Nico Partners Inc. : Pernacular 35K

archived programs
Year-to-Date
N / A
Sep Performance
0.21%
Min Investment
$ 35k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
47.50%
Sharpe (RFR=1%)
0.64
CAROR
-
Assets
$ 368k
Worst DD
-27.17
S&P Correlation
0.41

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
11/2013
Pernacular 35K 0.21 - - - - 0.21 - 53.20
S&P 500 -2.64 - - - - 68.22 - 91.86
+/- S&P 500 2.85 - - - - -68.01 - -38.67

Strategy Description

Summary

This investment provides an opportunity to invest almost exclusively in Commodity Spreads which are 2 simultaneous contracts in the futures market, One LONG contract and One SHORT contract. These can be of the same commodity but different months, or different commodities of the same... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 35k
Trading Level Incremental Increase $ 35k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $21.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 5000 RT/YR/$M
Avg. Margin-to-Equity 39%
Targeted Worst DD 40.00%
Worst Peak-to-Trough -22.31%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 3.00%
1-3 Months 80.00%
1-30 Days 15.00%
Intraday 2.00%

Decision-Making

Discretionary 20.00%
Systematic 80.00%

Composition

Grains
30.00%
Livestock
20.00%
Industrial Metals
10.00%
Precious Metals
10.00%
Energy
10.00%
Interest Rates
10.00%
Softs
8.00%
SSF
2.00%
Composition Pie Chart

Summary

This investment provides an opportunity to invest almost exclusively in Commodity Spreads which are 2 simultaneous contracts in the futures market, One LONG contract and One SHORT contract. These can be of the same commodity but different months, or different commodities of the same or different months. Whether a SPREAD favors the LONG contract or the SHORT contract is decided on seasonal factors, as well as technical and fundamental analysis. It does not matter if the overall market is going UP or DOWN. For many SPREADS will be just as profitable in a bear market as in a bull market. What does matter is that the SPREAD price difference widens or narrows and that corresponds with the direction of the market. Pernacular 35K invests in futures contracts and could be (but not limited to) Energies (Gasoline, Heating Oil, Crude Oil,Natural Gas), Metals (Silver, Gold, Palladium, Copper), Agriculture/Grains (Soybean complex, Wheats, Corn), Meats (Lean Hogs, Live Cattle, Feeder Cattle),Interest Rates (30 Year T-Bonds, 10 Year T-Notes, Eurodollars), and Softs (Cocoa, Cotton, Coffee, Sugar). There is a possibility that you could incur a loss of your original capital even after staying in the program for an extended period of time. This is not a short term investment.

   

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
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Compound RoR:
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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
-27.17 10 - 10/1/2014 8/1/2015
-16.49 1 3 6/1/2014 7/1/2014
-1.86 1 1 1/1/0001 11/1/2013
-0.28 1 1 4/1/2014 5/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
96.74 5 12/1/2013 4/1/2014
21.39 3 8/1/2014 10/1/2014
10.78 2 4/1/2015 5/1/2015
10.32 1 2/1/2015 2/1/2015
7.54 1 6/1/2014 6/1/2014
0.21 1 9/1/2015 9/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-22.30 3 11/1/2014 1/1/2015
-16.49 1 7/1/2014 7/1/2014
-15.80 3 6/1/2015 8/1/2015
-8.91 1 3/1/2015 3/1/2015
-1.86 1 11/1/2013 11/1/2013
-0.28 1 5/1/2014 5/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods23.0021.0018.0012.00
Percent Profitable56.5247.6238.8941.67
Average Period Return2.636.389.9912.50
Average Gain9.8822.5439.8048.56
Average Loss-6.80-8.30-8.98-13.26
Best Period54.6966.4996.19109.90
Worst Period-16.49-22.30-18.48-23.08
Standard Deviation13.7122.0433.8244.11
Gain Standard Deviation13.8721.9138.5049.73
Loss Standard Deviation5.306.446.147.80
Sharpe Ratio (1%)0.190.280.280.26
Average Gain / Average Loss1.452.714.433.66
Profit / Loss Ratio1.892.472.822.62
Downside Deviation (10%)5.808.2110.0515.00
Downside Deviation (5%)5.627.628.7112.21
Downside Deviation (0%)5.587.488.3811.53
Sortino Ratio (10%)0.380.630.750.50
Sortino Ratio (5%)0.450.801.090.94
Sortino Ratio (0%)0.470.851.191.08

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.