GammaQ : Breckhurst Commodity Fund (Cayman) LP

Year-to-Date
11.07%
Oct Performance
3.70%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
8.70%
Sharpe (RFR=1%)
1.10
CAROR
10.69%
Assets
$ 105.6M
Worst DD
-5.62
S&P Correlation
0.03

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 Since
5/2018
Breckhurst Commodity Fund (Cayman) LP 3.70 5.43 11.07 12.41 - - - 28.91
S&P 500 -2.77 -0.04 1.21 7.65 - - - 33.86
+/- S&P 500 6.47 5.47 9.86 4.76 - - - -4.96

Strategy Description

Investment Strategy

Gamma-Q, LLC ("GQ" or the "Firm") manages the BRECKHURST COMMODITY FUND (CAYMAN), LP (the "Fund"), which employs a discretionary absolute return strategy that applies deep fundamental analysis to the movement of grain, livestock, and soft commodities and the mechanisms... Read More

Account & Fees

Type Fund
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission
Available to US Investors No

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 2000 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Agricultural Traders

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Grains
60.00%
Livestock
35.00%
Energy
5.00%
Composition Pie Chart

Investment Strategy

Gamma-Q, LLC ("GQ" or the "Firm") manages the BRECKHURST COMMODITY FUND (CAYMAN), LP (the "Fund"), which employs a discretionary absolute return strategy that applies deep fundamental analysis to the movement of grain, livestock, and soft commodities and the mechanisms that price them. The Fund combines both directional and relative value investments to best express thematic views derived from the macroeconomic analysis and impact on pricing inefficiencies across the global commodity complex. Through fundamental analysis, the Fund seeks to identify current macro conditions affecting asset prices, as well as potentially changing conditions to the commodity complex that will affect price discovery.

   

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
-5.62 2 2 1/1/0001 6/1/2018
-4.47 2 4 6/1/2019 8/1/2019
-4.31 1 4 8/1/2018 9/1/2018
-2.69 1 2 12/1/2019 1/1/2020
-1.82 2 1 5/1/2020 7/1/2020
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Consecutive Gains

Run-up Length (Mos.) Start End
17.83 7 12/1/2018 6/1/2019
7.89 4 2/1/2020 5/1/2020
7.76 3 8/1/2020 10/1/2020
6.56 2 7/1/2018 8/1/2018
4.85 4 9/1/2019 12/1/2019
2.71 1 10/1/2018 10/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.62 2 5/1/2018 6/1/2018
-4.47 2 7/1/2019 8/1/2019
-4.31 1 9/1/2018 9/1/2018
-2.69 1 1/1/2020 1/1/2020
-1.82 2 6/1/2020 7/1/2020
-0.52 1 11/1/2018 11/1/2018
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods30.0028.0025.0019.0013.00
Percent Profitable70.0071.4392.00100.00100.00
Average Period Return0.882.785.6311.9818.58
Average Gain2.194.356.1811.9818.58
Average Loss-2.17-1.15-0.72
Best Period5.3410.1616.9522.7723.92
Worst Period-4.31-2.27-1.163.7412.36
Standard Deviation2.513.414.114.683.77
Gain Standard Deviation1.582.673.804.683.77
Loss Standard Deviation1.280.820.63
Sharpe Ratio (1%)0.320.741.252.354.53
Average Gain / Average Loss1.013.788.64
Profit / Loss Ratio2.359.4499.36
Downside Deviation (10%)1.561.351.100.29
Downside Deviation (5%)1.400.850.37
Downside Deviation (0%)1.360.740.24
Sortino Ratio (10%)0.301.152.8824.24
Sortino Ratio (5%)0.572.9713.81
Sortino Ratio (0%)0.653.7623.66

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.