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/ Serac, LLC / Gold Reversal Program

Serac, LLC : Gold Reversal Program

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archived programs
Year-to-Date
N / A
May Performance
2.51%
Min Investment
$ 200k
Mgmt. Fee
2.00%
Perf. Fee
30.00%
Annualized Vol
0.63%
Sharpe (RFR=1%)
42.85
CAROR
-
Assets
$ 2.1M
Worst DD
N/A
S&P Correlation
0.89
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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 May Qtr 2020 1yr 3yr 5yr 10yr Since
3/2014
Gold Reversal Program 2.51 - - - - - - 7.12
S&P 500 2.10 - - - - - - 98.57
+/- S&P 500 0.41 - - - - - - -91.45

Strategy Description

Summary

The Gold Reversal Program uses the same system employed in our Diversified Reversal Program. It is a technical system which is "always in", reversing from long and short positions. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 200k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 4.00
Management Fee 2.00%
Performance Fee 30.00%
Average Commission $1,800.00
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 1800 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD -15.00%
Worst Peak-to-Trough 0%
Sector Focus Financial & Metals 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 0%
Systematic 100.00%

Strategy

Technical
100.00%
Strategy Pie Chart

Composition

Precious Metals
100.00%
Composition Pie Chart

Summary

The Gold Reversal Program uses the same system employed in our Diversified Reversal Program. It is a technical system which is "always in", reversing from long and short positions.

   

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

Monthly Annual
Reward
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
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Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
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Sharpe Ratio: (RF=1%)
Skewness:
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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

Consecutive Gains

Run-up Length (Mos.) Start End
7.12 3 3/1/2014 5/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
Show More

Time Windows Analysis

 1 Month
Number of Periods3.00
Percent Profitable100.00
Average Period Return2.32
Average Gain2.32
Average Loss
Best Period2.51
Worst Period2.15
Standard Deviation0.18
Gain Standard Deviation0.18
Loss Standard Deviation
Sharpe Ratio (1%)12.37
Average Gain / Average Loss
Profit / Loss Ratio
Downside Deviation (10%)
Downside Deviation (5%)
Downside Deviation (0%)
Sortino Ratio (10%)
Sortino Ratio (5%)
Sortino Ratio (0%)

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.

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