Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Apr-2024
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Tanyard Creek Capital, LLC - Livestock Program
Trading Strategy: Fundamental / Livestock / Futures & Options
| Performance Since January 2020 | Track Record Compiled By: N/A | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.57% | -1.03% | 0.33% | 0.67% | – | – | – | – | – | – | – | – | 1.54% | -1.03% |
| 2023 | 1.71% | 0.00% | 0.04% | -0.38% | 0.53% | 0.38% | -2.90% | 0.13% | -0.76% | -0.25% | 1.21% | -0.12% | -0.41% | -3.75% |
| 2022 | 1.82% | -0.33% | 3.12% | 2.68% | 1.09% | -0.29% | -5.52% | 0.76% | 1.49% | -0.40% | 0.71% | 1.29% | 6.42% | -5.79% |
| 2021 | 0.96% | -1.04% | -0.54% | 0.44% | -2.87% | 2.26% | 1.40% | 1.09% | 2.37% | 0.40% | 2.37% | -0.16% | 6.68% | -3.98% |
| 2020 | -2.12% | 1.75% | -2.61% | -1.00% | 1.95% | 1.37% | -0.04% | -1.83% | -1.11% | -1.60% | -0.07% | -1.75% | -7.06% | -6.96% |
* ROR is non-compounded (sum of monthly returns).
Program Description: The trading strategy attempts to identify optimal trading opportunities. The approach is primarily guided by observation of spreads within a particular market. It is the assumption of TCC that, by studying and investing in the spreads between contract months, commodities, and various commodity classes, an investor can earn substantial profits with acceptable risks. TCC believes that the spread markets provide numerous trading opportunities as speculators, hedgers, and commercial interests move commodity positions from one contract month, commodity, or commodity class to another. TCC may refine or change its trading approach (including enhancements or changes to the trading system or deletion of commodity interests traded) at any time without prior notice.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -14.17% |
| From Aug 2009 to Nov 2009 | |
| Worst Month (Oct 2009) | -12.34% |
| Current Losing Streak | -1.22% |
| Average Monthly Return | 1.08% |
| Annualized Performance |
|
| Compound ROR (1) | 12.18% |
| Standard Deviation | 18.41% |
| Sharpe Ratio | 0.68 |
| Sterling Ratio | 0.34 |
| Calmar Ratio (3) | 0.82 |
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. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
