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  • Ditsch Trading LLC
    Discretionary Trading Program
    Principal(s): Mark Ditsch & Brian Leith
    Strategy: Fundamental / Agricultural
  • For Additional Information Contact Sweet Futures
    Toll Free: 1-800-661-5618
    Direct: 1-312-216-5701
    Email: [email protected]
  • Start Date: Jan-2011
    Mar Return: -4.87%
    YTD Return: 6.80%
    Annual CROR: 6.74
  • Worst Drawdown: -49.34%
    Losing Streak: -5.46 %
    Sharpe Ratio: 0.32
    Calmar Ratio: N/A
  • Min Investment: $100,000
    Currency: US Dollar
    Notional Funding: Yes
    NFA Number: 0423189
  • Margin: 0
    Mgt Fee: 2.00%
    Incentive Fee: 20.00%
    Round Turns: 3,120
  • Trading Strategy: The primary focus of the trading program is on agricultural commodity markets with particular emphasis on soybean, soybean products, and corn futures and options, but does occasionally trade other markets. Mr. Ditsch gained a thorough understanding of markets through his time at Noble Agri and long before trading physical grain and oilseed markets in the US. He began his career with Consolidated Grain and Barge, a leading US grain and transportation company and then with Zen-noh Grain Corporation. At Zen-Noh, Mr. Ditsch eventually rose to the position of Trading Manager for all commodities.

    Accounting Notes: In September of 2013 Mark Ditsch closed his trading program due to his joining of Noble Group. Mr. Ditsch left Noble in November 2015 to reopen his trading program, Ditsch Trading, and began trading accounts for the program again in December 2015.
  • Trading Methodology
    100% Discretionary
  • Trading Style
    25% Trend Following
    25% Spread Trading
    25% Option Trading
    25% Opportunistic
  • Style Sub-Categories
    Fundamental
  • Holding Period
    50% Medium Term
    50% Short Term
  • Sector: US
    Contracts: Futures Options
  • Market Allocation
    100% Agriculturals
There are no Trading Results from October 2013 through November 2015. During this time Mark Ditsch was employed by Noble Group.

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
2024 4.60% 7.33% -4.87%   6.8% -4.87%
2023 -1.40% -0.47% -1.27% 1.47% -2.19% 0.42% -0.38% 2.20% -1.19% -3.94% -6.07% 4.19% -8.67% -12.35%
2022 6.06% 13.45% -0.53% -1.07% -2.74% -0.57% -1.20% 0.47% 2.03% 3.97% -1.46% -1.63% 16.88% -5.98%
2021 6.86% 4.72% 1.62% 11.29% -8.97% -2.58% -0.34% -1.27% 1.81% -0.92% -0.99% -1.52% 8.61% -14.18%
2020 -1.55% 0.46% 0.20% -0.40% 0.78% 0.75% -1.05% 8.98% 4.65% 2.86% 9.51% 17.12% 49.21% -1.55%
2019 -1.35% -1.68% 0.85% 1.29% 3.19% -3.72% -1.62% -3.33% -0.23% -1.40% -6.39% 3.28% -10.96% -15.68%


PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

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Track Record Prepared By: N/A


Footnotes:

(C) = Client Trading Results
(P) = Proprietary Trading Results
(P&C) = A Combination of Proprietary & Client Results.

Current Drawdown - The Current Losing Streak of the CTA, if any.

Worst Drawdown - The Worst Drawdown reflects the greatest loss from Inception. Worst Drawdown can be defined as the potential cost of higher return.

Annual Compound Rate of Return - The Annualized Compounded Rate of Return represents the average return of the CTA over the time frame of the report. It smoothes out returns by assuming constant growth.

Calmar Ratio - The Calmar Ratio - Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

Sharpe Ratio - The Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratios is calculated using a 1% risk-free rate of return.

Round Turns - Represents the annual number of Round Turns per $1 million.