Evergreen Commodity Advisors, LLC : Discretionary

Closed to new investments
Year-to-Date
2.20%
Sep Performance
8.03%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
9.54%
Sharpe (RFR=1%)
1.88
CAROR
20.16%
Assets
$ 19.1M
Worst DD
-8.37
S&P Correlation
-0.02

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 Since
1/2015
Discretionary 8.03 -0.86 2.20 4.16 - - - 65.69
S&P 500 1.93 3.96 12.36 16.01 - - - 26.09
+/- S&P 500 6.10 -4.82 -10.16 -11.86 - - - 39.60

Strategy Description

Summary

Evergreen Commodity Advisors, LLC ("Evergreen") is a Chicago-based Commodity Trading Advisor offering clients an opportunity to participate in a managed futures account program (the "Program"), which seeks capital appreciation of clients' assets through speculative trading in commodity... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
2.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$3.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
1-7 Days
Redemption Frequency
1-7 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
6000 RT/YR/$M
Avg. Margin-to-Equity
5%
Targeted Worst DD
-10.00%
Worst Peak-to-Trough
-0.50%
Sector Focus
Energy Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
20.00%
1-30 Days
50.00%
Intraday
30.00%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Counter-trend
20.00%
Fundamental
10.00%
Momentum
10.00%
Pattern Recognition
10.00%
Seasonal/cyclical
10.00%
Spreading/hedging
10.00%
Technical
20.00%
Trend-following
10.00%
Strategy Pie Chart

Composition

Energy
100.00%
Composition Pie Chart

Summary

Evergreen Commodity Advisors, LLC ("Evergreen") is a Chicago-based Commodity Trading Advisor offering clients an opportunity to participate in a managed futures account program (the "Program"), which seeks capital appreciation of clients' assets through speculative trading in commodity futures and options on commodity futures. Kelcy Voth and Bryan Vaverek, Evergreen's Principals and co-founders, have a combined 18 years of futures trading experience. Their depth of knowledge of the energy industry and related markets is the result of prior experience at HTG Capital Partners, Iowa Grain Company, and Bell Trading.

Investment Strategy

In order to determine positions, Evergreen analyzes various technical indicators, including order flow, volume, moving averages, moving linear regressions, and overbought/oversold indicators. Evergreen also considers fundamental factors and seasonal trends when making trading decisions. While these indicators assist Evergreen in finding opportunities in the markets, the firm relies heavily on the past trading experience of Kelcy Voth and Bryan Vaverek, Evergreen's Trading Principals, when making trading decisions. As market conditions are constantly changing, Evergreen believes that having ultimate discretion over trades allows it to effectively adapt to changing market conditions.

   

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

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
-8.37 3 - 5/1/2017 8/1/2017
-2.67 1 1 3/1/2017 4/1/2017
-1.99 1 2 5/1/2016 6/1/2016
-1.04 1 1 9/1/2016 10/1/2016
-0.46 2 1 12/1/2016 2/1/2017
-0.33 1 1 3/1/2015 4/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
34.42 13 5/1/2015 5/1/2016
16.17 3 1/1/2015 3/1/2015
8.03 1 9/1/2017 9/1/2017
5.31 1 5/1/2017 5/1/2017
4.28 3 7/1/2016 9/1/2016
2.99 2 11/1/2016 12/1/2016
1.19 1 3/1/2017 3/1/2017
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Consecutive Losses

Run-up Length (Mos.) Start End
-8.37 3 6/1/2017 8/1/2017
-2.67 1 4/1/2017 4/1/2017
-1.99 1 6/1/2016 6/1/2016
-1.04 1 10/1/2016 10/1/2016
-0.46 2 1/1/2017 2/1/2017
-0.33 1 4/1/2015 4/1/2015
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods33.0031.0028.0022.0016.00
Percent Profitable72.7390.3292.8695.45100.00
Average Period Return1.584.208.6418.2828.60
Average Gain2.805.059.5019.2328.60
Average Loss-1.67-3.67-2.50-1.87
Best Period8.0316.1720.8939.6852.55
Worst Period-5.18-8.37-4.96-1.877.19
Standard Deviation2.754.346.3510.9712.38
Gain Standard Deviation1.953.485.6910.2512.38
Loss Standard Deviation1.754.103.49
Sharpe Ratio (1%)0.540.911.281.582.19
Average Gain / Average Loss1.671.383.8010.30
Profit / Loss Ratio4.4612.8549.42216.25
Downside Deviation (10%)1.391.851.521.480.10
Downside Deviation (5%)1.261.601.040.61
Downside Deviation (0%)1.231.540.940.40
Sortino Ratio (10%)0.841.614.069.00210.35
Sortino Ratio (5%)1.192.477.8528.25
Sortino Ratio (0%)1.292.729.2145.89

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 4 5.31 5/2017
Discretionary Trader Index Month 10 1.70 12/2016

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