Tyche Capital Advisors LLC : TCA Energy Spreads

archived programs
Year-to-Date
N / A
Feb Performance
0.06%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
15.89%
Sharpe (RFR=1%)
-0.20
CAROR
-3.62%
Assets
$ 500k
Worst DD
-51.66
S&P Correlation
0.03

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 Since
8/2008
TCA Energy Spreads 0.06 0.00 - -13.81 -34.92 -39.68 - -21.58
S&P 500 5.49 1.79 - 13.18 54.10 90.51 - 64.25
+/- S&P 500 -5.43 -1.79 - -26.99 -89.02 -130.19 - -85.83

Strategy Description

Summary

The trading methodology of TCA is primarily technical in nature, however, fundamentals are also taken into consideration when extreme market conditions are anticipated or encountered that could affect current or potential portfolio positions. The following descriptions are general... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
1.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$7.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
11000 RT/YR/$M
Avg. Margin-to-Equity
7%
Targeted Worst DD
-10.00%
Worst Peak-to-Trough
12.00%
Sector Focus
Energy Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
20.00%
1-30 Days
80.00%
Intraday
0%

Decision-Making

Discretionary
30.00%
Systematic
70.00%

Strategy

Spreading/hedging
100.00%
Strategy Pie Chart

Composition

Energy
95.00%
Grains
5.00%
Composition Pie Chart

Summary

The trading methodology of TCA is primarily technical in nature, however, fundamentals are also taken into consideration when extreme market conditions are anticipated or encountered that could affect current or potential portfolio positions. The following descriptions are general in nature as the techniques employed in each program are proprietary.

Investment Strategy

TCA uses custom proprietary statistical and analytical software that provides position entry and exit signals based upon custom technical algorithms, indicators, and formulas based on price action, volume, and market statistics combines with other industry standard technical analysis indicators and methodologies such as, but not limited to, Standard and Exponential Moving Averages, Relative Strength, Stochastics, Average True Range, Directional Movement Index, Standard Deviations and others.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-51.66 42 - 1/1/2011 7/1/2014
-8.48 4 3 6/1/2009 10/1/2009
-3.16 1 3 5/1/2010 6/1/2010
-2.89 2 2 9/1/2010 11/1/2010
-2.15 1 1 10/1/2008 11/1/2008
-0.70 1 2 1/1/2010 2/1/2010
-0.40 1 1 1/1/2009 2/1/2009
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
24.24 5 8/1/2014 12/1/2014
14.54 3 11/1/2009 1/1/2010
9.16 4 3/1/2009 6/1/2009
8.78 3 9/1/2013 11/1/2013
8.70 2 12/1/2008 1/1/2009
4.89 2 12/1/2010 1/1/2011
4.37 2 5/1/2011 6/1/2011
4.16 3 8/1/2008 10/1/2008
3.70 3 3/1/2010 5/1/2010
3.70 3 7/1/2010 9/1/2010
3.62 5 11/1/2011 3/1/2012
3.10 2 3/1/2014 4/1/2014
2.51 2 9/1/2012 10/1/2012
2.38 1 12/1/2012 12/1/2012
1.42 1 5/1/2013 5/1/2013
1.35 1 2/1/2013 2/1/2013
1.26 1 6/1/2014 6/1/2014
1.12 1 5/1/2012 5/1/2012
0.37 1 8/1/2009 8/1/2009
0.06 1 2/1/2015 2/1/2015
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-30.23 1 7/1/2014 7/1/2014
-15.99 3 6/1/2013 8/1/2013
-9.02 4 7/1/2011 10/1/2011
-8.28 3 6/1/2012 8/1/2012
-7.92 2 3/1/2013 4/1/2013
-6.56 3 2/1/2011 4/1/2011
-6.52 3 12/1/2013 2/1/2014
-4.78 1 7/1/2009 7/1/2009
-4.25 2 9/1/2009 10/1/2009
-3.24 1 5/1/2014 5/1/2014
-3.16 1 6/1/2010 6/1/2010
-2.89 2 10/1/2010 11/1/2010
-2.53 1 4/1/2012 4/1/2012
-2.15 1 11/1/2008 11/1/2008
-1.86 1 1/1/2015 1/1/2015
-1.42 1 11/1/2012 11/1/2012
-1.35 1 1/1/2013 1/1/2013
-0.70 1 2/1/2010 2/1/2010
-0.40 1 2/1/2009 2/1/2009
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods79.0077.0074.0068.0062.0056.0044.0032.00
Percent Profitable58.2348.0540.5432.3532.2630.3629.5525.00
Average Period Return-0.19-0.62-1.82-4.72-6.33-9.04-13.94-18.86
Average Gain2.175.157.049.5913.8414.8010.927.60
Average Loss-3.48-5.95-7.85-11.56-15.93-19.43-24.36-27.68
Best Period8.0617.7521.9317.1427.5527.7029.4513.37
Worst Period-30.23-31.64-29.57-29.32-43.01-43.30-50.35-49.24
Standard Deviation4.598.1010.0411.7416.4818.8120.1118.92
Gain Standard Deviation1.864.256.284.647.648.969.393.70
Loss Standard Deviation5.227.107.266.889.1810.6312.8312.39
Sharpe Ratio (1%)-0.06-0.11-0.23-0.49-0.48-0.59-0.84-1.21
Average Gain / Average Loss0.620.870.900.830.870.760.450.27
Profit / Loss Ratio0.870.800.610.400.410.330.190.09
Downside Deviation (10%)4.167.239.7114.7420.7826.3335.6544.49
Downside Deviation (5%)4.046.758.4911.7516.1719.9225.3229.43
Downside Deviation (0%)4.016.638.2011.0315.0918.4323.0326.17
Sortino Ratio (10%)-0.14-0.25-0.44-0.66-0.67-0.73-0.83-0.91
Sortino Ratio (5%)-0.07-0.13-0.27-0.49-0.48-0.55-0.67-0.78
Sortino Ratio (0%)-0.05-0.09-0.22-0.43-0.42-0.49-0.61-0.72

Top Performer Badges

Index Award Type Rank Performance Period
Systematic Trader Index Month 9 5.24 10/2014
Systematic Trader Index Month 10 5.00 9/2013
Systematic Trader Index Month 6 5.11 1/2010
Systematic Trader Index Month 3 5.66 3/2009
IASG CTA Index Month 10 5.66 3/2009

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.