Lochridge Investment Advisors : Lochridge Investment Advisors, LLC (Energy)

Year-to-Date
2.19%
Oct Performance
3.14%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
5.81%
Sharpe (RFR=1%)
1.56
CAROR
10.38%
Assets
$ 57.6M
Worst DD
-3.90
S&P Correlation
0.09

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
2/2015
Lochridge Investment Advisors, LLC (Energy) 3.14 -0.48 2.19 0.92 15.39 - - 59.87
S&P 500 2.04 1.92 21.16 12.01 41.41 - - 42.87
+/- S&P 500 1.10 -2.40 -18.97 -11.09 -26.03 - - 17.00

Strategy Description

Summary

Lochridge Investment Advisors is a commodity trading advisor with a strategy focused in the energy commodity space that strives to provide investors with a unique investment strategy with a competitive risk adjusted return and low correlation to other strategies. The investment strategy... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 1,000k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
2.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$0
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
RT/YR/$M
Avg. Margin-to-Equity
30%
Targeted Worst DD
Worst Peak-to-Trough
-3.90%
Sector Focus
Energy Traders

Holding Periods

Over 12 Months
20.00%
4-12 Months
20.00%
1-3 Months
35.00%
1-30 Days
20.00%
Intraday
5.00%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Energy
100.00%
Composition Pie Chart

Summary

Lochridge Investment Advisors is a commodity trading advisor with a strategy focused in the energy commodity space that strives to provide investors with a unique investment strategy with a competitive risk adjusted return and low correlation to other strategies. The investment strategy is focused on trading inefficiencies within different natural gas pipeline locations. It's value is derived from return drivers that are unrelated to most other investment opportunities and participating in a space with market participants that differ from those of most other investments.

Investment Strategy

Lochridge employs a natural gas basis strategy in which various cleared contracts for various natural gas pipeline locations are traded in order to take advantage of inefficiencies within different locations. The strategy is primarily fundamental and incorporates supply and demand data into trading decisions.

Risk Management

Lochridge applies various risk metrics to its positions and trading. Two of the most important are VaR limits to its position building and stop losses. The first stop-loss level is -1% within a month in which the losing positions are evaluated and monitored in order to determine if a decrease may be necessary and/or simply close monitoring. The second stop-loss level is at -3% at which point the losing position would be exited completely.

   

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
-3.90 1 1 2/1/2015 3/1/2015
-3.51 2 - 7/1/2019 9/1/2019
-1.25 2 1 10/1/2018 12/1/2018
-1.12 2 2 3/1/2018 5/1/2018
-1.09 2 4 6/1/2017 8/1/2017
-0.77 1 1 10/1/2015 11/1/2015
-0.62 1 1 3/1/2016 4/1/2016
-0.53 1 1 12/1/2017 1/1/2018
-0.51 1 2 3/1/2017 4/1/2017
-0.12 1 1 7/1/2016 8/1/2016
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Consecutive Gains

Run-up Length (Mos.) Start End
23.40 7 4/1/2015 10/1/2015
14.37 7 9/1/2016 3/1/2017
9.09 4 12/1/2015 3/1/2016
3.14 1 10/1/2019 10/1/2019
2.85 5 6/1/2018 10/1/2018
2.47 2 2/1/2018 3/1/2018
2.27 3 5/1/2016 7/1/2016
2.00 3 1/1/2019 3/1/2019
1.72 1 2/1/2015 2/1/2015
1.24 2 11/1/2017 12/1/2017
0.90 1 9/1/2017 9/1/2017
0.84 2 5/1/2017 6/1/2017
0.67 3 5/1/2019 7/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-3.90 1 3/1/2015 3/1/2015
-3.51 2 8/1/2019 9/1/2019
-1.25 2 11/1/2018 12/1/2018
-1.12 2 4/1/2018 5/1/2018
-1.09 2 7/1/2017 8/1/2017
-0.77 1 11/1/2015 11/1/2015
-0.62 1 4/1/2016 4/1/2016
-0.57 1 10/1/2017 10/1/2017
-0.53 1 1/1/2018 1/1/2018
-0.51 1 4/1/2017 4/1/2017
-0.12 1 8/1/2016 8/1/2016
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods57.0055.0052.0046.0040.0034.0022.00
Percent Profitable71.9385.4596.1597.8397.50100.00100.00
Average Period Return0.842.565.2910.2715.1820.4331.81
Average Gain1.513.195.6010.5415.5820.4331.81
Average Loss-0.93-1.18-2.38-1.90-0.49
Best Period5.9712.6519.1633.5939.7155.1059.35
Worst Period-3.90-3.39-2.86-1.90-0.492.1013.50
Standard Deviation1.683.325.568.8911.7715.0113.32
Gain Standard Deviation1.383.155.448.8011.6415.0113.32
Loss Standard Deviation1.031.110.67
Sharpe Ratio (1%)0.450.700.861.041.161.232.16
Average Gain / Average Loss1.622.712.355.5431.48
Profit / Loss Ratio4.4215.9158.68249.511227.71
Downside Deviation (10%)0.861.061.351.922.362.790.49
Downside Deviation (5%)0.730.670.580.450.32
Downside Deviation (0%)0.700.600.480.280.08
Sortino Ratio (10%)0.501.252.082.743.213.6532.76
Sortino Ratio (5%)1.043.428.2320.7543.26
Sortino Ratio (0%)1.204.2611.0936.64193.96

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 3 3.14 10/2019
IASG CTA Index Month 8 3.14 10/2019
IASG CTA Index Sharpe 7 1.80 2017 - 2018
IASG CTA Index Sharpe 6 2.17 2016 - 2017
Discretionary Trader Index Month 8 1.99 12/2016

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