Statar Capital LLC : Natural Gas Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 59.16% Dec Performance 4.65% Min Investment $ 25,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 13.69% Sharpe (RFR=1%) 2.69 CAROR 43.96% Assets $ 1,314.0M Worst DD -2.82 S&P Correlation -0.14 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 2020 1yr 3yr 5yr 10yr Since9/2018 Natural Gas Strategy 4.65 5.63 59.16 59.16 - - - 134.01 S&P 500 3.71 11.69 16.26 16.26 - - - 28.89 +/- S&P 500 0.94 -6.06 42.91 42.91 - - - 105.12 Strategy Description Investment StrategySTATAR 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 $ 25,000k 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% Investment StrategySTATAR 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. 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 -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 Show More 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 Show More Consecutive Losses Run-up Length (Mos.) Start End -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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods28.0026.0023.0017.0011.00 Percent Profitable85.71100.00100.00100.00100.00 Average Period Return3.159.7920.5545.4975.26 Average Gain3.989.7920.5545.4975.26 Average Loss-1.78 Best Period13.6025.2239.6367.6992.50 Worst Period-2.822.7311.6626.3350.37 Standard Deviation3.955.557.6112.4312.38 Gain Standard Deviation3.635.557.6112.4312.38 Loss Standard Deviation1.19 Sharpe Ratio (1%)0.781.722.633.585.96 Average Gain / Average Loss2.23 Profit / Loss Ratio13.40 Downside Deviation (10%)0.91 Downside Deviation (5%)0.80 Downside Deviation (0%)0.78 Sortino Ratio (10%)3.00 Sortino Ratio (5%)3.82 Sortino Ratio (0%)4.06 Top Performer Badges Index Award Type Rank Performance Period 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. x {{title}} x {{title}} Add Cancel