Kopis Capital Management, LLC : Commodity Long Short Separate Account Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.33% Aug Performance -4.05% Min Investment $ 1,000k Mgmt. Fee 1.00% Perf. Fee 10.00% Annualized Vol 16.38% Sharpe (RFR=1%) 0.36 CAROR 5.67% Assets $ 816k Worst DD -14.35 S&P Correlation -0.12 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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since5/2015 Commodity Long Short Separate Account -4.05 -3.84 -1.33 8.81 32.28 - - 26.98 S&P 500 -1.81 6.34 16.73 0.85 33.43 - - 37.45 +/- S&P 500 -2.24 -10.17 -18.06 7.96 -1.15 - - -10.47 Strategy Description SummaryThese results are based on pro forma results of only a portion of a larger investment portfolio that have certain inherent limitations. Unlike the results shown in the performance record of the pooled investment vehicle, these results do not represent the trading of the entire underlying... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 100k CTA Max Funding Factor Management Fee 1.00% Performance Fee 10.00% Average Commission $6.82 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 100 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 25.43% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 55.00% 1-30 Days 40.00% Intraday 5.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Fundamental 100.00% Composition Energy 20.00% Grains 20.00% Livestock 20.00% Softs 20.00% Industrial Metals 10.00% Precious Metals 10.00% SummaryThese results are based on pro forma results of only a portion of a larger investment portfolio that have certain inherent limitations. Unlike the results shown in the performance record of the pooled investment vehicle, these results do not represent the trading of the entire underlying portfolio. Also, because these trades have not been executed as a separate investment, these results may have under-or over-compensated for the impact, if any, of certain market factors and the returns of the other portion of the portfolio. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.Investment StrategyThe strategy works through applying a uniquely specialized multilevel cross valuation strategy consisting of over 250 pair trade evaluations to determine the individual commodity inclusion, side of the market, and position weighting. This process seeks to ensure that, in the opinion of the Fund’s investment manager; risk is fairly and consistently compensated. This process naturally supports our driving principal of avoid the bubble and skews the return distribution to the positive while keeping kurtosis low, thus helping to reduce the potential of large negative tail events. Risk ManagementOur entry system takes multiple steps into a trade to help protect against potential loss in the event of an immediate reversal. Next all positions are followed with a trailing stop that adjusts along with price movement in a manner determined by the volatility of those price movements. 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 -14.35 8 3 1/1/2016 9/1/2016 -10.28 10 5 6/1/2017 4/1/2018 -8.03 4 3 6/1/2015 10/1/2015 -7.40 5 - 3/1/2019 8/1/2019 -7.17 3 1 11/1/2018 2/1/2019 -4.66 1 1 1/1/0001 5/1/2015 -2.10 2 3 12/1/2016 2/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 24.10 7 5/1/2018 11/1/2018 21.92 3 10/1/2016 12/1/2016 13.30 1 3/1/2019 3/1/2019 13.26 3 11/1/2015 1/1/2016 10.98 1 6/1/2016 6/1/2016 7.69 2 5/1/2017 6/1/2017 6.23 1 6/1/2015 6/1/2015 4.72 1 3/1/2016 3/1/2016 3.92 4 12/1/2017 3/1/2018 3.29 2 5/1/2019 6/1/2019 3.26 1 8/1/2015 8/1/2015 1.54 1 3/1/2017 3/1/2017 1.23 1 9/1/2017 9/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.14 3 7/1/2016 9/1/2016 -10.31 1 2/1/2016 2/1/2016 -7.62 2 7/1/2017 8/1/2017 -7.17 3 12/1/2018 2/1/2019 -6.86 1 7/1/2015 7/1/2015 -5.40 2 4/1/2016 5/1/2016 -5.39 1 4/1/2019 4/1/2019 -5.24 2 7/1/2019 8/1/2019 -4.66 1 5/1/2015 5/1/2015 -4.37 2 9/1/2015 10/1/2015 -4.26 1 4/1/2018 4/1/2018 -3.58 2 10/1/2017 11/1/2017 -2.10 2 1/1/2017 2/1/2017 -0.70 1 4/1/2017 4/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods52.0050.0047.0041.0035.0029.0017.00 Percent Profitable53.8552.0074.4775.61100.00100.00100.00 Average Period Return0.571.924.258.9112.6915.7126.39 Average Gain3.987.077.1212.8412.6915.7126.39 Average Loss-3.41-3.66-4.15-3.25 Best Period13.3021.9223.5125.0926.2236.4340.87 Worst Period-10.31-13.14-9.34-7.020.092.575.06 Standard Deviation4.736.667.479.436.987.1610.69 Gain Standard Deviation3.374.596.207.256.987.1610.69 Loss Standard Deviation2.363.003.361.76 Sharpe Ratio (1%)0.100.250.500.841.601.912.19 Average Gain / Average Loss1.171.931.723.95 Profit / Loss Ratio1.362.095.0112.25 Downside Deviation (10%)3.033.953.794.322.341.843.11 Downside Deviation (5%)2.853.392.862.260.24 Downside Deviation (0%)2.803.252.651.80 Sortino Ratio (10%)0.050.170.470.912.182.963.42 Sortino Ratio (5%)0.170.491.313.5146.70 Sortino Ratio (0%)0.200.591.604.94 Top Performer Badges Index Award Type Rank Performance Period Diversified Trader Index Month 4 13.30 3/2019 Systematic Trader Index Month 5 13.30 3/2019 IASG CTA Index Month 6 13.30 3/2019 IASG CTA Index Year Rolling 7 21.21 2017 - 2018 Systematic Trader Index Month 7 3.99 10/2018 Diversified Trader Index Month 5 3.99 10/2018 IASG CTA Index Month 1 5.64 9/2018 Systematic Trader Index Month 1 5.64 9/2018 Diversified Trader Index Month 1 5.64 9/2018 Diversified Trader Index Month 1 5.64 9/2018 Systematic Trader Index Month 1 5.64 9/2018 IASG CTA Index Month 1 5.64 9/2018 IASG CTA Index Month 4 6.34 6/2018 Diversified Trader Index Month 2 6.34 6/2018 Systematic Trader Index Month 3 6.34 6/2018 Diversified Trader Index Month 3 3.14 6/2017 Systematic Trader Index Month 6 3.14 6/2017 Systematic Trader Index Month 7 4.41 5/2017 Diversified Trader Index Month 9 4.41 5/2017 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