Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Sep-2025
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County Cork LLC - County Cork Diversified Commodity Long Short (P)
Trading Strategy: Futures Strategies / Long Short
Investment Restrictions: 4.7 Exempt - QEPs Only
| Performance Since January 2020 | Track Record Compiled By: Michael Liccar | Please See Accounting Notes | A Portion of this Performance is Based on Proprietary Trading |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.42% | -1.36% | 3.82% | 5.04% | -2.69% | -1.70% | -5.10% | -2.73% | 1.76% | – | – | – | -1.01% | -11.70% |
| 2024 | -0.49% | -0.47% | -2.39% | -1.12% | 2.72% | -0.84% | -2.90% | -2.39% | 3.57% | 3.13% | -3.72% | 1.50% | -3.67% | -7.72% |
| 2023 | 0.33% | 2.77% | 2.48% | 1.45% | -0.80% | -2.33% | 3.72% | 0.44% | -2.54% | 1.80% | -0.02% | -3.88% | 3.16% | -4.65% |
| 2022 | -1.51% | 3.69% | 0.39% | 2.26% | -0.28% | -0.99% | -2.25% | -2.12% | -0.38% | -1.53% | -3.01% | 0.58% | -5.23% | -10.12% |
| 2021 | -2.51% | 3.85% | 0.60% | 2.09% | -2.46% | -0.13% | -2.15% | -0.12% | 3.42% | -1.87% | 3.06% | -0.99% | 2.51% | -4.80% |
| 2020 | 8.31% | 0.67% | 5.53% | -1.36% | 0.02% | -4.03% | 5.87% | -0.32% | 1.56% | 0.82% | 0.86% | 3.32% | 22.66% | -5.32% |
Program Description: 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 Statistics |
|
| Peak-to-Valley Drawdown (2) | -13.94% |
| From Apr 2022 to Aug 2024 | |
| Worst Month (Jul 2025) | -5.10% |
| Current Losing Streak | -11.07% |
| Average Monthly Return | 0.19% |
| Annualized Performance |
|
| Compound ROR (1) | 1.94% |
| Standard Deviation | 8.91% |
| Sharpe Ratio | 0.21 |
| Sterling Ratio | -0.1 |
| Calmar Ratio (3) | -0.16 |
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.
