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/ Strategic Capital Advisors LLC / Commodities Program

Strategic Capital Advisors LLC : Commodities Program

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Year-to-Date
4.17%
Apr Performance
-2.23%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
10.53%
Sharpe (RFR=1%)
0.18
CAROR
-
Assets
$ 1.3M
Worst DD
-9.69
S&P Correlation
-0.66
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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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
8/2019
Commodities Program -2.23 -3.23 -4.17 -7.39 - - - 4.29
S&P 500 5.24 16.22 14.93 48.22 - - - 48.32
+/- S&P 500 -7.47 -19.45 -19.10 -55.62 - - - -44.03

Strategy Description

Summary

The 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%
Strategy Pie Chart

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%
Composition Pie Chart

Summary

The 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

   

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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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
-9.69 9 - 7/1/2020 4/1/2021
-3.42 5 2 1/1/0001 12/1/2019
-0.40 1 1 3/1/2020 4/1/2020
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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
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.19 3 2/1/2021 4/1/2021
-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
-0.40 1 4/1/2020 4/1/2020
-0.28 2 8/1/2019 9/1/2019
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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.

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