Strategic Capital Advisors LLC : Commodities Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.97% Feb Performance -2.03% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.85% Sharpe (RFR=1%) 0.39 CAROR - Assets $ 1.3M Worst DD -7.76 S&P Correlation -0.65 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since8/2019 Commodities Program -2.03 -0.97 -0.97 -3.53 - - - 7.76 S&P 500 5.94 8.65 4.76 33.19 - - - 40.16 +/- S&P 500 -7.97 -9.62 -5.73 -36.73 - - - -32.40 Strategy Description SummaryThe Strategic Commodities Program (SCP) seeks portfolio diversification and strong capital appreciation that is uncorrelated with major market indices by exploiting both contrarian and persistent directional moves in the markets. The program trades exchange-listed futures contracts,... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.50 Management Fee 2.00% Performance Fee 20.00% Average Commission $3.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified 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 Systematic 100.00% Strategy Counter-trend 15.00% Momentum 15.00% Pattern Recognition 15.00% Other 55.00% Composition Industrial Metals 15.00% Precious Metals 15.00% Energy 15.00% Grains 15.00% Livestock 15.00% Softs 15.00% Interest Rates 10.00% SummaryThe Strategic Commodities Program (SCP) seeks portfolio diversification and strong capital appreciation that is uncorrelated with major market indices by exploiting both contrarian and persistent directional moves in the markets. The program trades exchange-listed futures contracts, which are taxed at more favorable rates than equities or fixed income securities 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 -7.76 4 - 7/1/2020 11/1/2020 -3.42 5 2 1/1/0001 12/1/2019 -0.40 1 1 3/1/2020 4/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 15.67 3 1/1/2020 3/1/2020 3.79 3 5/1/2020 7/1/2020 3.26 2 12/1/2020 1/1/2021 0.26 1 10/1/2020 10/1/2020 0.17 1 10/1/2019 10/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -4.82 2 8/1/2020 9/1/2020 -3.34 1 11/1/2020 11/1/2020 -3.31 2 11/1/2019 12/1/2019 -2.03 1 2/1/2021 2/1/2021 -0.40 1 4/1/2020 4/1/2020 -0.28 2 8/1/2019 9/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods19.0017.0014.008.00 Percent Profitable52.6347.0650.00100.00 Average Period Return0.441.724.6211.53 Average Gain2.266.6712.8211.53 Average Loss-1.58-2.68-3.59 Best Period11.0015.6718.6415.48 Worst Period-3.34-6.26-5.417.08 Standard Deviation3.136.489.532.70 Gain Standard Deviation3.216.206.022.70 Loss Standard Deviation1.322.041.82 Sharpe Ratio (1%)0.110.230.433.89 Average Gain / Average Loss1.432.493.57 Profit / Loss Ratio1.592.223.57 Downside Deviation (10%)1.623.174.47 Downside Deviation (5%)1.432.553.13 Downside Deviation (0%)1.382.402.80 Sortino Ratio (10%)0.020.160.48 Sortino Ratio (5%)0.250.581.32 Sortino Ratio (0%)0.320.721.65 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. x {{title}} x {{title}} Add Cancel