EMC Capital Advisors, LLC : EMC Alpha Plus Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 10.38% May Performance 2.22% Min Investment $ 3,000k Mgmt. Fee 1.00% Perf. Fee 10.00% Annualized Vol 11.10% Sharpe (RFR=1%) 0.80 CAROR 9.67% Assets $ 9.6M Worst DD -15.56 S&P Correlation 0.32 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 May Qtr YTD 1yr 3yr 5yr 10yr Since5/2014 EMC Alpha Plus Program 2.22 5.09 10.38 21.20 37.52 48.73 - 92.33 S&P 500 0.55 10.31 15.56 42.58 60.44 104.89 - 123.35 +/- S&P 500 1.67 -5.23 -5.18 -21.38 -22.91 -56.15 - -31.02 Strategy Description SummaryEMC’s Alpha Plus Program is a multi-asset alternative strategy that seeks to generate long-term absolute returns in any market environment. ... Read More Account & Fees Type Managed Account Minimum Investment $ 3,000k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.00 Management Fee 1.00% Performance Fee 10.00% Average Commission $3.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 550 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -20.00% Worst Peak-to-Trough 20.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 20.00% 4-12 Months 0% 1-3 Months 60.00% 1-30 Days 20.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Momentum 40.00% Trend-following 40.00% Other 20.00% Composition Interest Rates 29.00% Currency Futures 19.00% Stock Indices 17.00% Energy 8.00% Softs 8.00% Grains 7.00% Industrial Metals 6.00% Precious Metals 4.00% Livestock 2.00% SummaryEMC’s Alpha Plus Program is a multi-asset alternative strategy that seeks to generate long-term absolute returns in any market environment. Investment StrategyThe Program combines a statistically biased allocation to global equity, interest rate and commodity markets with a tactical overlay of discrete sector specific quantitative models that are responsive to current macro trends. The sector specific models include an unconstrained interest rate strategy, a dynamic commodity strategy and a long/short global financials strategy. Risk ManagementThe Program is designed to produce superior risk adjusted returns. 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 -15.56 9 10 1/1/2018 10/1/2018 -11.69 4 13 7/1/2016 11/1/2016 -10.87 5 10 3/1/2015 8/1/2015 -5.74 2 2 8/1/2020 10/1/2020 -4.44 2 9 8/1/2019 10/1/2019 -0.96 1 1 2/1/2021 3/1/2021 -0.47 1 1 1/1/2015 2/1/2015 -0.42 1 1 12/1/2020 1/1/2021 Show More Consecutive Gains Run-up Length (Mos.) Start End 35.74 9 5/1/2014 1/1/2015 17.69 4 10/1/2017 1/1/2018 17.41 6 3/1/2019 8/1/2019 13.52 2 11/1/2020 12/1/2020 10.66 2 6/1/2016 7/1/2016 9.72 2 1/1/2016 2/1/2016 6.39 2 7/1/2017 8/1/2017 6.23 3 12/1/2016 2/1/2017 6.10 2 4/1/2021 5/1/2021 6.08 3 9/1/2015 11/1/2015 5.48 1 2/1/2021 2/1/2021 3.90 3 11/1/2018 1/1/2019 3.18 2 4/1/2020 5/1/2020 2.80 2 4/1/2017 5/1/2017 2.63 2 7/1/2020 8/1/2020 2.22 2 11/1/2019 12/1/2019 2.05 1 7/1/2015 7/1/2015 1.64 1 3/1/2015 3/1/2015 0.58 2 7/1/2018 8/1/2018 0.34 1 9/1/2016 9/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -11.45 5 2/1/2018 6/1/2018 -9.73 2 10/1/2016 11/1/2016 -7.92 3 4/1/2015 6/1/2015 -5.74 2 9/1/2020 10/1/2020 -5.19 2 9/1/2018 10/1/2018 -5.15 1 8/1/2015 8/1/2015 -5.00 3 3/1/2016 5/1/2016 -4.45 1 12/1/2015 12/1/2015 -4.44 2 9/1/2019 10/1/2019 -4.31 1 9/1/2017 9/1/2017 -3.60 1 6/1/2017 6/1/2017 -2.50 1 8/1/2016 8/1/2016 -1.92 3 1/1/2020 3/1/2020 -1.86 1 3/1/2017 3/1/2017 -0.96 1 3/1/2021 3/1/2021 -0.47 1 2/1/2015 2/1/2015 -0.42 1 1/1/2021 1/1/2021 -0.39 1 2/1/2019 2/1/2019 -0.01 1 6/1/2020 6/1/2020 Show More Top Performer Badges Index Award Type Rank Performance Period Diversified Trader Index Month 7 1.97 11/2017 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