Ditsch Trading, LLC : Agricultural Trading Program

Year-to-Date
0.55%
Apr Performance
1.29%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
34.12%
Sharpe (RFR=1%)
0.26
CAROR
4.54%
Assets
$ 3.0M
Worst DD
-45.84
S&P Correlation
0.08

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
1/2011
Agricultural Trading Program 1.29 0.36 -0.55 -13.53 -19.51 -12.02 - 44.81
S&P 500 3.93 8.94 17.51 11.24 41.19 54.79 - 126.71
+/- S&P 500 -2.64 -8.58 -18.06 -24.77 -60.71 -66.81 - -81.89

Strategy Description

Summary

The trading program’s focus is in agricultural commodities, specifically grain and oilseeds. Mr. Ditsch’s fundamental analysis on the grain and oilseed markets includes forecasting US and world supply and demand tables, monitoring of US and world weather, studying domestic and international... 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
$10.00
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
3456 RT/YR/$M
Avg. Margin-to-Equity
5%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
0%
4-12 Months
20.00%
1-3 Months
30.00%
1-30 Days
50.00%
Intraday
0%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

The trading program’s focus is in agricultural commodities, specifically grain and oilseeds. Mr. Ditsch’s fundamental analysis on the grain and oilseed markets includes forecasting US and world supply and demand tables, monitoring of US and world weather, studying domestic and international freight values, and tracking the underlying international cash values associated with agricultural futures markets. Mr. Ditsch has led the trading operations within two large companies in the industry: Zen-noh Grain Corporation and Noble Agri.

Throughout his illustrious career Mr. Ditsch has developed several strong connections in the cash side of the grain industry that aids in his all-encompassing analysis. His contacts range from farmers, grain merchandisers, meteorologists, importers and exporters, and other various end users.

Ditsch Trading closely monitors development in world currency values and political events that can have an influence on global trade flows. Technical analysis is used very rarely and generally only to help determine entrance and exit points. Options are frequently used to enhance potential revenue and manage risk. Ditsch Trading is comfortable trading from both the long and short side of futures and options markets and frequently utilizes spreads.

   

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
-45.84 10 - 8/1/2012 6/1/2013
-29.73 1 1 4/1/2012 5/1/2012
-22.00 13 2 1/1/0001 1/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
152.07 3 6/1/2012 8/1/2012
77.68 3 2/1/2012 4/1/2012
27.92 2 7/1/2013 8/1/2013
20.58 3 4/1/2016 6/1/2016
10.63 2 9/1/2011 10/1/2011
8.18 2 1/1/2013 2/1/2013
5.58 1 4/1/2013 4/1/2013
5.01 2 6/1/2017 7/1/2017
4.25 2 1/1/2018 2/1/2018
3.71 1 5/1/2011 5/1/2011
3.56 3 12/1/2015 2/1/2016
3.56 4 1/1/2017 4/1/2017
2.07 2 3/1/2019 4/1/2019
1.46 1 7/1/2011 7/1/2011
0.48 2 9/1/2017 10/1/2017
0.29 1 8/1/2018 8/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-40.83 4 9/1/2012 12/1/2012
-29.73 1 5/1/2012 5/1/2012
-21.58 4 1/1/2011 4/1/2011
-19.63 6 7/1/2016 12/1/2016
-13.01 1 3/1/2013 3/1/2013
-11.28 3 11/1/2011 1/1/2012
-10.09 5 3/1/2018 7/1/2018
-9.07 6 9/1/2018 2/1/2019
-7.88 2 5/1/2013 6/1/2013
-3.22 27 9/1/2013 11/1/2015
-2.73 1 6/1/2011 6/1/2011
-2.67 1 3/1/2016 3/1/2016
-2.52 1 5/1/2017 5/1/2017
-2.48 2 11/1/2017 12/1/2017
-0.99 1 8/1/2011 8/1/2011
-0.63 1 8/1/2017 8/1/2017
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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 Profitable34.0035.7140.0051.6959.0466.2367.6971.7070.73
Average Period Return0.812.665.8212.2717.9418.2525.2331.3541.29
Average Gain7.9115.4822.8630.0934.8031.6041.4147.7763.45
Average Loss-4.70-7.22-8.75-10.44-8.64-8.97-8.67-10.24-12.27
Best Period47.72152.07171.98208.90178.24114.01111.03113.82152.89
Worst Period-29.73-39.67-35.99-31.16-32.95-32.95-32.95-31.59-31.00
Standard Deviation9.8520.4929.3437.5838.5235.6542.5645.7551.84
Gain Standard Deviation12.1728.9439.9845.0042.2436.9342.8144.0645.62
Loss Standard Deviation6.748.108.228.258.057.628.557.747.20
Sharpe Ratio (1%)0.070.120.180.300.430.460.520.600.70
Average Gain / Average Loss1.682.142.612.884.033.524.784.665.17
Profit / Loss Ratio1.431.922.764.747.907.8110.0111.8212.50
Downside Deviation (10%)5.317.378.6110.0810.5612.2316.2019.7023.07
Downside Deviation (5%)5.186.917.587.877.077.288.208.6410.11
Downside Deviation (0%)5.156.807.347.416.426.376.846.757.61
Sortino Ratio (10%)0.080.190.390.720.980.650.580.500.59
Sortino Ratio (5%)0.140.350.701.432.322.232.713.163.58
Sortino Ratio (0%)0.160.390.791.662.802.863.694.655.42

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 6 0.77 3/2019
Discretionary Trader Index Month 7 3.55 2/2018
Agricultural Trader Index Month 4 3.55 2/2018
Agricultural Trader Index Month 10 0.25 10/2017
Discretionary Trader Index Month 6 4.28 6/2017
Agricultural Trader Index Month 7 4.28 6/2017
IASG CTA Index Month 8 4.28 6/2017
Agricultural Trader Index Month 4 0.96 4/2017
Agricultural Trader Index Month 4 1.49 3/2017
Agricultural Trader Index Month 7 0.96 1/2017
IASG CTA Index 5 Year Rolling 8 100.91 2011 - 2016
Discretionary Trader Index Month 5 7.75 6/2016
Agricultural Trader Index Month 3 7.75 6/2016
Agricultural Trader Index Month 3 3.20 5/2016
IASG CTA Index Month 5 3.20 5/2016
Discretionary Trader Index Month 5 3.20 5/2016
IASG CTA Index Month 5 8.44 4/2016
Discretionary Trader Index Month 2 8.44 4/2016
Agricultural Trader Index Month 2 8.44 4/2016

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