Emil van Essen : Long-Short Commodity Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 25.58% Sep Performance -8.57% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 11.41% Sharpe (RFR=1%) -0.16 CAROR -1.46% Assets $ 1.0M Worst DD -25.97 S&P Correlation -0.18 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since6/2013 Long-Short Commodity Program -8.57 -13.77 -25.58 -21.29 -18.97 -4.89 - -8.91 S&P 500 1.72 1.19 18.74 2.15 35.89 49.39 - 83.43 +/- S&P 500 -10.29 -14.95 -44.31 -23.44 -54.86 -54.29 - -92.34 Strategy Description SummaryEvE, LLC has contracted a third party (NAV Consulting) to calculate historical performance on this program since inception. The historical returns presented represent the performance as calculated by NAV Consulting. There are differences between these returns and those previously reported... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 50k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 800 RT/YR/$M Avg. Margin-to-Equity 5% Targeted Worst DD Worst Peak-to-Trough -2.15% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 6.00% 1-3 Months 0% 1-30 Days 94.00% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Trend-following 100.00% Composition Energy 54.00% Softs 23.00% Industrial Metals 12.00% Grains 11.00% SummaryEvE, LLC has contracted a third party (NAV Consulting) to calculate historical performance on this program since inception. The historical returns presented represent the performance as calculated by NAV Consulting. There are differences between these returns and those previously reported by EvE, LLC. Investment StrategyThe EvE LSCP is a short to medium-term systematic program that trades outright positions on 20 exchange-listed commodity futures contracts. The program uses multiple trend models on both outright and calendar spread data and analyzes historical spread levels to generate daily trade signals. Trade signal generation is fully systematic, however, in rare instances the PM will exercise discretion regarding where in the term structure the trade signal will be executed and to overweight or underweight positions based on inter-commodity relationships. The program has a deleveraging component that will systematically reduce position sizes at the portfolio level after periods of rapid gains. The program is designed to generate returns that have a low to negative correlation to most CTA and commodity programs. 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 -25.97 25 - 8/1/2017 9/1/2019 -13.48 8 2 2/1/2014 10/1/2014 -12.45 9 3 1/1/2015 10/1/2015 -7.14 5 13 1/1/2016 6/1/2016 -3.63 2 4 8/1/2013 10/1/2013 -2.24 1 1 1/1/0001 6/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 20.42 3 11/1/2014 1/1/2015 17.45 3 11/1/2015 1/1/2016 11.23 2 7/1/2013 8/1/2013 7.64 2 7/1/2017 8/1/2017 5.97 2 11/1/2018 12/1/2018 5.20 1 4/1/2017 4/1/2017 4.39 4 11/1/2013 2/1/2014 3.76 2 7/1/2016 8/1/2016 3.73 1 6/1/2018 6/1/2018 3.33 2 8/1/2015 9/1/2015 3.04 1 12/1/2017 12/1/2017 0.79 1 8/1/2014 8/1/2014 0.77 1 6/1/2014 6/1/2014 0.40 2 2/1/2018 3/1/2018 0.37 2 1/1/2017 2/1/2017 0.34 1 10/1/2016 10/1/2016 0.14 1 9/1/2018 9/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -25.58 9 1/1/2019 9/1/2019 -11.48 6 2/1/2015 7/1/2015 -9.70 3 3/1/2014 5/1/2014 -7.14 5 2/1/2016 6/1/2016 -5.59 2 9/1/2014 10/1/2014 -4.30 2 7/1/2018 8/1/2018 -4.28 1 10/1/2015 10/1/2015 -3.63 2 9/1/2013 10/1/2013 -3.27 3 9/1/2017 11/1/2017 -3.14 1 1/1/2018 1/1/2018 -2.39 2 4/1/2018 5/1/2018 -2.24 1 6/1/2013 6/1/2013 -1.99 2 11/1/2016 12/1/2016 -1.51 2 5/1/2017 6/1/2017 -0.58 1 3/1/2017 3/1/2017 -0.44 1 9/1/2016 9/1/2016 -0.20 1 10/1/2018 10/1/2018 -0.09 1 7/1/2014 7/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods76.0074.0071.0065.0059.0053.0041.0029.00 Percent Profitable40.7941.8947.8963.0871.1975.4778.0586.21 Average Period Return-0.070.080.271.073.134.617.4910.49 Average Gain2.795.556.625.527.308.4411.1512.87 Average Loss-2.04-3.86-5.57-6.52-7.17-7.19-5.55-4.41 Best Period12.2920.4216.6813.0521.4421.4428.0324.88 Worst Period-8.57-13.77-19.79-21.29-23.62-25.47-18.97-12.61 Standard Deviation3.296.177.876.968.699.029.718.73 Gain Standard Deviation2.805.225.343.095.405.526.976.48 Loss Standard Deviation1.842.964.614.786.347.356.205.70 Sharpe Ratio (1%)-0.05-0.03-0.030.010.190.290.460.74 Average Gain / Average Loss1.371.441.190.851.021.172.012.92 Profit / Loss Ratio0.941.041.091.442.513.617.1418.23 Downside Deviation (10%)2.354.476.707.669.0110.1612.2913.99 Downside Deviation (5%)2.153.845.485.395.725.754.873.70 Downside Deviation (0%)2.113.695.194.885.074.993.782.46 Sortino Ratio (10%)-0.20-0.26-0.33-0.51-0.50-0.56-0.67-0.79 Sortino Ratio (5%)-0.07-0.04-0.040.010.280.450.911.74 Sortino Ratio (0%)-0.030.020.050.220.620.921.984.27 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 4 5.34 11/2018 Diversified Trader Index Month 6 5.34 11/2018 Systematic Trader Index Month 7 5.34 11/2018 IASG CTA Index Month 8 5.34 11/2018 Diversified Trader Index Month 7 3.73 6/2018 Trend Following Strategy Index Month 5 3.73 6/2018 Trend Following Strategy Index Month 9 0.02 2/2018 Trend Following Strategy Index Month 10 3.04 12/2017 Diversified Trader Index Month 7 4.66 8/2017 Trend Following Strategy Index Month 6 4.66 8/2017 Systematic Trader Index Month 5 5.20 4/2017 Diversified Trader Index Month 5 5.20 4/2017 IASG CTA Index Month 6 5.20 4/2017 Trend Following Strategy Index Month 2 5.20 4/2017 Trend Following Strategy Index Month 8 0.19 8/2016 Trend Following Strategy Index Month 8 3.56 7/2016 IASG CTA Index Month 3 4.73 12/2015 Diversified Trader Index Month 3 4.73 12/2015 Systematic Trader Index Month 5 4.73 12/2015 Trend Following Strategy Index Month 2 4.73 12/2015 Trend Following Strategy Index Month 4 12.29 12/2014 Systematic Trader Index Month 6 12.29 12/2014 Diversified Trader Index Month 6 12.29 12/2014 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