Six Alpha Capital Advisors, LLC : Six Alpha Barnyard Program

Year-to-Date
22.84%
Jul Performance
-2.59%
Min Investment
$ 250k
Mgmt. Fee
1.00%
Perf. Fee
15.00%
Annualized Vol
18.21%
Sharpe (RFR=1%)
1.87
CAROR
-
Assets
$ 5.3M
Worst DD
-4.30
S&P Correlation
0.28

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
12/2020
Six Alpha Barnyard Program -2.59 5.05 22.84 - - - - 24.76
S&P 500 2.27 5.12 20.81 - - - - 24.49
+/- S&P 500 -4.86 -0.07 2.03 - - - - 0.27

Strategy Description

Summary

The Six Alpha Barnyard Program is a quantitative multi-strategy agriculture and livestock futures trading program designed to generate absolute returns from recurring price inefficiencies in the agriculture and livestock markets.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 100k
CTA Max Funding Factor 3.00
Management Fee 1.00%
Performance Fee 15.00%
Average Commission $4.50
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 2700 RT/YR/$M
Avg. Margin-to-Equity 6%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Agricultural Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 60.00%
Intraday 40.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Momentum
45.00%
Trend-following
55.00%
Strategy Pie Chart

Composition

Grains
55.00%
Livestock
45.00%
Composition Pie Chart

Summary

The Six Alpha Barnyard Program is a quantitative multi-strategy agriculture and livestock futures trading program designed to generate absolute returns from recurring price inefficiencies in the agriculture and livestock markets.

Investment Strategy

The Six Alpha Barnyard Program is a quantitative multi-strategy agriculture futures trading program designed to generate robust non-correlated returns from recurring market inefficiencies prevalent during increased market volatility in the agriculture futures markets. Six Alpha does this through combining two trading strategies, each designed to capture alpha from recurring market inefficiencies, on various agriculture futures contracts which generates an asymmetric return profile during times of volatility in agriculture futures. The Six Alpha Barnyard Program’s sub-strategies vary in the form of market inefficiency they isolate and the duration and direction in which they trade to minimize the strategies’ correlation with one another.

Risk Management

Trading strategies are dynamically allocated capital through proprietary portfolio construction and risk control algorithms which ensure that the Six Alpha Barnyard Program continuously adapts to changing market conditions.

   

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
-4.30 2 1 12/1/2020 2/1/2021
-2.59 1 - 6/1/2021 7/1/2021
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Consecutive Gains

Run-up Length (Mos.) Start End
31.78 4 3/1/2021 6/1/2021
1.56 1 12/1/2020 12/1/2020
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Consecutive Losses

Run-up Length (Mos.) Start End
-4.30 2 1/1/2021 2/1/2021
-2.59 1 7/1/2021 7/1/2021
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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.