Strategic Capital Advisors LLC

Strategic Commodities Program *QEP*


Monthly Performance (%)

Date Range: 07/19 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 0.78 3.40 11.00 -0.40 1.21 1.05 1.25 -1.60 -3.27 0.26   13.85 
2019 -0.18 -0.10 0.17 -2.70 -0.63  -3.42 

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 Strategic Commodities Program (SCP) seeks portfolio diversification and strong capital appreciation that is uncorrelated with major market indices by exploiting both contrarian and persistent directional moves in the markets. The program trades exchange-listed futures contracts, which are taxed at more favorable rates than equities or fixed income securities.

Performance Statistics

Date Range: 07/19 - 10/20
  Program S&P 500 Coquest 40 
Total Return 9.95% 14.01% -1.38% 
Annualized Return 7.89% 10.33% -1.04% 
Annualized Std. Deviation 11.01% 20.04% 6.25% 
Correlation -0.61 0.00 
Sharpe Ratio (rf=2.5%) 0.49 0.39 -0.57 
Worst Month -3.27% -12.35% -2.77% 
Date of Worst Month 09/2020 03/2020 09/2019 
Worst Drawdown -4.82% -19.60% -7.96% 
Date of Worst Drawdown 7/20 - 9/20 12/19 - 3/20 8/19 - 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: 07/19 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 13.85 2.77 -3.54 
2019 -3.42 9.36 -1.13 

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: 07/19 - 10/20
Date: 10/31/2020
Perf: $953.68 Date: 9/30/2020
Perf: $956.75 Date: 8/31/2020
Perf: $970.92 Date: 7/31/2020
Perf: $982.02 Date: 6/30/2020
Perf: $963.61 Date: 5/31/2020
Perf: $976.11 Date: 4/30/2020
Perf: $987.66 Date: 3/31/2020
Perf: $984.41 Date: 2/29/2020
Perf: $983.82 Date: 1/31/2020
Perf: $998.70 Date: 12/31/2019
Perf: $988.72 Date: 11/30/2019
Perf: $994.89 Date: 10/31/2019
Perf: $985.23 Date: 9/30/2019
Perf: $1,007.50 Date: 8/31/2019
Perf: $1,036.20 Date: 7/31/2019
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,123.90 Date: 9/30/2020
Perf: $1,154.61 Date: 8/31/2020
Perf: $1,200.22 Date: 7/31/2020
Perf: $1,119.71 Date: 6/30/2020
Perf: $1,059.93 Date: 5/31/2020
Perf: $1,039.25 Date: 4/30/2020
Perf: $992.03 Date: 3/31/2020
Perf: $879.30 Date: 2/29/2020
Perf: $1,003.20 Date: 1/31/2020
Perf: $1,093.17 Date: 12/31/2019
Perf: $1,093.60 Date: 11/30/2019
Perf: $1,061.55 Date: 10/31/2019
Perf: $1,024.36 Date: 9/30/2019
Perf: $1,002.60 Date: 8/31/2019
Perf: $984.20 Date: 7/31/2019
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,099.52 Date: 9/30/2020
Perf: $1,096.67 Date: 8/31/2020
Perf: $1,133.75 Date: 7/31/2020
Perf: $1,152.18 Date: 6/30/2020
Perf: $1,137.96 Date: 5/31/2020
Perf: $1,126.13 Date: 4/30/2020
Perf: $1,112.67 Date: 3/31/2020
Perf: $1,117.14 Date: 2/29/2020
Perf: $1,006.43 Date: 1/31/2020
Perf: $973.34 Date: 12/31/2019
Perf: $965.80 Date: 11/30/2019
Perf: $971.93 Date: 10/31/2019
Perf: $998.90 Date: 9/30/2019
Perf: $997.20 Date: 8/31/2019
Perf: $998.20 Date: 7/31/2019
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: 07/19 - 10/20
Date: 10/31/2020
Return: 0.26 % Date: 9/30/2020
Return: -3.27 % Date: 8/31/2020
Return: -1.60 % Date: 7/31/2020
Return: 1.25 % Date: 6/30/2020
Return: 1.05 % Date: 5/31/2020
Return: 1.21 % Date: 4/30/2020
Return: -0.40 % Date: 3/31/2020
Return: 11.00 % Date: 2/29/2020
Return: 3.40 % Date: 1/31/2020
Return: 0.78 % Date: 12/31/2019
Return: -0.63 % Date: 11/30/2019
Return: -2.70 % Date: 10/31/2019
Return: 0.17 % Date: 9/30/2019
Return: -0.10 % Date: 8/31/2019
Return: -0.18 % Date: 7/31/2019
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: 07/19 - 10/20
Return: -2.00 %
Count: 1 Return: 11.00 %
Count: 1 Return: 3.00 %
Count: 1 Return: 1.00 %
Count: 4 Return: -1.00 %
Count: 1 Return: -3.00 %
Count: 2 Return: 0.00 %
Count: 6

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: 07/19 - 10/20
Date: 10/31/2020
Drawdown: -4.57 % Date: 9/30/2020
Drawdown: -4.82 % Date: 8/31/2020
Drawdown: -1.60 % Date: 7/31/2020
Drawdown: 0.00 % Date: 6/30/2020
Drawdown: 0.00 % Date: 5/31/2020
Drawdown: 0.00 % Date: 4/30/2020
Drawdown: -0.40 % Date: 3/31/2020
Drawdown: 0.00 % Date: 2/29/2020
Drawdown: 0.00 % Date: 1/31/2020
Drawdown: -2.67 % Date: 12/31/2019
Drawdown: -3.42 % Date: 11/30/2019
Drawdown: -2.81 % Date: 10/31/2019
Drawdown: -0.11 % Date: 9/30/2019
Drawdown: -0.28 % Date: 8/31/2019
Drawdown: -0.18 %

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:  Strategic Capital Advisors LLC
Address: 644 Fernandez Juncos Ave
City: San Juan
State:
Zip: 00902
Country: Puerto Rico

Key People

Name:  Diana King
Position:  Principal
Biography: 

Diana King has worked as an accountant/controller/CFO at a number of firms since 1991. She has been CFO for Paskewitz Asset Management since inception, and has also assisted with trading administration and execution. She has also assisted in establishing and maintaining the Chinese R&D operation. Her education includes a BS in Finance/Accounting from Zhengzhou University in China, and an MBA in Finance/Accounting from Berne University/Hunter College.


Name:  Bradford Paskewitz
Position:  Principal
Biography: 

Bradford Paskewitz has been developing and trading quantitative strategies since 1987, with a primary focus on the futures and equity markets. He has done this work at firms such as Banque Indosuez, Lehman Brothers, Credit Suisse, and Bear Wagner. He now runs Paskewitz Asset Management (PAM) where strategy R&D is the ongoing focus. Over the course of a twenty two year career in finance, he has focused on the problem of market price forecasting and has continually kept abreast of emerging forecasting methods and techniques as they emerge, with the goal of remaining at the frontier of forecasting technology and implementation. His proprietary quantitative research infrastructure currently enables him to develop new quantitative strategies and trading programs in both U.S. and foreign futures, equity and currency markets. PAM has been a registered CTA since January 2007 and Bradford Paskewitz is an Associated Person and Principal of PAM. Since 2003 he has also been CEO of Qualsolutions, Inc., which provides R&D and technical consulting services to PAM. Qualsolutions has foreign teams located in Beijing and Zhengzhou China, and provides financial market consulting services using their select team of Chinese quants and programmers. From 1982-87, he worked as Director of R&D at Electro-Catheter Corporation on an artificial heart project. He began his career at General Electric, with the Re-entry Systems Division conducting missile radar signal processing R&D (1980-82). His education includes a BS in Electrical Engineering/Computer Science from Princeton University and an MS in Systems Engineering from the University of Pennsylvania.


Additional Information

 Futures Sectors Traded
 Interest Rates Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Investment Methodology
 Trend Following Yes 
 Systematic Yes 
 Mean-reversion Yes 
 Pattern Recognition Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Investment Terms & Information
 Managed Account Minimum: $500,000 
 Margin / Equity Ratio:  
 Managed Account Availability: Open 
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