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Statar Capital LLC : Natural Gas Strategy

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Year-to-Date
11.15%
Jan Performance
-11.15%
Min Investment
$ 50,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
16.29%
Sharpe (RFR=1%)
1.90
CAROR
35.38%
Assets
$ 1,099.5M
Worst DD
-11.15
S&P Correlation
-0.08
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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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
9/2018
Natural Gas Strategy -11.15 -7.02 -11.15 38.27 - - - 107.92
S&P 500 -1.11 13.59 -1.11 15.15 - - - 35.02
+/- S&P 500 -10.04 -20.61 -10.04 23.12 - - - 72.89

Strategy Description

Investment Strategy

STATAR CAPITAL NATURAL GAS STRATEGY: Statar Capital is an investment management company focused on directional and relative-value trades in flat price, spreads and volatility, primarily in natural gas. The manager believes natural gas is a unique, mathematical market due... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 3500 RT/YR/$M
Avg. Margin-to-Equity 8%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Energy Traders

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Composition

Energy
100.00%
Composition Pie Chart

Investment Strategy

STATAR CAPITAL NATURAL GAS STRATEGY: Statar Capital is an investment management company focused on directional and relative-value trades in flat price, spreads and volatility, primarily in natural gas. The manager believes natural gas is a unique, mathematical market due to its high degree of transparency and expansive fundamental data. The backbone of the Statar Capital natural gas investment strategy is the fundamental proprietary inventory and supply/demand balance forecasting in the United States. The manager aims to employ a calculated, rigorous drawdown analysis, which is integral to the Statar Capital portfolio construction process, drawing from both our fundamental and technical models. Statar maintains a liquid portfolio by focusing on trading the prompt natural gas contract and liquid spreads.

   

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:
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Compound RoR:
Average RoR:
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Average Gain:
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Standard Deviation:
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Loss Frequency:
Average Loss:
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Sharpe Ratio: (RF=1%)
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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
-11.15 1 - 12/1/2020 1/1/2021
-2.82 1 1 9/1/2019 10/1/2019
-2.78 1 1 4/1/2020 5/1/2020
-0.95 1 1 10/1/2020 11/1/2020
-0.57 1 1 2/1/2019 3/1/2019
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Consecutive Gains

Run-up Length (Mos.) Start End
39.63 6 11/1/2019 4/1/2020
23.53 5 6/1/2020 10/1/2020
20.37 6 4/1/2019 9/1/2019
15.75 6 9/1/2018 2/1/2019
4.65 1 12/1/2020 12/1/2020
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Consecutive Losses

Run-up Length (Mos.) Start End
-11.15 1 1/1/2021 1/1/2021
-2.82 1 10/1/2019 10/1/2019
-2.78 1 5/1/2020 5/1/2020
-0.95 1 11/1/2020 11/1/2020
-0.57 1 3/1/2019 3/1/2019
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods29.0027.0024.0018.0012.00
Percent Profitable82.7696.30100.00100.00100.00
Average Period Return2.669.1320.0145.1074.32
Average Gain3.989.7920.0145.1074.32
Average Loss-3.65-7.90
Best Period13.6025.2239.6367.6992.50
Worst Period-11.15-7.907.6626.3350.37
Standard Deviation4.706.427.9012.1712.24
Gain Standard Deviation3.635.557.9012.1712.24
Loss Standard Deviation4.31
Sharpe Ratio (1%)0.551.382.473.625.95
Average Gain / Average Loss1.091.24
Profit / Loss Ratio5.2232.20
Downside Deviation (10%)2.331.76
Downside Deviation (5%)2.231.57
Downside Deviation (0%)2.211.52
Sortino Ratio (10%)0.974.50
Sortino Ratio (5%)1.165.66
Sortino Ratio (0%)1.216.00

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 9 4.65 12/2020
Discretionary Trader Index Month 9 1.90 10/2020
Discretionary Trader Index Month 1 13.25 9/2020
Discretionary Trader Index Month 1 13.25 9/2020

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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