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/ Urban Tree Capital, LLC / Double Alpha 100

Urban Tree Capital, LLC : Double Alpha 100

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Year-to-Date
0.52%
Mar Performance
-2.86%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
14.63%
Sharpe (RFR=1%)
1.10
CAROR
-
Assets
$ 305k
Worst DD
-2.86
S&P Correlation
0.09
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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 Since
6/2020
Double Alpha 100 -2.86 -0.52 -0.52 - - - - 14.27
S&P 500 4.24 9.21 9.21 - - - - 32.30
+/- S&P 500 -7.10 -9.73 -9.73 - - - - -18.04

Strategy Description

Investment Strategy

Double 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 Strategy

Double 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.

   

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

Monthly Annual
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Sharpe Ratio: (RF=1%)
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Compound RoR:
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Sharpe Ratio: (RF=1%)
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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
-2.86 1 - 2/1/2021 3/1/2021
-2.48 2 3 8/1/2020 10/1/2020
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Consecutive Gains

Run-up Length (Mos.) Start End
15.17 3 6/1/2020 8/1/2020
4.73 4 11/1/2020 2/1/2021
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.86 1 3/1/2021 3/1/2021
-2.48 2 9/1/2020 10/1/2020
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods10.003.006.0012.0018.0024.0036.0048.0060.00
Percent Profitable70.0066.6783.3383.3355.5641.6727.7820.8316.67
Average Period Return1.421.082.2511.977.985.993.992.992.39
Average Gain2.791.882.7214.3714.3714.3714.3714.3714.37
Average Loss-1.78-0.52-0.10
Best Period12.562.404.6217.6317.6317.6317.6317.6317.63
Worst Period-2.86-0.52-0.100.000.000.000.000.000.00
Standard Deviation4.221.481.655.817.467.326.595.955.44
Gain Standard Deviation4.330.741.321.751.751.751.751.751.75
Loss Standard Deviation1.47
Sharpe Ratio (1%)0.320.561.061.890.870.540.15-0.18-0.50
Average Gain / Average Loss1.573.5927.26
Profit / Loss Ratio3.667.17136.29
Downside Deviation (10%)1.371.011.162.045.067.8313.4419.4725.80
Downside Deviation (5%)1.210.450.240.411.001.542.583.614.66
Downside Deviation (0%)1.180.300.04
Sortino Ratio (10%)0.74-0.15-0.193.420.08-0.54-0.88-0.95-0.98
Sortino Ratio (5%)1.101.867.1826.886.462.590.37-0.30-0.58
Sortino Ratio (0%)1.203.5655.23

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.

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