Geosol Capital LLC : Geosol Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since6/2012 Geosol Trading Program -1.40 -1.40 - -31.08 14.64 126.67 - 276.33 S&P 500 3.71 11.69 - 16.26 40.48 81.90 - 185.93 +/- S&P 500 -5.11 -13.09 - -47.34 -25.84 44.77 - 90.40 Strategy Description Investment StrategyGEOSOL 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% Composition Energy 100.00% Investment StrategyGEOSOL 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. 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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods103.00101.0098.0092.0086.0080.0068.0056.0044.00 Percent Profitable51.4654.4659.1872.8386.0588.7588.2496.43100.00 Average Period Return1.956.0812.0526.1041.2957.37102.14146.77190.03 Average Gain9.7719.3828.8239.3149.5765.96117.01152.44190.03 Average Loss-6.33-9.82-12.27-9.33-9.81-10.38-9.41-6.31 Best Period46.3579.2287.17102.14192.15228.26342.85329.14322.93 Worst Period-22.25-27.29-32.32-29.17-22.94-19.92-17.29-9.6253.52 Standard Deviation12.1821.0929.4333.0342.5458.3289.5396.7879.86 Gain Standard Deviation11.7319.5627.0328.8540.0256.3084.7793.8279.86 Loss Standard Deviation5.197.407.827.326.855.626.084.68 Sharpe Ratio (1%)0.150.280.390.760.940.951.111.472.32 Average Gain / Average Loss1.541.972.354.225.066.3512.4324.15 Profit / Loss Ratio1.642.363.4011.3031.1850.1193.21652.10 Downside Deviation (10%)5.908.9410.638.417.067.529.075.94 Downside Deviation (5%)5.738.409.536.554.884.524.692.09 Downside Deviation (0%)5.688.269.266.134.413.913.771.35 Sortino Ratio (10%)0.260.540.902.514.776.269.5321.07 Sortino Ratio (5%)0.330.691.213.838.1512.2421.1168.40 Sortino Ratio (0%)0.340.741.304.269.3714.6727.07108.99 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. x {{title}} x {{title}} Add Cancel