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Geosol Capital LLC : Geosol Trading Program

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Year-to-Date
N / A
Dec Performance
-1.40%
Min Investment
$ 10,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
42.21%
Sharpe (RFR=1%)
0.53
CAROR
16.70%
Assets
$ 128.0M
Worst DD
-33.85
S&P Correlation
-0.09
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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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since
6/2012
Geosol Trading Program -1.40 - - -21.49 22.45 174.60 - 276.33
S&P 500 3.71 - - 16.26 40.48 81.90 - 215.41
+/- S&P 500 -5.11 - - -37.75 -18.03 92.70 - 60.92

Strategy Description

Investment Strategy

GEOSOL CAPITAL is a discretionary hedge fund engaged in commodity trading in the energy sector in the United States, primarily electricity and natural gas. The fund began trading in mid 2012. The fund uses continuous proprietary fundamental analysis combined with a variety... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 10,000k
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 0 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Energy 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

Energy
100.00%
Composition Pie Chart

Investment Strategy

GEOSOL CAPITAL is a discretionary hedge fund engaged in commodity trading in the energy sector in the United States, primarily electricity and natural gas. The fund began trading in mid 2012. The fund uses continuous proprietary fundamental analysis combined with a variety of execution strategies and risk models to create a variety of positions. All trades are exchange traded futures and options.

   

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

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
-33.85 5 7 2/1/2016 7/1/2016
-32.74 11 - 1/1/2020 12/1/2020
-27.54 6 5 8/1/2012 2/1/2013
-26.06 4 9 7/1/2018 11/1/2018
-24.08 3 1 3/1/2018 6/1/2018
-18.44 1 1 6/1/2012 7/1/2012
-16.38 7 4 1/1/2015 8/1/2015
-14.29 6 9 10/1/2013 4/1/2014
-10.22 1 1 12/1/2015 1/1/2016
-10.22 1 2 8/1/2017 9/1/2017
-6.90 2 1 5/1/2017 7/1/2017
-3.23 1 1 11/1/2019 12/1/2019
-2.07 1 1 2/1/2017 3/1/2017
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Consecutive Gains

Run-up Length (Mos.) Start End
89.12 7 5/1/2019 11/1/2019
78.20 6 10/1/2017 3/1/2018
64.93 2 1/1/2017 2/1/2017
49.46 6 5/1/2013 10/1/2013
42.15 1 7/1/2018 7/1/2018
37.09 1 8/1/2012 8/1/2012
27.35 1 2/1/2016 2/1/2016
21.84 4 9/1/2015 12/1/2015
19.26 3 8/1/2016 10/1/2016
17.13 1 12/1/2018 12/1/2018
12.75 1 7/1/2014 7/1/2014
11.86 2 12/1/2014 1/1/2015
11.19 1 6/1/2012 6/1/2012
11.17 1 2/1/2019 2/1/2019
8.81 1 7/1/2015 7/1/2015
8.65 2 4/1/2017 5/1/2017
8.56 1 8/1/2017 8/1/2017
7.30 1 1/1/2020 1/1/2020
6.60 1 10/1/2020 10/1/2020
5.70 1 5/1/2015 5/1/2015
5.45 2 2/1/2014 3/1/2014
5.18 1 5/1/2014 5/1/2014
5.10 1 3/1/2013 3/1/2013
3.77 1 8/1/2020 8/1/2020
1.30 1 9/1/2018 9/1/2018
1.22 1 10/1/2014 10/1/2014
1.22 1 12/1/2013 12/1/2013
0.76 1 3/1/2020 3/1/2020
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Consecutive Losses

Run-up Length (Mos.) Start End
-33.85 5 3/1/2016 7/1/2016
-27.54 6 9/1/2012 2/1/2013
-24.96 2 10/1/2018 11/1/2018
-24.08 3 4/1/2018 6/1/2018
-22.11 4 4/1/2020 7/1/2020
-18.44 1 7/1/2012 7/1/2012
-18.26 2 11/1/2020 12/1/2020
-16.39 2 3/1/2019 4/1/2019
-11.71 1 4/1/2014 4/1/2014
-11.13 1 6/1/2015 6/1/2015
-10.86 3 2/1/2015 4/1/2015
-10.22 1 9/1/2017 9/1/2017
-10.22 1 1/1/2016 1/1/2016
-10.10 2 11/1/2016 12/1/2016
-8.22 1 8/1/2015 8/1/2015
-6.90 2 6/1/2017 7/1/2017
-6.29 2 8/1/2014 9/1/2014
-5.29 1 1/1/2014 1/1/2014
-3.97 1 11/1/2013 11/1/2013
-3.23 1 12/1/2019 12/1/2019
-2.88 1 9/1/2020 9/1/2020
-2.88 1 6/1/2014 6/1/2014
-2.74 1 8/1/2018 8/1/2018
-2.40 1 2/1/2020 2/1/2020
-2.07 1 3/1/2017 3/1/2017
-2.07 1 11/1/2014 11/1/2014
-1.82 1 1/1/2019 1/1/2019
-1.82 1 4/1/2013 4/1/2013
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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.

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