Brock Capital Management : Millenium

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definitions page
|
Min. Investment |
$ 0k |
Inception |
Jan 1 |
Assets |
|
|
Mgmt Fee |
0% |
Sharpe (RFR=1%)
|
|
Worst DD |
N/A |
|
Perf Fee |
0% |
CAROR |
|
S&P Correlation |
|
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Strategy Description
Summary
-Description of Trading Program: Brock Capital Management LLC utilizes technical trading systems, consisting of both trend following and reversal systems for several agricultural commodity markets. Specifically, the grain/oilseed and livestock technical trading systems utilize a fundamental filter that will limit exposure to certain markets in the event of extreme price variance from forecasted fundamental average levels. Fundamental analysis consists of using supply and demand analysis to predict average prices for commodities over a specific period of time. By utilizing our experience and knowledge of fundamentals, Brock Capital Management LLC is able to combine the benefits of both systematic trading with a fundamental overlay.
