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/ EMC Capital Advisors, LLC / EMC Alpha Program

EMC Capital Advisors, LLC : EMC Alpha Program

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Year-to-Date
8.47%
Dec Performance
3.78%
Min Investment
$ 5,000k
Mgmt. Fee
1.00%
Perf. Fee
10.00%
Annualized Vol
7.23%
Sharpe (RFR=1%)
0.71
CAROR
6.03%
Assets
$ 338.4M
Worst DD
-10.69
S&P Correlation
0.32
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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 2020 1yr 3yr 5yr 10yr Since
6/2013
EMC Alpha Program 3.78 5.73 8.47 8.47 18.35 32.81 - 55.84
S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 - 131.46
+/- S&P 500 0.07 -5.96 -7.79 -7.79 -22.13 -49.08 - -75.62

Strategy Description

Summary

A 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%
Strategy Pie Chart

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%
Composition Pie Chart

Summary

A 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 Strategy

Seeks to generate long term total returns in any market environment. Invests in multiple asset classes across the global network of regulated financial exchanges.

   

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

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
-1.26 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
-0.70 1 3 1/1/2015 2/1/2015
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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
6.61 2 11/1/2020 12/1/2020
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
3.02 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
0.08 1 3/1/2018 3/1/2018
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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
-1.48 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
-0.70 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

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods91.0089.0086.0080.0074.0068.0056.0044.0032.00
Percent Profitable65.9369.6672.0980.0093.2492.65100.00100.00100.00
Average Period Return0.511.462.945.828.6410.2914.3919.2124.94
Average Gain1.653.165.287.939.4311.2414.3919.2124.94
Average Loss-1.69-2.46-3.10-2.62-2.24-1.64
Best Period6.6410.9315.5321.3624.4324.9029.1436.6832.81
Worst Period-5.50-7.02-7.91-8.52-5.82-4.082.543.0315.05
Standard Deviation2.093.494.956.276.556.826.157.395.31
Gain Standard Deviation1.352.423.565.096.046.146.157.395.31
Loss Standard Deviation1.372.132.031.802.091.53
Sharpe Ratio (1%)0.200.350.490.771.091.211.842.053.74
Average Gain / Average Loss0.971.291.703.024.216.84
Profit / Loss Ratio1.892.954.3912.0958.1286.18
Downside Deviation (10%)1.462.353.163.793.684.795.076.765.52
Downside Deviation (5%)1.301.892.171.801.101.090.070.18
Downside Deviation (0%)1.261.781.951.410.760.58
Sortino Ratio (10%)0.070.100.150.220.280.01-0.27-0.35-0.49
Sortino Ratio (5%)0.330.641.122.676.487.57171.8684.28
Sortino Ratio (0%)0.400.821.514.1311.3917.73

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.

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