Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Nov-2025
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Davis Commodities, LLC - Agricultural Program
Trading Strategy: Fundamental / Agricultural
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.03% | -0.29% | 0.22% | 1.30% | -2.42% | 0.17% | 2.71% | -3.94% | -1.31% | -1.14% | 1.08% | – | -3.75% | -6.28% |
| 2024 | 5.39% | 5.95% | -2.53% | 0.19% | -5.54% | 1.51% | 4.87% | 0.92% | -2.27% | 4.60% | 0.33% | 0.79% | 14.39% | -7.75% |
| 2023 | 0.23% | -1.40% | -0.45% | 3.08% | 2.30% | -0.85% | -1.04% | -0.10% | -0.87% | -1.91% | -0.75% | 3.24% | 1.32% | -5.40% |
| 2022 | 4.93% | 4.05% | -0.88% | -1.90% | 0.19% | 0.59% | -0.67% | -3.42% | 2.34% | -0.51% | -0.69% | 1.72% | 5.57% | -5.99% |
| 2021 | -1.06% | 1.09% | -4.28% | 5.65% | 1.89% | -0.76% | -3.47% | 2.36% | 1.31% | -0.58% | -0.59% | -0.07% | 1.11% | -4.28% |
| 2020 | 3.83% | 0.31% | 0.80% | 4.55% | -0.30% | 1.91% | 2.13% | 4.25% | 3.61% | 3.40% | 4.89% | 4.46% | 39.38% | -0.30% |
Program Description: The primary focus of the trading program is agricultural commodity markets with particular emphasis on soybean, soybean products, and commodity futures and options, but does occasionally trade other markets. Mr. Davis develops trading strategies that may involve long or short futures positions as well as intra- and inter-market spread positions. Options are frequently used to manage risk exposure or general additional opportunities. Technical or chart analysis is generally used only to help determine entrance and exit points, as Mr. Davis believes that fundamentals ultimately determine price movement.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -29.72% |
| From Jun 2016 to May 2017 | |
| Worst Month (Jul 2016) | -10.97% |
| Current Losing Streak | -5.27% |
| Average Monthly Return | 0.64% |
| Annualized Performance |
|
| Compound ROR (1) | 7.1% |
| Standard Deviation | 13.27% |
| Sharpe Ratio | 0.55 |
| Sterling Ratio | 0.26 |
| Calmar Ratio (3) | 0.55 |
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.
