SCT Capital Management

AQT Program *QEP*


Monthly Performance (%)

Date Range: 07/09 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -0.25 -0.79 3.07 0.88   2.90 
2018 0.47 -5.12 -1.15 -2.21 -1.41 0.69 -0.26 0.57 -1.10 -0.86 1.07 1.84  -7.40 
2017 -0.20 3.07 0.15 1.20 1.17 -0.94 0.21 0.45 -0.15 1.07 -0.03 -0.25  5.84 
2016 1.42 2.25 1.25 -0.79 -0.28 0.99 1.05 -0.82 -0.03 -2.70 -0.21 1.59  3.68 
2015 2.44 0.55 -0.43 -1.29 0.32 -2.79 1.18 -3.05 1.86 0.82 2.28 -2.67  -0.99 
2014 -0.32 0.72 -2.22 1.36 4.22 1.33 -0.95 3.16 0.52 0.28 2.41 0.14  11.00 
2013 1.17 -0.79 3.11 0.92 -0.10 -1.38 -0.55 -1.76 0.75 1.06 0.75 -1.03  2.07 
2012 -0.16 -0.18 -2.63 1.39 5.51 -0.02 1.49 -3.24 -1.61 -0.85 0.02 -0.48  -1.03 
2011 -1.58 0.42 -1.11 3.21 -0.02 0.14 2.10 -0.36 3.60 -1.20 0.92 1.71  7.95 
2010 -3.77 4.90 -0.09 2.70 -3.02 -1.06 1.60 0.36 -1.05 1.38 0.51 2.37  4.60 
2009 0.68 1.96 -1.64 1.58 -0.83  1.71 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The AQT (Adaptive Quant Trading) program employs a mix of short term strategies based on volatility, momentum, and counter-trend patterns on 40+ of the most liquid futures contracts globally. The program is conservative in risk exposure with holding periods of 5 days or less, limited capital allocation to any one strategy, and tightly controlled overall portfolio leverage. The strategies and trading systems in the program have matured over twelve years of proprietary trading at Morgan Stanley and Deutsche Bank, and five years as an independent sub-advisor to Deutsche Bank. The strategies in AQT are adaptive, based on a periodic automated procedure that takes as input our database of market indicators and produce as output many simple uncorrelated agents that are assembled into a well calibrated trading strategy. *On September 14th, we raised our DB Select Cell volatility target from 1X to 2X.

Performance Statistics

Date Range: 07/09 - 04/19
  Program S&P 500 Altegris 40 
Total Return 33.31% 293.36% 14.32% 
Annualized Return 2.99% 14.94% 1.37% 
Annualized Std. Deviation 6.07% 12.41% 8.61% 
Correlation 0.17 0.64 
Sharpe Ratio (rf=2.5%) 0.08 1.00 -0.13 
Worst Month -5.12% -9.03% -6.10% 
Date of Worst Month 02/2018 12/2018 02/2018 
Worst Drawdown -10.45% -16.26% -15.74% 
Date of Worst Drawdown 1/18 - 10/18 4/11 - 9/11 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 07/09 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 2.90 18.24 5.17 
2018 -7.40 -4.38 -4.29 
2017 5.84 21.84 1.24 
2016 3.68 11.98 -3.13 
2015 -0.99 1.41 0.09 
2014 11.00 13.69 15.75 
2013 2.07 32.41 -2.45 
2012 -1.03 15.98 -4.75 
2011 7.95 2.12 -3.23 
2010 4.60 15.06 11.33 
2009 1.71 13.96 -0.04 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 07/09 - 04/19
Date: 4/30/2019
Perf: $1,144.43 Date: 3/31/2019
Perf: $1,113.80 Date: 2/28/2019
Perf: $1,075.20 Date: 1/31/2019
Perf: $1,068.36 Date: 12/31/2018
Perf: $1,088.17 Date: 11/30/2018
Perf: $1,083.61 Date: 10/31/2018
Perf: $1,096.78 Date: 9/30/2018
Perf: $1,124.55 Date: 8/31/2018
Perf: $1,129.64 Date: 7/31/2018
Perf: $1,101.55 Date: 6/30/2018
Perf: $1,109.87 Date: 5/31/2018
Perf: $1,100.62 Date: 4/30/2018
Perf: $1,115.01 Date: 3/31/2018
Perf: $1,103.10 Date: 2/28/2018
Perf: $1,104.09 Date: 1/31/2018
Perf: $1,175.81 Date: 12/31/2017
Perf: $1,136.93 Date: 11/30/2017
Perf: $1,124.67 Date: 10/31/2017
Perf: $1,123.21 Date: 9/30/2017
Perf: $1,078.04 Date: 8/31/2017
Perf: $1,101.28 Date: 7/31/2017
Perf: $1,083.30 Date: 6/30/2017
Perf: $1,079.09 Date: 5/31/2017
Perf: $1,111.54 Date: 4/30/2017
Perf: $1,109.44 Date: 3/31/2017
Perf: $1,116.13 Date: 2/28/2017
Perf: $1,132.67 Date: 1/31/2017
Perf: $1,108.50 Date: 12/31/2016
Perf: $1,122.99 Date: 11/30/2016
Perf: $1,114.52 Date: 10/31/2016
Perf: $1,126.92 Date: 9/30/2016
Perf: $1,156.76 Date: 8/31/2016
Perf: $1,171.88 Date: 7/31/2016
Perf: $1,204.27 Date: 6/30/2016
Perf: $1,192.11 Date: 5/31/2016
Perf: $1,143.51 Date: 4/30/2016
Perf: $1,163.88 Date: 3/31/2016
Perf: $1,193.85 Date: 2/29/2016
Perf: $1,229.12 Date: 1/31/2016
Perf: $1,199.61 Date: 12/31/2015
Perf: $1,159.27 Date: 11/30/2015
Perf: $1,186.56 Date: 10/31/2015
Perf: $1,147.43 Date: 9/30/2015
Perf: $1,167.75 Date: 8/31/2015
Perf: $1,142.95 Date: 7/31/2015
Perf: $1,163.07 Date: 6/30/2015
Perf: $1,119.31 Date: 5/31/2015
Perf: $1,180.70 Date: 4/30/2015
Perf: $1,189.27 Date: 3/31/2015
Perf: $1,237.02 Date: 2/28/2015
Perf: $1,210.27 Date: 1/31/2015
Perf: $1,212.21 Date: 12/31/2014
Perf: $1,158.23 Date: 11/30/2014
Perf: $1,138.20 Date: 10/31/2014
Perf: $1,074.28 Date: 9/30/2014
Perf: $1,058.72 Date: 8/31/2014
Perf: $1,043.18 Date: 7/31/2014
Perf: $1,000.84 Date: 6/30/2014
Perf: $1,008.91 Date: 5/31/2014
Perf: $1,000.31 Date: 4/30/2014
Perf: $975.34 Date: 3/31/2014
Perf: $967.98 Date: 2/28/2014
Perf: $982.52 Date: 1/31/2014
Perf: $974.53 Date: 12/31/2013
Perf: $1,000.65 Date: 11/30/2013
Perf: $1,002.05 Date: 10/31/2013
Perf: $984.24 Date: 9/30/2013
Perf: $962.20 Date: 8/31/2013
Perf: $968.01 Date: 7/31/2013
Perf: $986.96 Date: 6/30/2013
Perf: $995.62 Date: 5/31/2013
Perf: $1,034.84 Date: 4/30/2013
Perf: $1,081.34 Date: 3/31/2013
Perf: $1,054.15 Date: 2/28/2013
Perf: $1,039.18 Date: 1/31/2013
Perf: $1,045.24 Date: 12/31/2012
Perf: $1,025.75 Date: 11/30/2012
Perf: $1,020.75 Date: 10/31/2012
Perf: $1,017.90 Date: 9/30/2012
Perf: $1,056.13 Date: 8/31/2012
Perf: $1,073.85 Date: 7/31/2012
Perf: $1,088.66 Date: 6/30/2012
Perf: $1,045.88 Date: 5/31/2012
Perf: $1,086.74 Date: 4/30/2012
Perf: $1,066.48 Date: 3/31/2012
Perf: $1,060.12 Date: 2/29/2012
Perf: $1,084.74 Date: 1/31/2012
Perf: $1,080.31 Date: 12/31/2011
Perf: $1,076.87 Date: 11/30/2011
Perf: $1,066.63 Date: 10/31/2011
Perf: $1,063.44 Date: 9/30/2011
Perf: $1,107.29 Date: 8/31/2011
Perf: $1,107.95 Date: 7/31/2011
Perf: $1,110.17 Date: 6/30/2011
Perf: $1,071.70 Date: 5/31/2011
Perf: $1,100.31 Date: 4/30/2011
Perf: $1,141.99 Date: 3/31/2011
Perf: $1,099.12 Date: 2/28/2011
Perf: $1,116.20 Date: 1/31/2011
Perf: $1,097.54 Date: 12/31/2010
Perf: $1,112.79 Date: 11/30/2010
Perf: $1,067.01 Date: 10/31/2010
Perf: $1,106.17 Date: 9/30/2010
Perf: $1,064.86 Date: 8/31/2010
Perf: $1,045.82 Date: 7/31/2010
Perf: $1,004.25 Date: 6/30/2010
Perf: $1,017.37 Date: 5/31/2010
Perf: $1,013.52 Date: 4/30/2010
Perf: $1,038.65 Date: 3/31/2010
Perf: $1,022.90 Date: 2/28/2010
Perf: $983.84 Date: 1/31/2010
Perf: $974.68 Date: 12/31/2009
Perf: $999.57 Date: 11/30/2009
Perf: $1,041.22 Date: 10/31/2009
Perf: $1,000.88 Date: 9/30/2009
Perf: $1,027.18 Date: 8/31/2009
Perf: $1,003.30 Date: 7/31/2009
Perf: $1,000.00 Date: 4/30/2019
Perf: $3,657.14 Date: 3/31/2019
Perf: $3,514.79 Date: 2/28/2019
Perf: $3,447.90 Date: 1/31/2019
Perf: $3,340.66 Date: 12/31/2018
Perf: $3,092.92 Date: 11/30/2018
Perf: $3,399.93 Date: 10/31/2018
Perf: $3,331.96 Date: 9/30/2018
Perf: $3,576.60 Date: 8/31/2018
Perf: $3,556.33 Date: 7/31/2018
Perf: $3,444.05 Date: 6/30/2018
Perf: $3,320.53 Date: 5/31/2018
Perf: $3,300.07 Date: 4/30/2018
Perf: $3,222.41 Date: 3/31/2018
Perf: $3,210.21 Date: 2/28/2018
Perf: $3,293.87 Date: 1/31/2018
Perf: $3,420.08 Date: 12/31/2017
Perf: $3,234.73 Date: 11/30/2017
Perf: $3,199.21 Date: 10/31/2017
Perf: $3,103.92 Date: 9/30/2017
Perf: $3,033.25 Date: 8/31/2017
Perf: $2,972.03 Date: 7/31/2017
Perf: $2,962.84 Date: 6/30/2017
Perf: $2,903.04 Date: 5/31/2017
Perf: $2,885.15 Date: 4/30/2017
Perf: $2,845.04 Date: 3/31/2017
Perf: $2,816.03 Date: 2/28/2017
Perf: $2,812.66 Date: 1/31/2017
Perf: $2,705.26 Date: 12/31/2016
Perf: $2,654.81 Date: 11/30/2016
Perf: $2,603.27 Date: 10/31/2016
Perf: $2,510.39 Date: 9/30/2016
Perf: $2,556.92 Date: 8/31/2016
Perf: $2,556.41 Date: 7/31/2016
Perf: $2,552.84 Date: 6/30/2016
Perf: $2,461.99 Date: 5/31/2016
Perf: $2,455.60 Date: 4/30/2016
Perf: $2,412.19 Date: 3/31/2016
Perf: $2,402.81 Date: 2/29/2016
Perf: $2,250.25 Date: 1/31/2016
Perf: $2,253.18 Date: 12/31/2015
Perf: $2,370.77 Date: 11/30/2015
Perf: $2,408.83 Date: 10/31/2015
Perf: $2,401.62 Date: 9/30/2015
Perf: $2,214.70 Date: 8/31/2015
Perf: $2,270.79 Date: 7/31/2015
Perf: $2,416.50 Date: 6/30/2015
Perf: $2,366.80 Date: 5/31/2015
Perf: $2,413.63 Date: 4/30/2015
Perf: $2,382.89 Date: 3/31/2015
Perf: $2,360.23 Date: 2/28/2015
Perf: $2,398.12 Date: 1/31/2015
Perf: $2,267.72 Date: 12/31/2014
Perf: $2,337.86 Date: 11/30/2014
Perf: $2,343.72 Date: 10/31/2014
Perf: $2,282.32 Date: 9/30/2014
Perf: $2,227.96 Date: 8/31/2014
Perf: $2,259.60 Date: 7/31/2014
Perf: $2,172.69 Date: 6/30/2014
Perf: $2,203.09 Date: 5/31/2014
Perf: $2,158.41 Date: 4/30/2014
Perf: $2,108.85 Date: 3/31/2014
Perf: $2,093.36 Date: 2/28/2014
Perf: $2,075.93 Date: 1/31/2014
Perf: $1,985.20 Date: 12/31/2013
Perf: $2,056.35 Date: 11/30/2013
Perf: $2,005.61 Date: 10/31/2013
Perf: $1,946.25 Date: 9/30/2013
Perf: $1,860.66 Date: 8/31/2013
Perf: $1,804.01 Date: 7/31/2013
Perf: $1,857.89 Date: 6/30/2013
Perf: $1,767.91 Date: 5/31/2013
Perf: $1,791.92 Date: 4/30/2013
Perf: $1,750.95 Date: 3/31/2013
Perf: $1,717.79 Date: 2/28/2013
Perf: $1,655.70 Date: 1/31/2013
Perf: $1,633.49 Date: 12/31/2012
Perf: $1,553.04 Date: 11/30/2012
Perf: $1,539.04 Date: 10/31/2012
Perf: $1,530.16 Date: 9/30/2012
Perf: $1,559.00 Date: 8/31/2012
Perf: $1,519.79 Date: 7/31/2012
Perf: $1,486.35 Date: 6/30/2012
Perf: $1,465.97 Date: 5/31/2012
Perf: $1,407.96 Date: 4/30/2012
Perf: $1,497.99 Date: 3/31/2012
Perf: $1,507.49 Date: 2/29/2012
Perf: $1,459.47 Date: 1/31/2012
Perf: $1,399.03 Date: 12/31/2011
Perf: $1,339.05 Date: 11/30/2011
Perf: $1,325.53 Date: 10/31/2011
Perf: $1,328.45 Date: 9/30/2011
Perf: $1,197.55 Date: 8/31/2011
Perf: $1,288.11 Date: 7/31/2011
Perf: $1,362.07 Date: 6/30/2011
Perf: $1,390.29 Date: 5/31/2011
Perf: $1,413.90 Date: 4/30/2011
Perf: $1,430.06 Date: 3/31/2011
Perf: $1,388.95 Date: 2/28/2011
Perf: $1,388.40 Date: 1/31/2011
Perf: $1,342.35 Date: 12/31/2010
Perf: $1,311.28 Date: 11/30/2010
Perf: $1,229.17 Date: 10/31/2010
Perf: $1,229.04 Date: 9/30/2010
Perf: $1,183.94 Date: 8/31/2010
Perf: $1,086.98 Date: 7/31/2010
Perf: $1,138.32 Date: 6/30/2010
Perf: $1,063.75 Date: 5/31/2010
Perf: $1,122.45 Date: 4/30/2010
Perf: $1,219.92 Date: 3/31/2010
Perf: $1,200.95 Date: 2/28/2010
Perf: $1,132.65 Date: 1/31/2010
Perf: $1,098.59 Date: 12/31/2009
Perf: $1,139.62 Date: 11/30/2009
Perf: $1,118.04 Date: 10/31/2009
Perf: $1,054.76 Date: 9/30/2009
Perf: $1,074.75 Date: 8/31/2009
Perf: $1,036.10 Date: 7/31/2009
Perf: $1,000.00 Date: 4/30/2019
Perf: $1,333.09 Date: 3/31/2019
Perf: $1,321.46 Date: 2/28/2019
Perf: $1,282.10 Date: 1/31/2019
Perf: $1,292.31 Date: 12/31/2018
Perf: $1,295.55 Date: 11/30/2018
Perf: $1,272.14 Date: 10/31/2018
Perf: $1,258.68 Date: 9/30/2018
Perf: $1,269.60 Date: 8/31/2018
Perf: $1,283.72 Date: 7/31/2018
Perf: $1,276.44 Date: 6/30/2018
Perf: $1,279.77 Date: 5/31/2018
Perf: $1,271.00 Date: 4/30/2018
Perf: $1,289.18 Date: 3/31/2018
Perf: $1,318.31 Date: 2/28/2018
Perf: $1,333.65 Date: 1/31/2018
Perf: $1,405.61 Date: 12/31/2017
Perf: $1,399.04 Date: 11/30/2017
Perf: $1,402.55 Date: 10/31/2017
Perf: $1,402.97 Date: 9/30/2017
Perf: $1,388.11 Date: 8/31/2017
Perf: $1,390.20 Date: 7/31/2017
Perf: $1,383.97 Date: 6/30/2017
Perf: $1,381.07 Date: 5/31/2017
Perf: $1,394.18 Date: 4/30/2017
Perf: $1,378.05 Date: 3/31/2017
Perf: $1,361.71 Date: 2/28/2017
Perf: $1,359.67 Date: 1/31/2017
Perf: $1,319.17 Date: 12/31/2016
Perf: $1,321.82 Date: 11/30/2016
Perf: $1,301.13 Date: 10/31/2016
Perf: $1,303.87 Date: 9/30/2016
Perf: $1,340.05 Date: 8/31/2016
Perf: $1,340.45 Date: 7/31/2016
Perf: $1,351.53 Date: 6/30/2016
Perf: $1,337.49 Date: 5/31/2016
Perf: $1,324.38 Date: 4/30/2016
Perf: $1,328.10 Date: 3/31/2016
Perf: $1,338.67 Date: 2/29/2016
Perf: $1,322.15 Date: 1/31/2016
Perf: $1,293.05 Date: 12/31/2015
Perf: $1,274.95 Date: 11/30/2015
Perf: $1,309.92 Date: 10/31/2015
Perf: $1,280.72 Date: 9/30/2015
Perf: $1,270.31 Date: 8/31/2015
Perf: $1,247.11 Date: 7/31/2015
Perf: $1,286.34 Date: 6/30/2015
Perf: $1,271.34 Date: 5/31/2015
Perf: $1,307.83 Date: 4/30/2015
Perf: $1,303.66 Date: 3/31/2015
Perf: $1,320.70 Date: 2/28/2015
Perf: $1,326.40 Date: 1/31/2015
Perf: $1,319.14 Date: 12/31/2014
Perf: $1,287.72 Date: 11/30/2014
Perf: $1,285.92 Date: 10/31/2014
Perf: $1,255.66 Date: 9/30/2014
Perf: $1,252.16 Date: 8/31/2014
Perf: $1,245.68 Date: 7/31/2014
Perf: $1,207.52 Date: 6/30/2014
Perf: $1,219.10 Date: 5/31/2014
Perf: $1,203.10 Date: 4/30/2014
Perf: $1,154.39 Date: 3/31/2014
Perf: $1,138.90 Date: 2/28/2014
Perf: $1,164.75 Date: 1/31/2014
Perf: $1,156.43 Date: 12/31/2013
Perf: $1,160.14 Date: 11/30/2013
Perf: $1,172.21 Date: 10/31/2013
Perf: $1,163.49 Date: 9/30/2013
Perf: $1,151.28 Date: 8/31/2013
Perf: $1,142.71 Date: 7/31/2013
Perf: $1,163.19 Date: 6/30/2013
Perf: $1,169.62 Date: 5/31/2013
Perf: $1,185.99 Date: 4/30/2013
Perf: $1,187.17 Date: 3/31/2013
Perf: $1,176.35 Date: 2/28/2013
Perf: $1,140.87 Date: 1/31/2013
Perf: $1,149.95 Date: 12/31/2012
Perf: $1,136.66 Date: 11/30/2012
Perf: $1,142.14 Date: 10/31/2012
Perf: $1,141.91 Date: 9/30/2012
Perf: $1,151.70 Date: 8/31/2012
Perf: $1,170.54 Date: 7/31/2012
Perf: $1,209.74 Date: 6/30/2012
Perf: $1,191.98 Date: 5/31/2012
Perf: $1,192.22 Date: 4/30/2012
Perf: $1,129.96 Date: 3/31/2012
Perf: $1,114.47 Date: 2/29/2012
Perf: $1,144.57 Date: 1/31/2012
Perf: $1,146.63 Date: 12/31/2011
Perf: $1,148.47 Date: 11/30/2011
Perf: $1,129.16 Date: 10/31/2011
Perf: $1,118.87 Date: 9/30/2011
Perf: $1,132.46 Date: 8/31/2011
Perf: $1,093.11 Date: 7/31/2011
Perf: $1,097.05 Date: 6/30/2011
Perf: $1,074.49 Date: 5/31/2011
Perf: $1,072.99 Date: 4/30/2011
Perf: $1,073.20 Date: 3/31/2011
Perf: $1,039.82 Date: 2/28/2011
Perf: $1,051.50 Date: 1/31/2011
Perf: $1,047.10 Date: 12/31/2010
Perf: $1,063.91 Date: 11/30/2010
Perf: $1,039.28 Date: 10/31/2010
Perf: $1,034.00 Date: 9/30/2010
Perf: $1,019.93 Date: 8/31/2010
Perf: $1,030.75 Date: 7/31/2010
Perf: $1,027.05 Date: 6/30/2010
Perf: $1,010.88 Date: 5/31/2010
Perf: $1,021.71 Date: 4/30/2010
Perf: $1,053.53 Date: 3/31/2010
Perf: $1,025.83 Date: 2/28/2010
Perf: $1,026.75 Date: 1/31/2010
Perf: $978.79 Date: 12/31/2009
Perf: $1,017.14 Date: 11/30/2009
Perf: $1,025.65 Date: 10/31/2009
Perf: $1,009.70 Date: 9/30/2009
Perf: $1,026.53 Date: 8/31/2009
Perf: $1,006.80 Date: 7/31/2009
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 07/09 - 04/19
Date: 4/30/2019
Return: 0.88 % Date: 3/31/2019
Return: 3.07 % Date: 2/28/2019
Return: -0.79 % Date: 1/31/2019
Return: -0.25 % Date: 12/31/2018
Return: 1.84 % Date: 11/30/2018
Return: 1.07 % Date: 10/31/2018
Return: -0.86 % Date: 9/30/2018
Return: -1.10 % Date: 8/31/2018
Return: 0.57 % Date: 7/31/2018
Return: -0.26 % Date: 6/30/2018
Return: 0.69 % Date: 5/31/2018
Return: -1.41 % Date: 4/30/2018
Return: -2.21 % Date: 3/31/2018
Return: -1.15 % Date: 2/28/2018
Return: -5.12 % Date: 1/31/2018
Return: 0.47 % Date: 12/31/2017
Return: -0.25 % Date: 11/30/2017
Return: -0.03 % Date: 10/31/2017
Return: 1.07 % Date: 9/30/2017
Return: -0.15 % Date: 8/31/2017
Return: 0.45 % Date: 7/31/2017
Return: 0.21 % Date: 6/30/2017
Return: -0.94 % Date: 5/31/2017
Return: 1.17 % Date: 4/30/2017
Return: 1.20 % Date: 3/31/2017
Return: 0.15 % Date: 2/28/2017
Return: 3.07 % Date: 1/31/2017
Return: -0.20 % Date: 12/31/2016
Return: 1.59 % Date: 11/30/2016
Return: -0.21 % Date: 10/31/2016
Return: -2.70 % Date: 9/30/2016
Return: -0.03 % Date: 8/31/2016
Return: -0.82 % Date: 7/31/2016
Return: 1.05 % Date: 6/30/2016
Return: 0.99 % Date: 5/31/2016
Return: -0.28 % Date: 4/30/2016
Return: -0.79 % Date: 3/31/2016
Return: 1.25 % Date: 2/29/2016
Return: 2.25 % Date: 1/31/2016
Return: 1.42 % Date: 12/31/2015
Return: -2.67 % Date: 11/30/2015
Return: 2.28 % Date: 10/31/2015
Return: 0.82 % Date: 9/30/2015
Return: 1.86 % Date: 8/31/2015
Return: -3.05 % Date: 7/31/2015
Return: 1.18 % Date: 6/30/2015
Return: -2.79 % Date: 5/31/2015
Return: 0.32 % Date: 4/30/2015
Return: -1.29 % Date: 3/31/2015
Return: -0.43 % Date: 2/28/2015
Return: 0.55 % Date: 1/31/2015
Return: 2.44 % Date: 12/31/2014
Return: 0.14 % Date: 11/30/2014
Return: 2.41 % Date: 10/31/2014
Return: 0.28 % Date: 9/30/2014
Return: 0.52 % Date: 8/31/2014
Return: 3.16 % Date: 7/31/2014
Return: -0.95 % Date: 6/30/2014
Return: 1.33 % Date: 5/31/2014
Return: 4.22 % Date: 4/30/2014
Return: 1.36 % Date: 3/31/2014
Return: -2.22 % Date: 2/28/2014
Return: 0.72 % Date: 1/31/2014
Return: -0.32 % Date: 12/31/2013
Return: -1.03 % Date: 11/30/2013
Return: 0.75 % Date: 10/31/2013
Return: 1.06 % Date: 9/30/2013
Return: 0.75 % Date: 8/31/2013
Return: -1.76 % Date: 7/31/2013
Return: -0.55 % Date: 6/30/2013
Return: -1.38 % Date: 5/31/2013
Return: -0.10 % Date: 4/30/2013
Return: 0.92 % Date: 3/31/2013
Return: 3.11 % Date: 2/28/2013
Return: -0.79 % Date: 1/31/2013
Return: 1.17 % Date: 12/31/2012
Return: -0.48 % Date: 11/30/2012
Return: 0.02 % Date: 10/31/2012
Return: -0.85 % Date: 9/30/2012
Return: -1.61 % Date: 8/31/2012
Return: -3.24 % Date: 7/31/2012
Return: 1.49 % Date: 6/30/2012
Return: -0.02 % Date: 5/31/2012
Return: 5.51 % Date: 4/30/2012
Return: 1.39 % Date: 3/31/2012
Return: -2.63 % Date: 2/29/2012
Return: -0.18 % Date: 1/31/2012
Return: -0.16 % Date: 12/31/2011
Return: 1.71 % Date: 11/30/2011
Return: 0.92 % Date: 10/31/2011
Return: -1.20 % Date: 9/30/2011
Return: 3.60 % Date: 8/31/2011
Return: -0.36 % Date: 7/31/2011
Return: 2.10 % Date: 6/30/2011
Return: 0.14 % Date: 5/31/2011
Return: -0.02 % Date: 4/30/2011
Return: 3.21 % Date: 3/31/2011
Return: -1.11 % Date: 2/28/2011
Return: 0.42 % Date: 1/31/2011
Return: -1.58 % Date: 12/31/2010
Return: 2.37 % Date: 11/30/2010
Return: 0.51 % Date: 10/31/2010
Return: 1.38 % Date: 9/30/2010
Return: -1.05 % Date: 8/31/2010
Return: 0.36 % Date: 7/31/2010
Return: 1.60 % Date: 6/30/2010
Return: -1.06 % Date: 5/31/2010
Return: -3.02 % Date: 4/30/2010
Return: 2.70 % Date: 3/31/2010
Return: -0.09 % Date: 2/28/2010
Return: 4.90 % Date: 1/31/2010
Return: -3.77 % Date: 12/31/2009
Return: -0.83 % Date: 11/30/2009
Return: 1.58 % Date: 10/31/2009
Return: -1.64 % Date: 9/30/2009
Return: 1.96 % Date: 8/31/2009
Return: 0.68 % Date: 7/31/2009
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 07/09 - 04/19
Return: -5.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: 4.00 %
Count: 2 Return: -3.00 %
Count: 7 Return: 3.00 %
Count: 6 Return: 5.00 %
Count: 1 Return: -4.00 %
Count: 1 Return: -1.00 %
Count: 20 Return: -2.00 %
Count: 6 Return: 2.00 %
Count: 13 Return: 1.00 %
Count: 29 Return: 0.00 %
Count: 31
Note: All performance data is since program inception.

Underwater Curve

Date Range: 07/09 - 04/19
Date: 4/30/2019
Drawdown: -5.16 % Date: 3/31/2019
Drawdown: -5.99 % Date: 2/28/2019
Drawdown: -8.79 % Date: 1/31/2019
Drawdown: -8.06 % Date: 12/31/2018
Drawdown: -7.83 % Date: 11/30/2018
Drawdown: -9.50 % Date: 10/31/2018
Drawdown: -10.45 % Date: 9/30/2018
Drawdown: -9.68 % Date: 8/31/2018
Drawdown: -8.67 % Date: 7/31/2018
Drawdown: -9.19 % Date: 6/30/2018
Drawdown: -8.95 % Date: 5/31/2018
Drawdown: -9.58 % Date: 4/30/2018
Drawdown: -8.28 % Date: 3/31/2018
Drawdown: -6.21 % Date: 2/28/2018
Drawdown: -5.12 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: -0.28 % Date: 11/30/2017
Drawdown: -0.03 % Date: 10/31/2017
Drawdown: 0.00 % Date: 9/30/2017
Drawdown: -0.43 % Date: 8/31/2017
Drawdown: -0.29 % Date: 7/31/2017
Drawdown: -0.73 % Date: 6/30/2017
Drawdown: -0.94 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: 0.00 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: 0.00 % Date: 1/31/2017
Drawdown: -2.39 % Date: 12/31/2016
Drawdown: -2.20 % Date: 11/30/2016
Drawdown: -3.73 % Date: 10/31/2016
Drawdown: -3.53 % Date: 9/30/2016
Drawdown: -0.85 % Date: 8/31/2016
Drawdown: -0.82 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: -0.09 % Date: 5/31/2016
Drawdown: -1.07 % Date: 4/30/2016
Drawdown: -0.79 % Date: 3/31/2016
Drawdown: 0.00 % Date: 2/29/2016
Drawdown: -0.32 % Date: 1/31/2016
Drawdown: -2.51 % Date: 12/31/2015
Drawdown: -3.88 % Date: 11/30/2015
Drawdown: -1.24 % Date: 10/31/2015
Drawdown: -3.44 % Date: 9/30/2015
Drawdown: -4.23 % Date: 8/31/2015
Drawdown: -5.98 % Date: 7/31/2015
Drawdown: -3.02 % Date: 6/30/2015
Drawdown: -4.15 % Date: 5/31/2015
Drawdown: -1.40 % Date: 4/30/2015
Drawdown: -1.71 % Date: 3/31/2015
Drawdown: -0.43 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -0.95 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: -0.55 % Date: 4/30/2014
Drawdown: -4.58 % Date: 3/31/2014
Drawdown: -5.86 % Date: 2/28/2014
Drawdown: -3.72 % Date: 1/31/2014
Drawdown: -4.41 % Date: 12/31/2013
Drawdown: -4.10 % Date: 11/30/2013
Drawdown: -3.10 % Date: 10/31/2013
Drawdown: -3.82 % Date: 9/30/2013
Drawdown: -4.83 % Date: 8/31/2013
Drawdown: -5.54 % Date: 7/31/2013
Drawdown: -3.85 % Date: 6/30/2013
Drawdown: -3.32 % Date: 5/31/2013
Drawdown: -1.96 % Date: 4/30/2013
Drawdown: -1.87 % Date: 3/31/2013
Drawdown: -2.76 % Date: 2/28/2013
Drawdown: -5.69 % Date: 1/31/2013
Drawdown: -4.94 % Date: 12/31/2012
Drawdown: -6.04 % Date: 11/30/2012
Drawdown: -5.59 % Date: 10/31/2012
Drawdown: -5.61 % Date: 9/30/2012
Drawdown: -4.80 % Date: 8/31/2012
Drawdown: -3.24 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: -0.02 % Date: 5/31/2012
Drawdown: 0.00 % Date: 4/30/2012
Drawdown: -1.61 % Date: 3/31/2012
Drawdown: -2.96 % Date: 2/29/2012
Drawdown: -0.34 % Date: 1/31/2012
Drawdown: -0.16 % Date: 12/31/2011
Drawdown: 0.00 % Date: 11/30/2011
Drawdown: -0.29 % Date: 10/31/2011
Drawdown: -1.20 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: -0.36 % Date: 7/31/2011
Drawdown: 0.00 % Date: 6/30/2011
Drawdown: 0.00 % Date: 5/31/2011
Drawdown: -0.02 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -2.26 % Date: 2/28/2011
Drawdown: -1.17 % Date: 1/31/2011
Drawdown: -1.58 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: -1.35 % Date: 10/31/2010
Drawdown: -1.85 % Date: 9/30/2010
Drawdown: -3.19 % Date: 8/31/2010
Drawdown: -2.16 % Date: 7/31/2010
Drawdown: -2.51 % Date: 6/30/2010
Drawdown: -4.05 % Date: 5/31/2010
Drawdown: -3.02 % Date: 4/30/2010
Drawdown: 0.00 % Date: 3/31/2010
Drawdown: -0.09 % Date: 2/28/2010
Drawdown: 0.00 % Date: 1/31/2010
Drawdown: -4.65 % Date: 12/31/2009
Drawdown: -0.92 % Date: 11/30/2009
Drawdown: -0.09 % Date: 10/31/2009
Drawdown: -1.64 % Date: 9/30/2009
Drawdown: 0.00 % Date: 8/31/2009
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  SCT Capital Management
Address: 33 Bleecker Street Suite 2A
City: New York
State: NY
Zip: 10012
Country: USA

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Investment Methodology
 Systematic Yes 
 Diversified Yes 
 Counter-trend Yes 
 Quantitative Analysis Yes 
 Volatility Trading Yes 
 Other Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $10,000,000 
 Margin / Equity Ratio: 4% 
 Managed Account Availability: Open