EMC Capital Advisors LLC

EMC Alpha Plus Program *QEP*


Monthly Performance (%)

Date Range: 04/14 - 10/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 1.36 -0.39 4.72 1.70 0.62 3.84 1.41 3.65 -2.75 -1.74   12.85 
2018 7.59 -6.49 -2.06 -0.30 -2.09 -0.95 0.05 0.53 -0.91 -4.32 1.74 0.75  -6.87 
2017 0.99 3.78 -1.86 0.72 2.07 -3.60 2.73 3.56 -4.31 5.24 1.97 1.93  13.51 
2016 5.26 4.24 -1.91 -2.08 -1.09 6.84 3.58 -2.50 0.34 -5.45 -4.53 1.36  3.26 
2015 8.09 -0.47 1.64 -2.35 -0.38 -5.34 2.05 -5.15 1.54 2.67 1.75 -4.45  -1.22 
2014 1.02 2.20 1.48 5.79 2.03 0.74 5.86 4.13  25.58 

Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

EMC's ALPHA PLUS Program is a multi-asset alternative strategy that seeks to generate long-term absolute returns in any market environment. The Program combines a statistically biased allocation to global equity, interest rate and commodity markets with a tactical overlay of discrete sector specific quantitative models that are responsive to current macro trends. The sector specific models include an unconstrained interest rate strategy, a dynamic commodity strategy and a long/short global financials strategy.

Performance Statistics

Date Range: 04/14 - 10/19
  Program S&P 500 Coquest 40 
Total Return 52.80% 81.99% 20.45% 
Annualized Return 8.01% 11.32% 3.39% 
Annualized Std. Deviation 11.40% 11.39% 8.75% 
Correlation 0.24 0.84 
Sharpe Ratio (rf=2.5%) 0.48 0.77 0.10 
Worst Month -6.49% -9.03% -6.10% 
Date of Worst Month 02/2018 12/2018 02/2018 
Worst Drawdown -15.56% -13.52% -13.63% 
Date of Worst Drawdown 1/18 - 10/18 9/18 - 12/18 3/15 - 1/19 

Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 04/14 - 10/19
Year or YTD Program S&P 500 Coquest 40 
2019 12.85 23.18 7.15 
2018 -6.87 -4.38 -4.29 
2017 13.51 21.84 1.24 
2016 3.26 11.98 -3.13 
2015 -1.22 1.41 0.09 
2014 25.58 10.86 18.75 

Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 04/14 - 10/19
Date: 10/31/2019
Perf: $1,195.46 Date: 9/30/2019
Perf: $1,222.48 Date: 8/31/2019
Perf: $1,257.31 Date: 7/31/2019
Perf: $1,213.38 Date: 6/30/2019
Perf: $1,173.37 Date: 5/31/2019
Perf: $1,150.36 Date: 4/30/2019
Perf: $1,173.36 Date: 3/31/2019
Perf: $1,141.96 Date: 2/28/2019
Perf: $1,102.38 Date: 1/31/2019
Perf: $1,095.37 Date: 12/31/2018
Perf: $1,115.68 Date: 11/30/2018
Perf: $1,111.01 Date: 10/31/2018
Perf: $1,124.51 Date: 9/30/2018
Perf: $1,152.98 Date: 8/31/2018
Perf: $1,158.20 Date: 7/31/2018
Perf: $1,129.40 Date: 6/30/2018
Perf: $1,137.93 Date: 5/31/2018
Perf: $1,128.45 Date: 4/30/2018
Perf: $1,143.20 Date: 3/31/2018
Perf: $1,130.98 Date: 2/28/2018
Perf: $1,132.00 Date: 1/31/2018
Perf: $1,205.54 Date: 12/31/2017
Perf: $1,165.68 Date: 11/30/2017
Perf: $1,153.11 Date: 10/31/2017
Perf: $1,151.61 Date: 9/30/2017
Perf: $1,105.30 Date: 8/31/2017
Perf: $1,129.12 Date: 7/31/2017
Perf: $1,110.68 Date: 6/30/2017
Perf: $1,106.37 Date: 5/31/2017
Perf: $1,139.65 Date: 4/30/2017
Perf: $1,137.49 Date: 3/31/2017
Perf: $1,144.35 Date: 2/28/2017
Perf: $1,161.31 Date: 1/31/2017
Perf: $1,136.53 Date: 12/31/2016
Perf: $1,151.38 Date: 11/30/2016
Perf: $1,142.70 Date: 10/31/2016
Perf: $1,155.41 Date: 9/30/2016
Perf: $1,186.01 Date: 8/31/2016
Perf: $1,201.51 Date: 7/31/2016
Perf: $1,234.72 Date: 6/30/2016
Perf: $1,222.25 Date: 5/31/2016
Perf: $1,172.43 Date: 4/30/2016
Perf: $1,193.31 Date: 3/31/2016
Perf: $1,224.03 Date: 2/29/2016
Perf: $1,260.20 Date: 1/31/2016
Perf: $1,229.94 Date: 12/31/2015
Perf: $1,188.58 Date: 11/30/2015
Perf: $1,216.56 Date: 10/31/2015
Perf: $1,176.45 Date: 9/30/2015
Perf: $1,197.28 Date: 8/31/2015
Perf: $1,171.85 Date: 7/31/2015
Perf: $1,192.48 Date: 6/30/2015
Perf: $1,147.61 Date: 5/31/2015
Perf: $1,210.56 Date: 4/30/2015
Perf: $1,219.34 Date: 3/31/2015
Perf: $1,268.29 Date: 2/28/2015
Perf: $1,240.87 Date: 1/31/2015
Perf: $1,242.86 Date: 12/31/2014
Perf: $1,187.52 Date: 11/30/2014
Perf: $1,166.98 Date: 10/31/2014
Perf: $1,101.44 Date: 9/30/2014
Perf: $1,085.49 Date: 8/31/2014
Perf: $1,069.55 Date: 7/31/2014
Perf: $1,026.14 Date: 6/30/2014
Perf: $1,034.42 Date: 5/31/2014
Perf: $1,025.60 Date: 4/30/2014
Perf: $1,000.00 Date: 10/31/2019
Perf: $1,806.55 Date: 9/30/2019
Perf: $1,768.18 Date: 8/31/2019
Perf: $1,735.73 Date: 7/31/2019
Perf: $1,763.59 Date: 6/30/2019
Perf: $1,738.56 Date: 5/31/2019
Perf: $1,624.06 Date: 4/30/2019
Perf: $1,734.18 Date: 3/31/2019
Perf: $1,666.68 Date: 2/28/2019
Perf: $1,634.96 Date: 1/31/2019
Perf: $1,584.11 Date: 12/31/2018
Perf: $1,466.63 Date: 11/30/2018
Perf: $1,612.22 Date: 10/31/2018
Perf: $1,579.99 Date: 9/30/2018
Perf: $1,695.99 Date: 8/31/2018
Perf: $1,686.38 Date: 7/31/2018
Perf: $1,633.14 Date: 6/30/2018
Perf: $1,574.57 Date: 5/31/2018
Perf: $1,564.86 Date: 4/30/2018
Perf: $1,528.04 Date: 3/31/2018
Perf: $1,522.25 Date: 2/28/2018
Perf: $1,561.93 Date: 1/31/2018
Perf: $1,621.77 Date: 12/31/2017
Perf: $1,533.88 Date: 11/30/2017
Perf: $1,517.04 Date: 10/31/2017
Perf: $1,471.85 Date: 9/30/2017
Perf: $1,438.34 Date: 8/31/2017
Perf: $1,409.31 Date: 7/31/2017
Perf: $1,404.95 Date: 6/30/2017
Perf: $1,376.59 Date: 5/31/2017
Perf: $1,368.11 Date: 4/30/2017
Perf: $1,349.09 Date: 3/31/2017
Perf: $1,335.34 Date: 2/28/2017
Perf: $1,333.74 Date: 1/31/2017
Perf: $1,282.81 Date: 12/31/2016
Perf: $1,258.89 Date: 11/30/2016
Perf: $1,234.45 Date: 10/31/2016
Perf: $1,190.40 Date: 9/30/2016
Perf: $1,212.47 Date: 8/31/2016
Perf: $1,212.23 Date: 7/31/2016
Perf: $1,210.53 Date: 6/30/2016
Perf: $1,167.45 Date: 5/31/2016
Perf: $1,164.43 Date: 4/30/2016
Perf: $1,143.84 Date: 3/31/2016
Perf: $1,139.39 Date: 2/29/2016
Perf: $1,067.05 Date: 1/31/2016
Perf: $1,068.44 Date: 12/31/2015
Perf: $1,124.20 Date: 11/30/2015
Perf: $1,142.24 Date: 10/31/2015
Perf: $1,138.83 Date: 9/30/2015
Perf: $1,050.19 Date: 8/31/2015
Perf: $1,076.79 Date: 7/31/2015
Perf: $1,145.88 Date: 6/30/2015
Perf: $1,122.32 Date: 5/31/2015
Perf: $1,144.52 Date: 4/30/2015
Perf: $1,129.94 Date: 3/31/2015
Perf: $1,119.20 Date: 2/28/2015
Perf: $1,137.17 Date: 1/31/2015
Perf: $1,075.33 Date: 12/31/2014
Perf: $1,108.59 Date: 11/30/2014
Perf: $1,111.37 Date: 10/31/2014
Perf: $1,082.26 Date: 9/30/2014
Perf: $1,056.48 Date: 8/31/2014
Perf: $1,071.48 Date: 7/31/2014
Perf: $1,030.27 Date: 6/30/2014
Perf: $1,044.69 Date: 5/31/2014
Perf: $1,023.50 Date: 4/30/2014
Perf: $1,000.00 Date: 10/31/2019
Perf: $1,527.98 Date: 9/30/2019
Perf: $1,555.04 Date: 8/31/2019
Perf: $1,599.01 Date: 7/31/2019
Perf: $1,542.70 Date: 6/30/2019
Perf: $1,521.25 Date: 5/31/2019
Perf: $1,464.99 Date: 4/30/2019
Perf: $1,455.97 Date: 3/31/2019
Perf: $1,431.63 Date: 2/28/2019
Perf: $1,367.10 Date: 1/31/2019
Perf: $1,372.46 Date: 12/31/2018
Perf: $1,354.04 Date: 11/30/2018
Perf: $1,343.96 Date: 10/31/2018
Perf: $1,320.98 Date: 9/30/2018
Perf: $1,380.62 Date: 8/31/2018
Perf: $1,393.30 Date: 7/31/2018
Perf: $1,385.95 Date: 6/30/2018
Perf: $1,385.26 Date: 5/31/2018
Perf: $1,398.55 Date: 4/30/2018
Perf: $1,428.40 Date: 3/31/2018
Perf: $1,432.70 Date: 2/28/2018
Perf: $1,462.83 Date: 1/31/2018
Perf: $1,564.36 Date: 12/31/2017
Perf: $1,454.00 Date: 11/30/2017
Perf: $1,426.47 Date: 10/31/2017
Perf: $1,398.91 Date: 9/30/2017
Perf: $1,329.26 Date: 8/31/2017
Perf: $1,389.13 Date: 7/31/2017
Perf: $1,341.38 Date: 6/30/2017
Perf: $1,305.73 Date: 5/31/2017
Perf: $1,354.49 Date: 4/30/2017
Perf: $1,327.02 Date: 3/31/2017
Perf: $1,317.54 Date: 2/28/2017
Perf: $1,342.51 Date: 1/31/2017
Perf: $1,293.61 Date: 12/31/2016
Perf: $1,280.93 Date: 11/30/2016
Perf: $1,263.74 Date: 10/31/2016
Perf: $1,323.70 Date: 9/30/2016
Perf: $1,400.00 Date: 8/31/2016
Perf: $1,395.26 Date: 7/31/2016
Perf: $1,431.04 Date: 6/30/2016
Perf: $1,381.58 Date: 5/31/2016
Perf: $1,293.13 Date: 4/30/2016
Perf: $1,307.38 Date: 3/31/2016
Perf: $1,335.15 Date: 2/29/2016
Perf: $1,361.14 Date: 1/31/2016
Perf: $1,305.78 Date: 12/31/2015
Perf: $1,240.53 Date: 11/30/2015
Perf: $1,298.30 Date: 10/31/2015
Perf: $1,275.97 Date: 9/30/2015
Perf: $1,242.79 Date: 8/31/2015
Perf: $1,223.94 Date: 7/31/2015
Perf: $1,290.40 Date: 6/30/2015
Perf: $1,264.48 Date: 5/31/2015
Perf: $1,335.81 Date: 4/30/2015
Perf: $1,340.90 Date: 3/31/2015
Perf: $1,373.17 Date: 2/28/2015
Perf: $1,351.02 Date: 1/31/2015
Perf: $1,357.40 Date: 12/31/2014
Perf: $1,255.80 Date: 11/30/2014
Perf: $1,205.99 Date: 10/31/2014
Perf: $1,139.23 Date: 9/30/2014
Perf: $1,130.87 Date: 8/31/2014
Perf: $1,108.37 Date: 7/31/2014
Perf: $1,047.70 Date: 6/30/2014
Perf: $1,032.42 Date: 5/31/2014
Perf: $1,010.20 Date: 4/30/2014
Perf: $1,000.00

Note: All performance data is since program inception.

Monthly Returns

Date Range: 04/14 - 10/19
Date: 10/31/2019
Return: -1.74 % Date: 9/30/2019
Return: -2.75 % Date: 8/31/2019
Return: 3.65 % Date: 7/31/2019
Return: 1.41 % Date: 6/30/2019
Return: 3.84 % Date: 5/31/2019
Return: 0.62 % Date: 4/30/2019
Return: 1.70 % Date: 3/31/2019
Return: 4.72 % Date: 2/28/2019
Return: -0.39 % Date: 1/31/2019
Return: 1.36 % Date: 12/31/2018
Return: 0.75 % Date: 11/30/2018
Return: 1.74 % Date: 10/31/2018
Return: -4.32 % Date: 9/30/2018
Return: -0.91 % Date: 8/31/2018
Return: 0.53 % Date: 7/31/2018
Return: 0.05 % Date: 6/30/2018
Return: -0.95 % Date: 5/31/2018
Return: -2.09 % Date: 4/30/2018
Return: -0.30 % Date: 3/31/2018
Return: -2.06 % Date: 2/28/2018
Return: -6.49 % Date: 1/31/2018
Return: 7.59 % Date: 12/31/2017
Return: 1.93 % Date: 11/30/2017
Return: 1.97 % Date: 10/31/2017
Return: 5.24 % Date: 9/30/2017
Return: -4.31 % Date: 8/31/2017
Return: 3.56 % Date: 7/31/2017
Return: 2.73 % Date: 6/30/2017
Return: -3.60 % Date: 5/31/2017
Return: 2.07 % Date: 4/30/2017
Return: 0.72 % Date: 3/31/2017
Return: -1.86 % Date: 2/28/2017
Return: 3.78 % Date: 1/31/2017
Return: 0.99 % Date: 12/31/2016
Return: 1.36 % Date: 11/30/2016
Return: -4.53 % Date: 10/31/2016
Return: -5.45 % Date: 9/30/2016
Return: 0.34 % Date: 8/31/2016
Return: -2.50 % Date: 7/31/2016
Return: 3.58 % Date: 6/30/2016
Return: 6.84 % Date: 5/31/2016
Return: -1.09 % Date: 4/30/2016
Return: -2.08 % Date: 3/31/2016
Return: -1.91 % Date: 2/29/2016
Return: 4.24 % Date: 1/31/2016
Return: 5.26 % Date: 12/31/2015
Return: -4.45 % Date: 11/30/2015
Return: 1.75 % Date: 10/31/2015
Return: 2.67 % Date: 9/30/2015
Return: 1.54 % Date: 8/31/2015
Return: -5.15 % Date: 7/31/2015
Return: 2.05 % Date: 6/30/2015
Return: -5.34 % Date: 5/31/2015
Return: -0.38 % Date: 4/30/2015
Return: -2.35 % Date: 3/31/2015
Return: 1.64 % Date: 2/28/2015
Return: -0.47 % Date: 1/31/2015
Return: 8.09 % Date: 12/31/2014
Return: 4.13 % Date: 11/30/2014
Return: 5.86 % Date: 10/31/2014
Return: 0.74 % Date: 9/30/2014
Return: 2.03 % Date: 8/31/2014
Return: 5.79 % Date: 7/31/2014
Return: 1.48 % Date: 6/30/2014
Return: 2.20 % Date: 5/31/2014
Return: 1.02 % Date: 4/30/2014
Return: 0.00 %

Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 04/14 - 10/19
Return: -6.00 %
Count: 1 Return: -3.00 %
Count: 2 Return: 7.00 %
Count: 1 Return: -1.00 %
Count: 3 Return: 5.00 %
Count: 3 Return: -4.00 %
Count: 4 Return: 3.00 %
Count: 2 Return: -5.00 %
Count: 4 Return: -2.00 %
Count: 7 Return: 8.00 %
Count: 2 Return: 4.00 %
Count: 7 Return: 6.00 %
Count: 2 Return: 2.00 %
Count: 11 Return: 1.00 %
Count: 11 Return: 0.00 %
Count: 7

Note: All performance data is since program inception.

Underwater Curve

Date Range: 04/14 - 10/19
Date: 10/31/2019
Drawdown: -4.44 % Date: 9/30/2019
Drawdown: -2.75 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: -1.38 % Date: 6/30/2019
Drawdown: -2.76 % Date: 5/31/2019
Drawdown: -6.35 % Date: 4/30/2019
Drawdown: -6.93 % Date: 3/31/2019
Drawdown: -8.48 % Date: 2/28/2019
Drawdown: -12.61 % Date: 1/31/2019
Drawdown: -12.27 % Date: 12/31/2018
Drawdown: -13.44 % Date: 11/30/2018
Drawdown: -14.09 % Date: 10/31/2018
Drawdown: -15.56 % Date: 9/30/2018
Drawdown: -11.75 % Date: 8/31/2018
Drawdown: -10.93 % Date: 7/31/2018
Drawdown: -11.40 % Date: 6/30/2018
Drawdown: -11.45 % Date: 5/31/2018
Drawdown: -10.60 % Date: 4/30/2018
Drawdown: -8.69 % Date: 3/31/2018
Drawdown: -8.42 % Date: 2/28/2018
Drawdown: -6.49 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: 0.00 % Date: 11/30/2017
Drawdown: -0.32 % Date: 10/31/2017
Drawdown: -2.24 % Date: 9/30/2017
Drawdown: -7.11 % Date: 8/31/2017
Drawdown: -2.93 % Date: 7/31/2017
Drawdown: -6.27 % Date: 6/30/2017
Drawdown: -8.76 % Date: 5/31/2017
Drawdown: -5.35 % Date: 4/30/2017
Drawdown: -7.27 % Date: 3/31/2017
Drawdown: -7.93 % Date: 2/28/2017
Drawdown: -6.19 % Date: 1/31/2017
Drawdown: -9.60 % Date: 12/31/2016
Drawdown: -10.49 % Date: 11/30/2016
Drawdown: -11.69 % Date: 10/31/2016
Drawdown: -7.50 % Date: 9/30/2016
Drawdown: -2.17 % Date: 8/31/2016
Drawdown: -2.50 % Date: 7/31/2016
Drawdown: 0.00 % Date: 6/30/2016
Drawdown: 0.00 % Date: 5/31/2016
Drawdown: -5.83 % Date: 4/30/2016
Drawdown: -4.79 % Date: 3/31/2016
Drawdown: -2.77 % Date: 2/29/2016
Drawdown: -0.88 % Date: 1/31/2016
Drawdown: -4.91 % Date: 12/31/2015
Drawdown: -9.66 % Date: 11/30/2015
Drawdown: -5.45 % Date: 10/31/2015
Drawdown: -7.08 % Date: 9/30/2015
Drawdown: -9.49 % Date: 8/31/2015
Drawdown: -10.87 % Date: 7/31/2015
Drawdown: -6.03 % Date: 6/30/2015
Drawdown: -7.92 % Date: 5/31/2015
Drawdown: -2.72 % Date: 4/30/2015
Drawdown: -2.35 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -0.47 % 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: 0.00 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 %

Note: All performance data is since program inception.

Manager Information

Manager Name:  EMC Capital Advisors LLC
Address: 2201 Waukegan Road Suite West 240
City: Bannockburn
State: IL
Zip: 60015
Country: USA

Key People

Name:  John C. Krautsack
Position:  Principal
Biography: 

John Krautsack, Chairman of EMC Capital Advisors, LLC has over 26 years experience in the futures industry and directs all investment activity at EMC. Mr. Krautsack oversees the research committee which develops EMC’s systematic, technical trend-following trading systems and is responsible for the daily management of the investment portfolio. Mr. Krautsack started his career in the futures industry in 1985 as an assistant to a prominent S&P 500 trader at the Chicago Mercantile Exchange. From 1989 to 1995, he managed trading operations for De Angelis Trading/Crown Capital Management, JPD Enterprises and ALH Capital. He joined EMC in 1995, overseeing trading and managing the portfolio until he assumed the role of Chairman in 2013.


Name:  Brian Proctor
Position:  Principal
Biography: 

Brian D. Proctor joined EMC in August 2005 and has served as Managing Director since July 2008, and Vice President, Director ofMarketing since August 2005. Mr. Proctor is active in trading, research, and business development for EMC.Mr. Proctor was employed by Morgan Stanley DWInc. as a Financial Advisor from July 2003 to July 2005 prior to joining EMC.Mr. Proctor holds a B.A. in Economics from Miami of Ohio University, and J.D. from John Marshall Law School. Mr. Proctor became registered as an Associated Person and listed as a Principal of EMC effective November 30, 2005 and July 7, 2008, respectively.


Name:  David F. Polli
Position:  Principal
Biography: 

David F. Polli joined EMC in October 2002 and has served as Managing Director, Research since July 2008, Director of Research since January 2006, and Director of IT and Senior Trader since October 2002. Mr. Polli directs research at EMC and is responsible for the design and integration of all trading and research platforms employed by EMC. Mr. Polli graduated with honors from the Illinois Institute of Technology with a B.S. in Computer and Electrical Engineering. Mr. Polli became registered as an Associated Person and listed as a Principal of EMC effective March 6, 2003 and July 7, 2008, respectively.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Technical Yes 
 Systematic Yes 
 Diversified Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $3,000,000 
 Margin / Equity Ratio: 10% 
 Managed Account Availability: Open 
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