Current Return:
-0.14%
YTD Return:
-13.69%
Annualized Return:
+19.25%
AUM: $ 653,000
Trading Strategy
Fundamental / Ag & Livestock
Program Description
The Advisor focuses on fundamental analysis of supply and demand to predict future Class III milk prices.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -41.49% |
| From Nov 2009 to Jun 2010 | |
| Worst Month (Mar 2008) | -26.00% |
| Current Losing Streak | -33.87% |
| Average Monthly Return | 2.14% |
| Monthly Std. Deviation | 13.52% |
| Gain Deviation (111 months) | 16.87% |
| Loss Deviation (132 months) | 5.15% |
| Gain to Loss Ratio | 2.5 |
| Omega Ratio (5% Threshold) | 1.79 |
| Annualized Performance |
|
| Compound ROR (1) | 19.25% |
| Standard Deviation | 46.84% |
| Downside Deviation | 15.98% |
| Sharpe Ratio (3) 2% RF ROR | 0.54 |
| Sortino Ratio (4) 5% MAR | 1.11 |
| Calmar Ratio (5) | -0.18 |
| Sterling Ratio (6) | -0.2 |
| Gain Deviation | 58.43% |
| Loss Deviation | 17.84% |
| Profit Loss Ratio | 2.1 |
| Investment Information |
|
| Program Start Date | Aug-2005 |
| Percent Discretionary | 100% |
| Currency Denomination - US Dollar | |
| Minimum Investment | $400,000 |
| Management Fee | 2.00% |
| Incentive Fee | 20.00% |
| Margin | 5-10% |
| Round Turns per Million | 250 |
| NFA No: | #0410568 |
| Performance Since August 2005 | Track Record Compiled By: CTA Services LLC |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -3.82% | -2.87% | -0.14% | -0.16% | 7.62% | -7.73% | -7.98% | 1.67% | -0.14% | -0.14% | – | – | -13.71% | -15.09% |
| 2024 | 0.77% | -1.48% | -5.96% | 2.58% | 13.16% | -3.85% | 6.26% | 13.73% | 4.79% | -9.86% | -6.01% | -0.14% | 11.64% | -15.40% |
| 2023 | -6.38% | -0.62% | -1.19% | -3.33% | -1.01% | 0.00% | -0.56% | 4.18% | -3.07% | -0.27% | -0.02% | -0.09% | -12.00% | -12.52% |
| 2022 | -0.52% | 1.81% | 4.53% | 0.37% | 2.64% | -5.06% | -16.33% | -2.69% | 4.11% | -3.67% | 1.77% | -1.12% | -14.92% | -22.70% |
| 2021 | -0.12% | -0.33% | 0.03% | -0.78% | -8.04% | -5.31% | -0.09% | 0.66% | 3.48% | 1.12% | -0.66% | 10.13% | -0.95% | -14.04% |
| 2020 | -0.15% | -0.25% | -3.65% | -0.07% | 10.27% | 13.23% | -0.14% | -7.91% | -0.27% | 2.42% | -1.09% | -0.02% | 11.21% | -8.29% |
| 2019 | -0.66% | 0.26% | 0.95% | 2.54% | 0.16% | 2.20% | -0.03% | -1.07% | 5.06% | 8.37% | 0.81% | 0.28% | 20.14% | -1.10% |
| 2018 | 0.34% | -0.19% | 0.19% | 0.47% | -1.33% | -2.61% | -0.15% | 1.40% | -4.87% | -2.72% | -0.14% | -0.12% | -9.47% | -10.20% |
| 2017 | -1.61% | -0.15% | -0.12% | -0.72% | 3.40% | -5.36% | 0.74% | -4.22% | -0.12% | 0.60% | -0.11% | -0.49% | -8.12% | -8.79% |
| 2016 | 0.40% | -0.40% | -0.85% | 1.59% | -0.17% | 6.13% | 1.37% | -0.92% | -0.16% | -0.24% | 1.98% | 1.22% | 10.19% | -1.32% |
| 2015 | -0.68% | -0.50% | -0.22% | -0.09% | -0.38% | 0.11% | -0.18% | -0.16% | -1.94% | -0.10% | -0.19% | 0.85% | -3.44% | -4.26% |
| 2014 | 17.07% | -0.80% | 10.86% | -0.13% | -0.18% | -0.11% | 0.91% | 10.80% | 1.64% | -0.19% | 0.91% | 1.53% | 48.99% | -0.80% |
| 2013 | -0.23% | 0.77% | -0.12% | 2.12% | 1.42% | -10.80% | -0.31% | 2.05% | -1.44% | 7.59% | -1.40% | 2.52% | 1.18% | -11.08% |
| 2012 | 0.12% | 3.14% | -1.10% | -1.07% | 3.42% | 11.92% | -5.16% | 1.67% | 3.67% | -3.30% | -10.73% | -3.73% | -2.87% | -16.94% |
| 2011 | 14.55% | 20.17% | 5.78% | 6.10% | 16.82% | -7.88% | 33.75% | -13.89% | -4.32% | 6.89% | -0.13% | -0.13% | 95.32% | -17.61% |
| 2010 | -22.82% | -6.26% | 2.96% | 4.54% | -10.74% | -1.00% | 4.86% | 6.98% | 6.10% | -3.71% | -2.66% | -5.48% | -27.44% | -31.19% |
| 2009 | 12.34% | -0.70% | 16.32% | -7.84% | 6.33% | -4.81% | 4.90% | -22.09% | 21.52% | 22.54% | 7.98% | -14.97% | 35.25% | -23.76% |
| 2008 | -7.61% | 13.68% | -26.00% | 45.19% | 4.93% | 19.32% | -9.97% | 3.61% | -5.92% | -11.61% | 1.85% | 42.82% | 59.42% | -26.00% |
| 2007 | 21.36% | 4.32% | 36.91% | 138.10% | 14.81% | 3.10% | -24.20% | 77.52% | -6.14% | 3.00% | -1.45% | 13.44% | 610.45% | -24.20% |
| 2006 | 13.99% | 47.51% | 3.85% | -1.29% | -8.15% | 6.85% | -2.10% | 0.38% | -6.03% | -1.56% | 9.25% | 4.82% | 76.10% | -11.93% |
| 2005 | – | – | – | – | – | – | – | -11.20% | 3.20% | -6.67% | -13.73% | 1.22% | -25.31% | -26.21% |
Monthly Return and $1,000 VAMI
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.