Urban Tree Capital, LLC

UTC Client Plus Program


Monthly Performance (%)

Date Range: 02/13 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -4.05 -4.47 5.01 -4.17   -7.76 
2018 -1.19 0.43 1.06 2.85 -0.84 -0.32 -3.89 5.03 -1.01 8.08 4.17 1.91  16.89 
2017 -5.77 -5.17 3.88 -2.44 10.94 -0.64 4.83 -1.97 0.80 -0.51 1.17 1.51  5.65 
2016 0.60 0.40 3.53 2.87 3.09 -5.42 4.31 -3.95 3.88 2.27 -0.03 0.52  12.18 
2015 5.93 -8.33 2.78 -3.70 2.18 -1.67 -2.75 3.82 -2.38 -3.98 2.04 2.04  -4.84 
2014 7.72 0.24 3.28 3.04 -4.58 -2.80 3.84 0.42 1.55 0.98 -2.18 -2.34  8.87 
2013 -2.36 -0.40 1.66 -1.61 -3.22 -2.10 0.73 2.30 0.11 0.38  -4.56 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The UTC Plus program relies on purely mechanical trading systems which concept is primarily based on Opening Range Breakout (“ORB”) method. This program tries to achieve more consistent returns by diversifying in futures market. This program currently trade futures markets including e-mini S&P 500, crude oil, Euro-Dollar, Soybean and DAX (German stock index). The target maximum risk per trade is typically less than 1% of the nominal account size and the target peak-to-valley worst drawdown for this program is 15%. The minimum investment for this program is $100,000.

Performance Statistics

Date Range: 02/13 - 04/19
  Program S&P 500 Altegris 40 
Total Return 26.35% 123.89% 9.49% 
Annualized Return 3.87% 13.76% 1.46% 
Annualized Std. Deviation 12.15% 10.79% 8.50% 
Correlation -0.37 -0.08 
Sharpe Ratio (rf=2.5%) 0.11 1.04 -0.12 
Worst Month -8.33% -9.03% -6.10% 
Date of Worst Month 02/2015 12/2018 02/2018 
Worst Drawdown -13.72% -13.52% -13.63% 
Date of Worst Drawdown 1/15 - 10/15 9/18 - 12/18 3/15 - 1/19 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 02/13 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 -7.76 18.24 5.17 
2018 16.89 -4.38 -4.29 
2017 5.65 21.84 1.24 
2016 12.18 11.98 -3.13 
2015 -4.84 1.41 0.09 
2014 8.87 13.69 15.75 
2013 -4.56 24.20 -3.71 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 02/13 - 04/19
Date: 4/30/2019
Perf: $1,101.28 Date: 3/31/2019
Perf: $1,071.80 Date: 2/28/2019
Perf: $1,034.66 Date: 1/31/2019
Perf: $1,028.08 Date: 12/31/2018
Perf: $1,047.14 Date: 11/30/2018
Perf: $1,042.76 Date: 10/31/2018
Perf: $1,055.42 Date: 9/30/2018
Perf: $1,082.15 Date: 8/31/2018
Perf: $1,087.04 Date: 7/31/2018
Perf: $1,060.01 Date: 6/30/2018
Perf: $1,068.02 Date: 5/31/2018
Perf: $1,059.13 Date: 4/30/2018
Perf: $1,072.97 Date: 3/31/2018
Perf: $1,061.50 Date: 2/28/2018
Perf: $1,062.46 Date: 1/31/2018
Perf: $1,131.48 Date: 12/31/2017
Perf: $1,094.06 Date: 11/30/2017
Perf: $1,082.27 Date: 10/31/2017
Perf: $1,080.86 Date: 9/30/2017
Perf: $1,037.39 Date: 8/31/2017
Perf: $1,059.76 Date: 7/31/2017
Perf: $1,042.45 Date: 6/30/2017
Perf: $1,038.40 Date: 5/31/2017
Perf: $1,069.63 Date: 4/30/2017
Perf: $1,067.61 Date: 3/31/2017
Perf: $1,074.05 Date: 2/28/2017
Perf: $1,089.96 Date: 1/31/2017
Perf: $1,066.71 Date: 12/31/2016
Perf: $1,080.65 Date: 11/30/2016
Perf: $1,072.50 Date: 10/31/2016
Perf: $1,084.43 Date: 9/30/2016
Perf: $1,113.15 Date: 8/31/2016
Perf: $1,127.69 Date: 7/31/2016
Perf: $1,158.87 Date: 6/30/2016
Perf: $1,147.17 Date: 5/31/2016
Perf: $1,100.40 Date: 4/30/2016
Perf: $1,120.00 Date: 3/31/2016
Perf: $1,148.84 Date: 2/29/2016
Perf: $1,182.78 Date: 1/31/2016
Perf: $1,154.38 Date: 12/31/2015
Perf: $1,115.56 Date: 11/30/2015
Perf: $1,141.82 Date: 10/31/2015
Perf: $1,104.17 Date: 9/30/2015
Perf: $1,123.72 Date: 8/31/2015
Perf: $1,099.86 Date: 7/31/2015
Perf: $1,119.22 Date: 6/30/2015
Perf: $1,077.11 Date: 5/31/2015
Perf: $1,136.19 Date: 4/30/2015
Perf: $1,144.43 Date: 3/31/2015
Perf: $1,190.38 Date: 2/28/2015
Perf: $1,164.64 Date: 1/31/2015
Perf: $1,166.50 Date: 12/31/2014
Perf: $1,114.56 Date: 11/30/2014
Perf: $1,095.29 Date: 10/31/2014
Perf: $1,033.78 Date: 9/30/2014
Perf: $1,018.80 Date: 8/31/2014
Perf: $1,003.84 Date: 7/31/2014
Perf: $963.10 Date: 6/30/2014
Perf: $970.87 Date: 5/31/2014
Perf: $962.59 Date: 4/30/2014
Perf: $938.57 Date: 3/31/2014
Perf: $931.49 Date: 2/28/2014
Perf: $945.48 Date: 1/31/2014
Perf: $937.79 Date: 12/31/2013
Perf: $962.92 Date: 11/30/2013
Perf: $964.27 Date: 10/31/2013
Perf: $947.13 Date: 9/30/2013
Perf: $925.93 Date: 8/31/2013
Perf: $931.51 Date: 7/31/2013
Perf: $949.75 Date: 6/30/2013
Perf: $958.09 Date: 5/31/2013
Perf: $995.83 Date: 4/30/2013
Perf: $1,040.57 Date: 3/31/2013
Perf: $1,014.40 Date: 2/28/2013
Perf: $1,000.00 Date: 4/30/2019
Perf: $2,208.81 Date: 3/31/2019
Perf: $2,122.84 Date: 2/28/2019
Perf: $2,082.44 Date: 1/31/2019
Perf: $2,017.67 Date: 12/31/2018
Perf: $1,868.04 Date: 11/30/2018
Perf: $2,053.47 Date: 10/31/2018
Perf: $2,012.41 Date: 9/30/2018
Perf: $2,160.17 Date: 8/31/2018
Perf: $2,147.93 Date: 7/31/2018
Perf: $2,080.12 Date: 6/30/2018
Perf: $2,005.51 Date: 5/31/2018
Perf: $1,993.15 Date: 4/30/2018
Perf: $1,946.25 Date: 3/31/2018
Perf: $1,938.88 Date: 2/28/2018
Perf: $1,989.41 Date: 1/31/2018
Perf: $2,065.63 Date: 12/31/2017
Perf: $1,953.69 Date: 11/30/2017
Perf: $1,932.24 Date: 10/31/2017
Perf: $1,874.69 Date: 9/30/2017
Perf: $1,832.00 Date: 8/31/2017
Perf: $1,795.02 Date: 7/31/2017
Perf: $1,789.48 Date: 6/30/2017
Perf: $1,753.36 Date: 5/31/2017
Perf: $1,742.55 Date: 4/30/2017
Perf: $1,718.32 Date: 3/31/2017
Perf: $1,700.81 Date: 2/28/2017
Perf: $1,698.77 Date: 1/31/2017
Perf: $1,633.90 Date: 12/31/2016
Perf: $1,603.44 Date: 11/30/2016
Perf: $1,572.30 Date: 10/31/2016
Perf: $1,516.21 Date: 9/30/2016
Perf: $1,544.31 Date: 8/31/2016
Perf: $1,544.00 Date: 7/31/2016
Perf: $1,541.84 Date: 6/30/2016
Perf: $1,486.97 Date: 5/31/2016
Perf: $1,483.12 Date: 4/30/2016
Perf: $1,456.89 Date: 3/31/2016
Perf: $1,451.23 Date: 2/29/2016
Perf: $1,359.09 Date: 1/31/2016
Perf: $1,360.86 Date: 12/31/2015
Perf: $1,431.88 Date: 11/30/2015
Perf: $1,454.87 Date: 10/31/2015
Perf: $1,450.51 Date: 9/30/2015
Perf: $1,337.62 Date: 8/31/2015
Perf: $1,371.50 Date: 7/31/2015
Perf: $1,459.50 Date: 6/30/2015
Perf: $1,429.48 Date: 5/31/2015
Perf: $1,457.76 Date: 4/30/2015
Perf: $1,439.20 Date: 3/31/2015
Perf: $1,425.51 Date: 2/28/2015
Perf: $1,448.40 Date: 1/31/2015
Perf: $1,369.64 Date: 12/31/2014
Perf: $1,412.00 Date: 11/30/2014
Perf: $1,415.54 Date: 10/31/2014
Perf: $1,378.46 Date: 9/30/2014
Perf: $1,345.63 Date: 8/31/2014
Perf: $1,364.74 Date: 7/31/2014
Perf: $1,312.25 Date: 6/30/2014
Perf: $1,330.61 Date: 5/31/2014
Perf: $1,303.62 Date: 4/30/2014
Perf: $1,273.69 Date: 3/31/2014
Perf: $1,264.34 Date: 2/28/2014
Perf: $1,253.80 Date: 1/31/2014
Perf: $1,199.01 Date: 12/31/2013
Perf: $1,241.98 Date: 11/30/2013
Perf: $1,211.33 Date: 10/31/2013
Perf: $1,175.48 Date: 9/30/2013
Perf: $1,123.79 Date: 8/31/2013
Perf: $1,089.58 Date: 7/31/2013
Perf: $1,122.12 Date: 6/30/2013
Perf: $1,067.77 Date: 5/31/2013
Perf: $1,082.27 Date: 4/30/2013
Perf: $1,057.52 Date: 3/31/2013
Perf: $1,037.50 Date: 2/28/2013
Perf: $1,000.00 Date: 4/30/2019
Perf: $1,263.48 Date: 3/31/2019
Perf: $1,318.46 Date: 2/28/2019
Perf: $1,255.56 Date: 1/31/2019
Perf: $1,314.31 Date: 12/31/2018
Perf: $1,369.79 Date: 11/30/2018
Perf: $1,344.11 Date: 10/31/2018
Perf: $1,290.31 Date: 9/30/2018
Perf: $1,193.84 Date: 8/31/2018
Perf: $1,206.03 Date: 7/31/2018
Perf: $1,148.27 Date: 6/30/2018
Perf: $1,194.74 Date: 5/31/2018
Perf: $1,198.58 Date: 4/30/2018
Perf: $1,208.73 Date: 3/31/2018
Perf: $1,175.24 Date: 2/28/2018
Perf: $1,162.91 Date: 1/31/2018
Perf: $1,157.93 Date: 12/31/2017
Perf: $1,171.88 Date: 11/30/2017
Perf: $1,154.45 Date: 10/31/2017
Perf: $1,141.09 Date: 9/30/2017
Perf: $1,146.94 Date: 8/31/2017
Perf: $1,137.84 Date: 7/31/2017
Perf: $1,160.71 Date: 6/30/2017
Perf: $1,107.23 Date: 5/31/2017
Perf: $1,114.36 Date: 4/30/2017
Perf: $1,004.47 Date: 3/31/2017
Perf: $1,029.59 Date: 2/28/2017
Perf: $991.14 Date: 1/31/2017
Perf: $1,045.17 Date: 12/31/2016
Perf: $1,109.17 Date: 11/30/2016
Perf: $1,103.43 Date: 10/31/2016
Perf: $1,103.76 Date: 9/30/2016
Perf: $1,079.27 Date: 8/31/2016
Perf: $1,038.95 Date: 7/31/2016
Perf: $1,081.68 Date: 6/30/2016
Perf: $1,036.99 Date: 5/31/2016
Perf: $1,096.41 Date: 4/30/2016
Perf: $1,063.55 Date: 3/31/2016
Perf: $1,033.88 Date: 2/29/2016
Perf: $998.62 Date: 1/31/2016
Perf: $994.65 Date: 12/31/2015
Perf: $988.71 Date: 11/30/2015
Perf: $968.95 Date: 10/31/2015
Perf: $949.58 Date: 9/30/2015
Perf: $988.94 Date: 8/31/2015
Perf: $1,013.05 Date: 7/31/2015
Perf: $975.77 Date: 6/30/2015
Perf: $1,003.36 Date: 5/31/2015
Perf: $1,020.40 Date: 4/30/2015
Perf: $998.63 Date: 3/31/2015
Perf: $1,037.00 Date: 2/28/2015
Perf: $1,008.95 Date: 1/31/2015
Perf: $1,100.64 Date: 12/31/2014
Perf: $1,039.02 Date: 11/30/2014
Perf: $1,063.92 Date: 10/31/2014
Perf: $1,087.63 Date: 9/30/2014
Perf: $1,077.07 Date: 8/31/2014
Perf: $1,060.63 Date: 7/31/2014
Perf: $1,056.20 Date: 6/30/2014
Perf: $1,017.14 Date: 5/31/2014
Perf: $1,046.44 Date: 4/30/2014
Perf: $1,096.67 Date: 3/31/2014
Perf: $1,064.31 Date: 2/28/2014
Perf: $1,030.51 Date: 1/31/2014
Perf: $1,028.04 Date: 12/31/2013
Perf: $954.37 Date: 11/30/2013
Perf: $950.75 Date: 10/31/2013
Perf: $949.71 Date: 9/30/2013
Perf: $928.36 Date: 8/31/2013
Perf: $921.63 Date: 7/31/2013
Perf: $941.40 Date: 6/30/2013
Perf: $972.72 Date: 5/31/2013
Perf: $988.64 Date: 4/30/2013
Perf: $972.49 Date: 3/31/2013
Perf: $976.40 Date: 2/28/2013
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 02/13 - 04/19
Date: 4/30/2019
Return: -4.17 % Date: 3/31/2019
Return: 5.01 % Date: 2/28/2019
Return: -4.47 % Date: 1/31/2019
Return: -4.05 % Date: 12/31/2018
Return: 1.91 % Date: 11/30/2018
Return: 4.17 % Date: 10/31/2018
Return: 8.08 % Date: 9/30/2018
Return: -1.01 % Date: 8/31/2018
Return: 5.03 % Date: 7/31/2018
Return: -3.89 % Date: 6/30/2018
Return: -0.32 % Date: 5/31/2018
Return: -0.84 % Date: 4/30/2018
Return: 2.85 % Date: 3/31/2018
Return: 1.06 % Date: 2/28/2018
Return: 0.43 % Date: 1/31/2018
Return: -1.19 % Date: 12/31/2017
Return: 1.51 % Date: 11/30/2017
Return: 1.17 % Date: 10/31/2017
Return: -0.51 % Date: 9/30/2017
Return: 0.80 % Date: 8/31/2017
Return: -1.97 % Date: 7/31/2017
Return: 4.83 % Date: 6/30/2017
Return: -0.64 % Date: 5/31/2017
Return: 10.94 % Date: 4/30/2017
Return: -2.44 % Date: 3/31/2017
Return: 3.88 % Date: 2/28/2017
Return: -5.17 % Date: 1/31/2017
Return: -5.77 % Date: 12/31/2016
Return: 0.52 % Date: 11/30/2016
Return: -0.03 % Date: 10/31/2016
Return: 2.27 % Date: 9/30/2016
Return: 3.88 % Date: 8/31/2016
Return: -3.95 % Date: 7/31/2016
Return: 4.31 % Date: 6/30/2016
Return: -5.42 % Date: 5/31/2016
Return: 3.09 % Date: 4/30/2016
Return: 2.87 % Date: 3/31/2016
Return: 3.53 % Date: 2/29/2016
Return: 0.40 % Date: 1/31/2016
Return: 0.60 % Date: 12/31/2015
Return: 2.04 % Date: 11/30/2015
Return: 2.04 % Date: 10/31/2015
Return: -3.98 % Date: 9/30/2015
Return: -2.38 % Date: 8/31/2015
Return: 3.82 % Date: 7/31/2015
Return: -2.75 % Date: 6/30/2015
Return: -1.67 % Date: 5/31/2015
Return: 2.18 % Date: 4/30/2015
Return: -3.70 % Date: 3/31/2015
Return: 2.78 % Date: 2/28/2015
Return: -8.33 % Date: 1/31/2015
Return: 5.93 % Date: 12/31/2014
Return: -2.34 % Date: 11/30/2014
Return: -2.18 % Date: 10/31/2014
Return: 0.98 % Date: 9/30/2014
Return: 1.55 % Date: 8/31/2014
Return: 0.42 % Date: 7/31/2014
Return: 3.84 % Date: 6/30/2014
Return: -2.80 % Date: 5/31/2014
Return: -4.58 % Date: 4/30/2014
Return: 3.04 % Date: 3/31/2014
Return: 3.28 % Date: 2/28/2014
Return: 0.24 % Date: 1/31/2014
Return: 7.72 % Date: 12/31/2013
Return: 0.38 % Date: 11/30/2013
Return: 0.11 % Date: 10/31/2013
Return: 2.30 % Date: 9/30/2013
Return: 0.73 % Date: 8/31/2013
Return: -2.10 % Date: 7/31/2013
Return: -3.22 % Date: 6/30/2013
Return: -1.61 % Date: 5/31/2013
Return: 1.66 % Date: 4/30/2013
Return: -0.40 % Date: 3/31/2013
Return: -2.36 % Date: 2/28/2013
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 02/13 - 04/19
Return: 5.00 %
Count: 3 Return: -1.00 %
Count: 5 Return: 11.00 %
Count: 1 Return: -6.00 %
Count: 1 Return: -4.00 %
Count: 7 Return: -8.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: 4.00 %
Count: 7 Return: -5.00 %
Count: 3 Return: 3.00 %
Count: 6 Return: 8.00 %
Count: 2 Return: 1.00 %
Count: 7 Return: -3.00 %
Count: 3 Return: 2.00 %
Count: 9 Return: -2.00 %
Count: 9 Return: 0.00 %
Count: 10
Note: All performance data is since program inception.

Underwater Curve

Date Range: 02/13 - 04/19
Date: 4/30/2019
Drawdown: -7.76 % Date: 3/31/2019
Drawdown: -3.75 % Date: 2/28/2019
Drawdown: -8.34 % Date: 1/31/2019
Drawdown: -4.05 % Date: 12/31/2018
Drawdown: 0.00 % Date: 11/30/2018
Drawdown: 0.00 % Date: 10/31/2018
Drawdown: 0.00 % Date: 9/30/2018
Drawdown: -1.23 % Date: 8/31/2018
Drawdown: -0.22 % Date: 7/31/2018
Drawdown: -5.00 % Date: 6/30/2018
Drawdown: -1.16 % Date: 5/31/2018
Drawdown: -0.84 % Date: 4/30/2018
Drawdown: 0.00 % Date: 3/31/2018
Drawdown: 0.00 % Date: 2/28/2018
Drawdown: -0.77 % Date: 1/31/2018
Drawdown: -1.19 % Date: 12/31/2017
Drawdown: 0.00 % Date: 11/30/2017
Drawdown: -0.54 % Date: 10/31/2017
Drawdown: -1.69 % Date: 9/30/2017
Drawdown: -1.19 % Date: 8/31/2017
Drawdown: -1.97 % Date: 7/31/2017
Drawdown: 0.00 % Date: 6/30/2017
Drawdown: -0.64 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: -9.44 % Date: 3/31/2017
Drawdown: -7.17 % Date: 2/28/2017
Drawdown: -10.64 % Date: 1/31/2017
Drawdown: -5.77 % Date: 12/31/2016
Drawdown: 0.00 % Date: 11/30/2016
Drawdown: -0.03 % Date: 10/31/2016
Drawdown: 0.00 % Date: 9/30/2016
Drawdown: -1.94 % Date: 8/31/2016
Drawdown: -5.60 % Date: 7/31/2016
Drawdown: -1.72 % Date: 6/30/2016
Drawdown: -5.78 % Date: 5/31/2016
Drawdown: -0.38 % Date: 4/30/2016
Drawdown: -3.37 % Date: 3/31/2016
Drawdown: -6.07 % Date: 2/29/2016
Drawdown: -9.27 % Date: 1/31/2016
Drawdown: -9.63 % Date: 12/31/2015
Drawdown: -10.17 % Date: 11/30/2015
Drawdown: -11.96 % Date: 10/31/2015
Drawdown: -13.72 % Date: 9/30/2015
Drawdown: -10.15 % Date: 8/31/2015
Drawdown: -7.96 % Date: 7/31/2015
Drawdown: -11.34 % Date: 6/30/2015
Drawdown: -8.84 % Date: 5/31/2015
Drawdown: -7.29 % Date: 4/30/2015
Drawdown: -9.27 % Date: 3/31/2015
Drawdown: -5.78 % Date: 2/28/2015
Drawdown: -8.33 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: -5.26 % Date: 11/30/2014
Drawdown: -2.99 % Date: 10/31/2014
Drawdown: -0.82 % Date: 9/30/2014
Drawdown: -1.79 % Date: 8/31/2014
Drawdown: -3.29 % Date: 7/31/2014
Drawdown: -3.69 % Date: 6/30/2014
Drawdown: -7.25 % Date: 5/31/2014
Drawdown: -4.58 % Date: 4/30/2014
Drawdown: 0.00 % Date: 3/31/2014
Drawdown: 0.00 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 % Date: 12/31/2013
Drawdown: -4.56 % Date: 11/30/2013
Drawdown: -4.92 % Date: 10/31/2013
Drawdown: -5.03 % Date: 9/30/2013
Drawdown: -7.16 % Date: 8/31/2013
Drawdown: -7.84 % Date: 7/31/2013
Drawdown: -5.86 % Date: 6/30/2013
Drawdown: -2.73 % Date: 5/31/2013
Drawdown: -1.14 % Date: 4/30/2013
Drawdown: -2.75 % Date: 3/31/2013
Drawdown: -2.36 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Urban Tree Capital, LLC
Address: 117 Bernal Rd, #70-512
City: San Jose
State: CA
Zip: 95119
Country: US

Key People

Name:  Marc Woo
Position:  Principal
Biography: 


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Currencies Yes 
 Energies Yes 
 Grains Yes 
 Investment Methodology
 Trend Following Yes 
 Systematic Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Europe Yes 
 Holding Period
 Intra-Week Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio: 10% 
 Managed Account Availability: Open