Autumn Gold Retail Report
Report Start Date: Apr-2023 - Report End Date: Oct-2025
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Blue Creek Capital Management - Metals Alpha Program
Trading Strategy: Fundamental / Quantitative / Diversified
Investment Restrictions: 4.7 Exempt - QEPs Only
| Performance Since April 2023 | Track Record Compiled By: Turkey Trading Partners | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 10.35% | -2.76% | 8.64% | 2.65% | -0.16% | 4.26% | 3.46% | 1.78% | 7.28% | 1.73% | – | – | 43.13% | -2.76% |
| 2024 | -6.88% | -6.18% | 14.11% | 0.54% | 11.34% | -2.92% | 0.58% | 2.03% | 8.81% | 3.86% | -10.85% | -2.88% | 8.78% | -13.42% |
| 2023 | – | – | – | 1.38% | -4.48% | -5.56% | 7.02% | -2.03% | 0.03% | -0.98% | 5.86% | 2.40% | 2.95% | -9.79% |
Program Description: Blue Creek Capital Management, LLC's Metals Alpha Program uses a top-down method, beginning with a fundamental approach, digesting quantitative data, and rounding out with technical analysis.
The Advisor will look to current and future central policy shifts, anticipate economic data trends, and assess the macro landscape at large. Expressing a view in markets will also include an assessment of current and future supply-demand imbalances with a favorable risk/reward ratio in the market.
While Blue Creek is a CTA, Metals Alpha utilizes a quantimental trend & sentiment approach that stems from the Trading Principal's discretion on asset class selection, sizing, and execution. This program trades metals which is assigned specific fundamental triggers and trade structures are designed to limit risk without taking outright short option positions in the market. The Metals Alpha program only trades exchange listed futures and options on futures contracts.
The Advisor will look to current and future central policy shifts, anticipate economic data trends, and assess the macro landscape at large. Expressing a view in markets will also include an assessment of current and future supply-demand imbalances with a favorable risk/reward ratio in the market.
While Blue Creek is a CTA, Metals Alpha utilizes a quantimental trend & sentiment approach that stems from the Trading Principal's discretion on asset class selection, sizing, and execution. This program trades metals which is assigned specific fundamental triggers and trade structures are designed to limit risk without taking outright short option positions in the market. The Metals Alpha program only trades exchange listed futures and options on futures contracts.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -13.42% |
| From Oct 2024 to Dec 2024 | |
| Worst Month (Nov 2024) | -10.85% |
| Current Losing Streak | 0% |
| Average Monthly Return | 1.69% |
| Annualized Performance |
|
| Compound ROR (1) | 20.04% |
| Standard Deviation | 19.89% |
| Sharpe Ratio | 1 |
| Sterling Ratio | 0 |
| Calmar Ratio (3) | N/A |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
