Open Most Recent Performance File
Managed Futures Trading Program Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.23% | -1.40% | -0.45% | 3.08% | 2.30% | -0.85% | -1.04% | -0.10% | 1.69% | ||||
| 2022 | 4.93% | 4.05% | -0.88% | -1.90% | 0.19% | 0.59% | -0.67% | -3.42% | 2.34% | -0.51% | -0.69% | 1.72% | 5.57% |
| 2021 | -1.06% | 1.09% | -4.28% | 5.65% | 1.89% | -0.76% | -3.47% | 2.36% | 1.31% | -0.58% | -0.59% | -0.07% | 1.11% |
| 2020 | 3.83% | 0.31% | 0.80% | 4.55% | -0.30% | 1.91% | 2.13% | 4.25% | 3.61% | 3.40% | 4.89% | 4.46% | 39.38% |
| 2019 | -2.02% | -2.11% | -2.98% | 2.10% | 5.99% | -3.54% | -1.32% | -2.09% | 3.15% | 3.41% | -1.96% | 1.57% | -0.31% |
| 2018 | -2.31% | 3.80% | 5.81% | 1.13% | -1.06% | -5.42% | 0.99% | 1.89% | -1.86% | -1.58% | -2.09% | -0.81% | -1.99% |
| 2017 | 2.35% | -1.38% | -1.40% | -3.22% | -2.52% | 9.37% | 6.20% | 6.42% | -1.69% | -1.99% | -1.67% | 0.58% | 10.60% |
| 2016 | -2.28% | 3.78% | -1.88% | -6.33% | 4.94% | 6.60% | -10.97% | -5.60% | -2.05% | -5.23% | -4.27% | 0.22% | -21.96% |
| 2015 | 3.84% | -4.05% | 4.02% | 2.09% | 3.42% | -5.40% | 3.29% | 2.48% | 1.46% | 0.91% | 0.58% | 3.08% | 16.31% |
| 2014 | 2.27% | -2.62% | -4.31% | -0.86% | -3.57% | 4.20% | 6.70% | 4.65% | 7.90% | -6.94% | -1.39% | 0.78% | 5.78% |
| 2013 | 0.19% | 3.96% | 2.16% | 2.45% | -2.30% | 0.71% | 3.36% | -1.46% | 4.90% | 1.67% | 1.16% | 1.65% | 19.81% |
| 2012 | -1.33% | 2.67% | 2.60% | 4.79% | -5.43% | 7.52% | 23.41% | 7.48% | -8.81% | -4.24% | -0.76% | -1.13% | 25.86% |
the transition, and all clients have remained in the same composite performance calculations. Please note the performance shown above has been pro
forma adjusted for the program’s traditional 2% management and 20% incentive fee structure.
| Client AUM: | $60,110,097 |
| Proprietary AUM: | $3,603,227 |
Program Description
| Primary Market: | Agriculture | Minimum Investment: | $200,000 | Start Date: | January 2012 |
| Incentive Fee: | 20% | Management Fee: | 2% | Total Return: | 136.72% |
| Avg. RT/YR/$1M: | 2,745 | Avg. M/E Ratio: | 4.16% | Notional Funding: | Yes |
Open Most Recent Macro Performance File
Macro Trading Program Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.56% | -1.56% | 1.20% | -3.22% | -2.74% | -2.39% | -1.75% | -0.60% | -11.22% | ||||
| 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% |
| 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% |
| 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% |
| 2019 | 3.17% | 1.34% | -2.35% | -0.91% | 0.05% | -1.14% | -1.37% | 0.88% | -2.86% | 0.47% | 0.05% | 2.05% | -0.79% |
| Client AUM: | $2,072,218 |
| Proprietary AUM: | $534,985 |
Macro Program Description
| Primary Market: | Equities | Minimum Investment: | $100,000 | Start Date: | January 2019 |
| Incentive Fee: | 20% | Management Fee: | 2% | Total Return: | 21.63% |
| Avg. RT/YR/$1M: | 722 | Avg. M/E Ratio: | 3.03% | Notional Funding: | Yes |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING COMMODITY FUTURES AND OPTIONS IS SPECULATIVE, INVOLVES RISK OF LOSS, AND IS NOT SUITABLE FOR ALL INVESTORS.