Salona Capital LLC : ACP2 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 0.58% Min Investment $ 25k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 2.30% Sharpe (RFR=1%) 2.47 CAROR 6.85% Assets $ 340k Worst DD -1.96 S&P Correlation -0.02 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 Since11/2014 ACP2 0.58 - - - 1.02 13.16 - 23.33 S&P 500 3.43 - - - 28.55 85.57 - 56.55 +/- S&P 500 -2.85 - - - -27.52 -72.41 - -33.22 Strategy Description SummarySalona Capital develops innovative alternative investment strategies that aim to complement and supplement an investor’s traditional portfolio. The Salona Capital methodology strives to provide enhanced investment returns in all three market stages. The potential to create investor... Read More Account & Fees Type Managed Account Minimum Investment $ 25k Trading Level Incremental Increase $ 200k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $25.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3500 RT/YR/$M Avg. Margin-to-Equity 60% Targeted Worst DD -12.00% Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 40.00% 1-30 Days 50.00% Intraday 5.00% Decision-Making Discretionary 35.00% Systematic 65.00% Strategy Momentum 5.00% Option-purchasing 10.00% Option-spreads 10.00% Option-writing 70.00% Pattern Recognition 5.00% Composition Stock Indices 50.00% Currency Futures 10.00% Energy 10.00% Interest Rates 10.00% Precious Metals 5.00% Grains 5.00% Livestock 5.00% Softs 3.00% VIX 2.00% SummarySalona Capital develops innovative alternative investment strategies that aim to complement and supplement an investor’s traditional portfolio. The Salona Capital methodology strives to provide enhanced investment returns in all three market stages. The potential to create investor value regardless of whether a given market is trending, counter-trending or consolidating is the hallmark goal of Salona Capital. Investment StrategyThe All Commodity Program 2(“ACP2”) takes the Salona Capital methodology and applies it not only to the stock indices but to over thirty different financial future and commodity markets; including but not limited to Currency, Metal, Energy, Grain, Meat, Soft and Interest Rate products. Due to an abundance of prospective trades at any given time, investment opportunities are thoroughly vetted, accounting for not only individual risk and reward but overall portfolio risk. World economies and markets are becoming more interdependent and connected by the day and a change in one can have a profound ripple effect. This provides sophisticated investors with substantial opportunities to add above average value to their portfolio, along with the corresponding risk associated with futures and options trading. The All Commodity Program primarily utilizes the writing of naked futures options but will also purchase options and open outright futures positions. It will at times engage in spread trading, day trading and intermediate term trend following in addition to writing options that normally expire within 150 days. The program is technical with a discretionary override. Risk ManagementThe Advisor employs a top down multi-tiered risk management strategy that is intended to minimize drawdowns by gauging market risk, overall portfolio risk, and each individual trade's risk reward and its impact on the overall risk profile of the portfolio. Proper money management and constant risk assessment are vital due to the constant flux and rapid state of change in the world’s economies and markets. 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 -1.96 1 2 3/1/2015 4/1/2015 -0.63 2 2 1/1/2016 3/1/2016 -0.43 1 2 8/1/2016 9/1/2016 -0.30 1 1 7/1/2015 8/1/2015 -0.05 1 1 6/1/2017 7/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 6.86 5 11/1/2014 3/1/2015 6.33 9 10/1/2016 6/1/2017 3.24 3 5/1/2015 7/1/2015 3.04 5 4/1/2016 8/1/2016 2.75 5 8/1/2017 12/1/2017 2.74 5 9/1/2015 1/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -1.96 1 4/1/2015 4/1/2015 -0.63 2 2/1/2016 3/1/2016 -0.43 1 9/1/2016 9/1/2016 -0.30 1 8/1/2015 8/1/2015 -0.05 1 7/1/2017 7/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods38.0036.0033.0027.0021.0015.00 Percent Profitable84.2194.44100.00100.00100.00100.00 Average Period Return0.561.592.985.888.5611.66 Average Gain0.771.712.985.888.5611.66 Average Loss-0.56-0.30 Best Period1.814.265.118.9910.5813.28 Worst Period-1.96-0.351.103.025.709.62 Standard Deviation0.661.111.051.611.320.99 Gain Standard Deviation0.401.041.051.611.320.99 Loss Standard Deviation0.700.07 Sharpe Ratio (1%)0.711.212.373.035.359.74 Average Gain / Average Loss1.365.62 Profit / Loss Ratio7.2695.46 Downside Deviation (10%)0.470.520.430.630.500.16 Downside Deviation (5%)0.360.14 Downside Deviation (0%)0.340.07 Sortino Ratio (10%)0.320.711.191.391.958.62 Sortino Ratio (5%)1.319.83 Sortino Ratio (0%)1.6522.00 Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 9 0.65 11/2016 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