Investment Programs: Alpha 
   


Description

A multi-strategy approach to investing in alternatives. The program employs proprietary, stand-alone sub-strategies, including: Upside Capture, Unconstrained Interest Rates, Dynamic Commodities and Long/Short Global Financials. Within each sub-strategy are multiple trading systems with different return characteristics. Trading systems vary significantly between the sub-strategies.

Objective

Seeks to generate long term total returns in any market environment. Invests in multiple asset classes across the global network of regulated financial exchanges.

Portfolio Diversification

The Alpha Program is an alternative investment that gives investors a strategic tool to build a well rounded portfolio. According to Modern Portfolio Theory, adding an alternative investment with a positive return stream that is non-correlated to the other holdings in a portfolio simultaneously increases expected returns while lowering volatility.



PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS IN TRADING COMMODITIES CAN BE SUBSTANTIAL. YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. FUTURES TRADING INVOLVES A HIGH DEGREE OF RISK, INLCUDING LIQUIDITY RISKS, NO SECONDARY MARKET EXISTS, RESTRICTIONS ON REDEMPTIONS AND THE RISK OF FOREIGN SECURITIES.

This table prepared by EMC Capital Advisors. Performance represents one account traded in the EMC Alpha Program, net of fees. Prior to October 1, 2013, accounts were managed by EMC Capital Management, Inc., the predecessor of EMC Capital Advisors, LLC.


JanFebMarAprMayJunJulAugSepOctNovDecAnn
2013-1.1%1.7%-1.1%1.5%2.4%1.8%-1.1%4.1%
2014-1.4%2.6%-1.3%0.6%1.0%1.1%1.0%2.8%0.5%0.7%3.3%2.6%14.3%
20154.7%-0.7%0.3%0.1%0.4%-3.3%0.3%-2.7%1.1%1.5%-0.1%-2.9%-1.5%
20162.6%3.8%-0.1%-1.2%-1.0%4.0%2.4%-2.6%0.3%-3.8%-3.6%0.8%1.0%
20170.9%2.9%3.8%



Strategies

Unconstrained Interest Rates

  Strategy trades short-term interest rate futures with durations of 3 months to 3 years
  Long and short positions taken in short-term global debt
  Sensitive to macroeconomic data and monetary policy announcements
  Trading systems respond quickly to rising and falling interest rates


Dynamic Commodities

  Sectors traded include energy, agricultural and livestock, industrial and precious metal futures markets
  Positions driven by fundamental price factors - supply and demand imbalances, changes in production costs, possible market disruptions, etc.
  Trading systems respond to price fluctuations in specific commodity markets
  Long/short exposure allows for profitable trading in all market environments


Long/Short Global Financials

  Sectors traded include global stock index futures, long-term and short-term interest rate futures around the globe and currency markets
  Multiple systematic models are designed to capitalize on global macro trends
  Strategy has ability to profit during times of market dislocations; as well as economic prosperity
  Low correlation to traditional stock and bond indices


Upside Capture

  Long-only strategy allocates to a subset of diverse global markets, including stock ETFs, sovereign interest rate futures and metals futures
  Since 1980, statistical analysis indicates traditional stock and bond markets have risen 63% of the time
  Components of the portfolio are optimized across markets to capture profits during times of economic expansion
  Systematic rebalancing to return to optimal allocations




EMC Capital Advisors, LLC Contact Us / 847-267-8700 info@emccta.com