NickJen Capital Management & Consultants LLC : NRD-1

Year-to-Date
0.23%
Apr Performance
0.17%
Min Investment
$ 1,000k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
3.48%
Sharpe (RFR=1%)
0.42
CAROR
2.41%
Assets
$ 82.0M
Worst DD
-5.46
S&P Correlation
-0.14

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
4/2008
NRD-1 0.17 -0.27 -0.23 -0.68 -0.79 2.61 26.62 30.24
S&P 500 3.93 8.94 17.51 11.24 41.19 54.79 234.05 110.42
+/- S&P 500 -3.76 -9.21 -17.74 -11.92 -41.98 -52.18 -207.42 -80.19

Strategy Description

Summary

The “Program” (Multi Manager) launched in January 2008, initially trading proprietary assets until April 2008 when it began trading client funds. The “Program” was traded at Atlantic Capital Advisors from inception until February 2014. In April 2014 Nicholas Gentile established NickJen... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 1,000k
Trading Level Incremental Increase
$ 500k
CTA Max Funding Factor
1.00
Management Fee
1.00%
Performance Fee
20.00%
Average Commission
$8.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
1500 RT/YR/$M
Avg. Margin-to-Equity
1%
Targeted Worst DD
-6.00%
Worst Peak-to-Trough
-0.69%
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
2.00%
4-12 Months
30.00%
1-3 Months
30.00%
1-30 Days
37.00%
Intraday
1.00%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Arbitrage
5.00%
Fundamental
50.00%
Seasonal/cyclical
5.00%
Spreading/hedging
15.00%
Technical
25.00%
Strategy Pie Chart

Composition

Grains
35.00%
Softs
35.00%
Energy
20.00%
Precious Metals
5.00%
Livestock
5.00%
Composition Pie Chart

Summary

The “Program” (Multi Manager) launched in January 2008, initially trading proprietary assets until April 2008 when it began trading client funds. The “Program” was traded at Atlantic Capital Advisors from inception until February 2014. In April 2014 Nicholas Gentile established NickJen Capital Management and renamed the program the Natural Resource Program - NRD-1.

The NRD-1 is a Natural Resource, commodity only program using both fundamental and technical analysis, with the ultimate trading decisions based on fundamentals. 70% of the portfolio strategy focuses on the Agricultural and Soft markets and the remaining balance is composed of the Energy, Meat and Metal sectors.

Trading decisions are developed through highly extensive, statistically based analysis, review of supply and demand conditions, inventory levels, weather developments and forecasts and economic trends and reports. This in conjunction with the managers in depth knowledge of markets and physical commodity trading experience is also strengthened by a vast network of industry contacts developed over 25 plus years.

Investment Strategy

The program incorporates flat price directional trading composed of intraday, medium and long term trades in congruence with relative value trades consisting of inter commodity strategies, Arbs and both seasonal and calendar spreads. Trades are outright futures positions and a small percentage of the time structural futures and option trades. All results are based on actual client trades.

Risk Management

NickJen Capital employs strict risk parameters which are monitored in real time through the company’s internal risk management system and electronic trading platforms. The company’s Chief Risk Officer regulates and administers the internal system. We also utilize a fully integrated and scalable risk system and have a strong focus on operations and controls.

   

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
-5.46 5 11 9/1/2013 2/1/2014
-4.38 7 4 9/1/2011 4/1/2012
-2.33 13 - 2/1/2018 3/1/2019
-1.96 1 1 12/1/2012 1/1/2013
-1.71 1 2 12/1/2010 1/1/2011
-1.70 6 3 6/1/2009 12/1/2009
-1.65 2 2 1/1/2009 3/1/2009
-1.63 3 27 8/1/2015 11/1/2015
-1.56 1 2 4/1/2013 5/1/2013
-1.53 3 3 3/1/2011 6/1/2011
-0.94 3 3 1/1/2015 4/1/2015
-0.70 1 1 4/1/2010 5/1/2010
-0.69 1 1 10/1/2008 11/1/2008
-0.52 1 1 9/1/2012 10/1/2012
-0.42 1 1 8/1/2008 9/1/2008
-0.26 2 1 1/1/0001 5/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
11.82 7 6/1/2010 12/1/2010
6.41 5 5/1/2012 9/1/2012
5.71 4 6/1/2013 9/1/2013
3.92 3 2/1/2013 4/1/2013
3.57 4 10/1/2014 1/1/2015
3.46 3 7/1/2011 9/1/2011
2.67 3 4/1/2009 6/1/2009
2.59 4 3/1/2014 6/1/2014
2.52 2 2/1/2011 3/1/2011
2.45 3 6/1/2008 8/1/2008
2.28 1 10/1/2008 10/1/2008
1.71 4 5/1/2015 8/1/2015
1.46 1 1/1/2010 1/1/2010
1.38 2 11/1/2012 12/1/2012
1.15 2 1/1/2018 2/1/2018
1.08 2 12/1/2008 1/1/2009
1.03 1 8/1/2014 8/1/2014
0.95 4 1/1/2017 4/1/2017
0.91 1 2/1/2012 2/1/2012
0.89 3 12/1/2015 2/1/2016
0.87 2 3/1/2010 4/1/2010
0.86 2 8/1/2016 9/1/2016
0.83 1 6/1/2017 6/1/2017
0.74 1 9/1/2009 9/1/2009
0.72 1 5/1/2018 5/1/2018
0.68 1 7/1/2018 7/1/2018
0.59 1 11/1/2017 11/1/2017
0.53 1 3/1/2015 3/1/2015
0.42 1 12/1/2013 12/1/2013
0.40 1 11/1/2016 11/1/2016
0.33 1 8/1/2017 8/1/2017
0.17 1 4/1/2019 4/1/2019
0.10 2 4/1/2016 5/1/2016
0.07 1 9/1/2018 9/1/2018
0.04 1 1/1/2019 1/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-3.63 2 10/1/2013 11/1/2013
-3.21 4 10/1/2011 1/1/2012
-2.32 2 1/1/2014 2/1/2014
-2.10 2 3/1/2012 4/1/2012
-1.96 1 1/1/2013 1/1/2013
-1.71 1 1/1/2011 1/1/2011
-1.65 2 2/1/2009 3/1/2009
-1.63 3 9/1/2015 11/1/2015
-1.56 1 5/1/2013 5/1/2013
-1.53 3 4/1/2011 6/1/2011
-1.50 2 3/1/2018 4/1/2018
-1.37 2 7/1/2009 8/1/2009
-1.11 1 12/1/2016 12/1/2016
-1.07 3 10/1/2009 12/1/2009
-1.07 3 10/1/2018 12/1/2018
-0.78 1 4/1/2015 4/1/2015
-0.78 2 9/1/2017 10/1/2017
-0.73 1 6/1/2018 6/1/2018
-0.70 1 5/1/2010 5/1/2010
-0.69 1 2/1/2015 2/1/2015
-0.69 1 11/1/2008 11/1/2008
-0.55 1 5/1/2017 5/1/2017
-0.54 1 9/1/2014 9/1/2014
-0.52 1 10/1/2012 10/1/2012
-0.45 1 7/1/2014 7/1/2014
-0.44 2 2/1/2019 3/1/2019
-0.42 1 9/1/2008 9/1/2008
-0.41 1 3/1/2016 3/1/2016
-0.40 1 7/1/2017 7/1/2017
-0.38 1 2/1/2010 2/1/2010
-0.35 1 12/1/2017 12/1/2017
-0.32 1 10/1/2016 10/1/2016
-0.26 2 4/1/2008 5/1/2008
-0.21 2 6/1/2016 7/1/2016
-0.11 1 8/1/2018 8/1/2018
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods133.00131.00128.00122.00116.00110.0098.0086.0074.00
Percent Profitable57.8958.7871.8877.0587.9387.2790.8295.35100.00
Average Period Return0.200.621.252.543.965.518.5511.5314.80
Average Gain0.841.592.103.544.606.399.4712.1214.80
Average Loss-0.66-0.76-0.92-0.82-0.75-0.53-0.59-0.66
Best Period2.945.3610.1913.2114.0615.1319.2525.0828.85
Worst Period-3.19-3.22-4.14-2.98-1.56-1.37-1.12-1.140.64
Standard Deviation1.011.602.313.393.964.376.176.927.86
Gain Standard Deviation0.741.332.113.223.793.975.706.537.86
Loss Standard Deviation0.590.670.990.780.490.440.330.42
Sharpe Ratio (1%)0.120.230.330.450.620.800.891.081.23
Average Gain / Average Loss1.262.092.284.296.1212.1216.0418.32
Profit / Loss Ratio1.732.985.8214.4144.6283.10158.62375.55
Downside Deviation (10%)0.801.402.223.805.126.359.4312.1515.01
Downside Deviation (5%)0.620.780.920.980.911.051.301.190.85
Downside Deviation (0%)0.570.650.710.540.310.240.200.16
Sortino Ratio (10%)-0.25-0.43-0.55-0.65-0.71-0.75-0.77-0.82-0.85
Sortino Ratio (5%)0.200.480.811.562.683.334.256.2711.39
Sortino Ratio (0%)0.350.961.754.7212.8422.7542.2570.62

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 9 0.04 1/2019
Agricultural Trader Index Month 7 0.07 9/2018
Agricultural Trader Index Month 8 0.07 9/2018
Agricultural Trader Index Month 8 0.72 5/2018
Agricultural Trader Index Month 10 0.59 11/2017
Agricultural Trader Index Month 8 0.33 8/2017
Agricultural Trader Index Month 8 0.17 4/2017
Agricultural Trader Index Month 8 0.24 2/2017
Agricultural Trader Index Month 10 0.28 1/2017
Agricultural Trader Index Month 10 0.40 11/2016
Agricultural Trader Index Month 8 2.15 1/2015
Agricultural Trader Index Month 10 0.46 12/2014

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