Evergreen Commodity Advisors LLC

Discretionary Energy Strategy


Monthly Performance (%)

Date Range: 12/14 - 08/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -9.58 0.18 -0.23 7.63 -0.35 -0.39 1.14 -0.43   -2.77 
2019 -6.08 4.92 -0.80 -1.15 1.95 0.03 3.66 1.21 0.85 -2.98 2.48 -1.91  1.69 
2018 1.98 1.47 0.23 -0.05 1.82 0.45 3.14 1.43 1.78 -0.81 -1.49 3.78  14.48 
2017 -0.20 -0.26 1.19 -2.67 5.31 -0.15 -3.22 -5.18 8.03 -1.81 3.36 0.50  4.24 
2016 2.11 0.32 0.63 4.83 3.12 -1.99 1.01 1.43 1.78 -1.04 1.27 1.70  16.07 
2015 5.02 6.29 3.64 -0.50 2.62 1.65 3.15 3.30 1.41 2.25 0.95 3.25  38.28 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

In order to determine positions, Evergreen analyzes various technical indicators, including order flow, volume, moving averages, moving linear regressions, and overbought/oversold indicators. Evergreen also considers fundamental factors and seasonal trends when making trading decisions. While these indicators assist Evergreen in finding opportunities in the markets, the firm relies heavily on the past trading experience of Kelcy Voth and Bryan Vaverek, Evergreen's Trading Principals, when making trading decisions. As market conditions are constantly changing, Evergreen believes that having ultimate discretion over trades allows it to effectively adapt to changing market conditions.

Performance Statistics

Date Range: 12/14 - 08/20
  Program S&P 500 Coquest 40 
Total Return 89.37% 90.46% 0.95% 
Annualized Return 11.93% 11.86% 0.17% 
Annualized Std. Deviation 9.97% 14.36% 8.13% 
Correlation 0.03 -0.02 
Sharpe Ratio (rf=2.5%) 0.95 0.65 -0.29 
Worst Month -9.58% -12.35% -6.10% 
Date of Worst Month 01/2020 03/2020 02/2018 
Worst Drawdown -11.86% -19.60% -13.63% 
Date of Worst Drawdown 9/19 - 3/20 12/19 - 3/20 3/15 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/14 - 08/20
Year or YTD Program S&P 500 Coquest 40 
2020 -2.77 9.75 -1.80 
2019 1.69 31.50 7.53 
2018 14.48 -4.38 -4.29 
2017 4.24 21.84 1.24 
2016 16.07 11.98 -3.13 
2015 38.28 1.41 0.09 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/14 - 08/20
Date: 8/31/2020
Perf: $992.07 Date: 7/31/2020
Perf: $1,003.41 Date: 6/30/2020
Perf: $984.60 Date: 5/31/2020
Perf: $997.37 Date: 4/30/2020
Perf: $1,009.18 Date: 3/31/2020
Perf: $1,005.86 Date: 2/29/2020
Perf: $1,005.25 Date: 1/31/2020
Perf: $1,020.46 Date: 12/31/2019
Perf: $1,010.25 Date: 11/30/2019
Perf: $1,016.56 Date: 10/31/2019
Perf: $1,006.69 Date: 9/30/2019
Perf: $1,029.44 Date: 8/31/2019
Perf: $1,058.77 Date: 7/31/2019
Perf: $1,021.78 Date: 6/30/2019
Perf: $988.09 Date: 5/31/2019
Perf: $968.71 Date: 4/30/2019
Perf: $988.08 Date: 3/31/2019
Perf: $961.63 Date: 2/28/2019
Perf: $928.31 Date: 1/31/2019
Perf: $922.40 Date: 12/31/2018
Perf: $939.50 Date: 11/30/2018
Perf: $935.57 Date: 10/31/2018
Perf: $946.94 Date: 9/30/2018
Perf: $970.92 Date: 8/31/2018
Perf: $975.31 Date: 7/31/2018
Perf: $951.06 Date: 6/30/2018
Perf: $958.24 Date: 5/31/2018
Perf: $950.26 Date: 4/30/2018
Perf: $962.68 Date: 3/31/2018
Perf: $952.39 Date: 2/28/2018
Perf: $953.25 Date: 1/31/2018
Perf: $1,015.18 Date: 12/31/2017
Perf: $981.61 Date: 11/30/2017
Perf: $971.02 Date: 10/31/2017
Perf: $969.76 Date: 9/30/2017
Perf: $930.76 Date: 8/31/2017
Perf: $950.82 Date: 7/31/2017
Perf: $935.30 Date: 6/30/2017
Perf: $931.67 Date: 5/31/2017
Perf: $959.69 Date: 4/30/2017
Perf: $957.87 Date: 3/31/2017
Perf: $963.65 Date: 2/28/2017
Perf: $977.93 Date: 1/31/2017
Perf: $957.06 Date: 12/31/2016
Perf: $969.57 Date: 11/30/2016
Perf: $962.26 Date: 10/31/2016
Perf: $972.96 Date: 9/30/2016
Perf: $998.73 Date: 8/31/2016
Perf: $1,011.78 Date: 7/31/2016
Perf: $1,039.75 Date: 6/30/2016
Perf: $1,029.25 Date: 5/31/2016
Perf: $987.29 Date: 4/30/2016
Perf: $1,004.88 Date: 3/31/2016
Perf: $1,030.75 Date: 2/29/2016
Perf: $1,061.20 Date: 1/31/2016
Perf: $1,035.73 Date: 12/31/2015
Perf: $1,000.89 Date: 11/30/2015
Perf: $1,024.46 Date: 10/31/2015
Perf: $990.68 Date: 9/30/2015
Perf: $1,008.22 Date: 8/31/2015
Perf: $986.80 Date: 7/31/2015
Perf: $1,004.18 Date: 6/30/2015
Perf: $966.39 Date: 5/31/2015
Perf: $1,019.40 Date: 4/30/2015
Perf: $1,026.79 Date: 3/31/2015
Perf: $1,068.02 Date: 2/28/2015
Perf: $1,044.93 Date: 1/31/2015
Perf: $1,046.60 Date: 12/31/2014
Perf: $1,000.00 Date: 8/31/2020
Perf: $1,909.36 Date: 7/31/2020
Perf: $1,781.28 Date: 6/30/2020
Perf: $1,686.18 Date: 5/31/2020
Perf: $1,653.28 Date: 4/30/2020
Perf: $1,578.16 Date: 3/31/2020
Perf: $1,398.83 Date: 2/29/2020
Perf: $1,595.93 Date: 1/31/2020
Perf: $1,739.05 Date: 12/31/2019
Perf: $1,739.75 Date: 11/30/2019
Perf: $1,688.75 Date: 10/31/2019
Perf: $1,629.59 Date: 9/30/2019
Perf: $1,594.98 Date: 8/31/2019
Perf: $1,565.70 Date: 7/31/2019
Perf: $1,590.84 Date: 6/30/2019
Perf: $1,568.26 Date: 5/31/2019
Perf: $1,464.98 Date: 4/30/2019
Perf: $1,564.31 Date: 3/31/2019
Perf: $1,503.42 Date: 2/28/2019
Perf: $1,474.81 Date: 1/31/2019
Perf: $1,428.94 Date: 12/31/2018
Perf: $1,322.97 Date: 11/30/2018
Perf: $1,454.29 Date: 10/31/2018
Perf: $1,425.22 Date: 9/30/2018
Perf: $1,529.86 Date: 8/31/2018
Perf: $1,521.19 Date: 7/31/2018
Perf: $1,473.16 Date: 6/30/2018
Perf: $1,420.33 Date: 5/31/2018
Perf: $1,411.58 Date: 4/30/2018
Perf: $1,378.36 Date: 3/31/2018
Perf: $1,373.14 Date: 2/28/2018
Perf: $1,408.93 Date: 1/31/2018
Perf: $1,462.91 Date: 12/31/2017
Perf: $1,383.63 Date: 11/30/2017
Perf: $1,368.44 Date: 10/31/2017
Perf: $1,327.68 Date: 9/30/2017
Perf: $1,297.45 Date: 8/31/2017
Perf: $1,271.26 Date: 7/31/2017
Perf: $1,267.33 Date: 6/30/2017
Perf: $1,241.75 Date: 5/31/2017
Perf: $1,234.10 Date: 4/30/2017
Perf: $1,216.94 Date: 3/31/2017
Perf: $1,204.53 Date: 2/28/2017
Perf: $1,203.09 Date: 1/31/2017
Perf: $1,157.15 Date: 12/31/2016
Perf: $1,135.57 Date: 11/30/2016
Perf: $1,113.53 Date: 10/31/2016
Perf: $1,073.80 Date: 9/30/2016
Perf: $1,093.70 Date: 8/31/2016
Perf: $1,093.48 Date: 7/31/2016
Perf: $1,091.95 Date: 6/30/2016
Perf: $1,053.10 Date: 5/31/2016
Perf: $1,050.36 Date: 4/30/2016
Perf: $1,031.79 Date: 3/31/2016
Perf: $1,027.78 Date: 2/29/2016
Perf: $962.52 Date: 1/31/2016
Perf: $963.78 Date: 12/31/2015
Perf: $1,014.08 Date: 11/30/2015
Perf: $1,030.36 Date: 10/31/2015
Perf: $1,027.27 Date: 9/30/2015
Perf: $947.32 Date: 8/31/2015
Perf: $971.31 Date: 7/31/2015
Perf: $1,033.64 Date: 6/30/2015
Perf: $1,012.38 Date: 5/31/2015
Perf: $1,032.41 Date: 4/30/2015
Perf: $1,019.26 Date: 3/31/2015
Perf: $1,009.57 Date: 2/28/2015
Perf: $1,025.77 Date: 1/31/2015
Perf: $970.00 Date: 12/31/2014
Perf: $1,000.00 Date: 8/31/2020
Perf: $1,893.74 Date: 7/31/2020
Perf: $1,901.92 Date: 6/30/2020
Perf: $1,880.49 Date: 5/31/2020
Perf: $1,887.85 Date: 4/30/2020
Perf: $1,894.48 Date: 3/31/2020
Perf: $1,760.18 Date: 2/29/2020
Perf: $1,764.23 Date: 1/31/2020
Perf: $1,761.06 Date: 12/31/2019
Perf: $1,947.65 Date: 11/30/2019
Perf: $1,985.57 Date: 10/31/2019
Perf: $1,937.52 Date: 9/30/2019
Perf: $1,997.04 Date: 8/31/2019
Perf: $1,980.20 Date: 7/31/2019
Perf: $1,956.53 Date: 6/30/2019
Perf: $1,887.45 Date: 5/31/2019
Perf: $1,886.88 Date: 4/30/2019
Perf: $1,850.79 Date: 3/31/2019
Perf: $1,872.32 Date: 2/28/2019
Perf: $1,887.42 Date: 1/31/2019
Perf: $1,798.92 Date: 12/31/2018
Perf: $1,915.37 Date: 11/30/2018
Perf: $1,845.61 Date: 10/31/2018
Perf: $1,873.52 Date: 9/30/2018
Perf: $1,888.82 Date: 8/31/2018
Perf: $1,855.79 Date: 7/31/2018
Perf: $1,829.63 Date: 6/30/2018
Perf: $1,773.92 Date: 5/31/2018
Perf: $1,765.98 Date: 4/30/2018
Perf: $1,734.41 Date: 3/31/2018
Perf: $1,735.28 Date: 2/28/2018
Perf: $1,731.30 Date: 1/31/2018
Perf: $1,706.22 Date: 12/31/2017
Perf: $1,673.09 Date: 11/30/2017
Perf: $1,664.76 Date: 10/31/2017
Perf: $1,610.65 Date: 9/30/2017
Perf: $1,640.34 Date: 8/31/2017
Perf: $1,518.41 Date: 7/31/2017
Perf: $1,601.36 Date: 6/30/2017
Perf: $1,654.64 Date: 5/31/2017
Perf: $1,657.12 Date: 4/30/2017
Perf: $1,573.57 Date: 3/31/2017
Perf: $1,616.73 Date: 2/28/2017
Perf: $1,597.72 Date: 1/31/2017
Perf: $1,601.89 Date: 12/31/2016
Perf: $1,605.10 Date: 11/30/2016
Perf: $1,578.27 Date: 10/31/2016
Perf: $1,558.47 Date: 9/30/2016
Perf: $1,574.85 Date: 8/31/2016
Perf: $1,547.31 Date: 7/31/2016
Perf: $1,525.50 Date: 6/30/2016
Perf: $1,510.24 Date: 5/31/2016
Perf: $1,540.91 Date: 4/30/2016
Perf: $1,494.28 Date: 3/31/2016
Perf: $1,425.44 Date: 2/29/2016
Perf: $1,416.51 Date: 1/31/2016
Perf: $1,411.99 Date: 12/31/2015
Perf: $1,382.82 Date: 11/30/2015
Perf: $1,339.29 Date: 10/31/2015
Perf: $1,326.69 Date: 9/30/2015
Perf: $1,297.49 Date: 8/31/2015
Perf: $1,279.45 Date: 7/31/2015
Perf: $1,238.58 Date: 6/30/2015
Perf: $1,200.75 Date: 5/31/2015
Perf: $1,181.26 Date: 4/30/2015
Perf: $1,151.10 Date: 3/31/2015
Perf: $1,156.89 Date: 2/28/2015
Perf: $1,116.26 Date: 1/31/2015
Perf: $1,050.20 Date: 12/31/2014
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 12/14 - 08/20
Date: 8/31/2020
Return: -0.43 % Date: 7/31/2020
Return: 1.14 % Date: 6/30/2020
Return: -0.39 % Date: 5/31/2020
Return: -0.35 % Date: 4/30/2020
Return: 7.63 % Date: 3/31/2020
Return: -0.23 % Date: 2/29/2020
Return: 0.18 % Date: 1/31/2020
Return: -9.58 % Date: 12/31/2019
Return: -1.91 % Date: 11/30/2019
Return: 2.48 % Date: 10/31/2019
Return: -2.98 % Date: 9/30/2019
Return: 0.85 % Date: 8/31/2019
Return: 1.21 % Date: 7/31/2019
Return: 3.66 % Date: 6/30/2019
Return: 0.03 % Date: 5/31/2019
Return: 1.95 % Date: 4/30/2019
Return: -1.15 % Date: 3/31/2019
Return: -0.80 % Date: 2/28/2019
Return: 4.92 % Date: 1/31/2019
Return: -6.08 % Date: 12/31/2018
Return: 3.78 % Date: 11/30/2018
Return: -1.49 % Date: 10/31/2018
Return: -0.81 % Date: 9/30/2018
Return: 1.78 % Date: 8/31/2018
Return: 1.43 % Date: 7/31/2018
Return: 3.14 % Date: 6/30/2018
Return: 0.45 % Date: 5/31/2018
Return: 1.82 % Date: 4/30/2018
Return: -0.05 % Date: 3/31/2018
Return: 0.23 % Date: 2/28/2018
Return: 1.47 % Date: 1/31/2018
Return: 1.98 % Date: 12/31/2017
Return: 0.50 % Date: 11/30/2017
Return: 3.36 % Date: 10/31/2017
Return: -1.81 % Date: 9/30/2017
Return: 8.03 % Date: 8/31/2017
Return: -5.18 % Date: 7/31/2017
Return: -3.22 % Date: 6/30/2017
Return: -0.15 % Date: 5/31/2017
Return: 5.31 % Date: 4/30/2017
Return: -2.67 % Date: 3/31/2017
Return: 1.19 % Date: 2/28/2017
Return: -0.26 % Date: 1/31/2017
Return: -0.20 % Date: 12/31/2016
Return: 1.70 % Date: 11/30/2016
Return: 1.27 % Date: 10/31/2016
Return: -1.04 % Date: 9/30/2016
Return: 1.78 % Date: 8/31/2016
Return: 1.43 % Date: 7/31/2016
Return: 1.01 % Date: 6/30/2016
Return: -1.99 % Date: 5/31/2016
Return: 3.12 % Date: 4/30/2016
Return: 4.83 % Date: 3/31/2016
Return: 0.63 % Date: 2/29/2016
Return: 0.32 % Date: 1/31/2016
Return: 2.11 % Date: 12/31/2015
Return: 3.25 % Date: 11/30/2015
Return: 0.95 % Date: 10/31/2015
Return: 2.25 % Date: 9/30/2015
Return: 1.41 % Date: 8/31/2015
Return: 3.30 % Date: 7/31/2015
Return: 3.15 % Date: 6/30/2015
Return: 1.65 % Date: 5/31/2015
Return: 2.62 % Date: 4/30/2015
Return: -0.50 % Date: 3/31/2015
Return: 3.64 % Date: 2/28/2015
Return: 6.29 % Date: 1/31/2015
Return: 5.02 % Date: 12/31/2014
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/14 - 08/20
Return: -10.00 %
Count: 1 Return: -6.00 %
Count: 1 Return: 8.00 %
Count: 2 Return: -5.00 %
Count: 1 Return: -3.00 %
Count: 3 Return: -2.00 %
Count: 3 Return: 1.00 %
Count: 13 Return: 2.00 %
Count: 10 Return: 3.00 %
Count: 7 Return: -1.00 %
Count: 6 Return: 4.00 %
Count: 3 Return: 6.00 %
Count: 1 Return: 5.00 %
Count: 4 Return: 0.00 %
Count: 14

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 12/14 - 08/20
Date: 8/31/2020
Drawdown: -5.17 % Date: 7/31/2020
Drawdown: -4.76 % Date: 6/30/2020
Drawdown: -5.84 % Date: 5/31/2020
Drawdown: -5.47 % Date: 4/30/2020
Drawdown: -5.14 % Date: 3/31/2020
Drawdown: -11.86 % Date: 2/29/2020
Drawdown: -11.66 % Date: 1/31/2020
Drawdown: -11.82 % Date: 12/31/2019
Drawdown: -2.47 % Date: 11/30/2019
Drawdown: -0.57 % Date: 10/31/2019
Drawdown: -2.98 % Date: 9/30/2019
Drawdown: 0.00 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: 0.00 % Date: 6/30/2019
Drawdown: -1.46 % Date: 5/31/2019
Drawdown: -1.49 % Date: 4/30/2019
Drawdown: -3.37 % Date: 3/31/2019
Drawdown: -2.25 % Date: 2/28/2019
Drawdown: -1.46 % Date: 1/31/2019
Drawdown: -6.08 % Date: 12/31/2018
Drawdown: 0.00 % Date: 11/30/2018
Drawdown: -2.29 % Date: 10/31/2018
Drawdown: -0.81 % Date: 9/30/2018
Drawdown: 0.00 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: 0.00 % Date: 5/31/2018
Drawdown: 0.00 % Date: 4/30/2018
Drawdown: -0.05 % Date: 3/31/2018
Drawdown: 0.00 % Date: 2/28/2018
Drawdown: 0.00 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: 0.00 % Date: 11/30/2017
Drawdown: 0.00 % Date: 10/31/2017
Drawdown: -2.80 % Date: 9/30/2017
Drawdown: -1.01 % Date: 8/31/2017
Drawdown: -8.37 % Date: 7/31/2017
Drawdown: -3.37 % Date: 6/30/2017
Drawdown: -0.15 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: -2.67 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: -0.46 % Date: 1/31/2017
Drawdown: -0.20 % Date: 12/31/2016
Drawdown: 0.00 % Date: 11/30/2016
Drawdown: 0.00 % Date: 10/31/2016
Drawdown: -1.04 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: 0.00 % Date: 7/31/2016
Drawdown: -1.00 % Date: 6/30/2016
Drawdown: -1.99 % Date: 5/31/2016
Drawdown: 0.00 % Date: 4/30/2016
Drawdown: 0.00 % Date: 3/31/2016
Drawdown: 0.00 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: 0.00 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: 0.00 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: -0.50 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Evergreen Commodity Advisors LLC
Address: 1471 W Jackson Blvd, Suite 1710A
City: Chicago
State: IL
Zip: 60604
Country: United States

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Energies Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Discretionary Yes 
 Sector Specialist Yes 
 Mean-reversion Yes 
 Pattern Recognition Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Medium Term Yes 
 Short Term Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio: 15% 
 Managed Account Availability: Closed 
Copyright © 2020 CoquestTradersResearch.com
All rights Reserved