County Cork LLC : RLA I Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.77% Mar Performance -0.16% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 13.38% Sharpe (RFR=1%) 0.38 CAROR 5.32% Assets $ 4.0M Worst DD -17.12 S&P Correlation 0.07 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 Since1/2009 RLA I -0.16 0.77 0.77 -2.35 -2.15 -12.85 51.33 88.65 S&P 500 4.24 9.21 9.21 58.70 55.31 97.12 206.17 391.53 +/- S&P 500 -4.40 -8.43 -8.43 -61.05 -57.46 -109.96 -154.84 -302.88 Strategy Description SummaryRLA I Program is managed by Ronald L. Anderson. Anderson previously managed the Crush, Fundamental, and Ag Spread programs at Kottke Associates. The trading methodology is based on fundamental analysis. That is, Anderson examines external factors that affect supply and demand, such... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 500k CTA Max Funding Factor 3.50 Management Fee 2.00% Performance Fee 20.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2475 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD Worst Peak-to-Trough 38.27% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 32.00% 1-30 Days 63.00% Intraday 5.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 40.00% Momentum 10.00% Seasonal/cyclical 10.00% Technical 30.00% Trend-following 10.00% Composition Grains 100.00% SummaryRLA I Program is managed by Ronald L. Anderson. Anderson previously managed the Crush, Fundamental, and Ag Spread programs at Kottke Associates. The trading methodology is based on fundamental analysis. That is, Anderson examines external factors that affect supply and demand, such as weather, governmental policies, and import-export activity.Investment StrategyAnderson will try to identify fundamental factors that will correlate to and be highly predictive of the market movement of the cash markets underlying the futures and options traded. The Anderson Trading Program I and II will trade futures and options on futures contacts primarily on soybeans and soybean products, i.e., soybean meal and soybean oil, traded on the Chicago Board of Trade (CBOT). Most of the transactions will be spread transactions designed to take advantage of perceived price disparities between the futures markets and the underlying cash markets for soybeans and soybean products. Initiation of spread positions will be discretionary and, as noted, will be predicated predominantly upon the fundamental analysis of changes in supply and demand data in the relevant underlying cash markets. (Anderson will also trade spread transactions on other agricultural products traded on the CBOT and other exchanges.) Anderson expects that the majority of spread transactions entered into will be "crush" and "reverse crush" spreads, which anticipate changes in the dollar value of the difference between the cost of soybeans and the combined sales values of the products of soybeans - soybean meal and soybean oil - that are not reflected in the current futures prices for these products. In lieu of futures contracts, and only if sufficient liquidity develops, Anderson may purchase options on futures contracts in the crush spread, which began trading on the CBOT in February 2006. In addition to crush and reverse crush spread transactions, Anderson may also enter into spread transactions in the individual contracts underlying these spreads, as well as intercommodity spreads comprising just two of the three soybean-related contracts. Anderson may also enter into spread and intercommodity spread transactions on other agricultural products. --- IMPORTANT DISCLOSURE --- THE PERFORMANCE SET FORTH ABOVE IS FOR A PROPRIETARY ACCOUNT MAINTAINED BY A PRINCIPAL OF COUNTY CORK TRADED PURSUANT TO THE RLA I 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 RLA I 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.Risk ManagementGiven current volatility in prices for all agricultural commodities, Anderson may choose to enter into option positions to offset the risk of some positions. Anderson may also enter into directional trades through the use of options and option spreads, i.e. call spreads and put spreads. Occasionally, and not as a primarily vehicle for trade, Anderson may enter into directional trades via buying and selling futures outright or in combination with options positions. Option trading and directional trades will not be primary members of the portfolio but will be traded on an opportunistic basis. Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion. 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 -17.12 19 - 10/1/2014 5/1/2016 -15.04 5 19 6/1/2010 11/1/2010 -7.74 2 3 8/1/2009 10/1/2009 -6.37 7 3 10/1/2013 5/1/2014 -3.41 2 5 3/1/2013 5/1/2013 -1.49 1 2 11/1/2012 12/1/2012 -1.22 1 3 7/1/2012 8/1/2012 -0.68 2 1 1/1/2010 3/1/2010 -0.38 1 1 8/1/2014 9/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 27.86 8 1/1/2009 8/1/2009 22.52 1 10/1/2014 10/1/2014 20.11 2 6/1/2012 7/1/2012 19.21 4 11/1/2015 2/1/2016 14.03 3 6/1/2014 8/1/2014 12.22 2 8/1/2016 9/1/2016 10.83 3 4/1/2010 6/1/2010 9.72 1 6/1/2016 6/1/2016 8.85 3 11/1/2009 1/1/2010 6.78 3 6/1/2011 8/1/2011 6.62 3 1/1/2013 3/1/2013 6.18 2 3/1/2011 4/1/2011 4.90 1 6/1/2018 6/1/2018 4.38 3 5/1/2017 7/1/2017 4.32 1 12/1/2013 12/1/2013 4.22 3 12/1/2018 2/1/2019 3.97 2 9/1/2013 10/1/2013 3.76 2 2/1/2017 3/1/2017 3.35 3 4/1/2020 6/1/2020 2.73 1 11/1/2012 11/1/2012 2.16 1 7/1/2013 7/1/2013 2.08 4 11/1/2020 2/1/2021 2.05 1 7/1/2015 7/1/2015 1.90 1 8/1/2018 8/1/2018 1.86 1 5/1/2019 5/1/2019 1.71 1 9/1/2015 9/1/2015 1.70 2 3/1/2018 4/1/2018 1.54 1 10/1/2018 10/1/2018 1.44 1 12/1/2010 12/1/2010 1.38 1 5/1/2015 5/1/2015 1.20 1 11/1/2019 11/1/2019 1.06 1 1/1/2018 1/1/2018 0.84 1 4/1/2012 4/1/2012 0.74 1 9/1/2017 9/1/2017 0.66 1 9/1/2019 9/1/2019 0.60 1 2/1/2014 2/1/2014 0.51 2 10/1/2011 11/1/2011 0.37 1 11/1/2016 11/1/2016 0.28 1 3/1/2015 3/1/2015 0.27 1 2/1/2012 2/1/2012 0.18 1 9/1/2012 9/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.11 3 3/1/2016 5/1/2016 -15.04 5 7/1/2010 11/1/2010 -8.87 4 12/1/2019 3/1/2020 -8.82 1 6/1/2015 6/1/2015 -7.74 2 9/1/2009 10/1/2009 -7.28 4 7/1/2020 10/1/2020 -7.09 1 7/1/2016 7/1/2016 -6.56 3 10/1/2017 12/1/2017 -6.54 4 11/1/2014 2/1/2015 -4.40 1 10/1/2015 10/1/2015 -4.23 1 11/1/2013 11/1/2013 -3.96 2 12/1/2016 1/1/2017 -3.86 1 1/1/2014 1/1/2014 -3.41 3 4/1/2013 6/1/2013 -3.26 1 2/1/2018 2/1/2018 -3.10 3 3/1/2014 5/1/2014 -2.51 3 6/1/2019 8/1/2019 -2.35 1 10/1/2016 10/1/2016 -2.00 1 9/1/2011 9/1/2011 -1.87 1 7/1/2018 7/1/2018 -1.77 1 4/1/2017 4/1/2017 -1.49 1 12/1/2012 12/1/2012 -1.34 1 5/1/2012 5/1/2012 -1.32 1 4/1/2015 4/1/2015 -1.25 1 5/1/2018 5/1/2018 -1.25 2 12/1/2011 1/1/2012 -1.22 1 8/1/2012 8/1/2012 -1.21 1 8/1/2013 8/1/2013 -1.13 1 8/1/2015 8/1/2015 -1.05 1 8/1/2017 8/1/2017 -1.01 2 1/1/2011 2/1/2011 -0.98 2 3/1/2019 4/1/2019 -0.68 2 2/1/2010 3/1/2010 -0.66 1 11/1/2018 11/1/2018 -0.61 1 3/1/2012 3/1/2012 -0.49 1 5/1/2011 5/1/2011 -0.40 1 10/1/2019 10/1/2019 -0.38 1 9/1/2014 9/1/2014 -0.16 1 3/1/2021 3/1/2021 -0.13 1 10/1/2012 10/1/2012 -0.03 1 9/1/2018 9/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods147.003.006.0012.0018.0024.0036.0048.0060.00 Percent Profitable52.38100.000.0041.675.568.3377.7837.500.00 Average Period Return0.500.78-2.21-0.76-6.48-5.554.32-2.01-7.15 Average Gain2.790.781.890.800.566.172.18 Average Loss-2.04-2.21-2.65-6.91-6.11-2.15-4.53-7.15 Best Period22.520.93-1.433.350.801.1111.164.26-0.99 Worst Period-12.530.63-3.43-4.18-11.99-12.67-3.99-9.95-15.01 Standard Deviation3.860.150.782.534.304.714.584.043.86 Gain Standard Deviation3.540.150.870.773.280.96 Loss Standard Deviation2.340.781.094.014.511.322.923.86 Sharpe Ratio (1%)0.113.50-3.48-0.70-1.86-1.610.28-1.50-3.18 Average Gain / Average Loss1.370.710.120.092.860.48 Profit / Loss Ratio1.530.510.010.0110.020.29 Downside Deviation (10%)2.310.474.736.2414.6816.4612.3023.9034.99 Downside Deviation (5%)2.162.802.899.018.862.617.2712.84 Downside Deviation (0%)2.122.322.167.717.211.174.248.11 Sortino Ratio (10%)0.04-0.96-0.99-0.92-0.96-0.96-0.93-0.99-0.99 Sortino Ratio (5%)0.20-0.97-0.61-0.89-0.850.49-0.84-0.95 Sortino Ratio (0%)0.24-0.95-0.35-0.84-0.773.69-0.47-0.88 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 8 0.30 2/2021 Agricultural Trader Index Month 8 0.72 11/2020 Agricultural Trader Index Month 8 1.36 6/2020 Discretionary Trader Index Month 8 1.36 6/2020 Agricultural Trader Index Month 7 0.84 5/2020 Agricultural Trader Index Month 7 1.11 4/2020 Agricultural Trader Index Month 7 1.11 4/2020 Agricultural Trader Index Month 2 1.20 11/2019 Agricultural Trader Index Month 8 -0.39 8/2019 Discretionary Trader Index Month 2 3.55 2/2019 Agricultural Trader Index Month 2 3.55 2/2019 Agricultural Trader Index Month 6 0.35 1/2019 Agricultural Trader Index Month 6 0.30 12/2018 Agricultural Trader Index Month 4 1.54 10/2018 Agricultural Trader Index Month 9 -0.03 9/2018 Discretionary Trader Index Month 6 1.90 8/2018 Agricultural Trader Index Month 3 1.90 8/2018 Agricultural Trader Index Month 2 4.90 6/2018 Discretionary Trader Index Month 3 4.90 6/2018 IASG CTA Index Month 8 4.90 6/2018 Agricultural Trader Index Month 5 1.23 4/2018 Agricultural Trader Index Month 6 0.74 9/2017 Discretionary Trader Index Month 8 2.91 6/2017 Agricultural Trader Index Month 9 2.91 6/2017 Agricultural Trader Index Month 5 1.36 3/2017 Agricultural Trader Index Month 3 2.37 2/2017 Discretionary Trader Index Month 10 2.37 2/2017 IASG CTA Index Month 2 8.91 9/2016 Discretionary Trader Index Month 2 8.91 9/2016 Agricultural Trader Index Month 1 8.91 9/2016 Agricultural Trader Index Month 3 3.04 8/2016 Agricultural Trader Index Month 2 9.72 6/2016 Discretionary Trader Index Month 2 9.72 6/2016 IASG CTA Index Month 8 9.72 6/2016 Agricultural Trader Index Month 3 3.42 2/2016 Discretionary Trader Index Month 9 3.42 2/2016 Agricultural Trader Index Month 10 0.36 1/2016 IASG CTA Index 5 Year 10 75.54 2010 - 2015 Agricultural Trader Index Month 1 10.14 12/2015 IASG CTA Index Month 1 10.14 12/2015 Discretionary Trader Index Month 1 10.14 12/2015 Discretionary Trader Index Month 7 4.28 11/2015 Agricultural Trader Index Month 4 4.28 11/2015 Agricultural Trader Index Month 2 1.71 9/2015 Agricultural Trader Index Month 8 2.05 7/2015 Agricultural Trader Index Month 6 1.38 5/2015 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