EMC Capital Advisors, LLC : EMC Balance Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 13.19% Oct Performance 1.02% Min Investment $ 3,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 8.76% Sharpe (RFR=1%) 0.36 CAROR - Assets $ 6.5M Worst DD -7.73 S&P Correlation 0.80 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since8/2018 EMC Balance Program 1.02 2.37 13.19 13.06 - - - 4.88 S&P 500 2.04 1.92 21.16 12.01 - - - 4.68 +/- S&P 500 -1.02 0.45 -7.98 1.06 - - - 0.20 Strategy Description Investment StrategyThe EMC BALANCE PROGRAM is a long-only strategy that allocates to a subset of diverse global markets, including global stock index futures, sovereign interest rate futures and metal futures. Components of the portfolio are optimized across markets to capture profits during... Read More Account & Fees Type Managed Account Minimum Investment $ 3,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission 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 120 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD Worst Peak-to-Trough Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Stock Indices 50.00% Interest Rates 40.00% Precious Metals 10.00% Investment StrategyThe EMC BALANCE PROGRAM is a long-only strategy that allocates to a subset of diverse global markets, including global stock index futures, sovereign interest rate futures and metal futures. Components of the portfolio are optimized across markets to capture profits during times of economic expansion. Systematic rebalancing is done to return to optimal allocations. 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 -7.73 4 6 8/1/2018 12/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 7.13 4 1/1/2019 4/1/2019 6.90 5 6/1/2019 10/1/2019 1.60 1 11/1/2018 11/1/2018 0.43 1 8/1/2018 8/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.64 2 9/1/2018 10/1/2018 -1.68 1 12/1/2018 12/1/2018 -1.17 1 5/1/2019 5/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods15.0013.0010.00 Percent Profitable73.3376.9270.00 Average Period Return0.351.013.67 Average Gain1.433.376.54 Average Loss-2.63-6.85-3.02 Best Period3.756.069.78 Worst Period-7.05-7.24-3.86 Standard Deviation2.534.664.87 Gain Standard Deviation1.201.451.75 Loss Standard Deviation2.980.601.30 Sharpe Ratio (1%)0.110.160.65 Average Gain / Average Loss0.540.492.17 Profit / Loss Ratio1.501.645.05 Downside Deviation (10%)2.063.893.06 Downside Deviation (5%)1.933.422.01 Downside Deviation (0%)1.903.301.75 Sortino Ratio (10%)-0.03-0.060.39 Sortino Ratio (5%)0.140.221.58 Sortino Ratio (0%)0.180.312.09 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