GammaQ : Breckhurst Commodity Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 11.71% Oct Performance 3.71% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 15.45% Sharpe (RFR=1%) 0.80 CAROR 12.88% Assets $ 18.6M Worst DD -25.92 S&P Correlation -0.01 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 2020 1yr 3yr 5yr 10yr Since10/2006 Breckhurst Commodity Fund 3.71 3.71 11.71 11.71 38.79 92.28 161.70 450.99 S&P 500 -2.77 -0.04 1.21 7.65 26.97 55.66 173.50 169.77 +/- S&P 500 6.48 3.75 10.49 4.05 11.83 36.63 -11.79 281.22 Strategy Description SummaryThe Fund is an absolute return fund focused on the movement of grain, livestock and soft commodities and the mechanisms that price them.... Read More Account & Fees Type Fund Minimum Investment $ 1,000k Trading Level Incremental Increase $ 50k 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 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1500 RT/YR/$M Avg. Margin-to-Equity 12% Targeted Worst DD -15.00% Worst Peak-to-Trough Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 30.00% 1-3 Months 30.00% 1-30 Days 30.00% Intraday 10.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Arbitrage 5.00% Fundamental 90.00% Spreading/hedging 5.00% Composition Grains 60.00% Livestock 35.00% Softs 3.00% Currency Futures 1.00% Stock Indices 1.00% SummaryThe Fund is an absolute return fund focused on the movement of grain, livestock and soft commodities and the mechanisms that price them.Investment StrategyThe Fund is an absolute return fund focused on the movement of grain, livestock and soft commodities and the mechanisms that price them. Our approach involves direct communication with Farmers, Exporters, Import Trade Houses and End Users. We will maintain a sound fundamental understanding of the flow of the physical commodity as well as its relationship to related investment vehicles. We will aggregate this information to formulate the Fund’s core views and generate the optimal trade.Risk ManagementPositions will be adjusted and/or exited based on specific scenarios such as: –Profit target has been reached. Even though a fundamental view remains, we have targets placed that fairly value the asset in our opinion. These targets are set upon trade entry and may be adjusted based on a review of fundamentals if the Fund’s principals still believe value exists. –Fundamental conditions have changed prior to a trade playing out. –Stop/Risk levels are violated – these levels are set upon trade entry and will be reviewed when violated. The Fund will employ a second level of position management. This overlays into our risk management to protect profits and manage present volatility. We will utilize technical and statistical analysis to identify price points and expected probability distributions of current markets and positions in order to manage profits and preserve capital more efficiently. VAR and range analysis, sigma risk, correlation relationships and volatility trends are continuously run to stress test the portfolio for market impact. 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 -25.92 5 28 9/1/2014 2/1/2015 -18.10 3 11 2/1/2007 5/1/2007 -10.22 3 8 4/1/2011 7/1/2011 -9.27 2 1 1/1/0001 11/1/2006 -8.72 9 8 8/1/2012 5/1/2013 -8.59 4 1 1/1/2014 5/1/2014 -5.44 2 1 4/1/2018 6/1/2018 -5.24 1 4 8/1/2018 9/1/2018 -4.54 2 4 6/1/2019 8/1/2019 -4.49 3 1 7/1/2017 10/1/2017 -2.53 2 1 12/1/2019 2/1/2020 -2.23 2 1 9/1/2009 11/1/2009 -2.06 2 1 12/1/2009 2/1/2010 -1.85 4 1 3/1/2012 7/1/2012 -1.84 1 1 10/1/2008 11/1/2008 -1.79 2 1 5/1/2020 7/1/2020 -1.73 1 1 5/1/2008 6/1/2008 -1.60 1 1 1/1/2009 2/1/2009 -1.06 1 2 5/1/2010 6/1/2010 -0.85 1 1 10/1/2010 11/1/2010 -0.41 1 1 2/1/2018 3/1/2018 -0.02 1 1 7/1/2008 8/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 66.79 4 6/1/2014 9/1/2014 25.56 5 3/1/2017 7/1/2017 24.13 3 12/1/2006 2/1/2007 20.10 7 3/1/2009 9/1/2009 19.83 4 7/1/2010 10/1/2010 19.10 4 11/1/2017 2/1/2018 16.09 7 12/1/2018 6/1/2019 15.23 5 10/1/2007 2/1/2008 13.78 5 5/1/2016 9/1/2016 12.61 5 12/1/2010 4/1/2011 10.85 2 9/1/2008 10/1/2008 10.84 3 1/1/2012 3/1/2012 8.97 2 12/1/2008 1/1/2009 8.32 3 3/1/2020 5/1/2020 8.01 2 4/1/2008 5/1/2008 7.75 3 3/1/2015 5/1/2015 7.74 3 6/1/2007 8/1/2007 7.73 3 8/1/2020 10/1/2020 7.50 4 10/1/2013 1/1/2014 6.95 2 7/1/2018 8/1/2018 6.75 2 6/1/2013 7/1/2013 5.12 3 3/1/2010 5/1/2010 4.85 1 7/1/2008 7/1/2008 4.82 4 9/1/2019 12/1/2019 4.31 2 11/1/2015 12/1/2015 3.68 4 1/1/2013 4/1/2013 3.54 1 1/1/2015 1/1/2015 3.29 2 2/1/2016 3/1/2016 3.25 1 8/1/2011 8/1/2011 3.05 1 12/1/2009 12/1/2009 2.95 1 10/1/2018 10/1/2018 2.91 2 7/1/2015 8/1/2015 2.64 1 12/1/2016 12/1/2016 2.19 1 8/1/2012 8/1/2012 1.94 1 10/1/2011 10/1/2011 1.83 1 4/1/2007 4/1/2007 0.87 1 4/1/2018 4/1/2018 0.14 1 3/1/2014 3/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -20.34 3 10/1/2014 12/1/2014 -17.64 1 3/1/2007 3/1/2007 -10.22 3 5/1/2011 7/1/2011 -10.18 1 2/1/2015 2/1/2015 -9.27 2 10/1/2006 11/1/2006 -6.72 4 9/1/2012 12/1/2012 -5.93 1 6/1/2015 6/1/2015 -5.62 1 5/1/2013 5/1/2013 -5.44 2 5/1/2018 6/1/2018 -5.37 2 4/1/2014 5/1/2014 -5.36 1 4/1/2016 4/1/2016 -5.24 1 9/1/2018 9/1/2018 -4.71 2 10/1/2016 11/1/2016 -4.54 2 7/1/2019 8/1/2019 -4.49 3 8/1/2017 10/1/2017 -4.07 1 9/1/2007 9/1/2007 -3.54 1 2/1/2014 2/1/2014 -3.08 1 9/1/2011 9/1/2011 -3.01 1 3/1/2008 3/1/2008 -2.53 2 1/1/2020 2/1/2020 -2.34 1 5/1/2007 5/1/2007 -2.23 2 10/1/2009 11/1/2009 -2.06 2 1/1/2010 2/1/2010 -2.05 2 8/1/2013 9/1/2013 -1.88 2 1/1/2017 2/1/2017 -1.85 4 4/1/2012 7/1/2012 -1.84 1 11/1/2008 11/1/2008 -1.79 2 6/1/2020 7/1/2020 -1.73 1 6/1/2008 6/1/2008 -1.60 1 2/1/2009 2/1/2009 -1.27 2 11/1/2011 12/1/2011 -1.24 1 1/1/2016 1/1/2016 -1.06 1 6/1/2010 6/1/2010 -0.90 2 9/1/2015 10/1/2015 -0.85 1 11/1/2010 11/1/2010 -0.69 1 11/1/2018 11/1/2018 -0.41 1 3/1/2018 3/1/2018 -0.02 1 8/1/2008 8/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods169.00167.00164.00158.00152.00146.00134.00122.00110.00 Percent Profitable62.7270.0678.6686.0890.7991.7898.51100.00100.00 Average Period Return1.113.446.6714.0722.0330.3047.2663.7778.08 Average Gain3.336.6810.0917.1924.8333.3848.0363.7778.08 Average Loss-2.63-4.13-5.97-5.24-5.56-4.09-3.68 Best Period20.3743.3757.8463.8963.7574.26112.06143.60146.47 Worst Period-17.64-20.34-25.33-22.73-18.51-12.25-4.0615.7821.26 Standard Deviation4.468.2110.7613.6216.2119.2324.7429.7628.89 Gain Standard Deviation3.637.189.1911.8614.1916.9124.1129.7628.89 Loss Standard Deviation2.994.745.355.355.372.980.54 Sharpe Ratio (1%)0.230.390.570.961.271.471.792.012.53 Average Gain / Average Loss1.271.621.693.284.478.1613.06 Profit / Loss Ratio2.133.786.2320.2944.0591.14861.65 Downside Deviation (10%)2.593.914.634.404.574.523.480.670.65 Downside Deviation (5%)2.453.513.863.042.661.940.87 Downside Deviation (0%)2.423.423.682.762.301.430.45 Sortino Ratio (10%)0.270.570.912.063.164.449.0662.6277.92 Sortino Ratio (5%)0.420.911.604.307.7214.5950.95 Sortino Ratio (0%)0.461.011.815.099.5621.19104.59 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 10 0.00 11/2020 Discretionary Trader Index Month 10 1.76 9/2020 Agricultural Trader Index Month 6 1.76 9/2020 Agricultural Trader Index Month 5 1.50 5/2020 Agricultural Trader Index Month 4 2.93 4/2020 Agricultural Trader Index Month 4 2.75 4/2020 Agricultural Trader Index Month 9 0.00 11/2019 Agricultural Trader Index Month 7 1.07 10/2019 Agricultural Trader Index Month 5 2.18 9/2019 Agricultural Trader Index Month 5 4.00 5/2019 Discretionary Trader Index Month 6 4.00 5/2019 Agricultural Trader Index Month 7 1.22 4/2019 Agricultural Trader Index Month 4 1.00 3/2019 Agricultural Trader Index Month 7 0.20 2/2019 IASG CTA Index Month 7 5.30 1/2019 Discretionary Trader Index Month 3 5.30 1/2019 Agricultural Trader Index Month 1 5.30 1/2019 IASG CTA Index 3 Year 8 49.37 2015 - 2018 IASG CTA Index 5 Year 8 88.99 2013 - 2018 Agricultural Trader Index Month 9 0.00 12/2018 Discretionary Trader Index Month 9 2.95 10/2018 Agricultural Trader Index Month 2 2.95 10/2018 Agricultural Trader Index Month 9 0.60 8/2018 Discretionary Trader Index Month 2 5.75 7/2018 Agricultural Trader Index Month 2 5.75 7/2018 IASG CTA Index Month 2 5.75 7/2018 Agricultural Trader Index Month 6 0.87 4/2018 IASG CTA Index Month 10 6.11 2/2018 Agricultural Trader Index Month 1 6.11 2/2018 Discretionary Trader Index Month 3 6.11 2/2018 Agricultural Trader Index Month 5 2.41 1/2018 Discretionary Trader Index Month 3 4.47 12/2017 Agricultural Trader Index Month 2 4.47 12/2017 IASG CTA Index Annual 5 28.95 2017 IASG CTA Index 5 Year 8 85.59 2012 - 2017 IASG CTA Index Month 2 4.91 11/2017 Discretionary Trader Index Month 2 4.91 11/2017 Agricultural Trader Index Month 2 4.91 11/2017 Agricultural Trader Index Month 8 1.68 7/2017 Agricultural Trader Index Month 1 12.40 6/2017 IASG CTA Index Month 1 12.40 6/2017 Discretionary Trader Index Month 1 12.40 6/2017 Agricultural Trader Index Month 2 3.44 5/2017 Discretionary Trader Index Month 6 3.44 5/2017 Agricultural Trader Index Month 7 0.41 4/2017 Discretionary Trader Index Month 4 6.05 3/2017 IASG CTA Index Month 3 6.05 3/2017 Agricultural Trader Index Month 1 6.05 3/2017 Agricultural Trader Index Month 1 2.64 12/2016 Discretionary Trader Index Month 7 2.64 12/2016 Agricultural Trader Index Month 4 2.07 9/2016 Discretionary Trader Index Month 6 4.81 8/2016 IASG CTA Index Month 5 4.81 8/2016 Agricultural Trader Index Month 2 4.81 8/2016 Agricultural Trader Index Month 6 2.18 7/2016 Agricultural Trader Index Month 9 2.54 6/2016 Agricultural Trader Index Month 10 1.35 5/2016 Discretionary Trader Index Month 8 1.54 3/2016 Agricultural Trader Index Month 4 1.54 3/2016 Agricultural Trader Index Month 9 1.72 2/2016 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel