Brent Trading Pty Ltd : Brent Grain Seasonal Spread

Year-to-Date
6.66%
Aug Performance
0.99%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
5.23%
Sharpe (RFR=1%)
4.81
CAROR
-
Assets
$ 1.5M
Worst DD
N/A
S&P Correlation
-0.64

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
6/2021
Brent Grain Seasonal Spread 0.99 6.66 6.66 - - - - 6.66
S&P 500 3.04 7.72 24.49 - - - - 5.38
+/- S&P 500 -2.05 -1.06 -17.83 - - - - 1.28

Strategy Description

Summary

This is a non directional program that intends to only trade grain spreads. Only exchange traded commodities are in the strategy. Markets are limited to CBOT and CME. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $6.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 15-30 Days
Redemption Frequency 7-14 Days
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 3850 RT/YR/$M
Avg. Margin-to-Equity 18%
Targeted Worst DD -10.00%
Worst Peak-to-Trough 0%
Sector Focus Agricultural Traders

Holding Periods

Over 12 Months 10.00%
4-12 Months 60.00%
1-3 Months 20.00%
1-30 Days 10.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Seasonal/cyclical
50.00%
Spreading/hedging
50.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

This is a non directional program that intends to only trade grain spreads. Only exchange traded commodities are in the strategy. Markets are limited to CBOT and CME.

Investment Strategy

The BRENT GRAIN SEASONAL SPREAD strategy aims to create profits through the seasonal based discretionary investment of futures spreads in agricultural markets. Spreads are selected according to supply and demand trends that are correlated to historical behavior. The managers bring a combined experience of more than 60 years in the commodity spread market. The investment manager invests in grain commodities on the CBOT and the CME. Although spreads are the main part of the business, the investment manager may at times hold open futures. Strategies may last up to six months or more and typically will trade a year in advance. The investment manager does not intend or strive to read open future market direction. The investment manager does not trade options or sell for premium short options, but may trade them in an abnormal event to sustain stability.

Risk Management

Quantitative risk is determined per strategy trade entry. Potential loss is calculated per strategy initiation. Additional entries are not done if market has left the entry level. When appropriate stop losses are used. New funds are only deployed with new market strategy entries.

   

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
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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

Consecutive Gains

Run-up Length (Mos.) Start End
6.66 3 6/1/2021 8/1/2021
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Consecutive Losses

Run-up Length (Mos.) Start End
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Top Performer Badges

Index Award Type Rank Performance Period

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