M6 Capital Management LLC : Standard Program

Year-to-Date: N / A
Oct Performance: -7.53%

Min Investment: $ 300k
Mgmt. Fee: 1.00%
Perf. Fee: 20.00%

Annualized Vol: 12.87%
Sharpe (RFR=1%): 0.23
CAROR: 3.20%

Assets: $ 78.8M
Worst DD: -22.94
S&P Correlation: -0.03

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	Oct	Qtr	YTD	1yr	3yr	5yr	10yr	Since 7/2005
Standard Program	-7.53	-5.52	-	-19.78	-12.75	-21.83	7.31	52.28
S&P 500	-6.94	-3.71	-	5.30	29.10	52.82	177.05	117.47
+/- S&P 500	-0.59	-1.81	-	-25.08	-41.85	-74.66	-169.74	-65.18

Strategy Description

Investment Strategy

Account & Fees

Type: Managed Account
Minimum Investment: $ 300k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor: 1.00
Management Fee: 1.00%
Performance Fee: 20.00%
Average Commission: $0
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: 15-30 Days
Redemption Frequency: Daily
Investor Requirements: Any Investor
Lock-up Period: 0

Trading

Trading Frequency: 4500 RT/YR/$M
Avg. Margin-to-Equity: 3%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Agricultural 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

Grains: 70.00%
Livestock: 30.00%

Investment Strategy

The CTA will utilize both fundamental and technical analysis in his trading program. Fundamental analysis looks at external factors that affect the supply and demand of a particular commodity interest in order to anticipate future prices. Such fundamental analysis may include: economic issues, weather patterns, political occurrences, foreign monetary exchange rates and production patterns. Technical analysis is based on the theory that a study of the markets themselves will provide a means of anticipating future prices. Technical analysis generally includes a study of daily, weekly, and monthly price fluctuations, open interest and trading volume. Such price predictions are generally based on computer-generated signals, mathematical relationships, chart interpretation or any combination of such items. The CTA will utilize fundamental analysis to determine which markets have potentially favorable trading opportunities and will utilize technical analysis to help time entry to and exit from such markets in order to maximize profitability and to minimize risk to investors.

Compare to:

{{result.name}} {{result.description}}

Index: Chart Type:

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:

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
-22.94	75	-	7/1/2012	10/1/2018
-15.40	11	6	7/1/2006	6/1/2007
-11.66	2	3	1/1/2008	3/1/2008
-11.06	8	6	10/1/2010	6/1/2011
-8.74	5	11	6/1/2009	11/1/2009
-6.19	7	5	6/1/2008	1/1/2009
-4.52	4	1	8/1/2005	12/1/2005
-3.61	2	1	4/1/2006	6/1/2006
-3.53	3	1	12/1/2011	3/1/2012
-1.02	1	1	4/1/2012	5/1/2012

Consecutive Gains

Run-up	Length (Mos.)	Start	End
24.82	2	9/1/2010	10/1/2010
23.21	2	7/1/2005	8/1/2005
19.48	7	7/1/2007	1/1/2008
18.51	4	1/1/2006	4/1/2006
17.88	2	6/1/2012	7/1/2012
13.65	6	7/1/2011	12/1/2011
13.42	3	4/1/2008	6/1/2008
11.28	7	1/1/2017	7/1/2017
9.45	3	7/1/2014	9/1/2014
9.09	3	6/1/2015	8/1/2015
6.88	5	2/1/2009	6/1/2009
6.84	2	8/1/2016	9/1/2016
6.35	1	6/1/2016	6/1/2016
5.70	3	11/1/2015	1/1/2016
5.47	2	5/1/2010	6/1/2010
5.05	2	12/1/2009	1/1/2010
4.82	1	7/1/2006	7/1/2006
4.63	3	6/1/2013	8/1/2013
4.19	3	9/1/2017	11/1/2017
3.97	1	5/1/2014	5/1/2014
3.94	5	11/1/2012	3/1/2013
3.82	1	11/1/2005	11/1/2005
3.79	1	4/1/2012	4/1/2012
2.67	1	4/1/2011	4/1/2011
2.48	1	3/1/2018	3/1/2018
2.36	1	3/1/2010	3/1/2010
2.17	2	8/1/2018	9/1/2018
1.85	2	12/1/2010	1/1/2011
1.81	1	8/1/2008	8/1/2008
1.54	2	10/1/2008	11/1/2008
1.54	2	10/1/2006	11/1/2006
1.35	1	3/1/2015	3/1/2015
1.02	1	10/1/2009	10/1/2009
1.00	1	1/1/2015	1/1/2015
0.87	1	2/1/2012	2/1/2012
0.39	1	2/1/2014	2/1/2014
0.35	1	1/1/2007	1/1/2007

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-11.69	3	10/1/2014	12/1/2014
-11.66	2	2/1/2008	3/1/2008
-11.49	5	2/1/2007	6/1/2007
-11.36	4	4/1/2018	7/1/2018
-8.33	3	8/1/2012	10/1/2012
-8.22	4	2/1/2016	5/1/2016
-7.74	3	12/1/2017	2/1/2018
-7.53	1	10/1/2018	10/1/2018
-7.43	3	10/1/2016	12/1/2016
-7.31	5	9/1/2013	1/1/2014
-6.74	3	7/1/2009	9/1/2009
-6.68	1	11/1/2010	11/1/2010
-6.65	2	5/1/2011	6/1/2011
-5.97	2	8/1/2006	9/1/2006
-5.94	2	12/1/2008	1/1/2009
-4.43	2	9/1/2005	10/1/2005
-4.22	2	3/1/2014	4/1/2014
-4.05	1	8/1/2017	8/1/2017
-3.87	2	4/1/2015	5/1/2015
-3.77	1	12/1/2005	12/1/2005
-3.64	2	7/1/2010	8/1/2010
-3.61	2	5/1/2006	6/1/2006
-3.19	1	7/1/2008	7/1/2008
-3.13	1	11/1/2009	11/1/2009
-3.10	1	4/1/2010	4/1/2010
-3.03	1	2/1/2015	2/1/2015
-3.01	1	2/1/2010	2/1/2010
-2.94	1	7/1/2016	7/1/2016
-2.89	1	1/1/2012	1/1/2012
-2.36	2	2/1/2011	3/1/2011
-2.21	1	6/1/2014	6/1/2014
-2.13	2	9/1/2015	10/1/2015
-1.52	1	3/1/2012	3/1/2012
-1.02	1	5/1/2012	5/1/2012
-0.71	2	4/1/2013	5/1/2013
-0.34	1	9/1/2008	9/1/2008
-0.25	1	12/1/2006	12/1/2006

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	160.00	158.00	155.00	149.00	143.00	137.00	125.00	113.00	101.00
Percent Profitable	54.38	53.16	52.26	61.07	62.24	68.61	71.20	76.11	89.11
Average Period Return	0.33	0.89	1.65	3.22	4.80	6.61	10.66	14.42	20.39
Average Gain	2.76	5.30	7.61	8.95	10.78	12.47	16.96	20.73	24.14
Average Loss	-2.56	-4.11	-4.88	-5.77	-5.06	-6.22	-4.92	-5.67	-10.28
Best Period	17.89	23.29	26.86	34.38	34.16	45.61	45.90	48.58	56.06
Worst Period	-10.21	-11.69	-13.72	-19.78	-15.70	-15.96	-15.94	-15.36	-21.83
Standard Deviation	3.72	6.14	7.85	9.34	10.23	11.96	14.83	16.70	16.92
Gain Standard Deviation	3.01	4.64	5.73	6.88	7.93	9.57	12.83	13.91	13.67
Loss Standard Deviation	2.01	3.00	3.39	4.10	4.13	3.91	3.81	4.23	6.15
Sharpe Ratio (1%)	0.07	0.10	0.15	0.24	0.32	0.38	0.51	0.62	0.90
Average Gain / Average Loss	1.08	1.29	1.56	1.55	2.13	2.01	3.45	3.66	2.35
Profit / Loss Ratio	1.28	1.46	1.71	2.43	3.51	4.39	8.52	11.65	19.22
Downside Deviation (10%)	2.42	4.19	5.60	7.29	8.55	10.16	12.78	16.07	16.78
Downside Deviation (5%)	2.24	3.61	4.38	4.93	4.75	5.10	4.75	5.23	5.50
Downside Deviation (0%)	2.19	3.47	4.09	4.41	4.00	4.10	3.32	3.44	3.90
Sortino Ratio (10%)	-0.03	-0.08	-0.15	-0.24	-0.33	-0.36	-0.40	-0.44	-0.43
Sortino Ratio (5%)	0.11	0.18	0.26	0.45	0.69	0.90	1.61	1.98	2.78
Sortino Ratio (0%)	0.15	0.26	0.40	0.73	1.20	1.61	3.21	4.20	5.22

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Agricultural Trader Index	Month	7	0.11	9/2018
Agricultural Trader Index	Month	2	2.13	8/2018
Discretionary Trader Index	Month	5	2.13	8/2018
Agricultural Trader Index	Month	4	2.40	3/2018
Discretionary Trader Index	Month	9	2.40	3/2018
Agricultural Trader Index	Month	7	1.31	11/2017
Discretionary Trader Index	Month	7	2.59	10/2017
Agricultural Trader Index	Month	3	2.59	10/2017
Agricultural Trader Index	Month	2	5.00	7/2017
Discretionary Trader Index	Month	4	5.00	7/2017
Agricultural Trader Index	Month	5	2.19	5/2017
Agricultural Trader Index	Month	2	1.31	4/2017
Agricultural Trader Index	Month	9	0.87	3/2017
Agricultural Trader Index	Month	9	0.22	2/2017
Agricultural Trader Index	Month	9	0.44	1/2017
Agricultural Trader Index	Month	6	1.22	9/2016
Agricultural Trader Index	Month	1	5.55	8/2016
IASG CTA Index	Month	3	5.55	8/2016
Discretionary Trader Index	Month	3	5.55	8/2016
Agricultural Trader Index	Month	5	6.35	6/2016
Discretionary Trader Index	Month	7	6.35	6/2016
Agricultural Trader Index	Month	2	1.62	1/2016
Discretionary Trader Index	Month	4	3.08	12/2015
Agricultural Trader Index	Month	4	3.08	12/2015
IASG CTA Index	Month	8	3.08	12/2015
Agricultural Trader Index	Month	8	0.90	11/2015
IASG CTA Index	Month	6	7.37	8/2015
Discretionary Trader Index	Month	1	7.37	8/2015
Agricultural Trader Index	Month	1	7.37	8/2015
Agricultural Trader Index	Month	9	4.44	9/2014
Agricultural Trader Index	Month	9	4.28	7/2014
Agricultural Trader Index	Month	5	4.02	5/2014
Agricultural Trader Index	Month	10	0.39	2/2014
Discretionary Trader Index	Month	9	3.85	8/2013
Agricultural Trader Index	Month	3	3.85	8/2013
Agricultural Trader Index	Month	5	0.81	3/2013
Agricultural Trader Index	Month	7	1.06	1/2013
Agricultural Trader Index	Month	7	0.56	12/2012
Agricultural Trader Index	Month	5	0.42	11/2012
Agricultural Trader Index	Month	9	8.07	7/2012
Agricultural Trader Index	Month	8	9.08	6/2012
Agricultural Trader Index	Month	5	3.79	4/2012
Agricultural Trader Index	Month	6	1.28	12/2011
Agricultural Trader Index	Month	4	3.29	10/2011
Agricultural Trader Index	Month	7	0.25	9/2011
Agricultural Trader Index	Month	7	3.51	8/2011
Agricultural Trader Index	Month	5	4.63	7/2011
Agricultural Trader Index	Month	9	2.67	4/2011
Agricultural Trader Index	Month	10	1.40	1/2011
Agricultural Trader Index	Month	6	17.89	10/2010
Discretionary Trader Index	Month	7	17.89	10/2010
Agricultural Trader Index	Month	10	5.88	9/2010
Agricultural Trader Index	Month	6	3.61	6/2010
Agricultural Trader Index	Month	7	1.80	5/2010
Agricultural Trader Index	Month	5	2.36	3/2010
Agricultural Trader Index	Month	8	4.24	1/2010
Agricultural Trader Index	Month	7	0.78	12/2009
Agricultural Trader Index	Month	6	1.02	10/2009
Agricultural Trader Index	Month	8	2.11	6/2009
Agricultural Trader Index	Month	7	2.28	4/2009
Agricultural Trader Index	Month	9	0.20	3/2009
Agricultural Trader Index	Month	9	1.18	2/2009
Agricultural Trader Index	Month	7	0.26	11/2008
Agricultural Trader Index	Month	4	1.28	10/2008
Agricultural Trader Index	Month	7	-0.34	9/2008
Agricultural Trader Index	Month	8	1.81	8/2008
Agricultural Trader Index	Month	8	-3.19	7/2008
Agricultural Trader Index	Month	6	8.75	6/2008
Discretionary Trader Index	Month	8	8.75	6/2008
Agricultural Trader Index	Month	6	2.03	5/2008
Agricultural Trader Index	Month	7	2.21	4/2008
Agricultural Trader Index	Month	8	-1.62	3/2008
Agricultural Trader Index	Month	9	0.09	1/2008
Agricultural Trader Index	Month	7	3.02	12/2007
Agricultural Trader Index	Month	3	1.35	11/2007
Agricultural Trader Index	Month	3	3.06	10/2007
Agricultural Trader Index	Month	7	1.30	9/2007
Agricultural Trader Index	Month	3	3.06	8/2007
Discretionary Trader Index	Month	9	3.06	8/2007
Discretionary Trader Index	Month	3	6.26	7/2007
Agricultural Trader Index	Month	1	6.26	7/2007
Agricultural Trader Index	Month	10	-0.11	6/2007
Agricultural Trader Index	Month	9	-3.96	4/2007
Agricultural Trader Index	Month	9	-5.51	3/2007
Agricultural Trader Index	Month	9	-0.81	2/2007
Agricultural Trader Index	Month	8	0.35	1/2007
Agricultural Trader Index	Month	7	-0.25	12/2006
Agricultural Trader Index	Month	10	1.33	11/2006
Agricultural Trader Index	Month	7	0.21	10/2006
Agricultural Trader Index	Month	9	-3.37	9/2006
Agricultural Trader Index	Month	8	-2.69	8/2006
IASG CTA Index	Month	6	4.82	7/2006
Agricultural Trader Index	Month	2	4.82	7/2006
Discretionary Trader Index	Month	5	4.82	7/2006
Agricultural Trader Index	Month	5	-0.66	6/2006
Agricultural Trader Index	Month	7	-2.97	5/2006
Discretionary Trader Index	Month	8	4.07	4/2006
Agricultural Trader Index	Month	3	4.07	4/2006
Agricultural Trader Index	Month	5	3.52	3/2006
Discretionary Trader Index	Month	9	3.52	3/2006

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

^#7

Top Performer

AGRICULTURAL TRADER INDEX

SEPTEMBER
2018

Get Free Research Report on This CTA

Get additional information on M6 Capital Management LLC, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by M6 Capital Management LLC

Program Name	CAROR

IASG Activity

Blends 55
Portfolios 7
Watchlists 34

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

M6 Capital Management LLC : Standard Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: