy Description SummaryThe Macro Commodities portfolio is a commodities-only version of the Global Macro Diversified program; taking a systematic approach to discretionary trading, utilizing quantitative and fundamental data analysis. Results shown are a "carve-out" from the actual trading results of the... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 3.00 Management Fee 1.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -15.00% Worst Peak-to-Trough 10.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 20.00% 1-30 Days 70.00% Intraday 5.00% Decision-Making Discretionary 40.00% Systematic 60.00% Strategy Fundamental 20.00% Momentum 15.00% Option-purchasing 5.00% Option-spreads 5.00% Pattern Recognition 5.00% Seasonal/cyclical 10.00% Technical 20.00% Trend-following 20.00% Composition Softs 28.00% Energy 20.00% Grains 20.00% Precious Metals 12.00% Industrial Metals 10.00% Livestock 10.00% SummaryThe Macro Commodities portfolio is a commodities-only version of the Global Macro Diversified program; taking a systematic approach to discretionary trading, utilizing quantitative and fundamental data analysis. Results shown are a "carve-out" from the actual trading results of the Diversified program.Investment StrategyTrading methodology utilizes statistical or system-based models, analyzing price-oriented and fundamental data, and discretionary economic and market analysis, including information flows, accessed through a broad array of contacts developed through many years of experience in commodities trading. Trading activity focuses on short to medium term flat-price trading and a variety of relative-value strategies including seasonal/calendar futures spreads and inter-commodity relative-value trades. Each approach is intended to have non-correlated returns and options are traded actively (almost exclusively from a limited risk, ie net positive gamma perspective), depending on valuations and risk management assessment.Risk ManagementAll trades undergo quantitative and discretionary analysis determining position-sizing and initial stop levels. Strict risk parameters are assigned to each strategy and each trade, with portfolio margin-to-equity ranging between five percent (5%) and twenty percent (20 %). Risk is monitored on a constant real-time basis through electronic trading platforms and the company’s internal risk management systems, along with options analysis (when relevant) and detailed profit and loss reporting. Risk management adjustments are made via futures (including spreads) and/or options strategies. 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 -9.57 4 14 1/1/2015 5/1/2015 -8.57 5 - 7/1/2016 12/1/2016 -6.85 15 13 9/1/2012 12/1/2013 -6.74 7 2 9/1/2011 4/1/2012 -3.71 4 2 12/1/2008 4/1/2009 -3.36 7 2 9/1/2009 4/1/2010 -3.30 4 3 3/1/2008 7/1/2008 -2.92 2 3 5/1/2006 7/1/2006 -1.94 1 1 12/1/2010 1/1/2011 -1.85 5 1 3/1/2007 8/1/2007 -1.06 1 1 10/1/2008 11/1/2008 -0.74 1 2 9/1/2007 10/1/2007 -0.58 1 1 1/1/0001 2/1/2006 -0.16 1 1 4/1/2011 5/1/2011 -0.13 1 1 2/1/2011 3/1/2011 -0.11 1 1 6/1/2009 7/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 19.03 8 5/1/2010 12/1/2010 15.16 5 5/1/2012 9/1/2012 13.44 8 8/1/2006 3/1/2007 10.77 5 11/1/2007 3/1/2008 8.23 4 1/1/2016 4/1/2016 6.64 3 3/1/2006 5/1/2006 5.60 3 5/1/2014 7/1/2014 5.59 2 5/1/2009 6/1/2009 5.37 3 8/1/2008 10/1/2008 4.98 2 6/1/2016 7/1/2016 4.81 1 9/1/2007 9/1/2007 4.23 2 1/1/2014 2/1/2014 3.91 4 6/1/2011 9/1/2011 3.15 2 6/1/2015 7/1/2015 2.77 1 11/1/2014 11/1/2014 2.08 1 2/1/2011 2/1/2011 2.02 1 3/1/2010 3/1/2010 2.01 3 6/1/2013 8/1/2013 1.87 2 2/1/2013 3/1/2013 1.74 1 2/1/2012 2/1/2012 1.42 1 12/1/2008 12/1/2008 1.23 2 8/1/2009 9/1/2009 1.16 1 1/1/2015 1/1/2015 1.07 1 9/1/2014 9/1/2014 0.76 1 12/1/2011 12/1/2011 0.40 1 4/1/2011 4/1/2011 0.26 1 12/1/2012 12/1/2012 0.26 1 6/1/2007 6/1/2007 0.22 1 11/1/2013 11/1/2013 0.08 1 10/1/2015 10/1/2015 0.06 1 2/1/2009 2/1/2009 0.01 1 6/1/2008 6/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.57 4 2/1/2015 5/1/2015 -8.57 5 8/1/2016 12/1/2016 -5.08 2 10/1/2011 11/1/2011 -4.21 2 10/1/2012 11/1/2012 -3.71 2 3/1/2009 4/1/2009 -3.58 2 3/1/2014 4/1/2014 -3.30 5 10/1/2009 2/1/2010 -2.92 2 6/1/2006 7/1/2006 -2.76 2 9/1/2013 10/1/2013 -2.66 2 3/1/2012 4/1/2012 -2.39 2 4/1/2013 5/1/2013 -2.10 2 4/1/2008 5/1/2008 -2.04 1 4/1/2010 4/1/2010 -1.94 1 1/1/2011 1/1/2011 -1.70 1 10/1/2014 10/1/2014 -1.53 1 1/1/2012 1/1/2012 -1.52 2 11/1/2015 12/1/2015 -1.33 1 5/1/2016 5/1/2016 -1.30 1 12/1/2013 12/1/2013 -1.26 2 7/1/2007 8/1/2007 -1.24 1 7/1/2008 7/1/2008 -1.22 2 8/1/2015 9/1/2015 -1.06 1 11/1/2008 11/1/2008 -1.02 1 8/1/2014 8/1/2014 -0.86 2 4/1/2007 5/1/2007 -0.74 1 10/1/2007 10/1/2007 -0.64 1 12/1/2014 12/1/2014 -0.59 1 1/1/2013 1/1/2013 -0.58 1 2/1/2006 2/1/2006 -0.16 1 5/1/2011 5/1/2011 -0.13 1 3/1/2011 3/1/2011 -0.11 1 7/1/2009 7/1/2009 -0.06 1 1/1/2009 1/1/2009 Show More 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