Cross Asset Program
Objective
The program trades global stock indices in the U.S., Europe, and Asia, with the objective of achieving consistent capital growth that is uncorrelated with major global stock indices. The goals are to achieve consistent absolute returns in most market conditions and add diversification to most portfolios.
Investment Strategy
RETURNS
Growth of 10k
Annual Returns vs S&P 500
| Contrarian 500 (Net) | S&P 500 Index | Barclay CTA Index | |
|---|---|---|---|
| 2021 YTD | -0.83 | 5.77 | 2.10 |
| 2020 | 8.72 | 16.26 | 5.45 |
| 2019 | 2.48 | 28.88 | 5.17 |
| 2018 | -19.10 | -6.24 | -3.17 |
| 2017 | 4.66 | 19.42 | 0.70 |
| 2016 | 3.70 | 9.54 | -1.23 |
| 2015 | 12.68 | -0.73 | -1.50 |
| 2014 | 2.34 | 11.39 | 7.61 |
| 2013 | -6.09 | 29.60 | -1.42 |
| 2012 | 6.08 | 13.40 | -1.70 |
| 2011 | 8.01 | 0.00 | -3.09 |
| 2010 | -6.77 | 12.78 | 7.05 |
| 2009 | 3.02 | 23.45 | -0.10 |
| 2008 | 32.36 | -38.49 | 14.09 |
| 2007 | 39.19 | 3.53 | 7.64 |
| 2006 | 38.98 | 13.62 | 3.54 |
| 2005 | 14.06 | 3.00 | 1.71 |
| 2004 | 17.30 | 8.99 | 3.30 |
| 2003 | -0.14 | 5.08 | 3.43 |
| Contrarian 500 | S&P 500 | Barclay CTA | |
| Annualized Return | 8.26% | 7.93% | 2.76% |
Performance & Risk Statistics
| Contrarian 500 (Net) | S&P 500 Index | Barclay CTA Index | |
|---|---|---|---|
| Cumulative Return | 318.97% | 295.13% | 61.30% |
| Annualized Return | 8.57% | 8.21% | 2.78% |
| Average Monthly Return | 0.77% | 0.75% | 0.24% |
| Annualized Volatility | 14.31% | 14.36% | 5.26% |
| Sharpe Ratio | 0.59 | 0.57 | 0.51 |
| Sortino Ratio | 0.78 | 0.70 | 0.97 |
| Alpha (vs. S&P 500) | 7.82% | - | 2.44% |
| Beta (vs. S&P 500) | 0.08 | - | 0.03 |
| Correlation (vs. S&P 500) | 0.08 | - | 0.09 |
| Correlation (vs. Barclay CTA) | 0.04 | 0.09 | - |
| % of Positive Months | 61.24% | 65.55% | 53.59% |
| Maximum Drawdown | -26.41% | -52.56% | -9.91% |
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | S&P 500 | CTA* | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | -1.48 | 1.23 | -0.31 | - | - | - | - | - | - | - | - | - | -0.58 | 5.77 | 2.10 |
| 2020 | -0.60 | -1.87 | 11.99 | -1.01 | 1.19 | 1.67 | 3.75 | 1.22 | -1.31 | -1.31 | 0.76 | 6.00 | 21.54 | 16.26 | 5.45 |
| 2019 | 1.56 | -2.12 | -0.47 | -0.77 | 1.44 | -0.40 | 8.40 | -0.04 |
* Barclay CTA Index
PERFORMANCE DISCLOSURE
The performance information presented has been adjusted to reflect the actual fees charged to the program being offered. The management fees range from 0% to 2% and performance fees range from 0% to 20%. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
DISCLAIMER
Past performance is not necessarily indicative of future results. The advisor’s trading program involves substantial risks and investments can be made on the basis of a trading advisory agreement. The risk of loss in trading commodities and futures can be substantial. PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS, THIS ACCOUNT DOCUMENT OR BROCHURE OF THE TRADING ADVISOR IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF THE COMMODITY TRADING ADVISORS DISCLOSURE INFORMATION. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS ACCOUNT.
Prior to May 2020, Strategic Capital Advisors, LLC was called Paskewitz Asset Management LLC.