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NickJen Capital Management & Consultants LLC 

Natural Resource Discretionary Fund - NRD-1

Manager: Nicholas Gentile

Address: 500 Riga Street, Staten Island, NY, 10306, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Apr 1, 2008
AUM:$59,400,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:1%
Min Investment:$1,000,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:29.34%297.24%
Annual ROR:1.62%9.00%
YTD:1.49%10.16%
1 Year:0.68%27.86%
Alpha:0.13
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:0.69%1033.21%
Average Monthly Loss:-0.54%-3.57%
Winning Months:106135
Losing Months:8657
Current DD:2.930.00
Max DD:5.4647.51
Sharpe Ratio (RF 1%):0.21
Annualized Std Dev:3.02

Methodology

Discretionary:100%
Systematic:0%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Arbitrage:2%
Fundamentals:50%
Mean Reversion:5%
Momentum:2%
Option Purchase:2%
Option Spreads:2%
Option Writing:2%
Pattern Recognition:5%
Technical Analysis:15%
Trend Following:15%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2024-0.440.391.541.49
2023-0.610.16-0.64-0.34-0.12-0.060.010.60-0.19-0.460.05-0.28-1.87
2022-0.020.04-0.150.060.000.010.75-0.27-0.05-0.15-0.47-0.41-0.66
20210.20-0.18-0.260.200.280.120.690.00-0.460.000.92-0.271.24
20200.020.180.090.31-0.94-0.23-0.48-0.280.550.38-0.16-0.11-0.68
20190.04-0.26-0.180.170.26-0.260.00-0.310.30-0.13-0.550.43-0.49
20180.830.32-0.45-1.050.72-0.730.68-0.110.07-0.45-0.25-0.37-0.81
20170.280.240.260.17-0.550.83-0.400.33-0.30-0.480.59-0.350.61
20160.030.26-0.410.070.03-0.16-0.050.410.45-0.320.40-1.11-0.41
20152.15-0.690.53-0.780.140.291.120.15-0.41-0.54-0.690.601.84
2014-1.40-0.932.060.340.240.04-0.451.03-0.540.690.230.461.74
2013-1.962.350.361.17-1.561.001.231.961.40-3.19-0.450.422.60
2012-0.900.91-1.21-0.902.160.131.480.931.56-0.520.590.795.07
2011-1.711.151.35-0.29-0.55-0.700.110.392.94-2.27-0.05-0.010.26
20101.46-0.380.800.07-0.701.481.990.442.101.421.112.7413.21
20090.15-0.27-1.380.102.320.24-0.48-0.890.74-0.23-0.15-0.69-0.59
2008-0.08-0.181.100.211.12-0.422.28-0.690.934.31

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

NickJen Capital is a discretionary, Natural Resource Commodity Trading Advisor. Our Commodity only program is called the NRD-1. Using both fundamental and technical analysis the ultimate trading decisions are based on fundamentals. 70% of the portfolio strategy focuses on the Agricultural and Soft markets and the remaining balance is composed of the Energy, Meat and Metal sectors.

Trading decisions are developed through highly extensive, statistically based analysis, review of supply and demand conditions, inventory levels, weather developments and forecasts and economic trends and reports. This in conjunction with the managers in depth knowledge of markets and physical commodity trading experience is also strengthened by a vast network of industry contacts developed over 25 plus years.

The program incorporates flat price directional trading composed of intraday, medium and long term trades in congruence with relative value trades consisting of inter commodity strategies, Arbs and both seasonal and calendar spreads. Trades are outright futures positions and a small percentage of the time structural futures and option trades.

NickJen Capital employs strict risk parameters which are monitored in real time through the company’s internal risk management system and electronic trading platforms. The company’s Chief Risk Officer regulates and administers the internal system. We also utilize a fully integrated and scalable risk system and have a strong focus on operations and controls.

Company Info

NickJen Capital is a discretionary, Natural Resource Commodity Trading Advisor. Our Commodity only program is called the NRD-1.

Using both fundamental and technical analysis the ultimate trading decisions are based on fundamentals. The core of our portfolio construction is 70% Agricultural and Soft markets and the remaining balance is comprised of the Energy, Meat and Metal sectors.

NickJen looks to capitalize on market irregularities by adapting to changing market conditions.

We continue to evolve our research process by combining external and proprietary sources to identify new trading opportunities. Our goal is to prioritize capital through low M/E seeking returns at a relatively low level of volatility.


The NRD-1 is a Discretionary Natural Resources Managed Futures Program.

For more information on the NRD-1 Program and our principals please visit our website at www.nickjencap.com


+++ Performance from April 2008 - March 2014 represents total Multi Manager Fund performance for Atlantic Capital. 50% of the program was traded by Nicholas Gentile from inception until May 2011 and 66% of the program was traded by Nicholas Gentile and Stephen Lampe from June 2011 to February 2014. Trading was 100% discretionary; the program traded natural resources and has now become known as the NRD-1 Program under NickJen Capital Management LLC. Performance from April 2014 represents client trading in the NRD-1 Program.

Manager Info

Nicholas Gentile - Managing Director, Head Trader and Principal

Mr. Gentile began his career in commodities in 1988, where he worked on the trading floor of the Coffee, Sugar and Cocoa Exchange ("CSCE") as a phone clerk for B&J Commodities. In 1993, Mr. Gentile became a member of the CSCE and began trading proprietary funds as well as trading client accounts. Nicholas along with his partners formed MP Commodities, a Coffee, Sugar, Cocoa Futures and Options brokerage operation in 1998. His primary responsibility was running the daily operation of the futures trading floor. Mr. Gentile joined Atlantic Capital in January 2008 as a Partner and Co Manager of a Commodities only Discretionary Fund. Nicholas was responsible for putting together trading strategies for the discretionary program as well as running all trading and execution for the firm. These strategies included Relative Value, Spreads and Directional Trades consisting mostly of futures contracts with some options. Mr. Gentile maintains extensive contacts in the physical Coffee, Sugar, Cocoa, Grain and Energy industries. His network is comprised of producers, consumers, traders, hedge funds as well as the three main commodity index firms. This in conjunction with his commodity knowledge makes him a cutting edge industry leader.

Lisa Parrinelli - COO and Principal

Ms. Parrinelli is a financial industry veteran with 25 years Futures and Foreign Exchange experience. She has held senior positions at several leading global financial institutions.

Lisa began her career at Dean Witter working on one of the industry's largest Managed Futures Trading Desks. After several years of servicing most of the major CTAs, she was recruited by one of the "Original Turtle Traders", Liz Cheval, to work at EMC Capital Management in Chicago. Working closely with Ms. Cheval, Lisa learned the nuances of trading and quickly became responsible for trading the Currencies, Energies and Metals portion of the portfolio. Upon moving back to New York, Lisa joined an Institutional Sales and Trading Group at Refco. During this time period she was instrumental in successfully growing the sales team and the P & L substantially enough for the CEO of MF Global to take notice and recruit the entire group. Throughout her eight year tenure at MF Global, she directly managed a staff of trading and sales professionals while overseeing the strategy, development and implementation of sales, marketing and training material. Prior to joining NickJen Capital, Ms. Parrinelli was a Senior Vice President at RCG.

Lisa is a graduate of New York University.