PacificFront Capital, LLC : PFC Futures Trading Program

archived programs
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

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 Since
4/2016
PFC Futures Trading Program -4.98 - - - -4.75 - - 82.48
S&P 500 3.43 - - - 28.55 - - 56.72
+/- S&P 500 -8.41 - - - -33.30 - - 25.76

Strategy Description

Summary

PacificFront 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%
Strategy Pie Chart

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%
Composition Pie Chart

Summary

PacificFront 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 Strategy

Discretionary 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.

   

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
Average RoR:
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
-20.12 12 - 12/1/2016 12/1/2017
-9.58 1 1 5/1/2016 6/1/2016
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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
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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
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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.