Bocken Trading LLC : Discretionary Trading Program

Year-to-Date
4.91%
Oct Performance
-2.30%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
15.15%
Sharpe (RFR=1%)
0.19
CAROR
2.82%
Assets
$ 2.6M
Worst DD
-31.77
S&P Correlation
-0.01

Growth of 1,000 - VAMI

Monthly Performance

Export Data
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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
7/2011
Discretionary Trading Program -2.30 -3.91 -4.91 -8.22 -17.06 -29.03 - 26.08
S&P 500 2.04 1.92 21.16 12.01 41.41 48.99 - 132.63
+/- S&P 500 -4.34 -5.83 -26.07 -20.22 -58.48 -78.01 - -106.55

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%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

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.

   

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

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
-31.77 61 - 9/1/2014 10/1/2019
-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
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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
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
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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
-6.27 6 7/1/2017 12/1/2017
-6.07 5 6/1/2019 10/1/2019
-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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods100.0098.0095.0089.0083.0077.0065.0053.0041.00
Percent Profitable38.0044.9051.5842.7038.5541.5641.5445.2851.22
Average Period Return0.321.042.214.244.876.136.885.316.57
Average Gain4.397.049.3218.8925.3130.0338.5831.8726.85
Average Loss-2.17-3.85-5.37-6.68-7.95-10.86-15.63-16.67-14.73
Best Period18.6041.2249.9851.3245.3958.4084.3775.5977.35
Worst Period-11.12-14.46-19.67-19.05-24.12-22.83-26.58-27.66-30.17
Standard Deviation4.377.9711.1315.6418.6423.7432.5530.3527.72
Gain Standard Deviation3.958.0811.0113.0513.0618.2027.8825.9823.94
Loss Standard Deviation2.233.033.964.445.375.395.707.099.06
Sharpe Ratio (1%)0.060.100.150.210.180.170.120.040.05
Average Gain / Average Loss2.031.831.742.833.182.762.471.911.82
Profit / Loss Ratio1.241.491.852.112.001.971.751.581.91
Downside Deviation (10%)2.674.396.139.4812.9016.7524.5229.6532.23
Downside Deviation (5%)2.493.774.916.708.5010.6514.9016.2015.20
Downside Deviation (0%)2.443.634.626.057.509.2512.7013.3711.99
Sortino Ratio (10%)-0.03-0.04-0.04-0.08-0.21-0.25-0.36-0.55-0.65
Sortino Ratio (5%)0.100.210.350.480.400.390.260.080.10
Sortino Ratio (0%)0.130.290.480.700.650.660.540.400.55

Top Performer Badges

Index Award Type Rank Performance Period
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.