The County Cork Diversified Commodity Long/Short Strategy uses the relationship between cash and futures prices to establish directional positions in the futures markets. It is fully systematic and focuses on the timing as well as the magnitude of basis changes allowing for continuous risk management of open positions. The Program trades futures contracts in three market sectors: agriculture, metals, and energy. It combines commercial logic with quantitative algorithms using fundamental price data. It leverages the decades of experience of Robert J. O'Brien Jr. in the agriculture space. Our model was developed for an under exploited niche market sector.
Program Details
Inception Date
Oct 2018
Trading Style
N/A
Holding Period
Long Term, Medium Term, Short Term
Markets Traded
Metals, Energy, Agriculturals, Meats
Margin
2-9% / Avg 4.24%
Minimum Investment
$2,000,000
Management Fee
1.00%
Performance Fee
20.00%
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
About the Autumn Gold CTA Index:
The Autumn Gold CTA Index is a non-investable index comprised of performance from CTA programs included in the Autumn Gold database and does not represent the complete universe of CTAs.
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
YEAR
2025
2024
2023
2022
RETURN
+11.34%
-3.67%
+3.16%
-5.23%
Maximum Drawdown Since Inception
-16.14%
Past performance is not indicative of future results.
Investor Eligibility
What is a QEP?
A Qualified Eligible Person (QEP) is an investor or entity that meets the
eligibility requirements described in CFTC Regulation 4.7. The applicable
requirements vary by investor type and may include financial, portfolio,
professional, or institutional qualifications.
This information is provided for general reference only. QEP status is
self-identified here and should be determined by reviewing the applicable
regulation and, when appropriate, with your professional advisers.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.
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