Synchronicity Futures LLC : Commodity Long-Short Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -4.25% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 4.73% Sharpe (RFR=1%) -9.06 CAROR - Assets $ 1.0M Worst DD -19.23 S&P Correlation 0.07 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since10/2016 Commodity Long-Short -4.25 - - - - - - -19.23 S&P 500 -0.04 - - - - - - 52.23 +/- S&P 500 -4.21 - - - - - - -71.46 Strategy Description Investment StrategyThe Commodity Long-Short (CLS) Program is a systematic long-short pure commodities futures strategy. Proprietary signals combined with the long-short structure attempt to enhance alpha and diversification producing returns that are uncorrelated with both traditional commodity... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 500k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $8.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 700 RT/YR/$M Avg. Margin-to-Equity 12% Targeted Worst DD Worst Peak-to-Trough Sector Focus Agricultural 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 0% Systematic 100.00% Strategy Other 100.00% Composition Energy 20.00% Grains 20.00% Livestock 20.00% Softs 20.00% Precious Metals 17.00% Industrial Metals 3.00% Investment StrategyThe Commodity Long-Short (CLS) Program is a systematic long-short pure commodities futures strategy. Proprietary signals combined with the long-short structure attempt to enhance alpha and diversification producing returns that are uncorrelated with both traditional commodity momentum strategies and equities. CLS draws from a pool of 22 liquid commodities futures contracts including livestock, energy, agriculture, and precious metals. Finally, a systematic, artificial intelligence based overlay endeavors to mitigate risk. 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 -19.23 -1 - 1/1/0001 3/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End Show More Consecutive Losses Run-up Length (Mos.) Start End -19.23 6 10/1/2016 3/1/2017 Show More Time Windows Analysis 1 Month3 Month Number of Periods6.004.00 Percent Profitable0.000.00 Average Period Return-3.49-10.83 Average Gain Average Loss-3.49-10.83 Best Period-1.75-9.89 Worst Period-5.38-12.12 Standard Deviation1.360.96 Gain Standard Deviation Loss Standard Deviation1.360.96 Sharpe Ratio (1%)-2.62-11.51 Average Gain / Average Loss Profit / Loss Ratio Downside Deviation (10%)4.0912.09 Downside Deviation (5%)3.7811.11 Downside Deviation (0%)3.7010.86 Sortino Ratio (10%)-0.95-1.00 Sortino Ratio (5%)-0.94-1.00 Sortino Ratio (0%)-0.94-1.00 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