Legacy Capital Management, LLC : LCM Growth Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance 4.35% Min Investment $ 50k Mgmt. Fee 0% Perf. Fee 15.00% Annualized Vol 33.01% Sharpe (RFR=1%) 1.40 CAROR - Assets $ 1.0M Worst DD -16.61 S&P Correlation -0.45 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 May Qtr YTD 1yr 3yr 5yr 10yr Since10/2008 LCM Growth Fund 4.35 - - - - - - 31.79 S&P 500 5.31 - - - - - - 301.98 +/- S&P 500 -0.96 - - - - - - -270.19 Strategy Description Investment StrategyThe trading systems of the Trading Advisor draw upon the judgment, experience and knowledge of the fundamental and technical factors affecting various markets and attempts to identify optimal trading opportunities within these markets. The Trading Advisor will generally... Read More Account & Fees Type Fund Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 15.00% Average Commission Available to US Investors Request Information Subscriptions High Water Mark Yes Subscription Frequency Monthly Redemption Frequency Monthly Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-spreads 50.00% Spreading/hedging 50.00% Investment StrategyThe trading systems of the Trading Advisor draw upon the judgment, experience and knowledge of the fundamental and technical factors affecting various markets and attempts to identify optimal trading opportunities within these markets. The Trading Advisor will generally employ an approach that utilizes both fundamental and technical methods when deciding to take positions in Forex and/or Forex OTC Options trading. The approach can generally be classified as fundamental in nature, although other methods can be employed by the Trading Advisor. The Trading Advisor will seek to exploit perceived market inefficiencies in the price of selected Forex trading contracts through both long and short positions. The Trading Advisor has no set policy with respect to the time horizons of its long or short positions, but places an emphasis on the short-term time frame. Positions are commonly held overnight. In evaluating the various factors which make up a trading decision, the systems pay close attention to each trade's risk-reward potential, how it fits into the risk profile of the entire portfolio, and whether it adheres to the account's overall trading goals. Portfolio Selection The primary focus of the Trading Advisor’s trading program is trading complex Forex OTC Options strategies, trading primarily in the currencies of the “G-7” (United States, Japan, Germany, France, United Kingdom, Italy and Canada) Forex trading markets, although the Trading Advisor has sole discretion as to which Forex OTC Options contracts it will trade. Currently the Trading Advisor trades only in the off-exchange Forex OTC Options Forex market. The Trading Advisor reserves the right to decide to trade in other Exchanges, and will endeavor to inform the Limited Partners of this in the event he decides to do so. 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 -16.61 1 3 11/1/2008 12/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 34.19 5 1/1/2009 5/1/2009 17.77 2 10/1/2008 11/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.61 1 12/1/2008 12/1/2008 Show More Time Windows Analysis 1 Month3 Month Number of Periods8.006.00 Percent Profitable87.5050.00 Average Period Return3.927.65 Average Gain6.8619.45 Average Loss-16.61-4.15 Best Period16.2625.16 Worst Period-16.61-9.24 Standard Deviation9.5313.73 Gain Standard Deviation5.065.83 Loss Standard Deviation4.42 Sharpe Ratio (1%)0.400.54 Average Gain / Average Loss0.414.69 Profit / Loss Ratio2.894.69 Downside Deviation (10%)6.024.58 Downside Deviation (5%)5.904.02 Downside Deviation (0%)5.873.89 Sortino Ratio (10%)0.581.40 Sortino Ratio (5%)0.651.84 Sortino Ratio (0%)0.671.97 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