Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Oct-2025
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Demeter Capital Management - Livestock & Grain Trading Program
Trading Strategy: Discretionary / Agricultural
| Performance Since January 2020 | Track Record Compiled By: Kelly Hollingsworth | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR* | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -1.27% | -1.45% | -0.96% | -0.31% | -0.47% | -0.66% | -0.99% | -0.09% | 0.43% | -1.63% | – | – | -7.40% | -7.18% |
| 2024 | 0.32% | -0.12% | -0.54% | 2.09% | -0.65% | -0.30% | -0.32% | -0.04% | 0.00% | 0.00% | -0.15% | 0.55% | 0.84% | -1.45% |
| 2023 | -1.43% | -0.46% | -0.92% | -0.24% | -0.84% | 0.10% | -0.16% | -0.26% | -0.85% | 0.01% | -0.08% | -0.38% | -5.51% | -5.38% |
| 2022 | 3.94% | 7.45% | -5.49% | -0.54% | -3.13% | -4.73% | 1.08% | -0.14% | -0.88% | 0.57% | -1.45% | -0.89% | -4.21% | -14.74% |
| 2021 | 5.30% | -8.35% | 1.53% | 1.62% | -0.92% | 0.99% | -2.47% | -2.70% | -1.23% | -1.32% | 0.53% | 0.23% | -6.79% | -12.49% |
| 2020 | -0.20% | 0.41% | 10.57% | 7.20% | 1.38% | 3.44% | -1.43% | -0.42% | -0.91% | 3.02% | -0.06% | 4.42% | 27.42% | -2.74% |
* ROR is non-compounded (sum of monthly returns).
Program Description: The Program attempts to generate profits through the Advisor's discretionary selection of futures and options trades in agricultural markets. Trades are selected on the basis of fundamental analysis, which is concerned with any factor that would affect the supply and demand, and therefore the price, of a given instrument. The Advisor's market analysis tends to focus on seasonal trends and year-to-year comparisons. The Advisor absorbs and interprets a wide range of research on a daily basis, employing its principals' combined 40+ years of experience in agricultural futures markets. However, there is no assurance the Program will meet its objectives or that clients will avoid substantial losses.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -25.66% |
| From Jan 2021 to Oct 2025 | |
| Worst Month (Nov 2010) | -20.92% |
| Current Losing Streak | -25.66% |
| Average Monthly Return | 0.47% |
| Annualized Performance |
|
| Compound ROR (1) | 4.69% |
| Standard Deviation | 14.95% |
| Sharpe Ratio | 0.35 |
| Sterling Ratio | -0.31 |
| Calmar Ratio (3) | -0.35 |
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.
