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Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Oct-2024
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Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 0.26% | 2.85% | 0.87% | 0.49% | -4.89% | 1.57% | -0.29% | -0.58% | -3.84% | -2.51% | 1.01% | 3.14% |
2020 | -3.79% | 0.06% | 10.26% | 0.02% | 0.00% | 0.00% | 2.85% | -0.58% | -3.44% | 1.14% | 0.65% | 5.08% |
2021 | -0.51% | 2.99% | -0.80% | 5.20% | 2.62% | -0.72% | -0.50% | -1.35% | 2.66% | 3.09% | -4.67% | 1.03% |
2022 | 2.98% | 6.82% | 5.98% | 3.36% | 2.46% | -2.78% | -1.49% | 2.21% | -1.79% | 2.27% | -2.53% | -2.14% |
2023 | 2.38% | -0.90% | -3.39% | 3.35% | 0.36% | 0.13% | -2.08% | 2.92% | 4.83% | -3.40% | -2.07% | -1.36% |
2024 | -3.50% | 3.38% | 1.71% | -1.12% | -4.74% | 0.96% | -4.51% | -2.52% | -0.85% | -0.77% |
2019 | 2020 | 2021 | 2022 | 2023 | 2024 YTD | |
---|---|---|---|---|---|---|
ROR | -2.25% | 12.15% | 9.00% | 15.80% | 0.36% | -11.63% |
Max DD | -10.23% | -4.00% | -4.67% | -6.22% | -6.69% | -12.91% |
Program Description: The J8 Global Absolute Return Strategy ("J8 GARS") is a liquid alternative investment solution. Capital preservation and capital growth are at its core. The program's portfolio diversification properties and alternative streams of returns make it a compelling contributor to existing investments. J8 GARS only trades highly liquid exchange traded futures on commodity, currency, and government bond markets. It captures distinct and independent streams of returns within a systematic and formulaic investment process. The program is derived from J8's proprietary research.
Investment Information
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Trading Strategy | Market Segment |
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. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN. |
Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Oct-2024
Please wait for your Report to Fully Load Print to PDF
Length | Best | Average | Worst |
---|---|---|---|
1 mo | 10.3% | 0.3% | -4.9% |
3 mo | 17% | 1% | -8.2% |
6 mo | 24.7% | 2.4% | -12.2% |
12 mo | 25% | 6.5% | -16.9% |
18 mo | 41.4% | 12% | -12.5% |
24 mo | 42.1% | 18% | -15.4% |
36 mo | 54.6% | 31% | -1.1% |
Start | Depth | Length | Recovery | End |
---|---|---|---|---|
Oct-23 | -17.54% | 13 mo | 0 mo | n/a |
May-19 | -10.22% | 6 mo | 9 mo | Jul-20 |
Jun-22 | -8.08% | 10 mo | 6 mo | Sep-23 |
Nov-21 | -4.67% | 1 mo | 3 mo | Feb-22 |
Aug-20 | -4.00% | 2 mo | 3 mo | Dec-20 |
Jun-21 | -2.55% | 3 mo | 1 mo | Sep-21 |
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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. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN. |
Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Oct-2024
Please wait for your Report to Fully Load Print to PDF
+ NOTES: Live performance of the J8 Global Absolute Return Strategy (J8 GARS) since 1st January 2015. From Jan15 to Feb18, J8 GARS was implemented in the J8 Futures Fund (MT7000006235) with UCITS constraints. From Feb18 to May19, J8 GARS was implemented in the J8 Global Absolute Return UCITS Fund (LU1604204997) with synthetic replication of the commodity component as ESMA compliant financial index swaps. The performance of J8 GARS in these investment funds serves as basis for this performance calculation from Jan15 until and including May19 whereby the funds' structural and operational expenses and any interest earned on non-margin cash are excluded from this calculation, but 0.5% p.a. management fee and 12.5% high-water-mark performance fee are included as an average fee estimate. Since Jun19, J8 GARS is implemented in separated managed accounts (SMA) only and the performance displayed here is the same as reported to the National Futures Association (NFA). The Net Asset Value (NAV) of J8 GARS and SG CTA Index are calculated using USD 100 as starting value on 1st January 2015. *Trading in the strategy was paused during May20 and Jun20
A Qualified Eligible Person ('QEP') must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin).
PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.
** The drawdown begins in the month listed as start. The length in months of the drawdown is listed under length. The recovery begins in the following month, and the length of the recovery period is listed under recovery. The date listed as end is the month that the program recovered from the drawdown.
Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility.
Statistical Notes
1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of
2019-01-31 to 2024-10-31
2. The Annualized Compounded ROR is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth.
3. Calmar Ratio Uses last 36 months of Data
ROR = Rate of Return
SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends.
This report has been prepared from information provided by the Trader and is believed to be reliable. This report should be read in conjunction with the Trader's Disclosure Document.
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. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.
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