MKC Global Investments LLC : MKC Global Fund, LP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -0.28% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 23.92% Sharpe (RFR=1%) 0.17 CAROR 2.40% Assets $ 0k Worst DD -29.35 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 Jun Qtr 2020 1yr 3yr 5yr 10yr Since1/2010 MKC Global Fund, LP -0.28 - - - - - -7.02 8.67 S&P 500 -1.50 - - - - - 64.80 246.15 +/- S&P 500 1.22 - - - - - -71.83 -237.48 Strategy Description SummaryMKC Global Investments is a Commodity Trading Advisor (CTA) and a Commodity Pool Operator (CPO). We operate with the primary purpose of generating absolute returns for the limited partners. The company is based in Seattle, Washington. MKC Global Investments utilizes a proprietary system... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 12 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 2.00% Systematic 98.00% Strategy Trend-following 100.00% Composition SummaryMKC Global Investments is a Commodity Trading Advisor (CTA) and a Commodity Pool Operator (CPO). We operate with the primary purpose of generating absolute returns for the limited partners. The company is based in Seattle, Washington. MKC Global Investments utilizes a proprietary system designed to capture long term trends in the global futures and currency markets. Using the price of a market alone, not fundamental analysis or economic data, gives us the information needed to determine when to enter and exit a market. Risk management constitutes the majority of our system and remains the most important and involved aspect of MKC's methodology and portfolio management.Investment StrategyOur system utilizes price alone to signal when to enter a market, when to exit a market and helps determine position size. Broadly speaking, as trend followers, we choose to be buyers of a rising market and sellers of a declining one. Our system signals to go long after a market bottoms and begins to rise and signals us to exit after it peaks and begins to decline. The reverse holds true for short trades. Therefore, by definition we rarely catch turning points in a market's price, rather our strategy rides the price trend between them.Risk ManagementIn actuality, MKC's system for entering and exiting a market involves only a handful of parameters. Our system is complex enough to generate the highest quality signals possible through thorough historical back testing, but broad enough to profitably work for every market in the world. We use the same system for every market, worldwide. Conversely, the substantial risk management protocols employed are more detailed. We enter a market with a predetermined stop price and only risk a maximum of 1% of assets under management per trade. Each market's volatility is tracked continuously in order to determine when the volatility skews the risk/reward ratio. The system also tracks the correlation of each position to ensure proper diversification. We believe in diversification to such an extent that MKC Global Investments trades more markets globally than almost any other managed futures fund. Several other aspects of our risk management system exist to lower the volatility of our portfolio and reduce the duration and extend of draw-downs. Risk management must be the cornerstone to any profitable strategy geared for long-term survival. 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 -29.35 17 - 9/1/2011 2/1/2013 -19.08 3 5 4/1/2010 7/1/2010 -12.69 2 2 4/1/2011 6/1/2011 -6.80 3 1 12/1/2010 3/1/2011 -6.50 1 2 1/1/0001 1/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 37.26 5 8/1/2010 12/1/2010 35.82 3 7/1/2011 9/1/2011 16.01 1 4/1/2011 4/1/2011 12.55 3 2/1/2010 4/1/2010 6.87 2 4/1/2012 5/1/2012 6.49 1 7/1/2012 7/1/2012 4.91 2 11/1/2011 12/1/2011 3.44 2 3/1/2013 4/1/2013 0.94 1 2/1/2011 2/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -19.08 3 5/1/2010 7/1/2010 -16.16 7 8/1/2012 2/1/2013 -13.61 1 10/1/2011 10/1/2011 -12.69 2 5/1/2011 6/1/2011 -10.95 3 1/1/2012 3/1/2012 -8.27 1 6/1/2012 6/1/2012 -6.50 1 1/1/2010 1/1/2010 -5.15 1 3/1/2011 3/1/2011 -2.65 1 1/1/2011 1/1/2011 -0.77 2 5/1/2013 6/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods42.0040.0037.0031.0025.0019.00 Percent Profitable47.6252.5040.5461.2968.0063.16 Average Period Return0.431.502.728.2512.3415.91 Average Gain5.829.0417.3321.3425.2628.58 Average Loss-4.47-6.84-7.23-12.47-15.11-5.82 Best Period17.6635.8237.5750.5059.4648.29 Worst Period-15.19-19.08-19.29-22.22-28.76-13.34 Standard Deviation6.9110.6215.0919.8324.6020.08 Gain Standard Deviation5.118.6912.7513.1118.1113.26 Loss Standard Deviation4.074.555.075.217.624.01 Sharpe Ratio (1%)0.050.120.150.370.440.69 Average Gain / Average Loss1.301.322.401.711.674.91 Profit / Loss Ratio1.181.461.632.713.558.42 Downside Deviation (10%)4.566.358.4111.3013.5910.03 Downside Deviation (5%)4.385.777.088.9410.235.26 Downside Deviation (0%)4.335.626.768.369.454.19 Sortino Ratio (10%)0.000.040.030.290.350.56 Sortino Ratio (5%)0.080.220.310.811.062.64 Sortino Ratio (0%)0.100.270.400.991.313.80 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