Novus Investments, LLC : Novus Precious Commodities

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

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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	YTD	1yr	3yr	5yr	10yr	Since 1/2007
Novus Precious Commodities	-0.13	-0.39	-	-2.41	-4.38	-17.34	192.91	430.05
S&P 500	-3.89	4.99	-	13.66	27.65	77.36	101.86	94.32
+/- S&P 500	3.76	-5.38	-	-16.07	-32.04	-94.70	91.05	335.72

Strategy Description

Summary

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%

Summary

The 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 Strategy

Diversified discretionary macro w/ emphasis on precious metals.

Risk Management

initial risk averages 2% per position and 10% total for all positions. Stops and options are used to hedge risk at all times.

Compare to:

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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

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Average RoR:
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Risk
Standard Deviation:
Worst Loss:
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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:
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Sharpe Ratio: (RF=1%)
Skewness:
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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	134.00	132.00	129.00	123.00	117.00	111.00	99.00	87.00	75.00
Percent Profitable	47.01	53.03	61.24	72.36	62.39	66.67	64.65	64.37	74.67
Average Period Return	1.77	4.81	9.37	21.39	34.77	52.60	91.99	124.84	150.68
Average Gain	9.00	14.81	20.05	32.40	60.01	83.35	147.93	199.65	205.84
Average Loss	-4.64	-6.48	-7.49	-7.43	-7.11	-8.90	-10.31	-10.30	-11.90
Best Period	58.20	72.04	120.43	238.39	324.09	352.73	457.83	486.25	517.08
Worst Period	-25.29	-26.80	-36.47	-26.18	-25.96	-24.88	-22.37	-19.74	-18.43
Standard Deviation	10.71	16.79	22.48	41.99	62.82	80.66	126.84	161.18	175.11
Gain Standard Deviation	10.47	16.74	22.35	44.54	67.91	83.12	126.56	156.89	170.36
Loss Standard Deviation	5.68	6.65	7.17	6.80	6.88	6.38	5.67	5.38	4.31
Sharpe Ratio (1%)	0.16	0.27	0.39	0.49	0.53	0.63	0.70	0.75	0.83
Average Gain / Average Loss	1.94	2.28	2.68	4.36	8.44	9.36	14.35	19.38	17.29
Profit / Loss Ratio	1.72	2.58	4.23	11.41	14.00	18.72	26.24	35.01	50.97
Downside Deviation (10%)	5.51	6.96	7.62	7.55	10.11	12.00	16.30	19.99	21.23
Downside Deviation (5%)	5.36	6.46	6.65	5.67	6.73	7.28	8.60	9.16	8.85
Downside Deviation (0%)	5.32	6.34	6.42	5.26	6.03	6.29	6.97	6.91	6.35
Sortino Ratio (10%)	0.25	0.51	0.91	2.17	2.69	3.53	4.68	5.17	5.79
Sortino Ratio (5%)	0.32	0.71	1.33	3.60	4.94	6.95	10.34	13.19	16.45
Sortino Ratio (0%)	0.33	0.76	1.46	4.06	5.76	8.36	13.19	18.06	23.72

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 Rolling	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 Rolling	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 Rolling	4	281.38	2008 - 2011
IASG CTA Index	5 Year Rolling	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	Year Rolling	7	65.78	2009 - 2010
IASG CTA Index	3 Year Rolling	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 Rolling	4	209.36	2006 - 2009
IASG CTA Index	Year Rolling	3	108.52	2008 - 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.

^#4

Top Performer

DISCRETIONARY TRADER INDEX

FEBRUARY
2017

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Novus Investments, LLC : Novus Precious Commodities

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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