Autumn Gold Retail Report
Report Start Date: Jan-2020 - Report End Date: Nov-2025
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Davis Commodities, LLC - Macro Trading Program
Trading Strategy: Fundamental / Macro / Currencies, Energies, Financials & Metals
| 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 | -0.76% | 0.07% | 4.44% | 0.64% | -0.58% | 0.28% | -2.57% | 2.37% | 5.62% | 2.58% | -0.50% | – | 11.90% | -2.86% |
| 2024 | -1.22% | -3.87% | -4.10% | 0.52% | -1.58% | -2.87% | 0.72% | 0.88% | 1.04% | 3.06% | -3.55% | 0.22% | -10.51% | -12.49% |
| 2023 | -0.66% | -1.53% | 1.23% | -3.40% | -2.78% | -2.42% | -1.79% | -0.66% | 0.40% | 1.30% | -1.72% | 1.40% | -10.27% | -11.50% |
| 2022 | 3.49% | 3.88% | 0.79% | 2.00% | -0.17% | 3.31% | 1.25% | 0.90% | -1.46% | -0.13% | 0.25% | 0.50% | 15.46% | -1.59% |
| 2021 | 1.64% | 3.76% | 0.26% | -1.09% | 1.55% | 0.52% | 2.33% | -0.70% | 4.92% | 2.27% | -2.22% | 0.96% | 14.91% | -2.22% |
| 2020 | -2.50% | -2.27% | -1.56% | -0.44% | -0.09% | 0.65% | 8.37% | 2.60% | -6.43% | -0.17% | 4.16% | 2.45% | 4.08% | -6.70% |
Program Description: The focus of the trading program is a broad scope including: interest rates, currencies, metals, and energy, but does occasionally trade other mar- kets. Mr. Davis develops trading strategies that may include long or short futures positions as well as intra and inter-market spread positions. Options are frequently used to manage risk exposure or generate 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) | -22.14% |
| From Aug 2022 to Jun 2024 | |
| Worst Month (Sep 2020) | -6.43% |
| Current Losing Streak | -10.9% |
| Average Monthly Return | 0.28% |
| Annualized Performance |
|
| Compound ROR (1) | 3.05% |
| Standard Deviation | 8.33% |
| Sharpe Ratio | 0.35 |
| Sterling Ratio | -0.18 |
| 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.
