Northern Trace Capital LLC

Northern Trace Strategy *QEP*


Monthly Performance (%)

Date Range: 09/17 - 08/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 6.49 3.06 13.40 5.37 -1.95 -1.21 3.76 -2.18   28.93 
2019 0.57 0.93 -0.63 -0.53 -2.41 2.18 -4.03 3.27 -4.55 -0.66 -3.33 6.85  -2.89 
2018 0.47 -3.26 -0.16 1.00 0.04 -1.20 0.34 -1.94 -0.33 0.16 4.65 1.24  0.81 
2017 1.16 -2.25 0.94  -0.19 

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

Northern Trace is a global commodities asset management firm founded in 2017. Over the past 20 years, Trevor Woods, CIO & founder, has developed a successful approach to investing in commodities, based on deep fundamental analysis and discretionary insights. He has developed his skills while working at leading physical and financial commodities firms. The Northern Trace investment process is designed to separate the signal from the noise and combines years of discretionary experience, physical industry knowledge, risk management and a proprietary data science capability. The firm’s investment team includes a cohesive group of experienced investment professionals focused on fundamental analysis and dedicated to developing and incorporating a leading data science approach. All Northern Trace investment strategies are based off the same transparent investment process. The firm offers several investment solutions to the investors we are fortunate to partner with.

Performance Statistics

Date Range: 09/17 - 08/20
  Program S&P 500 Coquest 40 
Total Return 25.99% 50.19% 4.34% 
Annualized Return 8.24% 14.52% 1.43% 
Annualized Std. Deviation 12.17% 17.26% 7.57% 
Correlation -0.22 0.15 
Sharpe Ratio (rf=2.5%) 0.47 0.70 -0.14 
Worst Month -4.55% -12.35% -6.10% 
Date of Worst Month 09/2019 03/2020 02/2018 
Worst Drawdown -10.46% -19.60% -9.14% 
Date of Worst Drawdown 2/19 - 11/19 12/19 - 3/20 1/18 - 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: 09/17 - 08/20
Year or YTD Program S&P 500 Coquest 40 
2020 28.93 9.75 -1.80 
2019 -2.89 31.50 7.53 
2018 0.81 -4.38 -4.29 
2017 -0.19 6.64 5.46 

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: 09/17 - 08/20
Date: 8/31/2020
Perf: $1,065.87 Date: 7/31/2020
Perf: $1,078.05 Date: 6/30/2020
Perf: $1,057.84 Date: 5/31/2020
Perf: $1,071.56 Date: 4/30/2020
Perf: $1,084.25 Date: 3/31/2020
Perf: $1,080.68 Date: 2/29/2020
Perf: $1,080.03 Date: 1/31/2020
Perf: $1,096.37 Date: 12/31/2019
Perf: $1,085.40 Date: 11/30/2019
Perf: $1,092.18 Date: 10/31/2019
Perf: $1,081.58 Date: 9/30/2019
Perf: $1,106.02 Date: 8/31/2019
Perf: $1,137.53 Date: 7/31/2019
Perf: $1,097.79 Date: 6/30/2019
Perf: $1,061.59 Date: 5/31/2019
Perf: $1,040.77 Date: 4/30/2019
Perf: $1,061.58 Date: 3/31/2019
Perf: $1,033.17 Date: 2/28/2019
Perf: $997.36 Date: 1/31/2019
Perf: $991.02 Date: 12/31/2018
Perf: $1,009.39 Date: 11/30/2018
Perf: $1,005.17 Date: 10/31/2018
Perf: $1,017.38 Date: 9/30/2018
Perf: $1,043.14 Date: 8/31/2018
Perf: $1,047.86 Date: 7/31/2018
Perf: $1,021.80 Date: 6/30/2018
Perf: $1,029.52 Date: 5/31/2018
Perf: $1,020.95 Date: 4/30/2018
Perf: $1,034.29 Date: 3/31/2018
Perf: $1,023.24 Date: 2/28/2018
Perf: $1,024.16 Date: 1/31/2018
Perf: $1,090.69 Date: 12/31/2017
Perf: $1,054.63 Date: 11/30/2017
Perf: $1,043.25 Date: 10/31/2017
Perf: $1,041.90 Date: 9/30/2017
Perf: $1,000.00 Date: 8/31/2020
Perf: $1,471.63 Date: 7/31/2020
Perf: $1,372.91 Date: 6/30/2020
Perf: $1,299.62 Date: 5/31/2020
Perf: $1,274.26 Date: 4/30/2020
Perf: $1,216.36 Date: 3/31/2020
Perf: $1,078.14 Date: 2/29/2020
Perf: $1,230.05 Date: 1/31/2020
Perf: $1,340.36 Date: 12/31/2019
Perf: $1,340.90 Date: 11/30/2019
Perf: $1,301.59 Date: 10/31/2019
Perf: $1,256.00 Date: 9/30/2019
Perf: $1,229.32 Date: 8/31/2019
Perf: $1,206.76 Date: 7/31/2019
Perf: $1,226.13 Date: 6/30/2019
Perf: $1,208.72 Date: 5/31/2019
Perf: $1,129.12 Date: 4/30/2019
Perf: $1,205.68 Date: 3/31/2019
Perf: $1,158.75 Date: 2/28/2019
Perf: $1,136.70 Date: 1/31/2019
Perf: $1,101.35 Date: 12/31/2018
Perf: $1,019.67 Date: 11/30/2018
Perf: $1,120.89 Date: 10/31/2018
Perf: $1,098.48 Date: 9/30/2018
Perf: $1,179.13 Date: 8/31/2018
Perf: $1,172.45 Date: 7/31/2018
Perf: $1,135.43 Date: 6/30/2018
Perf: $1,094.71 Date: 5/31/2018
Perf: $1,087.97 Date: 4/30/2018
Perf: $1,062.36 Date: 3/31/2018
Perf: $1,058.34 Date: 2/28/2018
Perf: $1,085.92 Date: 1/31/2018
Perf: $1,127.53 Date: 12/31/2017
Perf: $1,066.42 Date: 11/30/2017
Perf: $1,054.72 Date: 10/31/2017
Perf: $1,023.30 Date: 9/30/2017
Perf: $1,000.00 Date: 8/31/2020
Perf: $1,259.90 Date: 7/31/2020
Perf: $1,287.97 Date: 6/30/2020
Perf: $1,241.30 Date: 5/31/2020
Perf: $1,256.50 Date: 4/30/2020
Perf: $1,281.49 Date: 3/31/2020
Perf: $1,216.18 Date: 2/29/2020
Perf: $1,072.47 Date: 1/31/2020
Perf: $1,040.63 Date: 12/31/2019
Perf: $977.21 Date: 11/30/2019
Perf: $914.56 Date: 10/31/2019
Perf: $946.07 Date: 9/30/2019
Perf: $952.35 Date: 8/31/2019
Perf: $997.75 Date: 7/31/2019
Perf: $966.16 Date: 6/30/2019
Perf: $1,006.73 Date: 5/31/2019
Perf: $985.25 Date: 4/30/2019
Perf: $1,009.58 Date: 3/31/2019
Perf: $1,014.96 Date: 2/28/2019
Perf: $1,021.39 Date: 1/31/2019
Perf: $1,011.98 Date: 12/31/2018
Perf: $1,006.25 Date: 11/30/2018
Perf: $993.92 Date: 10/31/2018
Perf: $949.76 Date: 9/30/2018
Perf: $948.24 Date: 8/31/2018
Perf: $951.38 Date: 7/31/2018
Perf: $970.20 Date: 6/30/2018
Perf: $966.91 Date: 5/31/2018
Perf: $978.66 Date: 4/30/2018
Perf: $978.27 Date: 3/31/2018
Perf: $968.58 Date: 2/28/2018
Perf: $970.13 Date: 1/31/2018
Perf: $1,002.83 Date: 12/31/2017
Perf: $998.13 Date: 11/30/2017
Perf: $988.84 Date: 10/31/2017
Perf: $1,011.60 Date: 9/30/2017
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: 09/17 - 08/20
Date: 8/31/2020
Return: -2.18 % Date: 7/31/2020
Return: 3.76 % Date: 6/30/2020
Return: -1.21 % Date: 5/31/2020
Return: -1.95 % Date: 4/30/2020
Return: 5.37 % Date: 3/31/2020
Return: 13.40 % Date: 2/29/2020
Return: 3.06 % Date: 1/31/2020
Return: 6.49 % Date: 12/31/2019
Return: 6.85 % Date: 11/30/2019
Return: -3.33 % Date: 10/31/2019
Return: -0.66 % Date: 9/30/2019
Return: -4.55 % Date: 8/31/2019
Return: 3.27 % Date: 7/31/2019
Return: -4.03 % Date: 6/30/2019
Return: 2.18 % Date: 5/31/2019
Return: -2.41 % Date: 4/30/2019
Return: -0.53 % Date: 3/31/2019
Return: -0.63 % Date: 2/28/2019
Return: 0.93 % Date: 1/31/2019
Return: 0.57 % Date: 12/31/2018
Return: 1.24 % Date: 11/30/2018
Return: 4.65 % Date: 10/31/2018
Return: 0.16 % Date: 9/30/2018
Return: -0.33 % Date: 8/31/2018
Return: -1.94 % Date: 7/31/2018
Return: 0.34 % Date: 6/30/2018
Return: -1.20 % Date: 5/31/2018
Return: 0.04 % Date: 4/30/2018
Return: 1.00 % Date: 3/31/2018
Return: -0.16 % Date: 2/28/2018
Return: -3.26 % Date: 1/31/2018
Return: 0.47 % Date: 12/31/2017
Return: 0.94 % Date: 11/30/2017
Return: -2.25 % Date: 10/31/2017
Return: 1.16 % Date: 9/30/2017
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: 09/17 - 08/20
Return: 4.00 %
Count: 1 Return: 13.00 %
Count: 1 Return: 6.00 %
Count: 1 Return: 7.00 %
Count: 1 Return: -5.00 %
Count: 1 Return: 3.00 %
Count: 2 Return: -4.00 %
Count: 1 Return: 2.00 %
Count: 1 Return: 5.00 %
Count: 2 Return: -1.00 %
Count: 5 Return: -3.00 %
Count: 2 Return: -2.00 %
Count: 5 Return: 1.00 %
Count: 6 Return: 0.00 %
Count: 7

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: 09/17 - 08/20
Date: 8/31/2020
Drawdown: -2.18 % Date: 7/31/2020
Drawdown: 0.00 % Date: 6/30/2020
Drawdown: -3.14 % Date: 5/31/2020
Drawdown: -1.95 % Date: 4/30/2020
Drawdown: 0.00 % Date: 3/31/2020
Drawdown: 0.00 % Date: 2/29/2020
Drawdown: 0.00 % Date: 1/31/2020
Drawdown: 0.00 % Date: 12/31/2019
Drawdown: -4.33 % Date: 11/30/2019
Drawdown: -10.46 % Date: 10/31/2019
Drawdown: -7.37 % Date: 9/30/2019
Drawdown: -6.76 % Date: 8/31/2019
Drawdown: -2.31 % Date: 7/31/2019
Drawdown: -5.41 % Date: 6/30/2019
Drawdown: -1.44 % Date: 5/31/2019
Drawdown: -3.54 % Date: 4/30/2019
Drawdown: -1.16 % Date: 3/31/2019
Drawdown: -0.63 % Date: 2/28/2019
Drawdown: 0.00 % Date: 1/31/2019
Drawdown: 0.00 % Date: 12/31/2018
Drawdown: -0.53 % Date: 11/30/2018
Drawdown: -1.75 % Date: 10/31/2018
Drawdown: -6.11 % Date: 9/30/2018
Drawdown: -6.26 % Date: 8/31/2018
Drawdown: -5.95 % Date: 7/31/2018
Drawdown: -4.09 % Date: 6/30/2018
Drawdown: -4.42 % Date: 5/31/2018
Drawdown: -3.26 % Date: 4/30/2018
Drawdown: -3.30 % Date: 3/31/2018
Drawdown: -4.25 % Date: 2/28/2018
Drawdown: -4.10 % Date: 1/31/2018
Drawdown: -0.87 % Date: 12/31/2017
Drawdown: -1.33 % Date: 11/30/2017
Drawdown: -2.25 % Date: 10/31/2017
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:  Northern Trace Capital LLC
Address:
City:
State:
Zip:
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Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Other Futures Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Systematic Yes 
 Discretionary Yes 
 Sector Specialist 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: $50,000,000 
 Margin / Equity Ratio: 6% 
 Managed Account Availability: Open 
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