Global AG LLC : Global AG LLC
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Year-to-Date
N / A
Dec -0.90%
|
Min. Investment |
$ 1,000k |
Inception |
Dec 2008 |
Assets |
$ 153.4M |
|
Mgmt Fee |
2.00% |
Sharpe (RFR=1%)
|
1.08 |
Worst DD |
-17.57 |
|
Perf Fee |
20.00% |
CAROR |
32.73% |
S&P Correlation |
-0.05 |
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2011 | 6.04 | -1.57 | -1.91 | -1.92 | 0.77 | -7.05 | -7.07 | 6.29 | -1.71 | -2.38 | 11.89 | -0.90 | -1.16 | -17.57 |
| 2010 | 17.74 | -4.70 | 0.34 | -3.57 | 3.25 | 4.58 | 2.98 | 13.07 | 8.91 | 26.39 | -13.03 | 14.00 | 86.29 | -13.03 |
| 2009 | 2.35 | 0.77 | -0.16 | 2.36 | 12.02 | 19.86 | -9.72 | 5.23 | -7.21 | -1.93 | -2.29 | 6.06 | 26.79 | -15.53 |
| 2008 | | | | | | | | | | | | 2.56 | 2.56 | N/A |
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
The advisor trades primarily in the agricultural markets utilizing futures and options. As of 7/31/11 Mr. Skudder was trading a total of $200,770,332 with $163,890,330 in the 2/20 program, another $23,084,510 in commission based accounts, and $13,795,492 in proprietary accounts. All accounts are trading in the same fashion.
Investment Strategy
David Skudder employs a fundamental approach to trading. As price discovery takes place Mr. Skudder will monitor a host a market inputs including energy and currency values, domestic and international freight values, underlying cash values associated with the futures markets, as well as political events in both importing and exporting countries that have a substantial effect on global trade flow.
Risk Management
David Skudder closely monitors margin/equity ratios and does his best to maintain levels below 20%. Occasionally this number will be higher but it will be for good reason.
