Legacy Capital Management, LLC : LCM Growth Fund

archived programs
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

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 Since
10/2008
LCM Growth Fund 4.35 - - - - - - 31.79
S&P 500 5.31 - - - - - - 234.06
+/- S&P 500 -0.96 - - - - - - -202.27

Strategy Description

Investment Strategy

The 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%
Strategy Pie Chart

Investment Strategy

The 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.

   

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
-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.