Novus Investments, LLC : Novus Precious Commodities Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -0.13% Min Investment $ 200k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 37.11% Sharpe (RFR=1%) 0.55 CAROR 16.11% Assets $ 2.0M Worst DD -39.84 S&P Correlation 0.06 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 Feb Qtr 2020 1yr 3yr 5yr 10yr Since1/2007 Novus Precious Commodities -0.13 - - - -0.26 2.58 3.35 430.05 S&P 500 -3.89 - - - 27.65 77.36 101.86 158.46 +/- S&P 500 3.76 - - - -27.91 -74.78 -98.50 271.59 Strategy Description SummaryThe Novus Precious Commodities Strategy seeks to achieve maximum growth of capital within defined risk limitations. The Strategy trades commodity futures (long and short) on a discretionary basis with an emphasis on precious metals. Our goal is to exploit the underlying trends and... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 200k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 650 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -30.00% Worst Peak-to-Trough 39.83% Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 2.00% 4-12 Months 26.00% 1-3 Months 50.00% 1-30 Days 20.00% Intraday 2.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Counter-trend 20.00% Fundamental 10.00% Momentum 3.00% Option-purchasing 10.00% Option-spreads 1.00% Pattern Recognition 6.00% Technical 20.00% Trend-following 30.00% Composition Precious Metals 40.00% Currency Futures 20.00% Industrial Metals 10.00% Grains 8.00% Softs 8.00% Energy 5.00% Interest Rates 5.00% Stock Indices 3.00% Livestock 1.00% SummaryThe Novus Precious Commodities Strategy seeks to achieve maximum growth of capital within defined risk limitations. The Strategy trades commodity futures (long and short) on a discretionary basis with an emphasis on precious metals. Our goal is to exploit the underlying trends and volatility with proper risk management tools such as limit orders, trailing stops, and occasional selective option strategies to enhance returns. We believe that the continued expansion of money supply (Austrian definition of inflation), and other inflation-fueling monetary and fiscal policies (using debt to bail out more debt), along with supply/demand imbalances will help these markets continue to develop tradable trends for years to come. The goal is to outperform commodity and managed futures index funds through the prudent use of leverage with proactive management of risk. Results through Oct, 2010 are based on actual client returns adjusted for a 2% Management Fee and a 15% Incentive Fee, paid quarterly.Investment StrategyDiversified discretionary macro w/ emphasis on precious metals.Risk Managementinitial risk averages 2% per position and 10% total for all positions. Stops and options are used to hedge risk at all times. 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 -39.84 8 4 2/1/2008 10/1/2008 -33.45 2 2 11/1/2009 1/1/2010 -26.80 3 3 4/1/2010 7/1/2010 -26.60 20 - 1/1/2013 9/1/2014 -20.64 1 3 5/1/2009 6/1/2009 -19.00 3 2 5/1/2007 8/1/2007 -12.35 2 2 12/1/2010 2/1/2011 -9.57 1 2 2/1/2009 3/1/2009 -9.54 10 1 9/1/2011 7/1/2012 -7.58 2 1 4/1/2011 6/1/2011 -6.61 1 2 2/1/2007 3/1/2007 -5.95 1 1 10/1/2007 11/1/2007 -4.27 1 1 9/1/2009 10/1/2009 -3.05 1 3 9/1/2012 10/1/2012 -0.94 1 1 10/1/2010 11/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 72.04 3 2/1/2010 4/1/2010 67.47 4 11/1/2008 2/1/2009 59.34 2 4/1/2009 5/1/2009 49.09 3 12/1/2007 2/1/2008 47.18 1 11/1/2009 11/1/2009 45.84 3 8/1/2010 10/1/2010 37.29 3 7/1/2009 9/1/2009 29.24 2 9/1/2007 10/1/2007 28.98 3 7/1/2011 9/1/2011 23.10 2 1/1/2007 2/1/2007 17.97 6 10/1/2014 3/1/2015 15.32 1 7/1/2007 7/1/2007 15.16 2 7/1/2013 8/1/2013 14.82 2 3/1/2011 4/1/2011 14.24 2 8/1/2012 9/1/2012 8.09 2 1/1/2012 2/1/2012 7.24 2 4/1/2007 5/1/2007 7.23 1 6/1/2010 6/1/2010 7.12 2 1/1/2016 2/1/2016 6.09 2 1/1/2017 2/1/2017 5.88 1 6/1/2008 6/1/2008 5.32 1 2/1/2014 2/1/2014 5.04 1 12/1/2010 12/1/2010 4.34 1 1/1/2013 1/1/2013 3.94 1 9/1/2008 9/1/2008 2.91 2 8/1/2015 9/1/2015 2.82 1 5/1/2012 5/1/2012 2.79 2 7/1/2017 8/1/2017 2.56 1 4/1/2016 4/1/2016 1.88 1 10/1/2016 10/1/2016 1.37 1 11/1/2012 11/1/2012 0.59 1 3/1/2013 3/1/2013 0.23 1 6/1/2014 6/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -33.45 2 12/1/2009 1/1/2010 -26.29 2 7/1/2008 8/1/2008 -25.29 1 7/1/2010 7/1/2010 -20.64 1 6/1/2009 6/1/2009 -18.67 5 9/1/2013 1/1/2014 -18.60 3 3/1/2008 5/1/2008 -16.37 1 8/1/2007 8/1/2007 -16.01 1 6/1/2007 6/1/2007 -12.65 3 4/1/2013 6/1/2013 -12.35 2 1/1/2011 2/1/2011 -9.74 5 5/1/2016 9/1/2016 -9.57 1 3/1/2009 3/1/2009 -9.50 3 7/1/2014 9/1/2014 -8.89 1 10/1/2008 10/1/2008 -8.63 1 5/1/2010 5/1/2010 -8.02 3 10/1/2011 12/1/2011 -7.58 2 5/1/2011 6/1/2011 -7.31 4 4/1/2015 7/1/2015 -6.66 2 6/1/2012 7/1/2012 -6.61 1 3/1/2007 3/1/2007 -5.95 1 11/1/2007 11/1/2007 -5.27 3 3/1/2014 5/1/2014 -5.19 2 3/1/2012 4/1/2012 -4.29 6 9/1/2017 2/1/2018 -4.27 1 10/1/2009 10/1/2009 -3.85 3 10/1/2015 12/1/2015 -3.05 1 10/1/2012 10/1/2012 -1.59 2 11/1/2016 12/1/2016 -1.44 1 2/1/2013 2/1/2013 -0.94 1 11/1/2010 11/1/2010 -0.81 4 3/1/2017 6/1/2017 -0.34 1 3/1/2016 3/1/2016 -0.20 1 12/1/2012 12/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods134.00132.00129.00123.00117.00111.0099.0087.0075.00 Percent Profitable47.0153.0361.2472.3662.3966.6764.6564.3774.67 Average Period Return1.774.819.3721.3934.7752.6091.99124.84150.68 Average Gain9.0014.8120.0532.4060.0183.35147.93199.65205.84 Average Loss-4.64-6.48-7.49-7.43-7.11-8.90-10.31-10.30-11.90 Best Period58.2072.04120.43238.39324.09352.73457.83486.25517.08 Worst Period-25.29-26.80-36.47-26.18-25.96-24.88-22.37-19.74-18.43 Standard Deviation10.7116.7922.4841.9962.8280.66126.84161.18175.11 Gain Standard Deviation10.4716.7422.3544.5467.9183.12126.56156.89170.36 Loss Standard Deviation5.686.657.176.806.886.385.675.384.31 Sharpe Ratio (1%)0.160.270.390.490.530.630.700.750.83 Average Gain / Average Loss1.942.282.684.368.449.3614.3519.3817.29 Profit / Loss Ratio1.722.584.2311.4114.0018.7226.2435.0150.97 Downside Deviation (10%)5.516.967.627.5510.1112.0016.3019.9921.23 Downside Deviation (5%)5.366.466.655.676.737.288.609.168.85 Downside Deviation (0%)5.326.346.425.266.036.296.976.916.35 Sortino Ratio (10%)0.250.510.912.172.693.534.685.175.79 Sortino Ratio (5%)0.320.711.333.604.946.9510.3413.1916.45 Sortino Ratio (0%)0.330.761.464.065.768.3613.1918.0623.72 Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 4 4.01 2/2017 Discretionary Trader Index Month 8 2.56 4/2016 Discretionary Trader Index Month 5 4.02 2/2016 Discretionary Trader Index Month 5 2.98 1/2016 Discretionary Trader Index Month 10 2.89 8/2015 Discretionary Trader Index Month 9 7.55 1/2015 Discretionary Trader Index Month 6 5.02 10/2014 Discretionary Trader Index Month 7 5.32 2/2014 IASG CTA Index 5 Year 7 270.35 2008 - 2013 IASG CTA Index Month 3 11.43 8/2013 Discretionary Trader Index Month 2 11.43 8/2013 Discretionary Trader Index Month 8 4.34 1/2013 IASG CTA Index 5 Year 4 364.78 2007 - 2012 Discretionary Trader Index Month 9 3.17 9/2012 IASG CTA Index Month 7 10.73 8/2012 Discretionary Trader Index Month 6 10.73 8/2012 Discretionary Trader Index Month 9 7.21 1/2012 IASG CTA Index 3 Year 4 281.38 2008 - 2011 IASG CTA Index 5 Year 3 465.83 2006 - 2011 Discretionary Trader Index Month 4 9.61 8/2011 Discretionary Trader Index Month 6 11.98 7/2011 Discretionary Trader Index Month 3 12.29 4/2011 IASG CTA Index Annual 7 65.78 2010 IASG CTA Index 3 Year 5 282.26 2007 - 2010 IASG CTA Index Month 5 27.44 9/2010 Discretionary Trader Index Month 4 27.44 9/2010 Discretionary Trader Index Month 4 7.23 6/2010 IASG CTA Index Month 6 11.63 4/2010 Discretionary Trader Index Month 1 11.63 4/2010 IASG CTA Index Month 1 29.54 3/2010 Discretionary Trader Index Month 1 29.54 3/2010 Discretionary Trader Index Month 2 18.97 2/2010 IASG CTA Index Month 4 18.97 2/2010 IASG CTA Index 3 Year 4 209.36 2006 - 2009 IASG CTA Index Annual 3 108.52 2009 Discretionary Trader Index Month 1 47.18 11/2009 IASG CTA Index Month 1 47.18 11/2009 IASG CTA Index Month 2 16.19 9/2009 Discretionary Trader Index Month 2 16.19 9/2009 Discretionary Trader Index Month 4 13.26 8/2009 IASG CTA Index Month 5 13.26 8/2009 Discretionary Trader Index Month 9 4.33 7/2009 Discretionary Trader Index Month 2 58.20 5/2009 IASG CTA Index Month 2 58.20 5/2009 IASG CTA Index Month 9 6.21 2/2009 Discretionary Trader Index Month 6 6.21 2/2009 Discretionary Trader Index Month 1 15.70 1/2009 IASG CTA Index Month 4 15.70 1/2009 Discretionary Trader Index Month 2 24.49 12/2008 IASG CTA Index Month 2 24.49 12/2008 Discretionary Trader Index Month 1 9.47 11/2008 Discretionary Trader Index Month 6 3.94 9/2008 Discretionary Trader Index Month 4 18.10 2/2008 Discretionary Trader Index Month 2 14.21 1/2008 Discretionary Trader Index Month 7 10.53 12/2007 Discretionary Trader Index Month 2 11.49 10/2007 Discretionary Trader Index Month 4 15.92 9/2007 Discretionary Trader Index Month 1 15.32 7/2007 IASG CTA Index Month 2 15.32 7/2007 Discretionary Trader Index Month 4 6.65 5/2007 IASG CTA Index Month 4 10.90 2/2007 Discretionary Trader Index Month 3 10.90 2/2007 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