Pearl Capital Advisors, LLC : Tactical Growth

Year-to-Date
4.80%
Jan Performance
-4.80%
Min Investment
$ 500k
Mgmt. Fee
1.50%
Perf. Fee
20.00%
Annualized Vol
14.99%
Sharpe (RFR=1%)
0.35
CAROR
-
Assets
$ 8.1M
Worst DD
-4.80
S&P Correlation
0.85

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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
10/2020
Tactical Growth -4.80 -4.80 -4.80 - - - - 1.83
S&P 500 -1.11 13.59 -1.11 - - - - 25.44
+/- S&P 500 -3.69 -18.39 -3.69 - - - - -23.61

Strategy Description

Summary

The Tactical Growth strategy is designed to beat the S&P 500 Index by reducing downside risk and capturing market upside—all with less volatility. The Program is built to be the first and core component of your equity portfolio. Through balancing its positions to express a directional... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 500k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 3.00
Management Fee 1.50%
Performance Fee 20.00%
Average Commission
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 800 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Momentum
100.00%
Strategy Pie Chart

Composition

Stock Indices
50.00%
VIX
50.00%
Composition Pie Chart

Summary

The Tactical Growth strategy is designed to beat the S&P 500 Index by reducing downside risk and capturing market upside—all with less volatility. The Program is built to be the first and core component of your equity portfolio. Through balancing its positions to express a directional view on the market, the Program may be able to capitalize on both moments of volatility as well as rising markets. The Program seeks to capture “risk-on” opportunities by maintaining a synthetic long exposure to equity markets during rising market conditions. During inflection points and transitions to "risk-off", the Tactical Growth is designed to quickly adjust to synthetic short positions via directionally long exposure to VIX Futures. Through its positions, Tactical Growth is built to capture rising market conditions and also convert equity market volatility episodes from liabilities to be endured into profit centers. In fulfilling its designed mandate, Tactical Growth may compound capital at a significantly higher rate than long-only equity exposure. Hence, the Program is designed to be your first and core equity holding.

   

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
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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
-4.80 1 - 12/1/2020 1/1/2021
-0.25 1 1 1/1/0001 10/1/2020
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Consecutive Gains

Run-up Length (Mos.) Start End
7.23 2 11/1/2020 12/1/2020
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Consecutive Losses

Run-up Length (Mos.) Start End
-4.80 1 1/1/2021 1/1/2021
-0.25 1 10/1/2020 10/1/2020
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Time Windows Analysis

 1 Month
Number of Periods4.00
Percent Profitable50.00
Average Period Return0.53
Average Gain3.58
Average Loss-2.53
Best Period5.65
Worst Period-4.80
Standard Deviation4.33
Gain Standard Deviation2.93
Loss Standard Deviation3.22
Sharpe Ratio (1%)0.10
Average Gain / Average Loss1.42
Profit / Loss Ratio1.42
Downside Deviation (10%)2.62
Downside Deviation (5%)2.45
Downside Deviation (0%)2.40
Sortino Ratio (10%)0.04
Sortino Ratio (5%)0.18
Sortino Ratio (0%)0.22

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.