Urban Tree Capital, LLC : Double Alpha 100 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 14.87% Dec Performance 0.51% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 16.66% Sharpe (RFR=1%) 1.45 CAROR - Assets $ 416k Worst DD -2.48 S&P Correlation 0.14 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since6/2020 Double Alpha 100 0.51 2.17 14.87 - - - - 14.87 S&P 500 3.71 11.69 16.26 - - - - 21.15 +/- S&P 500 -3.20 -9.52 -1.39 - - - - -6.28 Strategy Description Investment StrategyDouble Alpha program seeks maximum profits while minimizing risks by combining two uncorrelated strategies. The first strategy the program uses is a long term strategy based on asset allocation system. The second strategy is a short term strategy based on an intraday... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 3.00 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 Any Investor Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 50.00% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 50.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Investment StrategyDouble Alpha program seeks maximum profits while minimizing risks by combining two uncorrelated strategies. The first strategy the program uses is a long term strategy based on asset allocation system. The second strategy is a short term strategy based on an intraday trend following system. Double Alpha program trades S&P, Nasdaq, 10 year T-Note, gold, crude oil and natural gas futures. 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 -2.48 2 - 8/1/2020 10/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 15.17 3 6/1/2020 8/1/2020 2.27 2 11/1/2020 12/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -2.48 2 9/1/2020 10/1/2020 Show More Time Windows Analysis 1 Month3 Month Number of Periods7.005.00 Percent Profitable71.4340.00 Average Period Return2.093.05 Average Gain3.438.67 Average Loss-1.24-0.70 Best Period12.5615.18 Worst Period-2.38-1.23 Standard Deviation4.816.90 Gain Standard Deviation5.139.20 Loss Standard Deviation1.610.56 Sharpe Ratio (1%)0.420.41 Average Gain / Average Loss2.7612.31 Profit / Loss Ratio6.918.21 Downside Deviation (10%)1.071.54 Downside Deviation (5%)0.930.82 Downside Deviation (0%)0.900.65 Sortino Ratio (10%)1.571.18 Sortino Ratio (5%)2.153.41 Sortino Ratio (0%)2.324.68 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