Pacific Capital Advisors : Terra Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance 1.61% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 21.00% Sharpe (RFR=1%) 0.45 CAROR 8.71% Assets $ 300k Worst DD -26.27 S&P Correlation -0.27 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 May Qtr YTD 1yr 3yr 5yr 10yr Since4/2014 Terra 1.61 - - - - 12.55 - 19.84 S&P 500 1.53 - - - - 55.85 - 90.28 +/- S&P 500 0.08 - - - - -43.30 - -70.44 Strategy Description SummaryPacific Capital Advisors' Terra program is an Ags-only program. It is systematic. ... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.50 Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD Worst Peak-to-Trough Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 1.00% 1-3 Months 9.00% 1-30 Days 90.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 30.00% Momentum 40.00% Pattern Recognition 30.00% Composition Grains 60.00% Livestock 40.00% SummaryPacific Capital Advisors' Terra program is an Ags-only program. It is systematic. Investment StrategyBreakout / momentum and pattern recognition trading methods are used. The trades are short term in nature with average holding period of less than 7 days, while winning trades that continue to trend may be held for a month or longer. Using decades of of market data, recurring patterns have been identified in these markets that can be systematically captured. The nimble shorter time-frame trading combined with diversification across a few ag related sectors is at the heart of this program. This program has been designed for investors that see the value of trading these non-financial markets as a bastion of non-correlation relative to other asset classes and other CTA programs. This program seeks to capitalize on the uniqueness of the trading opportunities in each of these markets.Risk ManagementProtective stops are used for every trade. Diversification of trading models, markets and sectors tend to reduce overall risk for the portfolio. 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 -26.27 8 - 3/1/2015 11/1/2015 -7.48 2 1 12/1/2014 2/1/2015 -4.28 1 2 9/1/2014 10/1/2014 -3.34 1 1 7/1/2014 8/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 23.51 4 4/1/2014 7/1/2014 18.56 1 9/1/2014 9/1/2014 9.03 1 3/1/2015 3/1/2015 8.66 2 2/1/2016 3/1/2016 5.67 2 11/1/2014 12/1/2014 3.10 1 12/1/2015 12/1/2015 1.61 1 5/1/2016 5/1/2016 1.12 1 6/1/2015 6/1/2015 0.57 1 8/1/2015 8/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.68 2 4/1/2015 5/1/2015 -10.96 3 9/1/2015 11/1/2015 -7.48 2 1/1/2015 2/1/2015 -4.28 1 10/1/2014 10/1/2014 -3.34 1 8/1/2014 8/1/2014 -1.09 1 7/1/2015 7/1/2015 -0.65 1 1/1/2016 1/1/2016 -0.48 1 4/1/2016 4/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods26.0024.0021.0015.009.00 Percent Profitable53.8558.3347.6240.0011.11 Average Period Return0.871.711.54-5.23-6.06 Average Gain4.998.3215.8312.1116.61 Average Loss-3.94-7.53-11.44-16.78-8.90 Best Period18.5620.4441.5444.4116.61 Worst Period-9.51-16.76-19.25-23.32-16.27 Standard Deviation6.069.7416.5418.629.91 Gain Standard Deviation4.796.3112.0017.33 Loss Standard Deviation3.084.695.286.585.44 Sharpe Ratio (1%)0.130.150.06-0.33-0.76 Average Gain / Average Loss1.271.101.380.721.87 Profit / Loss Ratio1.481.551.260.480.23 Downside Deviation (10%)3.576.3410.7117.6416.27 Downside Deviation (5%)3.395.799.3814.5910.91 Downside Deviation (0%)3.355.659.0513.869.66 Sortino Ratio (10%)0.130.08-0.09-0.58-0.84 Sortino Ratio (5%)0.230.250.11-0.43-0.69 Sortino Ratio (0%)0.260.300.17-0.38-0.63 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 8 1.61 5/2016 Agricultural Trader Index Month 3 3.39 3/2016 Agricultural Trader Index Month 1 5.10 2/2016 Agricultural Trader Index Month 3 3.10 12/2015 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