Tactical Investment Management : Tactical Institutional Commodity Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 9.15% Jun Performance -5.41% Min Investment $ 10,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 23.27% Sharpe (RFR=1%) 0.66 CAROR 14.69% Assets $ 80.7M Worst DD -38.84 S&P Correlation -0.04 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 Since5/2005 Tactical Institutional Commodity Fund -5.41 5.78 9.15 45.55 78.22 68.20 133.50 816.58 S&P 500 2.22 8.17 18.13 43.11 63.21 109.25 232.50 268.54 +/- S&P 500 -7.63 -2.39 -8.98 2.43 15.01 -41.05 -99.00 548.04 Strategy Description Account & Fees Type Managed Account Minimum Investment $ 10,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1250 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD Worst Peak-to-Trough 41.58% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 50.00% 1-3 Months 50.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Trend-following 100.00% Composition Currency FX 25.00% Interest Rates 25.00% Industrial Metals 10.00% Precious Metals 10.00% Energy 10.00% Grains 10.00% Softs 10.00% 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 -38.84 31 14 4/1/2011 11/1/2013 -22.43 10 7 5/1/2006 3/1/2007 -15.95 5 10 1/1/2015 6/1/2015 -14.59 3 1 6/1/2008 9/1/2008 -11.86 3 1 1/1/2009 4/1/2009 -11.71 3 4 8/1/2019 11/1/2019 -10.40 11 11 8/1/2017 7/1/2018 -9.16 10 3 7/1/2016 5/1/2017 -8.62 1 1 12/1/2010 1/1/2011 -7.85 1 1 2/1/2011 3/1/2011 -7.25 1 2 10/1/2007 11/1/2007 -7.07 1 3 2/1/2008 3/1/2008 -6.93 1 1 2/1/2021 3/1/2021 -6.73 3 2 11/1/2009 2/1/2010 -5.88 1 1 1/1/2006 2/1/2006 -5.45 1 2 8/1/2020 9/1/2020 -5.41 1 - 5/1/2021 6/1/2021 -4.40 2 1 5/1/2005 7/1/2005 -4.17 2 1 6/1/2010 8/1/2010 -3.80 1 1 9/1/2005 10/1/2005 -3.42 1 1 5/1/2009 6/1/2009 -3.39 2 2 3/1/2020 5/1/2020 -3.37 2 1 8/1/2009 10/1/2009 -2.44 1 1 4/1/2010 5/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 71.50 4 9/1/2010 12/1/2010 39.72 4 6/1/2014 9/1/2014 36.28 5 10/1/2020 2/1/2021 33.64 3 12/1/2007 2/1/2008 33.30 3 11/1/2005 1/1/2006 31.43 4 10/1/2008 1/1/2009 30.70 2 9/1/2007 10/1/2007 30.13 3 11/1/2014 1/1/2015 25.10 3 3/1/2006 5/1/2006 22.61 2 7/1/2012 8/1/2012 19.35 4 12/1/2019 3/1/2020 16.14 3 6/1/2020 8/1/2020 16.13 2 7/1/2009 8/1/2009 15.76 5 4/1/2019 8/1/2019 15.55 1 5/1/2009 5/1/2009 14.25 3 7/1/2015 9/1/2015 14.03 1 4/1/2011 4/1/2011 12.35 3 6/1/2017 8/1/2017 11.83 2 4/1/2021 5/1/2021 10.79 3 4/1/2016 6/1/2016 10.54 1 11/1/2009 11/1/2009 10.10 1 2/1/2011 2/1/2011 9.00 3 4/1/2008 6/1/2008 8.67 1 4/1/2007 4/1/2007 8.45 3 2/1/2014 4/1/2014 8.32 1 11/1/2006 11/1/2006 7.33 2 3/1/2010 4/1/2010 7.18 2 8/1/2005 9/1/2005 7.03 2 1/1/2016 2/1/2016 6.82 1 6/1/2007 6/1/2007 5.74 3 7/1/2011 9/1/2011 4.79 2 12/1/2017 1/1/2018 4.49 2 8/1/2018 9/1/2018 4.43 1 8/1/2006 8/1/2006 4.27 1 5/1/2005 5/1/2005 3.75 1 2/1/2019 2/1/2019 3.55 1 11/1/2018 11/1/2018 3.32 1 11/1/2016 11/1/2016 3.20 1 6/1/2010 6/1/2010 2.83 2 4/1/2018 5/1/2018 2.36 1 11/1/2015 11/1/2015 2.30 1 7/1/2013 7/1/2013 1.97 1 1/1/2017 1/1/2017 1.89 1 10/1/2017 10/1/2017 1.61 1 12/1/2013 12/1/2013 1.45 1 1/1/2013 1/1/2013 0.97 1 4/1/2012 4/1/2012 0.58 1 3/1/2015 3/1/2015 0.46 1 5/1/2013 5/1/2013 0.36 1 2/1/2012 2/1/2012 0.30 1 3/1/2017 3/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -21.60 2 5/1/2011 6/1/2011 -19.26 4 10/1/2011 1/1/2012 -17.69 4 12/1/2006 3/1/2007 -14.59 3 7/1/2008 9/1/2008 -12.90 2 6/1/2006 7/1/2006 -12.75 3 4/1/2015 6/1/2015 -12.35 1 10/1/2014 10/1/2014 -11.86 3 2/1/2009 4/1/2009 -11.84 2 7/1/2007 8/1/2007 -11.71 3 9/1/2019 11/1/2019 -10.96 4 9/1/2012 12/1/2012 -8.62 1 1/1/2011 1/1/2011 -8.38 4 7/1/2016 10/1/2016 -7.87 3 2/1/2013 4/1/2013 -7.85 1 3/1/2011 3/1/2011 -7.56 4 8/1/2013 11/1/2013 -7.25 1 11/1/2007 11/1/2007 -7.22 2 2/1/2018 3/1/2018 -7.07 1 3/1/2008 3/1/2008 -6.93 1 3/1/2021 3/1/2021 -6.73 3 12/1/2009 2/1/2010 -5.88 1 2/1/2006 2/1/2006 -5.45 1 9/1/2020 9/1/2020 -5.41 1 6/1/2021 6/1/2021 -5.41 1 9/1/2017 9/1/2017 -5.30 1 3/1/2012 3/1/2012 -4.57 1 10/1/2015 10/1/2015 -4.40 2 6/1/2005 7/1/2005 -4.34 2 9/1/2006 10/1/2006 -4.22 1 2/1/2015 2/1/2015 -4.17 2 7/1/2010 8/1/2010 -3.96 2 6/1/2018 7/1/2018 -3.80 1 10/1/2005 10/1/2005 -3.42 1 6/1/2009 6/1/2009 -3.39 2 4/1/2020 5/1/2020 -3.37 2 9/1/2009 10/1/2009 -3.24 2 4/1/2017 5/1/2017 -3.19 1 5/1/2014 5/1/2014 -3.18 1 11/1/2017 11/1/2017 -2.44 1 5/1/2010 5/1/2010 -2.39 1 3/1/2016 3/1/2016 -2.34 1 3/1/2019 3/1/2019 -2.27 1 10/1/2018 10/1/2018 -2.24 1 12/1/2015 12/1/2015 -2.09 1 2/1/2017 2/1/2017 -1.39 1 1/1/2014 1/1/2014 -1.32 2 5/1/2012 6/1/2012 -1.11 2 12/1/2018 1/1/2019 -0.97 1 12/1/2016 12/1/2016 -0.69 1 5/1/2007 5/1/2007 -0.46 1 6/1/2013 6/1/2013 Show More Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 2 3.03 5/2021 Trend Following Strategy Index Month 5 8.54 4/2021 Diversified Trader Index Month 7 8.54 4/2021 Systematic Trader Index Month 8 8.54 4/2021 Systematic Trader Index Month 10 3.45 1/2021 Trend Following Strategy Index Month 6 3.45 1/2021 Diversified Trader Index Month 7 3.45 1/2021 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