County Cork Diversified Commodity Long Short (P)
Futures Strategies / Long Short
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% |
| Monthly Std. Deviation | 2.57% |
| Gain Deviation (40 months) | 1.81% |
| Loss Deviation (44 months) | 1.16% |
| Gain to Loss Ratio | 1.33 |
| Omega Ratio (5% Threshold) | 0.81 |
| Annualized Performance |
|
| Compound ROR (1) | 1.94% |
| Standard Deviation | 8.91% |
| Downside Deviation | 5.34% |
| Sharpe Ratio (3) 2% RF ROR | 0.21 |
| Sortino Ratio (4) 5% MAR | 0.35 |
| Calmar Ratio (5) | -0.16 |
| Sterling Ratio (6) | -0.1 |
| Gain Deviation | 6.26% |
| Loss Deviation | 4.03% |
| Profit Loss Ratio | 1.21 |
| Investment Information |
|
| Program Start Date | Oct-2018 |
| Percent Systematic | 100% |
| Currency Denomination - US Dollar | |
| Minimum Investment | $2,000,000 |
| Management Fee | 1.00% |
| Incentive Fee | 0.00 |
| Margin | 2-9% / Avg 4.24% |
| Round Turns per Million | 664 |
| NFA No: | #0318270 |
| 4.7 Exempt - QEPs Only | |
| Performance Since October 2018 | 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% | 3.17% | -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% | 22.67% | -5.32% |
| 2019 | 0.36% | -2.09% | -0.63% | -2.59% | 1.52% | 0.60% | -2.37% | -1.25% | -0.87% | -2.17% | -1.29% | 1.04% | -9.41% | -10.67% |
| 2018 | – | – | – | – | – | – | – | – | – | 3.47% | 3.60% | 0.50% | 7.73% | 0.00% |
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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