Natural Resources (NRD-1)
Discretionary / Fundamental / Diversified
NickJen Capital is a discretionary, Natural Resource Commodity Trading Advisor. Our Commodity only program is called the NRD-1. Using both fundamental and technical analysis the ultimate trading decisions are based on fundamentals. 70% of the portfolio strategy focuses on the Agricultural and Soft markets and the remaining balance is composed of the Energy, Meat and Metal sectors.
Trading decisions are developed through highly extensive, statistically based analysis, review of supply and demand conditions, inventory levels, weather developments and forecasts and economic trends and reports. This in conjunction with the managers in depth knowledge of markets and physical commodity trading experience is also strengthened by a vast network of industry contacts developed over 25 plus years.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -5.46% |
| From Sep 2013 to Feb 2014 | |
| Worst Month (Oct 2013) | -3.19% |
| Current Losing Streak | -5.17% |
| Average Monthly Return | 0.12% |
| Monthly Std. Deviation | 0.87% |
| Gain Deviation (107 months) | 0.7% |
| Loss Deviation (91 months) | 0.52% |
| Gain to Loss Ratio | 1.27 |
| Omega Ratio (5% Threshold) | 0.42 |
| Annualized Performance |
|
| Compound ROR (1) | 1.42% |
| Standard Deviation | 3.01% |
| Downside Deviation | 1.75% |
| Sharpe Ratio (3) 2% RF ROR | 0.35 |
| Sortino Ratio (4) 5% MAR | 0.78 |
| Calmar Ratio (5) | -0.23 |
| Sterling Ratio (6) | -0.08 |
| Gain Deviation | 2.41% |
| Loss Deviation | 1.79% |
| Profit Loss Ratio | 1.49 |
| Investment Information |
|
| Program Start Date | Apr-2008 |
| Percent Discretionary | 100% |
| Currency Denomination - US Dollar | |
| Minimum Investment | $1,000,000 |
| Management Fee | 1.00% |
| Incentive Fee | 0.00 |
| Margin | 0.05 |
| Round Turns per Million | 1,000 |
| NFA No: | #0475724 |
| 4.7 Exempt - QEPs Only | |
| Performance Since April 2008 | Track Record Compiled By: Michael Coglianese and Company | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.44% | 0.39% | 1.59% | -0.44% | -0.33% | -1.34% | -0.12% | -0.15% | 0.01% | – | – | – | -0.85% | -2.36% |
| 2023 | -0.61% | 0.16% | -0.64% | -0.34% | -0.12% | -0.06% | 0.01% | 0.60% | -0.19% | -0.46% | 0.05% | -0.28% | -1.87% | -1.87% |
| 2022 | -0.02% | 0.04% | -0.15% | 0.06% | 0.00% | 0.01% | 0.75% | -0.27% | -0.05% | -0.15% | -0.47% | -0.41% | -0.66% | -1.34% |
| 2021 | 0.20% | -0.18% | -0.26% | 0.20% | 0.28% | 0.12% | 0.69% | 0.00% | -0.46% | 0.00% | 0.92% | -0.27% | 1.24% | -0.46% |
| 2020 | 0.02% | 0.18% | 0.09% | 0.31% | -0.94% | -0.23% | -0.48% | -0.28% | 0.55% | 0.38% | -0.16% | -0.11% | -0.68% | -1.92% |
| 2019 | 0.04% | -0.26% | -0.18% | 0.17% | 0.26% | -0.26% | 0.00% | -0.31% | 0.30% | -0.13% | -0.55% | 0.43% | -0.49% | -0.96% |
| 2018 | 0.83% | 0.32% | -0.45% | -1.05% | 0.72% | -0.73% | 0.68% | -0.11% | 0.07% | -0.45% | -0.25% | -0.37% | -0.81% | -1.94% |
| 2017 | 0.28% | 0.24% | 0.26% | 0.17% | -0.55% | 0.83% | -0.40% | 0.33% | -0.30% | -0.48% | 0.59% | -0.35% | 0.61% | -0.85% |
| 2016 | 0.03% | 0.26% | -0.41% | 0.07% | 0.03% | -0.16% | -0.05% | 0.41% | 0.45% | -0.32% | 0.40% | -1.11% | -0.41% | -1.11% |
| 2015 | 2.15% | -0.69% | 0.53% | -0.78% | 0.14% | 0.29% | 1.12% | 0.15% | -0.41% | -0.54% | -0.69% | 0.60% | 1.84% | -1.63% |
| 2014 | -1.40% | -0.93% | 2.06% | 0.34% | 0.14% | 0.04% | -0.45% | 1.03% | -0.54% | 0.69% | 0.23% | 0.46% | 1.64% | -2.32% |
| 2013 | -1.96% | 2.35% | 0.36% | 1.17% | -1.56% | 1.00% | 1.23% | 1.96% | 1.40% | -3.19% | -0.45% | 0.42% | 2.60% | -3.63% |
| 2012 | -0.90% | 0.91% | -1.21% | -0.90% | 2.16% | 0.13% | 1.48% | 0.93% | 1.56% | -0.52% | 0.59% | 0.79% | 5.07% | -2.10% |
| 2011 | -1.71% | 1.15% | 1.35% | -0.29% | -0.55% | -0.70% | 0.11% | 0.39% | 2.94% | -2.27% | -0.05% | -0.01% | 0.26% | -2.33% |
| 2010 | 1.46% | -0.38% | 0.80% | 0.07% | -0.70% | 1.48% | 1.99% | 0.44% | 2.10% | 1.42% | 1.11% | 2.74% | 13.21% | -0.70% |
| 2009 | 0.15% | -0.27% | -1.38% | 0.10% | 2.32% | 0.24% | -0.48% | -0.89% | 0.74% | -0.23% | -0.15% | -0.69% | -0.59% | -1.70% |
| 2008 | – | – | – | -0.08% | -0.18% | 1.10% | 0.21% | 1.12% | -0.42% | 2.28% | -0.69% | 0.93% | 4.32% | -0.69% |
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.
311 S. Wacker Drive - Suite 600 * Chicago, IL 60606
Office: 312-283-3350 Email: [email protected] | Web Address: http://www.ascentcm.com
© 1997 - 2025 AutumnGold.com LLC