EMC Capital Advisors, LLC : EMC Alpha Program

Year-to-Date: 0.47%
Feb Performance: 0.63%

Min Investment: $ 5,000k
Mgmt. Fee: 1.00%
Perf. Fee: 10.00%

Annualized Vol: 7.42%
Sharpe (RFR=1%): 0.64
CAROR: 5.59%

Assets: $ 219.1M
Worst DD: -10.69
S&P Correlation: 0.32

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Growth of 1,000 - VAMI

Monthly Performance

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	Feb	Qtr	YTD	1yr	3yr	5yr	10yr	Since 6/2013
EMC Alpha Program	0.63	2.02	0.47	12.69	17.31	16.59	-	44.34
S&P 500	-8.41	-5.95	-8.56	6.09	23.71	38.95	-	82.05
+/- S&P 500	9.04	7.96	9.03	6.60	-6.40	-22.36	-	-37.70

Strategy Description

Summary

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%

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.

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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:

Monthly Annual

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Reward
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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	-	8/1/2019	10/1/2019
-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

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
6.47	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
4.61	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
0.63	1	2/1/2020	2/1/2020
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

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
-2.58	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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	81.00	79.00	76.00	70.00	64.00	58.00	46.00	34.00
Percent Profitable	64.20	68.35	69.74	77.14	92.19	91.38	100.00	100.00
Average Period Return	0.48	1.46	2.94	5.79	7.90	9.59	13.63	18.97
Average Gain	1.70	3.33	5.62	8.29	8.76	10.65	13.63	18.97
Average Loss	-1.71	-2.57	-3.24	-2.62	-2.24	-1.64
Best Period	6.64	10.93	15.53	21.36	24.43	24.90	29.14	36.68
Worst Period	-5.50	-7.02	-7.91	-8.52	-5.82	-4.08	2.54	3.03
Standard Deviation	2.14	3.64	5.24	6.65	6.64	6.99	6.53	7.93
Gain Standard Deviation	1.37	2.48	3.71	5.37	6.16	6.33	6.53	7.93
Loss Standard Deviation	1.41	2.16	1.96	1.80	2.09	1.53
Sharpe Ratio (1%)	0.18	0.33	0.47	0.72	0.96	1.08	1.62	1.88
Average Gain / Average Loss	0.99	1.29	1.74	3.16	3.91	6.48
Profit / Loss Ratio	1.78	2.80	4.00	10.66	46.16	68.68
Downside Deviation (10%)	1.52	2.46	3.35	4.03	3.96	5.18	5.59	7.39
Downside Deviation (5%)	1.36	1.98	2.31	1.93	1.19	1.19	0.07	0.20
Downside Deviation (0%)	1.32	1.87	2.07	1.51	0.82	0.63
Sortino Ratio (10%)	0.05	0.10	0.14	0.20	0.08	-0.13	-0.38	-0.35
Sortino Ratio (5%)	0.29	0.61	1.06	2.49	5.40	6.39	145.44	72.90
Sortino Ratio (0%)	0.36	0.78	1.42	3.85	9.69	15.25

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Trend Following Strategy Index	Month	7	1.74	11/2017
Diversified Trader Index	Month	10	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.

^#7

Top Performer

TREND FOLLOWING STRATEGY INDEX

NOVEMBER
2017

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More Programs by EMC Capital Advisors, LLC

Program Name	CAROR
Classic	16.78%
EMC Alpha Plus Program	7.77%
EMC Alpha Program	5.59%
EMC Balance Program	-

IASG Activity

Blends 18
Portfolios 8
Watchlists 30

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EMC Capital Advisors, LLC : EMC Alpha Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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