County Cork LLC : AG Long / Short Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance 0.77% Min Investment $ 500k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 8.52% Sharpe (RFR=1%) 0.08 CAROR 1.32% Assets $ 913k Worst DD -18.70 S&P Correlation 0.05 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since2/2013 AG Long / Short Program 0.77 - - - -7.96 -5.01 - 8.29 S&P 500 2.97 - - - 42.65 48.24 - 168.05 +/- S&P 500 -2.20 - - - -50.61 -53.25 - -159.76 Strategy Description SummaryThe COUNTY CORK AG L/S Program acts on the belief that the pricing of grain and livestock futures are typically tied to what happens in the cash market and that the price action in the derivative futures markets can sometimes be distorted by speculative trading. The program operates... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 500k CTA Max Funding Factor 1.00 Management Fee 1.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 400 RT/YR/$M Avg. Margin-to-Equity 4% Targeted Worst DD Worst Peak-to-Trough 12.11% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 33.00% 1-3 Months 34.00% 1-30 Days 33.00% Intraday 0% Decision-Making Discretionary 2.00% Systematic 98.00% Strategy Fundamental 75.00% Seasonal/cyclical 2.00% Technical 15.00% Trend-following 8.00% Composition Grains 84.00% Livestock 16.00% SummaryThe COUNTY CORK AG L/S Program acts on the belief that the pricing of grain and livestock futures are typically tied to what happens in the cash market and that the price action in the derivative futures markets can sometimes be distorted by speculative trading. The program operates under the theory that the price action of the cash market more accurately reflects the reality of supply and demand factors that ultimately determine derivative pricing. With this in mind, the AG L/S Program monitors and analyzes cash price movements and applies additional rule sets to evaluate this cash future relationship in order to generate trading signals. Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion. --- IMPORTANT DISCLOSURE --- THE PERFORMANCE SET FORTH ABOVE IS FOR A PROPRIETARY ACCOUNT MAINTAINED BY A PRINCIPAL OF COUNTY CORK TRADED PURSUANT TO THE AGRICULTURAL LONG AND SHORT MANAGED FUTURES PROGRAM, OR THE AG L/S PROGRAM. THE PERFORMANCE HAS BEEN PRO FORMA ADJUSTED FOR A 2% (ANNUALIZED) MONTHLY MANAGEMENT FEE AND A 20% QUARTERLY INCENTIVE FEE THAT WOULD HAVE BEEN CHARGED TO A CUSTOMER ACCOUNT PARTICIPATING IN THE AG L/S PROGRAM. THE PERFORMANCE IS NET OF ACTUAL BROKERAGE COMMISSIONS AND TRANSACTION FEES CHARGED TO THE ACCOUNT, WITH PROFITS REINVESTED. PLEASE NOTE THAT ACTUAL CUSTOMER ACCOUNTS HAVE BEEN TRADED PURSUANT TO THE PROGRAM. COUNTY CORK HAS CHOSEN TO USE PERFORMANCE OF A PROPRIETARY ACCOUNT IN THIS PRESENTATION AS IT HAS CONTINUOUSLY OPERATED SINCE INCEPTION. PERFORMANCE INFORMATION FOR CLIENT ACCOUNT PERFORMANCE IS AVAILABLE UPON REQUEST. 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 -18.70 28 - 8/1/2016 12/1/2018 -10.22 11 3 5/1/2013 4/1/2014 -3.73 3 4 2/1/2015 5/1/2015 -2.38 2 3 9/1/2014 11/1/2014 -2.28 3 4 10/1/2015 1/1/2016 -0.25 1 1 3/1/2013 4/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 19.83 5 5/1/2014 9/1/2014 15.83 5 4/1/2016 8/1/2016 6.34 1 6/1/2017 6/1/2017 4.83 5 6/1/2015 10/1/2015 3.73 1 5/1/2013 5/1/2013 3.13 1 8/1/2013 8/1/2013 2.78 1 11/1/2013 11/1/2013 2.76 1 11/1/2016 11/1/2016 2.19 1 12/1/2014 12/1/2014 1.96 1 1/1/2017 1/1/2017 1.85 1 2/1/2015 2/1/2015 1.65 1 2/1/2014 2/1/2014 1.19 1 2/1/2016 2/1/2016 1.12 2 2/1/2013 3/1/2013 0.87 2 1/1/2019 2/1/2019 0.69 1 9/1/2018 9/1/2018 0.46 1 4/1/2015 4/1/2015 0.37 1 9/1/2017 9/1/2017 0.34 1 4/1/2017 4/1/2017 0.31 1 5/1/2018 5/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.24 7 10/1/2017 4/1/2018 -6.90 2 3/1/2014 4/1/2014 -4.91 3 6/1/2018 8/1/2018 -4.78 2 2/1/2017 3/1/2017 -4.26 2 7/1/2017 8/1/2017 -4.08 2 9/1/2013 10/1/2013 -3.98 2 6/1/2013 7/1/2013 -3.93 3 10/1/2018 12/1/2018 -3.17 1 3/1/2015 3/1/2015 -3.16 2 9/1/2016 10/1/2016 -2.82 2 12/1/2013 1/1/2014 -2.46 1 5/1/2017 5/1/2017 -2.38 2 10/1/2014 11/1/2014 -2.28 3 11/1/2015 1/1/2016 -1.70 1 12/1/2016 12/1/2016 -1.03 1 5/1/2015 5/1/2015 -0.25 1 4/1/2013 4/1/2013 -0.07 1 1/1/2015 1/1/2015 -0.04 1 3/1/2016 3/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods73.0071.0068.0062.0056.0050.0038.0026.00 Percent Profitable46.5842.2544.1259.6873.2182.0078.9576.92 Average Period Return0.140.380.792.315.207.6913.7715.80 Average Gain2.064.256.458.9511.3012.6618.5021.45 Average Loss-1.54-2.45-3.68-7.51-11.46-14.94-3.94-3.03 Best Period8.0513.4019.7118.3522.7924.3233.9731.72 Worst Period-6.81-6.73-7.85-14.18-17.76-18.41-5.75-5.25 Standard Deviation2.464.376.669.4411.1711.9512.9312.22 Gain Standard Deviation1.933.875.935.394.845.6910.147.07 Loss Standard Deviation1.431.762.503.814.153.251.781.86 Sharpe Ratio (1%)0.020.030.040.140.330.480.830.96 Average Gain / Average Loss1.341.741.751.190.990.854.697.07 Profit / Loss Ratio1.171.271.381.762.703.8617.6023.56 Downside Deviation (10%)1.763.095.008.3710.1511.0510.1612.83 Downside Deviation (5%)1.572.443.635.907.027.313.293.50 Downside Deviation (0%)1.522.283.315.326.286.471.961.67 Sortino Ratio (10%)-0.15-0.27-0.34-0.32-0.24-0.23-0.20-0.45 Sortino Ratio (5%)0.040.050.080.220.530.783.273.35 Sortino Ratio (0%)0.090.170.240.430.831.197.029.46 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. x {{title}} x {{title}} Add Cancel