SpreadEdge Capital LLC

Inter-Commodity Spread Program


Monthly Performance (%)

Date Range: 05/20 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 1.75 10.92 -4.50 -7.04 -4.71 -6.20   -10.44 

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

The Program seeks to achieve significant profits across a broad variety of market conditions (both bull and bear markets, and inflationary and deflationary environments). To achieve their objectives, the Programs involve speculating in futures contracts (or options thereon) available for trading on any U.S. or European exchange. Trades are typically seasonal inter-commodity spreads. Some calendar spreads are also used. Options are normally not used but could be used in extreme market conditions for risk management purposes. Effective risk management, such as the use of stop-loss orders, is a crucial aspect of the Programs, and the Advisor will at times employ risk management techniques in its discretion.

Performance Statistics

Date Range: 05/20 - 10/20
  Program S&P 500 Coquest 40 
Total Return -4.52% 13.29% -3.44% 
Annualized Return -4.52% 13.29% -3.44% 
Annualized Std. Deviation 22.54% 14.35% 4.05% 
Correlation 0.54 0.80 
Sharpe Ratio (rf=2.5%) -0.58 1.80 -2.29 
Worst Month -7.04% -3.80% -1.46% 
Date of Worst Month 09/2020 09/2020 09/2020 
Worst Drawdown -15.40% -6.36% -3.44% 
Date of Worst Drawdown 7/20 - 10/20 8/20 - 10/20 7/20 - 10/20 

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: 05/20 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 -10.44 8.15 -2.30 

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: 05/20 - 10/20
Date: 10/31/2020
Perf: $977.03 Date: 9/30/2020
Perf: $980.16 Date: 8/31/2020
Perf: $994.69 Date: 7/31/2020
Perf: $1,006.06 Date: 6/30/2020
Perf: $987.20 Date: 5/31/2020
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,081.45 Date: 9/30/2020
Perf: $1,111.00 Date: 8/31/2020
Perf: $1,154.89 Date: 7/31/2020
Perf: $1,077.42 Date: 6/30/2020
Perf: $1,019.90 Date: 5/31/2020
Perf: $1,000.00 Date: 11/30/2020
Perf: $895.56 Date: 10/31/2020
Perf: $954.75 Date: 9/30/2020
Perf: $1,001.94 Date: 8/31/2020
Perf: $1,077.82 Date: 7/31/2020
Perf: $1,128.61 Date: 6/30/2020
Perf: $1,017.50 Date: 5/31/2020
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: 05/20 - 10/20
Date: 11/30/2020
Return: -6.20 % Date: 10/31/2020
Return: -4.71 % Date: 9/30/2020
Return: -7.04 % Date: 8/31/2020
Return: -4.50 % Date: 7/31/2020
Return: 10.92 % Date: 6/30/2020
Return: 1.75 % Date: 5/31/2020
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: 05/20 - 10/20
Return: -6.00 %
Count: 1 Return: -7.00 %
Count: 1 Return: -5.00 %
Count: 2 Return: 11.00 %
Count: 1 Return: 2.00 %
Count: 1 Return: 0.00 %
Count: 1

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: 05/20 - 10/20
Date: 11/30/2020
Drawdown: -20.65 % Date: 10/31/2020
Drawdown: -15.40 % Date: 9/30/2020
Drawdown: -11.22 % Date: 8/31/2020
Drawdown: -4.50 % Date: 7/31/2020
Drawdown: 0.00 % Date: 6/30/2020
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:  SpreadEdge Capital LLC
Address: 8265 Canal St
City: Frisco
State: TX
Zip: 75034
Country: US

Key People

Name:  Darren Carlat
Position:  Managing Director
Biography: 


Additional Information

 Futures Sectors Traded
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Discretionary Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio: 25% 
 Managed Account Availability: Open 
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