Emil Van Essen, LLC

Long-Short Commodity Program *QEP*


Monthly Performance (%)

Date Range: 05/13 - 07/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 -3.14 0.02 0.38 -0.56 -1.84 3.73 -3.73   -5.21 
2017 0.21 0.16 -0.58 5.20 -1.21 -0.30 2.85 4.66 -0.67 -0.86 -1.77 3.04  10.93 
2016 3.81 -0.17 -0.72 -1.87 -2.79 -1.92 3.56 0.19 -0.44 0.34 -1.11 -0.89  -2.21 
2015 4.17 -1.16 -0.79 -2.12 -1.94 -0.69 -5.30 2.80 0.52 -4.28 8.03 4.73  3.19 
2014 6.24 1.42 -1.20 -2.63 -6.13 0.77 -0.09 0.79 -4.45 -1.19 2.95 12.29  7.76 
2013 -2.24 6.41 4.53 -1.52 -2.14 0.45 0.93  6.24 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The EvE LSCP is a short to medium-term systematic program that trades outright positions on 13 exchange-listed commodity futures contracts. The program uses multiple trend models on both outright and calendar spread data and analyzes historical spread levels to generate daily trade signals. Trade signal generation is fully systematic, however, in rare instances the PM will exercise discretion regarding where in the term structure the trade signal will be executed and to overweight or underweight positions based on inter-commodity relationships. The program has a deleveraging component that will systematically reduce position sizes at the portfolio level after periods of rapid gains. The program is designed to generate returns that have a low to negative correlation to most CTA and commodity programs.

Performance Statistics

Date Range: 05/13 - 07/18
  Program S&P 500 Altegris 40 
Total Return 21.49% 96.70% 1.77% 
Annualized Return 3.84% 13.75% 0.33% 
Annualized Std. Deviation 11.33% 9.64% 8.79% 
Correlation -0.31 0.09 
Sharpe Ratio (rf=2.5%) 0.12 1.17 -0.25 
Worst Month -6.13% -6.03% -6.10% 
Date of Worst Month 05/2014 08/2015 02/2018 
Worst Drawdown -13.48% -8.35% -12.94% 
Date of Worst Drawdown 2/14 - 10/14 7/15 - 9/15 3/15 - 9/17 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 05/13 - 07/18

Year or YTD Program S&P 500 Altegris 40 
2018 -5.21 6.47 -3.11 
2017 10.93 21.84 1.24 
2016 -2.21 11.98 -3.23 
2015 3.19 1.41 0.09 
2014 7.76 13.69 15.75 
2013 6.24 14.76 -3.30 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 05/13 - 07/18
Date: 7/31/2018
Perf: $1,063.38 Date: 6/30/2018
Perf: $1,071.41 Date: 5/31/2018
Perf: $1,062.49 Date: 4/30/2018
Perf: $1,076.38 Date: 3/31/2018
Perf: $1,064.87 Date: 2/28/2018
Perf: $1,065.83 Date: 1/31/2018
Perf: $1,135.07 Date: 12/31/2017
Perf: $1,097.54 Date: 11/30/2017
Perf: $1,085.70 Date: 10/31/2017
Perf: $1,084.29 Date: 9/30/2017
Perf: $1,040.69 Date: 8/31/2017
Perf: $1,063.12 Date: 7/31/2017
Perf: $1,045.76 Date: 6/30/2017
Perf: $1,041.70 Date: 5/31/2017
Perf: $1,073.03 Date: 4/30/2017
Perf: $1,071.00 Date: 3/31/2017
Perf: $1,077.46 Date: 2/28/2017
Perf: $1,093.42 Date: 1/31/2017
Perf: $1,070.10 Date: 12/31/2016
Perf: $1,084.08 Date: 11/30/2016
Perf: $1,075.90 Date: 10/31/2016
Perf: $1,088.97 Date: 9/30/2016
Perf: $1,117.81 Date: 8/31/2016
Perf: $1,132.42 Date: 7/31/2016
Perf: $1,163.72 Date: 6/30/2016
Perf: $1,151.97 Date: 5/31/2016
Perf: $1,105.01 Date: 4/30/2016
Perf: $1,124.69 Date: 3/31/2016
Perf: $1,153.65 Date: 2/29/2016
Perf: $1,187.74 Date: 1/31/2016
Perf: $1,159.22 Date: 12/31/2015
Perf: $1,120.24 Date: 11/30/2015
Perf: $1,146.61 Date: 10/31/2015
Perf: $1,108.80 Date: 9/30/2015
Perf: $1,128.43 Date: 8/31/2015
Perf: $1,104.47 Date: 7/31/2015
Perf: $1,123.91 Date: 6/30/2015
Perf: $1,081.62 Date: 5/31/2015
Perf: $1,140.95 Date: 4/30/2015
Perf: $1,149.22 Date: 3/31/2015
Perf: $1,195.36 Date: 2/28/2015
Perf: $1,169.52 Date: 1/31/2015
Perf: $1,171.39 Date: 12/31/2014
Perf: $1,119.24 Date: 11/30/2014
Perf: $1,099.88 Date: 10/31/2014
Perf: $1,038.11 Date: 9/30/2014
Perf: $1,023.07 Date: 8/31/2014
Perf: $1,008.05 Date: 7/31/2014
Perf: $967.14 Date: 6/30/2014
Perf: $974.94 Date: 5/31/2014
Perf: $966.63 Date: 4/30/2014
Perf: $942.50 Date: 3/31/2014
Perf: $935.39 Date: 2/28/2014
Perf: $949.44 Date: 1/31/2014
Perf: $941.72 Date: 12/31/2013
Perf: $966.96 Date: 11/30/2013
Perf: $968.31 Date: 10/31/2013
Perf: $951.10 Date: 9/30/2013
Perf: $929.81 Date: 8/31/2013
Perf: $935.42 Date: 7/31/2013
Perf: $953.73 Date: 6/30/2013
Perf: $962.10 Date: 5/31/2013
Perf: $1,000.00 Date: 7/31/2018
Perf: $1,921.99 Date: 6/30/2018
Perf: $1,853.06 Date: 5/31/2018
Perf: $1,841.64 Date: 4/30/2018
Perf: $1,798.30 Date: 3/31/2018
Perf: $1,791.49 Date: 2/28/2018
Perf: $1,838.18 Date: 1/31/2018
Perf: $1,908.61 Date: 12/31/2017
Perf: $1,805.18 Date: 11/30/2017
Perf: $1,785.36 Date: 10/31/2017
Perf: $1,732.18 Date: 9/30/2017
Perf: $1,692.74 Date: 8/31/2017
Perf: $1,658.57 Date: 7/31/2017
Perf: $1,653.45 Date: 6/30/2017
Perf: $1,620.07 Date: 5/31/2017
Perf: $1,610.09 Date: 4/30/2017
Perf: $1,587.70 Date: 3/31/2017
Perf: $1,571.52 Date: 2/28/2017
Perf: $1,569.63 Date: 1/31/2017
Perf: $1,509.70 Date: 12/31/2016
Perf: $1,481.55 Date: 11/30/2016
Perf: $1,452.78 Date: 10/31/2016
Perf: $1,400.95 Date: 9/30/2016
Perf: $1,426.92 Date: 8/31/2016
Perf: $1,426.63 Date: 7/31/2016
Perf: $1,424.64 Date: 6/30/2016
Perf: $1,373.94 Date: 5/31/2016
Perf: $1,370.38 Date: 4/30/2016
Perf: $1,346.15 Date: 3/31/2016
Perf: $1,340.92 Date: 2/29/2016
Perf: $1,255.78 Date: 1/31/2016
Perf: $1,257.41 Date: 12/31/2015
Perf: $1,323.03 Date: 11/30/2015
Perf: $1,344.27 Date: 10/31/2015
Perf: $1,340.25 Date: 9/30/2015
Perf: $1,235.94 Date: 8/31/2015
Perf: $1,267.24 Date: 7/31/2015
Perf: $1,348.56 Date: 6/30/2015
Perf: $1,320.82 Date: 5/31/2015
Perf: $1,346.95 Date: 4/30/2015
Perf: $1,329.80 Date: 3/31/2015
Perf: $1,317.15 Date: 2/28/2015
Perf: $1,338.30 Date: 1/31/2015
Perf: $1,265.53 Date: 12/31/2014
Perf: $1,304.67 Date: 11/30/2014
Perf: $1,307.94 Date: 10/31/2014
Perf: $1,273.68 Date: 9/30/2014
Perf: $1,243.34 Date: 8/31/2014
Perf: $1,260.99 Date: 7/31/2014
Perf: $1,212.49 Date: 6/30/2014
Perf: $1,229.46 Date: 5/31/2014
Perf: $1,204.53 Date: 4/30/2014
Perf: $1,176.87 Date: 3/31/2014
Perf: $1,168.23 Date: 2/28/2014
Perf: $1,158.49 Date: 1/31/2014
Perf: $1,107.86 Date: 12/31/2013
Perf: $1,147.57 Date: 11/30/2013
Perf: $1,119.25 Date: 10/31/2013
Perf: $1,086.13 Date: 9/30/2013
Perf: $1,038.36 Date: 8/31/2013
Perf: $1,006.75 Date: 7/31/2013
Perf: $1,036.82 Date: 6/30/2013
Perf: $986.60 Date: 5/31/2013
Perf: $1,000.00 Date: 7/31/2018
Perf: $1,214.92 Date: 6/30/2018
Perf: $1,261.99 Date: 5/31/2018
Perf: $1,216.61 Date: 4/30/2018
Perf: $1,239.41 Date: 3/31/2018
Perf: $1,246.39 Date: 2/28/2018
Perf: $1,241.68 Date: 1/31/2018
Perf: $1,241.43 Date: 12/31/2017
Perf: $1,281.67 Date: 11/30/2017
Perf: $1,243.86 Date: 10/31/2017
Perf: $1,266.27 Date: 9/30/2017
Perf: $1,277.26 Date: 8/31/2017
Perf: $1,285.87 Date: 7/31/2017
Perf: $1,228.62 Date: 6/30/2017
Perf: $1,194.57 Date: 5/31/2017
Perf: $1,198.17 Date: 4/30/2017
Perf: $1,212.84 Date: 3/31/2017
Perf: $1,152.89 Date: 2/28/2017
Perf: $1,159.62 Date: 1/31/2017
Perf: $1,157.76 Date: 12/31/2016
Perf: $1,155.34 Date: 11/30/2016
Perf: $1,165.71 Date: 10/31/2016
Perf: $1,178.80 Date: 9/30/2016
Perf: $1,174.80 Date: 8/31/2016
Perf: $1,180.00 Date: 7/31/2016
Perf: $1,177.76 Date: 6/30/2016
Perf: $1,137.27 Date: 5/31/2016
Perf: $1,159.53 Date: 4/30/2016
Perf: $1,192.81 Date: 3/31/2016
Perf: $1,215.54 Date: 2/29/2016
Perf: $1,224.36 Date: 1/31/2016
Perf: $1,226.44 Date: 12/31/2015
Perf: $1,181.43 Date: 11/30/2015
Perf: $1,128.07 Date: 10/31/2015
Perf: $1,044.22 Date: 9/30/2015
Perf: $1,090.91 Date: 8/31/2015
Perf: $1,085.27 Date: 7/31/2015
Perf: $1,055.71 Date: 6/30/2015
Perf: $1,114.80 Date: 5/31/2015
Perf: $1,122.54 Date: 4/30/2015
Perf: $1,144.75 Date: 3/31/2015
Perf: $1,169.54 Date: 2/28/2015
Perf: $1,178.86 Date: 1/31/2015
Perf: $1,192.69 Date: 12/31/2014
Perf: $1,144.95 Date: 11/30/2014
Perf: $1,019.63 Date: 10/31/2014
Perf: $990.42 Date: 9/30/2014
Perf: $1,002.34 Date: 8/31/2014
Perf: $1,049.03 Date: 7/31/2014
Perf: $1,040.80 Date: 6/30/2014
Perf: $1,041.74 Date: 5/31/2014
Perf: $1,033.78 Date: 4/30/2014
Perf: $1,101.29 Date: 3/31/2014
Perf: $1,131.04 Date: 2/28/2014
Perf: $1,144.77 Date: 1/31/2014
Perf: $1,128.75 Date: 12/31/2013
Perf: $1,062.45 Date: 11/30/2013
Perf: $1,052.66 Date: 10/31/2013
Perf: $1,047.94 Date: 9/30/2013
Perf: $1,070.86 Date: 8/31/2013
Perf: $1,087.39 Date: 7/31/2013
Perf: $1,040.26 Date: 6/30/2013
Perf: $977.60 Date: 5/31/2013
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 05/13 - 07/18
Date: 7/31/2018
Return: -3.73 % Date: 6/30/2018
Return: 3.73 % Date: 5/31/2018
Return: -1.84 % Date: 4/30/2018
Return: -0.56 % Date: 3/31/2018
Return: 0.38 % Date: 2/28/2018
Return: 0.02 % Date: 1/31/2018
Return: -3.14 % Date: 12/31/2017
Return: 3.04 % Date: 11/30/2017
Return: -1.77 % Date: 10/31/2017
Return: -0.86 % Date: 9/30/2017
Return: -0.67 % Date: 8/31/2017
Return: 4.66 % Date: 7/31/2017
Return: 2.85 % Date: 6/30/2017
Return: -0.30 % Date: 5/31/2017
Return: -1.21 % Date: 4/30/2017
Return: 5.20 % Date: 3/31/2017
Return: -0.58 % Date: 2/28/2017
Return: 0.16 % Date: 1/31/2017
Return: 0.21 % Date: 12/31/2016
Return: -0.89 % Date: 11/30/2016
Return: -1.11 % Date: 10/31/2016
Return: 0.34 % Date: 9/30/2016
Return: -0.44 % Date: 8/31/2016
Return: 0.19 % Date: 7/31/2016
Return: 3.56 % Date: 6/30/2016
Return: -1.92 % Date: 5/31/2016
Return: -2.79 % Date: 4/30/2016
Return: -1.87 % Date: 3/31/2016
Return: -0.72 % Date: 2/29/2016
Return: -0.17 % Date: 1/31/2016
Return: 3.81 % Date: 12/31/2015
Return: 4.73 % Date: 11/30/2015
Return: 8.03 % Date: 10/31/2015
Return: -4.28 % Date: 9/30/2015
Return: 0.52 % Date: 8/31/2015
Return: 2.80 % Date: 7/31/2015
Return: -5.30 % Date: 6/30/2015
Return: -0.69 % Date: 5/31/2015
Return: -1.94 % Date: 4/30/2015
Return: -2.12 % Date: 3/31/2015
Return: -0.79 % Date: 2/28/2015
Return: -1.16 % Date: 1/31/2015
Return: 4.17 % Date: 12/31/2014
Return: 12.29 % Date: 11/30/2014
Return: 2.95 % Date: 10/31/2014
Return: -1.19 % Date: 9/30/2014
Return: -4.45 % Date: 8/31/2014
Return: 0.79 % Date: 7/31/2014
Return: -0.09 % Date: 6/30/2014
Return: 0.77 % Date: 5/31/2014
Return: -6.13 % Date: 4/30/2014
Return: -2.63 % Date: 3/31/2014
Return: -1.20 % Date: 2/28/2014
Return: 1.42 % Date: 1/31/2014
Return: 6.24 % Date: 12/31/2013
Return: 0.93 % Date: 11/30/2013
Return: 0.45 % Date: 10/31/2013
Return: -2.14 % Date: 9/30/2013
Return: -1.52 % Date: 8/31/2013
Return: 4.53 % Date: 7/31/2013
Return: 6.41 % Date: 6/30/2013
Return: -2.24 % Date: 5/31/2013
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 05/13 - 07/18
Return: 8.00 %
Count: 1 Return: -5.00 %
Count: 1 Return: 4.00 %
Count: 4 Return: 12.00 %
Count: 1 Return: 3.00 %
Count: 4 Return: -4.00 %
Count: 3 Return: -6.00 %
Count: 1 Return: -3.00 %
Count: 3 Return: -1.00 %
Count: 13 Return: 1.00 %
Count: 5 Return: 5.00 %
Count: 4 Return: 6.00 %
Count: 2 Return: -2.00 %
Count: 9 Return: 0.00 %
Count: 12
Note: All performance data is since program inception.

Underwater Curve

Date Range: 05/13 - 07/18
Date: 7/31/2018
Drawdown: -5.52 % Date: 6/30/2018
Drawdown: -1.86 % Date: 5/31/2018
Drawdown: -5.39 % Date: 4/30/2018
Drawdown: -3.61 % Date: 3/31/2018
Drawdown: -3.07 % Date: 2/28/2018
Drawdown: -3.44 % Date: 1/31/2018
Drawdown: -3.46 % Date: 12/31/2017
Drawdown: -0.33 % Date: 11/30/2017
Drawdown: -3.27 % Date: 10/31/2017
Drawdown: -1.52 % Date: 9/30/2017
Drawdown: -0.67 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: 0.00 % Date: 6/30/2017
Drawdown: -2.60 % Date: 5/31/2017
Drawdown: -2.31 % Date: 4/30/2017
Drawdown: -1.11 % Date: 3/31/2017
Drawdown: -6.00 % Date: 2/28/2017
Drawdown: -5.45 % Date: 1/31/2017
Drawdown: -5.60 % Date: 12/31/2016
Drawdown: -5.80 % Date: 11/30/2016
Drawdown: -4.95 % Date: 10/31/2016
Drawdown: -3.88 % Date: 9/30/2016
Drawdown: -4.21 % Date: 8/31/2016
Drawdown: -3.79 % Date: 7/31/2016
Drawdown: -3.97 % Date: 6/30/2016
Drawdown: -7.27 % Date: 5/31/2016
Drawdown: -5.46 % Date: 4/30/2016
Drawdown: -2.74 % Date: 3/31/2016
Drawdown: -0.89 % Date: 2/29/2016
Drawdown: -0.17 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: -0.94 % Date: 11/30/2015
Drawdown: -5.42 % Date: 10/31/2015
Drawdown: -12.45 % Date: 9/30/2015
Drawdown: -8.53 % Date: 8/31/2015
Drawdown: -9.01 % Date: 7/31/2015
Drawdown: -11.48 % Date: 6/30/2015
Drawdown: -6.53 % Date: 5/31/2015
Drawdown: -5.88 % Date: 4/30/2015
Drawdown: -4.02 % Date: 3/31/2015
Drawdown: -1.94 % Date: 2/28/2015
Drawdown: -1.16 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: -10.93 % Date: 10/31/2014
Drawdown: -13.48 % Date: 9/30/2014
Drawdown: -12.44 % Date: 8/31/2014
Drawdown: -8.36 % Date: 7/31/2014
Drawdown: -9.08 % Date: 6/30/2014
Drawdown: -9.00 % Date: 5/31/2014
Drawdown: -9.70 % Date: 4/30/2014
Drawdown: -3.80 % Date: 3/31/2014
Drawdown: -1.20 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 % Date: 12/31/2013
Drawdown: -2.29 % Date: 11/30/2013
Drawdown: -3.19 % Date: 10/31/2013
Drawdown: -3.63 % Date: 9/30/2013
Drawdown: -1.52 % Date: 8/31/2013
Drawdown: 0.00 % Date: 7/31/2013
Drawdown: 0.00 % Date: 6/30/2013
Drawdown: -2.24 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Emil Van Essen, LLC
Address: 200 S Wacker Drive, suite 2400
City: Chicago
State: IL
Zip: 60606
Country: USA

Key People

Name:  Emil Van Essen
Position:  Principal
Biography: 

Emil van Essen is the CIO & CEO of EMIL VAN ESSEN LLC a registered CTA. Emil has more than 20 years of experience in the futures industry in both Canada and the U.S. Additionally, he has been a registered Commodity Trading Advisor since 1997. His positions in the futures industry have included being an Institutional Futures Specialist for Prudential Securities, Director of Quantitative Futures Analysis at REFCO Global Ltd. LLC, Chicago, and Director of Managed Futures for the Bank of Montreal in Toronto, Canada. At Bank of Montreal, Mr. van Essen established its managed futures operations and began testing and developing a Commodity Trading Advisor (CTA) selection model. Emil studied honors mathematics at the University of Waterloo in Waterloo, Ontario from 1983 to 1986. Emil left the University of Waterloo to accept a highly regarded position at Prudential Bache Securities where he became one of the youngest brokers to qualify for Vice-Presidency and to be accepted into Prudential's elite International Presidents Club. He holds a Series 3 license. Emil has been a member of Mensa, has won awards for achievement in mathematics, and has authored two books on systematic futures trading.


Additional Information

 Futures Sectors Traded
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Investment Methodology
 Systematic Yes 
 Other Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Europe Yes 
 Holding Period
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $1,000,000 
 Margin / Equity Ratio: 5% 
 Managed Account Availability: Open