PacificFront Capital, LLC : PFC Futures Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -4.98% Min Investment $ 100k Mgmt. Fee 1.00% Perf. Fee 25.00% Annualized Vol 37.51% Sharpe (RFR=1%) 1.06 CAROR - Assets $ 6.7M Worst DD -20.12 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since4/2016 PFC Futures Trading Program -4.98 - - - - - - 82.48 S&P 500 3.43 - - - - - - 88.58 +/- S&P 500 -8.41 - - - - - - -6.11 Strategy Description SummaryPacificFront Capital's trading program was created to target superior annual return for investors with appropriate risk-return metrics. It serves as an alternative investment vehicle with little to no correlation to major markets and other managers. The program is long/short and trades... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 1.00% Performance Fee 25.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1500 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough -9.58% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 30.00% 1-30 Days 70.00% Intraday 0% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Fundamental 15.00% Technical 85.00% Composition Currency Futures 20.00% Precious Metals 20.00% Interest Rates 20.00% Grains 10.00% Softs 10.00% Stock Indices 10.00% Energy 5.00% Livestock 5.00% SummaryPacificFront Capital's trading program was created to target superior annual return for investors with appropriate risk-return metrics. It serves as an alternative investment vehicle with little to no correlation to major markets and other managers. The program is long/short and trades the most liquid futures markets including stock indices, interest rates, currencies, and major commodity markets. The program utilizes proprietary models to generate trade ideas based on the agreement of price action, specific technical indicators, and fundamentals. The models are geared to direct the manager’s attention to a particular market, but execution is ultimately based on discretion. The program typically holds 1-2 positions at a time with an average holding period of 1 to 8 weeks. Although, there may be periods where no positions are held at all.Investment StrategyDiscretionary execution accompanied by proprietary models. Position trading in search of breakout moves. Risk Management- 5:1 Reward/Risk ratio needed before entering a position, Predefined Price Entry Window: range of acceptable prices, Scale into positions incrementally (typically at 25-50% of intended position size), Predefined Exit Points. Stays in cash often to avoid uncertain market activity, Low trade frequency. 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 -20.12 12 - 12/1/2016 12/1/2017 -9.58 1 1 5/1/2016 6/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 63.14 6 7/1/2016 12/1/2016 54.87 2 4/1/2016 5/1/2016 7.82 1 5/1/2017 5/1/2017 2.48 1 3/1/2017 3/1/2017 0.70 2 10/1/2017 11/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.34 4 6/1/2017 9/1/2017 -9.58 1 6/1/2016 6/1/2016 -8.53 2 1/1/2017 2/1/2017 -4.98 1 12/1/2017 12/1/2017 -1.28 1 4/1/2017 4/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods21.0019.0016.0010.00 Percent Profitable57.1457.8956.2570.00 Average Period Return3.408.7317.7532.63 Average Gain9.4320.3039.4850.96 Average Loss-4.64-7.18-10.17-10.14 Best Period38.7645.9984.67114.15 Worst Period-9.58-14.53-18.22-20.12 Standard Deviation10.8317.8633.6744.23 Gain Standard Deviation10.6514.3929.8340.04 Loss Standard Deviation3.144.945.438.65 Sharpe Ratio (1%)0.310.470.510.72 Average Gain / Average Loss2.032.833.885.02 Profit / Loss Ratio2.713.894.9911.72 Downside Deviation (10%)3.836.239.009.17 Downside Deviation (5%)3.655.687.807.22 Downside Deviation (0%)3.605.547.516.77 Sortino Ratio (10%)0.781.201.703.01 Sortino Ratio (5%)0.911.492.214.38 Sortino Ratio (0%)0.941.572.364.82 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. x {{title}} x {{title}} Add Cancel