SDCI
USCF SUMMERHAVEN DYNAMIC COMMODITY STRATEGY NO K-1 FUND
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SDCI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 42.72% | 42.72% | 16.30% | 21.59% | 14.22% | 26.38% |
| Sharpe Ratio | 2.12 | 2.12 | 0.88 | 1.06 | 0.84 | 1.32 |
| Max Drawdown | -9.04% | -9.04% | -24.76% | -18.55% | -24.76% | -18.55% |
| % Time Invested | 100.0% | 100.0% | 91.8% | 100.0% | 78.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 1.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-04-03 | Open | Open | 100% | $17.58 | $28.41 | 61.64% | Mark-to-Market |
| 2024-01-22 | 2024-04-03 | Interest | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2022-07-28 | 2024-01-22 | Completed | 100% | $15.20 | $16.04 | 5.54% | Signal |
| 2022-07-06 | 2022-07-28 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-04-04 | 2022-07-06 | Completed | 100% | $15.66 | $14.40 | -8.09% | Stop |
| 2022-03-11 | 2022-04-04 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-05-28 | 2022-03-11 | Completed | 100% | $11.16 | $14.95 | 33.96% | Stop |
| 2021-04-28 | 2021-05-28 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-04-22 | 2021-04-28 | Completed | 100% | $10.48 | $10.73 | 2.43% | Signal |
| 2020-12-23 | 2021-04-22 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2020-12-18 | 2020-12-23 | Completed | 100% | $8.66 | $8.64 | -0.13% | Signal |
| 2020-11-12 | 2020-12-18 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-11-09 | 2020-11-12 | Completed | 100% | $8.23 | $8.28 | 0.53% | Signal |
| 2020-09-04 | 2020-11-09 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-09-02 | 2020-09-04 | Completed | 100% | $8.25 | $8.18 | -0.79% | Signal |
| 2020-07-13 | 2020-09-02 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-07-09 | 2020-07-13 | Completed | 100% | $7.22 | $7.24 | 0.15% | Signal |
| 2020-06-02 | 2020-07-09 | Interest | 100% | $1.00 | $1.00 | 0.07% | Interest Income |
Return Distribution Analysis
