Bocken Trading LLC : Discretionary Trading Program

Year-to-Date: 0.69%
Feb Performance: -0.11%

Min Investment: $ 100k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 14.88%
Sharpe (RFR=1%): 0.19
CAROR: 2.76%

Assets: $ 1.6M
Worst DD: -32.46
S&P Correlation: -0.01

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Growth of 1,000 - VAMI

Monthly 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.

Period Returns

Program / Index	Feb	Qtr	YTD	1yr	3yr	5yr	10yr	Since 7/2011
Discretionary Trading Program	-0.11	1.45	-0.69	-2.83	-9.87	-24.34	-	26.61
S&P 500	-8.41	-5.95	-8.56	6.09	23.71	38.95	-	126.25
+/- S&P 500	8.30	7.39	7.87	-8.92	-33.59	-63.29	-	-99.64

Strategy Description

Summary

BOCKEN TRADING is a discretionary managed futures strategy that focuses on agricultural markets - mainly grains. It has a fundamental focus, using a proprietary methodology to identify potential trading opportunities.... Read More

Account & Fees

Type: Managed Account
Minimum Investment: $ 100k
Trading Level Incremental Increase: $ 100k
CTA Max Funding Factor: 1.00
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $0
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: Daily
Redemption Frequency: Daily
Investor Requirements: Any Investor
Lock-up Period: 0

Trading

Trading Frequency: 1810 RT/YR/$M
Avg. Margin-to-Equity: 2%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Agricultural Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 5.00%
1-3 Months: 50.00%
1-30 Days: 45.00%
Intraday: 0%

Decision-Making

Discretionary: 100.00%
Systematic: 0%

Strategy

Fundamental: 100.00%

Composition

Grains: 100.00%

Summary

Compare to:

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Index: Chart Type:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Compare to:

Index:

Monthly Annual

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth	Length (Mos.)	Recovery (Mos.)	Peak	Valley
-32.46	62	-	9/1/2014	11/1/2019
-17.16	10	5	8/1/2012	6/1/2013
-11.12	1	1	4/1/2012	5/1/2012
-5.58	2	2	4/1/2014	6/1/2014
-4.28	2	4	8/1/2011	10/1/2011
-2.22	1	2	11/1/2013	12/1/2013
-1.40	1	1	1/1/0001	7/1/2011

Consecutive Gains

Run-up	Length (Mos.)	Start	End
41.22	3	6/1/2012	8/1/2012
24.93	3	2/1/2012	4/1/2012
20.49	3	7/1/2013	9/1/2013
17.51	3	4/1/2016	6/1/2016
16.90	3	7/1/2014	9/1/2014
8.80	1	6/1/2015	6/1/2015
7.74	4	1/1/2014	4/1/2014
7.42	4	1/1/2018	4/1/2018
5.47	1	2/1/2013	2/1/2013
4.34	1	6/1/2017	6/1/2017
4.11	1	8/1/2011	8/1/2011
4.04	1	11/1/2013	11/1/2013
3.17	2	11/1/2014	12/1/2014
3.01	3	3/1/2019	5/1/2019
2.76	1	11/1/2011	11/1/2011
2.15	1	12/1/2019	12/1/2019
1.71	1	7/1/2018	7/1/2018
1.37	1	12/1/2012	12/1/2012
0.64	1	10/1/2018	10/1/2018
0.34	1	1/1/2016	1/1/2016

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-22.42	11	7/1/2016	5/1/2017
-14.46	3	9/1/2012	11/1/2012
-11.95	5	1/1/2015	5/1/2015
-11.12	1	5/1/2012	5/1/2012
-10.95	6	7/1/2015	12/1/2015
-8.42	4	3/1/2013	6/1/2013
-7.02	6	6/1/2019	11/1/2019
-6.27	6	7/1/2017	12/1/2017
-5.58	2	5/1/2014	6/1/2014
-5.32	2	5/1/2018	6/1/2018
-5.14	4	11/1/2018	2/1/2019
-4.28	2	9/1/2011	10/1/2011
-3.87	1	10/1/2014	10/1/2014
-3.80	2	2/1/2016	3/1/2016
-2.22	1	12/1/2013	12/1/2013
-1.95	2	8/1/2018	9/1/2018
-1.89	2	12/1/2011	1/1/2012
-1.48	1	10/1/2013	10/1/2013
-1.40	1	7/1/2011	7/1/2011
-1.09	1	1/1/2013	1/1/2013
-0.69	2	1/1/2020	2/1/2020

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	104.00	102.00	99.00	93.00	87.00	81.00	69.00	57.00	45.00
Percent Profitable	37.50	45.10	49.49	40.86	36.78	39.51	39.13	42.11	46.67
Average Period Return	0.32	0.97	1.95	3.86	4.24	5.45	5.82	3.59	3.48
Average Gain	4.33	6.77	9.32	18.89	25.31	30.03	38.58	31.87	26.85
Average Loss	-2.09	-3.80	-5.27	-6.52	-8.02	-10.60	-15.24	-16.97	-16.96
Best Period	18.60	41.22	49.98	51.32	45.39	58.40	84.37	75.59	77.35
Worst Period	-11.12	-14.46	-19.67	-19.05	-24.12	-22.83	-26.58	-27.66	-30.72
Standard Deviation	4.30	7.83	10.98	15.40	18.43	23.33	31.88	29.91	28.26
Gain Standard Deviation	3.92	7.99	11.01	13.05	13.06	18.20	27.88	25.98	23.94
Loss Standard Deviation	2.21	3.00	3.84	4.34	5.20	5.26	5.58	6.68	9.74
Sharpe Ratio (1%)	0.05	0.09	0.13	0.19	0.15	0.15	0.09	-0.02	-0.06
Average Gain / Average Loss	2.07	1.78	1.77	2.89	3.15	2.83	2.53	1.88	1.58
Profit / Loss Ratio	1.24	1.46	1.73	2.00	1.84	1.85	1.63	1.37	1.39
Downside Deviation (10%)	2.63	4.33	6.16	9.49	13.10	16.81	24.69	30.55	34.98
Downside Deviation (5%)	2.44	3.72	4.91	6.67	8.61	10.61	14.89	16.79	17.59
Downside Deviation (0%)	2.40	3.57	4.62	6.01	7.58	9.19	12.64	13.85	14.21
Sortino Ratio (10%)	-0.03	-0.06	-0.08	-0.12	-0.26	-0.29	-0.40	-0.59	-0.69
Sortino Ratio (5%)	0.10	0.19	0.30	0.43	0.32	0.32	0.19	-0.03	-0.09
Sortino Ratio (0%)	0.13	0.27	0.42	0.64	0.56	0.59	0.46	0.26	0.25

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Agricultural Trader Index	Month	6	2.15	12/2019
Agricultural Trader Index	Month	8	2.54	5/2019
Agricultural Trader Index	Month	7	0.35	3/2019
Agricultural Trader Index	Month	9	0.64	10/2018
Agricultural Trader Index	Month	8	1.71	7/2018
Discretionary Trader Index	Month	7	2.51	4/2018
Agricultural Trader Index	Month	2	2.51	4/2018
Agricultural Trader Index	Month	2	2.51	4/2018
Discretionary Trader Index	Month	8	2.51	4/2018
Agricultural Trader Index	Month	6	2.67	2/2018
Agricultural Trader Index	Month	8	1.63	1/2018
Agricultural Trader Index	Month	6	4.34	6/2017
IASG CTA Index	Month	7	4.34	6/2017
Discretionary Trader Index	Month	5	4.34	6/2017
Agricultural Trader Index	Month	4	6.56	6/2016
Discretionary Trader Index	Month	6	6.56	6/2016
Discretionary Trader Index	Month	6	3.01	5/2016
IASG CTA Index	Month	10	3.01	5/2016
Agricultural Trader Index	Month	4	3.01	5/2016
Agricultural Trader Index	Month	4	7.05	4/2016
Discretionary Trader Index	Month	5	7.05	4/2016
IASG CTA Index	Month	8	7.05	4/2016
Agricultural Trader Index	Month	2	8.80	6/2015
IASG CTA Index	Month	3	8.80	6/2015
Discretionary Trader Index	Month	4	8.80	6/2015
Agricultural Trader Index	Month	5	1.74	12/2014
IASG CTA Index	3 Year Rolling	7	83.39	2011 - 2014
Agricultural Trader Index	Month	5	1.41	11/2014
Agricultural Trader Index	Month	8	4.48	9/2014
Agricultural Trader Index	Month	5	6.83	8/2014
Discretionary Trader Index	Month	5	6.83	8/2014
Agricultural Trader Index	Month	8	4.78	7/2014
Discretionary Trader Index	Month	8	2.37	4/2014
Agricultural Trader Index	Month	4	2.37	4/2014
Agricultural Trader Index	Month	9	0.75	3/2014
Agricultural Trader Index	Month	5	3.46	2/2014
Agricultural Trader Index	Month	9	0.97	1/2014
Discretionary Trader Index	Month	10	4.04	11/2013
Agricultural Trader Index	Month	2	4.04	11/2013
Agricultural Trader Index	Month	6	2.28	9/2013
Agricultural Trader Index	Month	1	9.16	8/2013
Discretionary Trader Index	Month	3	9.16	8/2013
IASG CTA Index	Month	5	9.16	8/2013
IASG CTA Index	Month	4	7.92	7/2013
Discretionary Trader Index	Month	2	7.92	7/2013
Agricultural Trader Index	Month	2	7.92	7/2013
Agricultural Trader Index	Month	4	5.44	2/2013
Discretionary Trader Index	Month	8	5.44	2/2013
Agricultural Trader Index	Month	4	1.37	12/2012
Agricultural Trader Index	Month	8	4.55	8/2012
IASG CTA Index	Month	8	18.60	7/2012
Agricultural Trader Index	Month	4	18.60	7/2012
Discretionary Trader Index	Month	5	18.60	7/2012
Discretionary Trader Index	Month	5	13.89	6/2012
Agricultural Trader Index	Month	4	13.89	6/2012
IASG CTA Index	Month	8	13.89	6/2012
IASG CTA Index	Month	5	9.33	4/2012
Discretionary Trader Index	Month	4	9.33	4/2012
Agricultural Trader Index	Month	3	9.33	4/2012
Discretionary Trader Index	Month	3	8.56	3/2012
Agricultural Trader Index	Month	2	8.56	3/2012
IASG CTA Index	Month	10	8.56	3/2012
Discretionary Trader Index	Month	6	5.26	2/2012
Agricultural Trader Index	Month	1	5.26	2/2012
Agricultural Trader Index	Month	7	2.76	11/2011
Agricultural Trader Index	Month	9	-0.99	9/2011
Agricultural Trader Index	Month	6	4.11	8/2011

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

^#6

Top Performer

AGRICULTURAL TRADER INDEX

DECEMBER
2019

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Bocken Trading LLC : Discretionary Trading Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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