EMC Capital Advisors, LLC : EMC Alpha Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 4.32% Aug Performance 0.09% Min Investment $ 5,000k Mgmt. Fee 1.00% Perf. Fee 10.00% Annualized Vol 7.07% Sharpe (RFR=1%) 0.73 CAROR 6.07% Assets $ 448.9M Worst DD -10.69 S&P Correlation 0.33 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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since6/2013 EMC Alpha Program 0.09 -1.44 4.32 8.21 24.02 28.50 - 62.57 S&P 500 3.04 7.72 24.49 33.58 61.14 113.19 - 188.13 +/- S&P 500 -2.95 -9.16 -20.17 -25.37 -37.12 -84.68 - -125.56 Strategy Description SummaryA multi-strategy approach to investing in alternatives. The program employs proprietary, stand-alone sub-strategies, including: Upside Capture, Unconstrained Interest Rates, Dynamic Commodities and Long/Short Global Financials. Within each sub-strategy are multiple trading systems... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 3.00 Management Fee 1.00% Performance Fee 10.00% Average Commission $7.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 600 RT/YR/$M Avg. Margin-to-Equity 7% Targeted Worst DD -15.00% Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 25.00% 4-12 Months 0% 1-3 Months 50.00% 1-30 Days 25.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Momentum 25.00% Trend-following 50.00% Other 25.00% Composition Stock Indices 33.00% Interest Rates 26.00% Currency FX 14.00% Softs 7.00% Energy 6.00% Grains 6.00% Precious Metals 5.00% Industrial Metals 2.00% Livestock 1.00% SummaryA multi-strategy approach to investing in alternatives. The program employs proprietary, stand-alone sub-strategies, including: Upside Capture, Unconstrained Interest Rates, Dynamic Commodities and Long/Short Global Financials. Within each sub-strategy are multiple trading systems with different return characteristics. Trading systems vary significantly between the sub-strategies. This program is designed to comply with all requirements of 1940 Act for mutual funds and is being offered only to advisors of multi-manager 1940 Act mutual funds. Investment StrategySeeks to generate long term total returns in any market environment. Invests in multiple asset classes across the global network of regulated financial exchanges. 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 -10.69 9 9 1/1/2018 10/1/2018 -9.42 4 13 7/1/2016 11/1/2016 -6.05 7 2 5/1/2015 12/1/2015 -3.75 2 7 8/1/2019 10/1/2019 -2.70 2 2 8/1/2020 10/1/2020 -2.47 2 1 11/1/2013 1/1/2014 -2.33 3 1 2/1/2016 5/1/2016 -1.53 2 - 5/1/2021 7/1/2021 -1.26 1 2 2/1/2014 3/1/2014 -1.13 1 1 1/1/0001 6/1/2013 -1.06 1 1 7/1/2013 8/1/2013 -0.72 1 1 2/1/2021 3/1/2021 -0.70 1 3 1/1/2015 2/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 19.84 10 4/1/2014 1/1/2015 14.60 6 3/1/2019 8/1/2019 12.99 4 10/1/2017 1/1/2018 10.08 4 11/1/2020 2/1/2021 6.47 2 1/1/2016 2/1/2016 6.43 2 6/1/2016 7/1/2016 5.88 3 9/1/2013 11/1/2013 4.74 7 2/1/2020 8/1/2020 4.61 3 12/1/2016 2/1/2017 3.77 2 7/1/2017 8/1/2017 3.25 2 4/1/2021 5/1/2021 3.02 2 4/1/2017 5/1/2017 2.61 2 9/1/2015 10/1/2015 2.56 1 2/1/2014 2/1/2014 2.43 3 11/1/2018 1/1/2019 1.71 1 7/1/2013 7/1/2013 1.68 2 11/1/2019 12/1/2019 0.88 3 3/1/2015 5/1/2015 0.70 2 7/1/2018 8/1/2018 0.33 1 7/1/2015 7/1/2015 0.26 1 9/1/2016 9/1/2016 0.09 1 8/1/2021 8/1/2021 0.08 1 3/1/2018 3/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.26 2 10/1/2016 11/1/2016 -5.50 1 2/1/2018 2/1/2018 -4.33 2 9/1/2018 10/1/2018 -3.75 2 9/1/2019 10/1/2019 -3.33 1 6/1/2015 6/1/2015 -2.96 2 11/1/2015 12/1/2015 -2.87 1 9/1/2017 9/1/2017 -2.72 1 8/1/2015 8/1/2015 -2.70 2 9/1/2020 10/1/2020 -2.58 1 8/1/2016 8/1/2016 -2.47 2 12/1/2013 1/1/2014 -2.33 3 3/1/2016 5/1/2016 -1.98 3 4/1/2018 6/1/2018 -1.53 2 6/1/2021 7/1/2021 -1.48 1 6/1/2017 6/1/2017 -1.27 1 3/1/2017 3/1/2017 -1.26 1 3/1/2014 3/1/2014 -1.13 1 6/1/2013 6/1/2013 -1.06 1 8/1/2013 8/1/2013 -0.72 1 3/1/2021 3/1/2021 -0.70 1 2/1/2015 2/1/2015 -0.28 1 2/1/2019 2/1/2019 -0.16 1 1/1/2020 1/1/2020 Show More Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 10 0.09 6/2020 Trend Following Strategy Index Month 8 0.59 5/2020 Diversified Trader Index Month 10 1.74 11/2017 Trend Following Strategy Index Month 7 1.74 11/2017 Trend Following Strategy Index Month 9 1.47 10/2015 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