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Recent Statistics
  • Jun Return: -2.13%
  • YTD Return: -2.35%
  • Annual CROR:1 90.00 %
  • Worst DD:2 -9.58%
  • Losing Streak:3 -2.35 %
  • Sharpe Ratio:4 1.76
  • Min Investment: $100,000
  • AUM:5 $20,828,320
  • Calmar Ratio:6 N/A

Trading Strategy

PacificFront Capital's trading program was created to target a superior annual return for investors with appropriate risk-return metrics. It serves as an alternative investment vehicle with little to no correlation to major markets and other managers. The program is long/short and trades the most liquid futures markets including stock indices, interest rates, currencies, and major commodity markets. The program utilizes proprietary models to generate trade ideas based on the agreement of price action, specific technical indicators, and fundamentals. The models are geared to direct the manager's attention to a particular market, but execution is ultimately based on discretion. The program typically holds 1-2 positions at a time with an average holding period of 1 to 8 weeks. Although, there may be periods where no positions are held at all.

Risk Strategy

Background

Accounting Notes: The performance presented in the following capsule from April 2016 to September 2016 represents the trading results for two accounts traded pursuant to power of attorney provided to the Advisor's sole trading principal Michael Salam. The first account began trading in April 2016 and the second account began trading in June 2016. Michael Salam operated pursuant to an exemption provided for in Commodity Exchange Act section 4m whereby he did not hold himself out generally to the public as a CTA and he had not furnished commodity trading advice to more than 15 persons during the course of the last twelve months. Client returns from April 2016 to September 2016 are pro-forma at a 1% management fee and 25% performance fee. Beginning October 2016, the Advisor began managing client accounts and the trading results are the composite's actual performance.


  • Trading Methodology
    50% Systematic
    50% Discretionary
  • Style Sub-Categories
    Fundamental
    Technical
  • Trading Style
    100% Technical & Fundamental
  • Market Allocation
    Diversified
  • Holding Period
    30% Medium Term
    70% Short Term
  • Sector
    US
    Contracts
    Futures

Performance from Apr 2016 to Sept 2016 represents results of Michael Salam operating under an Exemption. Client Performance has been Pro-forma Adjusted for a 1% Management fee and 25% Incentive fee.

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2017 -0.66% -7.92% 2.48% -1.28% 7.82% -2.13%   -2.35% -8.53%
2016  11.61% 38.76% -9.58% 16.36% 3.93% 9.05% 9.19% 0.58% 12.64% 128.44% -9.58%

Annual Performance Since From Inception: Apr-2016

Years20162017 YTD
ROR128.44%-2.35%
Max DD-9.58%-8.53%


PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Program Information
  • Start Date: Apr-2016
  • New Money: Yes
  • Min Investment: $100,000
  • Fund Minimum: $100,000
  • Notional Funds: Yes
  • NFA Member: Yes
  • NFA Number: 0498608
  • Currency: US Dollar
  • AUM:5 $20,828,320
  • Annual CROR:1 : 90.00%
  • Worst Drawdown:2 -9.58 %
  • Losing Streak:3 -2.35 %
  • Sharpe Ratio:4 1.76
  • Calmar Ratio:6 N/A
  • Margin:7: 10-25%
  • Mgt Fee: 1.00%
  • Incentive Fee: 25.00%
  • Other Fees: None
  • Avg Comm:8 $10
  • Max Comm:9:
  • Round Turns:10 1,800
Additional Information
  • Other Memberships: None Listed
  • Correlations: AG CTA Index: -0.280 |
  • Track Record Prepared By: Compliance Supervisors International, Inc.

    Accounting Notes: The performance presented in the following capsule from April 2016 to September 2016 represents the trading results for two accounts traded pursuant to power of attorney provided to the Advisor's sole trading principal Michael Salam. The first account began trading in April 2016 and the second account began trading in June 2016. Michael Salam operated pursuant to an exemption provided for in Commodity Exchange Act section 4m whereby he did not hold himself out generally to the public as a CTA and he had not furnished commodity trading advice to more than 15 persons during the course of the last twelve months. Client returns from April 2016 to September 2016 are pro-forma at a 1% management fee and 25% performance fee. Beginning October 2016, the Advisor began managing client accounts and the trading results are the composite's actual performance.

  • Chart
    Chart
Footnotes:
  • * By selecting to be contacted by a Representatives Autumn Gold may refer you to a third party broker or directly to the Manager.

    (P) - Proprietary Trading Results (C) - Client Trading Results

    1. Rate of Returns are calculated from the start date of each program. Usually returns are calculated based on the Annual Compounded Rate of Return method. In some cases returns have been calculated on an Non-Compounded basis. This would occur when a Manager trades based on account unit rather than on account equity.

         The Annual Compound Rate of Return ("Annual CROR") represents the compounded rate of return or each year or portion thereof presented. It is computed by applying successively respective monthly rate of return for each month beginning with the first month of that period.

         Annual Rate of Return ("Annual ROR") is calculated adding each month's return.

    2. The Worst Peak-to-Valley Drawdown ("Worst Drawdown") is defined as the greatest cumulative percentage decline in net asset value due to losses sustained by the trading program during any period in which the initial net asset value is not equaled or exceeded by a subsequent asset value.

    3. The Current Losing Streak ("Losing Streak") represents the extent of the Adviso'rs current drawdown.

    4. Sharpe Ratio is a risk adjusted ratio that rewards consistancy of returns. Traders are penalized for volatility regardless of whether it is onthe up or downside. The Sharpe Ratios is calculated using a 1% risk-free rate of return.

    5. Assets Under Management ("AUM") represents the current nominal assets traded by the Manager.

    6. Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

    7. Margin to Equity ("Margin") represents the average margin as a percent of a fully funded account.

    8. The Average Commission ("Avg Comm") represents the average commission rate of the composite track record. A higher or lower commission rate would increase or decrease the performance accordingly.

    9. Maximum Commission ("Max Comm") is the Maximum Round Turn Rate allowable by the Manager.

    10. Round Turns per Million ("Round Turns") represent the average number of round turns that would be generated in a $1,000,000 account.

  • RISK DISCLOSURE

    PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

     THIS MATTER IS INTENDED AS A SOLICITATION FOR MANAGED FUTURES. THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND/OR FOREIGN EXCHANGE ('FOREX') IS SUBSTANTIAL. THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES, AS WELL AS GAINS. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD SEEK PROFESSIONAL ADVICE. AN INVESTOR MUST READ AND UNDERSTAND THE CTA’S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY.

    PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.

    THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.

    PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.

    AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.