Strategic Capital Advisors LLC : Cross Asset Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.43% Jun Performance -0.28% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.85% Sharpe (RFR=1%) 0.86 CAROR - Assets $ 53.0M Worst DD -4.35 S&P Correlation -0.30 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since8/2019 Cross Asset Program -0.28 2.27 -0.43 4.84 - - - 20.51 S&P 500 2.22 8.17 18.13 43.11 - - - 55.06 +/- S&P 500 -2.50 -5.90 -18.56 -38.28 - - - -34.55 Strategy Description SummaryThe Strategic Cross-Asset Program (SCAP) 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 $ 500k CTA Max Funding Factor 5.00 Management Fee 2.00% Performance Fee 20.00% Average Commission 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 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Interest Rates 15.00% Stock Indices 15.00% Currency Futures 10.00% Industrial Metals 10.00% Precious Metals 10.00% Energy 10.00% Grains 10.00% Softs 10.00% VIX 10.00% SummaryThe Strategic Cross-Asset Program (SCAP) 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.Investment StrategyThe strategy combines active alpha-seeking strategies at different time frames in the most liquid complexes with a strategic exposure to synthetic cross-asset alpha sources designed to benefit from volatility in the markets and act as a source of crisis alpha. SCAP employs a machine learning approach known as Swarm Intelligence to systematically monitor, rank, and rebalance between multiple purpose-built alpha seeking trading strategies that exploit bullish and bearish market opportunities across multiple time frames and market complexes. The breath of alpha styles, time frames, and markets available to the program, paired with timely monitoring of alpha-source momentum, combine for a program capable of adapting to market conditions. Risk ManagementRisk controls include limits on market exposure, position-sizing using risk-parity, and diversification by sector and strategy 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 -4.35 6 1 8/1/2019 2/1/2020 -2.65 4 - 12/1/2020 4/1/2021 -2.60 2 2 8/1/2020 10/1/2020 -1.01 1 1 3/1/2020 4/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 11.99 1 3/1/2020 3/1/2020 8.04 4 5/1/2020 8/1/2020 6.81 2 11/1/2020 12/1/2020 2.56 1 5/1/2021 5/1/2021 1.56 1 8/1/2019 8/1/2019 1.44 1 12/1/2019 12/1/2019 1.23 1 2/1/2021 2/1/2021 Show More Consecutive Losses Run-up Length (Mos.) Start End -3.33 3 9/1/2019 11/1/2019 -2.60 2 9/1/2020 10/1/2020 -2.46 2 1/1/2020 2/1/2020 -2.38 2 3/1/2021 4/1/2021 -1.48 1 1/1/2021 1/1/2021 -1.01 1 4/1/2020 4/1/2020 -0.28 1 6/1/2021 6/1/2021 Show More 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