Hawkeye Spread
Fundamental / Spreads / Ags & Livestock
The Hawkeye Spread Program of Four Seasons Commodities Corporation (Hawkeye) employs a discretionary, fundamental-analysis based trading program which trades exclusively in agricultural commodities. The program trades corn, wheat, soybeans, soybean products, livestock and options on each of those commodities futures contracts as listed on domestic futures exchanges. The Hawkeye Spread Program trades primarily in futures spreads or in futures and options spreads. The program seeks to capture profits based on the Advisor's assessment of the relative value of two related agricultural futures or options contracts. The trading method is proprietary, and uses supply and demand analysis and seasonal trend analysis, among other strategies. The Advisor looks at fundamental factors that affect the supply and demand of a particular commodity in order to predict future prices. In addition, the Advisor reviews historical and seasonal patterns which may indicate the direction the market may move in the future.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -12.47% |
| From Aug 2011 to May 2012 | |
| Worst Month (Sep 2011) | -8.61% |
| Current Losing Streak | -1.27% |
| Average Monthly Return | 0.42% |
| Monthly Std. Deviation | 1.84% |
| Gain Deviation (149 months) | 1.54% |
| Loss Deviation (99 months) | 1.44% |
| Gain to Loss Ratio | 1.44 |
| Omega Ratio (5% Threshold) | 1.01 |
| Annualized Performance |
|
| Compound ROR (1) | 4.95% |
| Standard Deviation | 6.39% |
| Downside Deviation | 3.7% |
| Sharpe Ratio (3) 2% RF ROR | 0.73 |
| Sortino Ratio (4) 5% MAR | 1.29 |
| Calmar Ratio (5) | -0.11 |
| Sterling Ratio (6) | -0.03 |
| Gain Deviation | 5.33% |
| Loss Deviation | 4.98% |
| Profit Loss Ratio | 2.17 |
| Investment Information |
|
| Program Start Date | Mar-2005 |
| Percent Discretionary | 100% |
| Currency Denomination - US Dollar | |
| Minimum Investment | $500,000 |
| Management Fee | 1-2% |
| Incentive Fee | 15.00 |
| Margin | 5% |
| Round Turns per Million | 1,300 |
| NFA No: | #1366156 |
| Performance Since March 2005 | Track Record Compiled By: NAV Consulting |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.01% | -0.04% | 0.16% | 0.00% | 0.32% | 0.06% | 0.13% | -0.09% | -0.03% | 0.34% | – | – | 0.86% | -0.12% |
| 2024 | -0.06% | 0.05% | 0.11% | 0.03% | -0.22% | -0.47% | -0.35% | 0.08% | 0.38% | -0.01% | 0.37% | 0.04% | -0.04% | -1.04% |
| 2023 | -0.10% | -0.02% | -0.03% | -0.67% | -0.53% | 0.10% | -0.26% | -0.25% | -0.11% | 0.06% | -0.12% | -0.16% | -2.07% | -2.07% |
| 2022 | 0.40% | 0.67% | 0.51% | 0.11% | 0.16% | -0.09% | 0.25% | 0.02% | 0.23% | 0.17% | 0.25% | 0.09% | 2.79% | -0.09% |
| 2021 | 0.48% | 0.54% | 0.25% | 1.06% | -0.05% | -1.14% | -0.29% | -0.37% | 0.06% | 0.45% | 0.47% | 0.41% | 1.87% | -1.84% |
| 2020 | -0.57% | -0.54% | -0.53% | 0.23% | 0.26% | 0.49% | -0.73% | 1.47% | 0.26% | 0.35% | 1.44% | 2.45% | 4.63% | -1.63% |
| 2019 | -0.02% | -0.07% | -1.29% | 0.25% | 0.76% | -0.12% | -0.81% | -0.28% | 0.33% | -0.16% | 0.16% | 0.56% | -0.72% | -1.59% |
| 2018 | -0.08% | 0.10% | 0.25% | -0.38% | -0.11% | -1.17% | 0.66% | -1.03% | -0.54% | -0.29% | 0.15% | -0.02% | -2.44% | -2.84% |
| 2017 | 0.23% | 0.29% | 1.77% | -0.26% | 0.99% | -0.28% | -0.01% | -0.39% | 0.00% | -0.10% | -0.34% | 0.07% | 1.98% | -1.12% |
| 2016 | 0.36% | -0.23% | 0.34% | 0.23% | -0.19% | 2.71% | -0.93% | -0.61% | -0.43% | 0.77% | -0.34% | -0.44% | 1.20% | -1.98% |
| 2015 | 0.94% | -0.77% | 1.51% | 0.23% | 0.66% | -0.51% | -1.43% | -0.06% | 0.65% | 0.20% | -0.38% | 0.06% | 1.06% | -1.99% |
| 2014 | -0.21% | 0.97% | -0.43% | 0.64% | 0.64% | 0.77% | 1.02% | 1.45% | 0.74% | -0.85% | -0.21% | 0.32% | 4.95% | -1.06% |
| 2013 | 3.04% | 1.50% | -0.94% | 2.31% | -0.09% | 1.09% | 1.39% | 0.26% | 0.59% | 0.53% | -0.05% | 0.37% | 10.38% | -0.94% |
| 2012 | 0.70% | -0.66% | 1.20% | -2.27% | -4.22% | 6.12% | 8.52% | 4.83% | -3.20% | -0.72% | -1.56% | -0.77% | 7.40% | -6.39% |
| 2011 | 2.57% | 2.02% | 2.08% | 2.63% | 2.23% | -2.32% | 1.28% | 3.14% | -8.61% | 3.08% | -2.96% | 1.03% | 5.63% | -8.61% |
| 2010 | 1.71% | 0.02% | 1.40% | -0.81% | 1.97% | -0.31% | 0.88% | -0.12% | 4.23% | 1.31% | -0.86% | 5.08% | 15.28% | -0.86% |
| 2009 | 0.98% | 0.83% | 0.34% | -0.33% | 1.94% | 0.17% | -0.24% | 0.76% | 0.36% | -1.70% | -0.40% | 0.76% | 3.48% | -2.09% |
| 2008 | 0.99% | 1.15% | -1.83% | 3.99% | 3.96% | 1.83% | -3.28% | -0.46% | -5.08% | 0.23% | 0.26% | -0.44% | 0.94% | -8.61% |
| 2007 | 5.71% | 3.04% | -0.05% | -4.22% | 3.71% | 1.51% | -2.95% | -0.01% | 3.17% | 0.45% | 1.89% | 1.48% | 14.15% | -4.27% |
| 2006 | 3.79% | 3.32% | 3.72% | 4.25% | 5.51% | 3.08% | 0.24% | -6.02% | -0.17% | -2.65% | 5.29% | 3.49% | 25.80% | -8.67% |
| 2005 | – | – | -5.05% | 4.72% | 0.71% | 0.55% | 0.57% | 4.47% | 1.15% | 0.72% | 0.33% | 1.09% | 9.31% | -5.05% |
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.
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