Sector Arc Advisors : Global Lean Hog Ag

Year-to-Date
7.60%
Sep Performance
-0.07%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
7.33%
Sharpe (RFR=1%)
0.81
CAROR
6.85%
Assets
$ 9.4M
Worst DD
-7.97
S&P Correlation
0.09

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
10/2015
Global Lean Hog Ag -0.07 -2.33 -7.60 -5.93 29.07 - - 30.35
S&P 500 1.72 1.19 18.74 2.15 35.89 - - 41.70
+/- S&P 500 -1.79 -3.52 -26.33 -8.07 -6.82 - - -11.35

Strategy Description

Summary

Sector Arc’s inaugural program is specific in nature, but not exclusively held to the Lean Hogs. Necessary livestock contracts and inputs are available for trade and can be initiated at advisor’s discretion. The program uses fundamental analysis derived from well-connected industry... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$12.00
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
2500 RT/YR/$M
Avg. Margin-to-Equity
5%
Targeted Worst DD
-10.00%
Worst Peak-to-Trough
4.24%
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
0%
4-12 Months
10.00%
1-3 Months
10.00%
1-30 Days
70.00%
Intraday
10.00%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
25.00%
Spreading/hedging
25.00%
Technical
25.00%
Trend-following
25.00%
Strategy Pie Chart

Composition

Livestock
80.00%
Grains
20.00%
Composition Pie Chart

Summary

Sector Arc’s inaugural program is specific in nature, but not exclusively held to the Lean Hogs. Necessary livestock contracts and inputs are available for trade and can be initiated at advisor’s discretion. The program uses fundamental analysis derived from well-connected industry relationships, proprietary research and seasonal trends. Short term futures trades are both of the long and short variety, while longer term, trend following trades are typically futures and options on futures spreads and long option strategies. Risk is managed on a trade by trade basis using technical studies to place stop loss parameters at trade initiation. The advisor is committed to smoothing market movements and steadily growing portfolio returns.

   

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:
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
-7.97 8 - 1/1/2019 9/1/2019
-7.26 2 6 5/1/2016 7/1/2016
-3.33 2 1 8/1/2017 10/1/2017
-3.00 2 2 2/1/2018 4/1/2018
-1.91 1 1 12/1/2015 1/1/2016
-1.25 1 1 1/1/0001 10/1/2015
-0.29 1 1 3/1/2017 4/1/2017
-0.18 1 1 10/1/2018 11/1/2018
-0.07 1 1 6/1/2018 7/1/2018
-0.07 1 1 11/1/2017 12/1/2017
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Consecutive Gains

Run-up Length (Mos.) Start End
15.42 6 10/1/2016 3/1/2017
12.49 4 5/1/2017 8/1/2017
5.70 4 2/1/2016 5/1/2016
4.75 2 11/1/2015 12/1/2015
4.14 1 11/1/2017 11/1/2017
3.62 2 5/1/2018 6/1/2018
3.02 2 1/1/2018 2/1/2018
2.79 1 8/1/2016 8/1/2016
2.72 3 8/1/2018 10/1/2018
1.51 2 12/1/2018 1/1/2019
0.23 1 6/1/2019 6/1/2019
0.22 1 3/1/2019 3/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.26 2 6/1/2016 7/1/2016
-5.82 2 4/1/2019 5/1/2019
-3.33 2 9/1/2017 10/1/2017
-3.00 2 3/1/2018 4/1/2018
-2.33 3 7/1/2019 9/1/2019
-1.91 1 1/1/2016 1/1/2016
-1.25 1 10/1/2015 10/1/2015
-1.23 1 9/1/2016 9/1/2016
-0.40 1 2/1/2019 2/1/2019
-0.29 1 4/1/2017 4/1/2017
-0.18 1 11/1/2018 11/1/2018
-0.07 1 7/1/2018 7/1/2018
-0.07 1 12/1/2017 12/1/2017
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods48.0046.0043.0037.0031.0025.0013.00
Percent Profitable60.4271.7472.0989.1990.3296.00100.00
Average Period Return0.581.864.0410.1817.4924.1733.82
Average Gain1.903.877.0811.9019.6025.1933.82
Average Loss-1.44-3.23-3.80-4.00-2.21-0.23
Best Period4.5810.2917.3528.8635.1037.2141.55
Worst Period-5.20-6.42-7.81-5.93-3.73-0.2324.15
Standard Deviation2.124.106.479.2610.5611.215.09
Gain Standard Deviation1.322.774.728.248.7110.205.09
Loss Standard Deviation1.361.842.452.171.39
Sharpe Ratio (1%)0.230.390.550.991.511.986.05
Average Gain / Average Loss1.321.201.862.988.87110.84
Profit / Loss Ratio2.013.044.8224.5682.752660.11
Downside Deviation (10%)1.432.563.553.223.463.06
Downside Deviation (5%)1.272.082.581.761.210.45
Downside Deviation (0%)1.231.962.361.450.770.05
Sortino Ratio (10%)0.120.250.441.612.864.54
Sortino Ratio (5%)0.390.781.375.2113.2249.46
Sortino Ratio (0%)0.470.951.727.0122.64531.82

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 8 0.23 6/2019
Agricultural Trader Index Month 8 0.22 3/2019
Agricultural Trader Index Month 5 0.41 1/2019
Agricultural Trader Index Month 2 1.10 12/2018
IASG CTA Index Sharpe 10 1.35 2017 - 2018
Agricultural Trader Index Month 6 0.88 10/2018
Agricultural Trader Index Month 8 0.04 9/2018
Agricultural Trader Index Month 9 0.04 9/2018
Discretionary Trader Index Month 8 1.78 8/2018
Agricultural Trader Index Month 4 1.78 8/2018
Agricultural Trader Index Month 4 2.40 6/2018
Discretionary Trader Index Month 7 2.40 6/2018
Agricultural Trader Index Month 6 1.19 5/2018
Agricultural Trader Index Month 8 0.82 2/2018
Agricultural Trader Index Month 7 2.18 1/2018
Discretionary Trader Index Month 3 4.14 11/2017
Agricultural Trader Index Month 3 4.14 11/2017
Agricultural Trader Index Month 4 2.00 8/2017
Agricultural Trader Index Month 6 2.35 7/2017
Discretionary Trader Index Month 9 2.35 7/2017

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.