Bocken Trading LLC : Discretionary Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.58% Mar Performance -3.33% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.64% Sharpe (RFR=1%) 0.34 CAROR 4.99% Assets $ 1.6M Worst DD -32.46 S&P Correlation 0.04 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since7/2011 Discretionary Trading Program -3.33 -2.80 1.58 24.01 11.20 -0.51 - 60.75 S&P 500 4.24 9.21 9.21 58.70 55.31 97.12 - 230.60 +/- S&P 500 -7.57 -12.00 -7.63 -34.69 -44.10 -97.62 - -169.86 Strategy Description SummaryBOCKEN 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% SummaryBOCKEN 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. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 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 Show More Consecutive Gains Run-up Length (Mos.) Start End 41.22 3 6/1/2012 8/1/2012 31.58 7 8/1/2020 2/1/2021 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 2.38 2 3/1/2020 4/1/2020 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 Show More 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 -3.33 1 3/1/2021 3/1/2021 -2.51 3 5/1/2020 7/1/2020 -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 Show More Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 6 0.55 2/2021 IASG CTA Index Month 7 4.50 1/2021 Agricultural Trader Index Month 3 4.50 1/2021 Discretionary Trader Index Month 4 4.50 1/2021 Discretionary Trader Index Month 3 8.40 12/2020 Agricultural Trader Index Month 2 8.40 12/2020 Agricultural Trader Index Month 2 6.87 11/2020 Discretionary Trader Index Month 4 6.87 11/2020 Agricultural Trader Index Month 10 0.66 10/2020 Discretionary Trader Index Month 9 1.83 9/2020 Agricultural Trader Index Month 5 1.83 9/2020 Agricultural Trader Index Month 5 1.83 9/2020 Discretionary Trader Index Month 9 1.83 9/2020 Discretionary Trader Index Month 7 5.46 8/2020 Agricultural Trader Index Month 2 5.46 8/2020 Agricultural Trader Index Month 6 1.73 4/2020 Agricultural Trader Index Month 6 1.73 4/2020 Agricultural Trader Index Month 8 0.64 3/2020 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 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 Agricultural Trader Index Month 4 3.01 5/2016 IASG CTA Index Month 10 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 Discretionary Trader Index Month 4 8.80 6/2015 Agricultural Trader Index Month 2 8.80 6/2015 IASG CTA Index Month 3 8.80 6/2015 IASG CTA Index 3 Year 7 83.39 2011 - 2014 Agricultural Trader Index Month 5 1.74 12/2014 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 Agricultural Trader Index Month 4 2.37 4/2014 Discretionary Trader Index Month 8 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 IASG CTA Index Month 8 13.89 6/2012 Agricultural Trader Index Month 4 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 Agricultural Trader Index Month 1 5.26 2/2012 Discretionary Trader Index Month 6 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. x {{title}} x {{title}} Add Cancel