Panacea Capital : Ag Elixir Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 1.44% Min Investment $ 10k Mgmt. Fee 3.00% Perf. Fee 25.00% Annualized Vol 30.83% Sharpe (RFR=1%) 2.79 CAROR - Assets $ 160k Worst DD -9.02 S&P Correlation -0.26 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 Aug Qtr 2020 1yr 3yr 5yr 10yr Since11/2007 Ag Elixir Program 1.44 - - - - - - 95.36 S&P 500 1.22 - - - - - - 150.97 +/- S&P 500 0.22 - - - - - - -55.62 Strategy Description Summary-Panacea Capital Management ? Ag Elixir Program (Brief Description of Trading Methodology)The Agricultural Sector Specific Trading Program of Panacea Capital Management (PCM) utilizes a short options strategy, primarily US Exchange traded livestock futures and options. A short options... Read More Account & Fees Type Managed Account Minimum Investment $ 10k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 3.00% Performance Fee 25.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 40% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Summary-Panacea Capital Management ? Ag Elixir Program (Brief Description of Trading Methodology)The Agricultural Sector Specific Trading Program of Panacea Capital Management (PCM) utilizes a short options strategy, primarily US Exchange traded livestock futures and options. A short options strategy consists of selling (going short) an out of the money call option, above the current futures price, while simultaneously selling (going short) an out of the money put option, below the current futures price, effectively bracketing the market. The intent being that the short options will expire with the underlying futures price falling between the short option strike prices.&Selling ?naked? options, i.e. going short an option without an accompanying futures position, entails unlimited risk exposure. Specifically, should the counterparty purchaser of an option exercise that option, the seller of that option is assigned a futures position, with the attendant unlimited risk. PCM?s Trading Strategy is to actively manage that risk exposure through constant monitoring of futures market price and direction, and the use of protective futures hedges, when needed. The primary indication of the need to initiate a protective futures hedge is an underlying futures price at or beyond either the short call or short put strike price. Should a protective futures hedge or hedges need to be enacted, the effect is that the risk exposure is limited to the difference between the price at which the futures were initiated and the strike price of the short option. This is a cost, which both reduces, and protects potential profits. The goal of PCM?s Trading Strategy is to collect as much premium as possible, and then retain as much as possible of that premium as profits for clients. PAST PERFORMANCE IS NOT INDIACTIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING CAN BE SUBSTANTIAL AND IS NOT FOR EVERYONE.& 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 -9.02 1 1 3/1/2008 4/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 51.30 4 5/1/2008 8/1/2008 41.92 5 11/1/2007 3/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.02 1 4/1/2008 4/1/2008 Show More Time Windows Analysis 1 Month3 Month Number of Periods10.008.00 Percent Profitable90.0087.50 Average Period Return7.2623.86 Average Gain9.0727.42 Average Loss-9.02-1.07 Best Period19.9949.15 Worst Period-9.02-1.07 Standard Deviation8.9014.68 Gain Standard Deviation7.2311.54 Loss Standard Deviation Sharpe Ratio (1%)0.811.61 Average Gain / Average Loss1.0125.65 Profit / Loss Ratio9.05179.56 Downside Deviation (10%)2.980.81 Downside Deviation (5%)2.880.47 Downside Deviation (0%)2.850.38 Sortino Ratio (10%)2.3027.88 Sortino Ratio (5%)2.4950.67 Sortino Ratio (0%)2.5563.13 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