Rivercast Capital LLC : Rivercast Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance 0.03% Min Investment $ 500k Mgmt. Fee 1.00% Perf. Fee 25.00% Annualized Vol 9.62% Sharpe (RFR=1%) 0.65 CAROR 6.98% Assets $ 1.0M Worst DD -21.27 S&P Correlation 0.09 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since1/2004 Rivercast Program 0.03 - - - 5.20 2.20 23.15 194.58 S&P 500 -0.16 - - - 40.10 60.04 197.26 279.77 +/- S&P 500 0.19 - - - -34.90 -57.84 -174.11 -85.19 Strategy Description SummaryRivercast seeks to provide clients with consistent returns in highly liquid financial futures markets through statistical modeling and disciplined short-term trading. The firm employs a quantitative platform that uses pattern recognition to predict price movements. The program uses... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 500k CTA Max Funding Factor 3.00 Management Fee 1.00% Performance Fee 25.00% Average Commission $7.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 5% Targeted Worst DD -15.00% Worst Peak-to-Trough 22.00% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 30.00% Systematic 70.00% Strategy Counter-trend 25.00% Pattern Recognition 50.00% Trend-following 25.00% Composition Stock Indices 100.00% SummaryRivercast seeks to provide clients with consistent returns in highly liquid financial futures markets through statistical modeling and disciplined short-term trading. The firm employs a quantitative platform that uses pattern recognition to predict price movements. The program uses systematic models for signals and trader oversight on execution. Performance results are net of fees and include notional funding. Rivercast began managing customer accounts in 2013. Prior to that the firm managed proprietary funds. Investment StrategyThe Rivercast program trades in equity index futures. Risk ManagementThe firm is diversified in trade selection. Trades can be counter-trend, trend, or opportunistic within a 10 to 15 day average holding period. Rivercast targets annualized volatility below 11% and a Sharpe ratio over 1. Rivercast uses a fixed risk management program that includes consistent sizing, capped margin usage, and knowledge of worst case scenarios. Rivercast does not use arbitrary stops and positions to be able to maintain consistent exposure even during draw downs. The offered program is for consideration by qualified eligible persons ("QEPs") only, as such persons are defined in CFTC rule 4.7(a), and the Advisor will comply with the applicable requirements of R. 4.7. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. COMMODITY TRADING INVOLVES A SUBSTANTIAL RISK OF LOSS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. 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 -21.27 6 4 1/1/2007 7/1/2007 -13.04 3 5 11/1/2007 2/1/2008 -10.76 47 - 6/1/2015 5/1/2019 -9.92 2 3 2/1/2004 4/1/2004 -7.88 3 3 4/1/2006 7/1/2006 -7.76 6 12 2/1/2010 8/1/2010 -5.50 4 1 3/1/2005 7/1/2005 -3.55 2 3 8/1/2009 10/1/2009 -2.93 2 4 8/1/2011 10/1/2011 -2.70 1 2 12/1/2005 1/1/2006 -2.04 1 1 1/1/0001 1/1/2004 -1.09 2 3 12/1/2013 2/1/2014 -0.96 2 1 10/1/2008 12/1/2008 -0.89 1 2 9/1/2012 10/1/2012 -0.84 1 2 6/1/2012 7/1/2012 -0.56 2 2 2/1/2013 4/1/2013 -0.54 1 1 7/1/2013 8/1/2013 -0.49 1 1 12/1/2014 1/1/2015 -0.40 1 1 10/1/2004 11/1/2004 -0.17 1 1 10/1/2005 11/1/2005 Show More Consecutive Gains Run-up Length (Mos.) Start End 30.59 6 5/1/2004 10/1/2004 27.81 4 8/1/2007 11/1/2007 23.87 8 1/1/2009 8/1/2009 21.16 5 6/1/2008 10/1/2008 19.10 6 8/1/2006 1/1/2007 13.60 3 2/1/2006 4/1/2006 12.12 3 8/1/2005 10/1/2005 10.58 4 12/1/2004 3/1/2005 7.80 8 11/1/2011 6/1/2012 7.68 10 3/1/2014 12/1/2014 6.52 8 6/1/2019 1/1/2020 6.33 7 12/1/2010 6/1/2011 6.21 4 11/1/2009 2/1/2010 5.01 2 3/1/2008 4/1/2008 4.53 2 9/1/2010 10/1/2010 4.18 4 9/1/2013 12/1/2013 3.87 4 11/1/2012 2/1/2013 3.62 1 12/1/2005 12/1/2005 3.16 3 5/1/2013 7/1/2013 2.97 1 2/1/2004 2/1/2004 2.74 5 2/1/2015 6/1/2015 2.65 1 6/1/2006 6/1/2006 2.48 1 8/1/2011 8/1/2011 2.39 1 5/1/2007 5/1/2007 1.67 6 5/1/2016 10/1/2016 1.60 5 6/1/2017 10/1/2017 1.47 1 5/1/2005 5/1/2005 1.44 2 8/1/2012 9/1/2012 1.23 3 7/1/2018 9/1/2018 1.17 4 1/1/2019 4/1/2019 0.99 4 1/1/2017 4/1/2017 0.59 1 11/1/2018 11/1/2018 0.49 1 4/1/2010 4/1/2010 0.38 2 4/1/2018 5/1/2018 0.01 1 6/1/2010 6/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.04 3 12/1/2007 2/1/2008 -12.96 3 2/1/2007 4/1/2007 -11.66 2 6/1/2007 7/1/2007 -9.92 2 3/1/2004 4/1/2004 -6.99 10 7/1/2015 4/1/2016 -6.95 1 5/1/2006 5/1/2006 -6.51 5 11/1/2017 3/1/2018 -4.82 1 4/1/2005 4/1/2005 -4.22 1 5/1/2010 5/1/2010 -3.56 1 7/1/2006 7/1/2006 -3.55 2 9/1/2009 10/1/2009 -2.93 2 7/1/2010 8/1/2010 -2.93 2 9/1/2011 10/1/2011 -2.84 1 11/1/2010 11/1/2010 -2.70 1 1/1/2006 1/1/2006 -2.29 1 10/1/2018 10/1/2018 -2.15 2 6/1/2005 7/1/2005 -2.04 1 1/1/2004 1/1/2004 -1.28 1 3/1/2010 3/1/2010 -1.19 1 5/1/2019 5/1/2019 -1.09 2 1/1/2014 2/1/2014 -0.96 2 11/1/2008 12/1/2008 -0.89 1 10/1/2012 10/1/2012 -0.84 1 7/1/2012 7/1/2012 -0.62 1 12/1/2018 12/1/2018 -0.56 2 3/1/2013 4/1/2013 -0.54 1 8/1/2013 8/1/2013 -0.52 2 11/1/2016 12/1/2016 -0.49 1 1/1/2015 1/1/2015 -0.40 1 11/1/2004 11/1/2004 -0.32 1 5/1/2008 5/1/2008 -0.25 1 5/1/2017 5/1/2017 -0.17 1 11/1/2005 11/1/2005 -0.09 1 6/1/2018 6/1/2018 -0.07 1 7/1/2011 7/1/2011 Show More 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