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Ascent Capital Management CTA Report
Report Start Date: Jan-2019 - Report End Date: Oct-2024
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Accepting New Investors: Yes Fundamental / Ag & Livestock
Performance Since January 2019
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | -0.66% | 0.26% | 0.95% | 2.54% | 0.16% | 2.20% | -0.03% | -1.07% | 5.06% | 8.37% | 0.81% | 0.28% |
| 2020 | -0.15% | -0.25% | -3.65% | -0.07% | 10.27% | 13.23% | -0.14% | -7.91% | -0.27% | 2.42% | -1.09% | -0.02% |
| 2021 | -0.12% | -0.33% | 0.03% | -0.78% | -8.04% | -5.31% | -0.09% | 0.66% | 3.48% | 1.12% | -0.66% | 10.13% |
| 2022 | -0.52% | 1.81% | 4.53% | 0.37% | 2.64% | -5.06% | -16.33% | -2.69% | 4.11% | -3.67% | 1.77% | -1.12% |
| 2023 | -6.38% | -0.62% | -1.19% | -3.33% | -1.01% | 0.00% | -0.56% | 4.18% | -3.07% | -0.27% | -0.02% | -0.09% |
| 2024 | 0.77% | -1.48% | -5.96% | 2.58% | 13.16% | -3.85% | 6.26% | 13.73% | 4.79% | -9.86% | ||
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024 YTD | |
|---|---|---|---|---|---|---|
| ROR | 20.14% | 11.21% | -0.95% | -14.92% | -12.00% | 18.95% |
| Max DD | -1.10% | -8.29% | -14.04% | -22.70% | -12.52% | -9.86% |
The Notes Below Are An Integral Part of this Report | Track Record Compiled By: Compliance Supervisors, Inc.
Program Description: The Advisor focuses on fundamental analysis of supply and demand to predict future Class III milk prices. In addition to USDA and NASS weekly and monthly reports, the Advisor has developed a network of individual dairy farmers across the country, commercial cheese operations and pit traders that help him come up with his bias on the market. The Advisor focuses on factors that affect the supply and demand of a particular commodity which are examined in order to predict future prices. For example, some of the fundamental factors affecting the supply of Class III milk include, milk production statistics, dairy cow slaughter numbers, cost of feed and weather. Fundamental factors affecting demand include commercial disappearance of dairy end-products, dairy exports, historic and seasonal patterns, and general U.S. and world economic conditions. In addition to USDA and NASS weekly and monthly reports, the Advisor has developed a network of individual dairy farmers across the country, commercial cheese operations and pit traders that help him come up with his bias on the market. Trade volume is expected to be quite low, since this is a trend-following approach. Positions are typically held several days, and even weeks to months are not uncommon. However, there may be times when trade volume increases for short periods, such as when positions are exited or reversed due to a sudden change in the trend.
Investment Information
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Trading Strategy |
Market Segment |
| 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. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION TO INVEST SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN. |
311 S. Wacker Drive - Suite 600 * Chicago, IL 60606
Office: 312-283-3350 Email: [email protected] | Web Address: http://www.ascentcm.com