Four Seasons Commodities Corp : Hawkeye Spread Program

Year-to-Date
2.95%
Jun Performance
-0.30%
Min Investment
$ 500k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
8.50%
Sharpe (RFR=0.50%)
1.03
CAROR
9.30%
Assets
$ 99.0M
Worst DD
-12.48
S&P Correlation
0.16

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
3/2005
Hawkeye Spread Program -0.30 0.63 2.95 0.92 7.90 30.28 79.17 199.35
S&P 500 0.33 2.41 8.08 15.29 23.44 77.64 60.93 104.92
+/- S&P 500 -0.63 -1.78 -5.13 -14.37 -15.53 -47.36 18.24 94.42

Strategy Description

Summary

The Hawkeye Spread Program of Four Seasons Commodities Corporation uses supply and demand analysis and seasonal trend analysis, among other strategies, to capture profits in the agricultural futures and options markets. The bulk of the trades in Hawkeye accounts are spreads, and strategies... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 500k
Trading Level Incremental Increase
$ 100k
CTA Max Funding Factor
Management Fee
1.00%
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
1200 RT/YR/$M
Avg. Margin-to-Equity
10%
Targeted Worst DD
N/A
Worst Peak-to-Trough
0%
Sector Focus
Agricultural Traders

Holding Periods

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

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Grains
90.00%
Livestock
10.00%
Composition Pie Chart

Summary

The Hawkeye Spread Program of Four Seasons Commodities Corporation uses supply and demand analysis and seasonal trend analysis, among other strategies, to capture profits in the agricultural futures and options markets. The bulk of the trades in Hawkeye accounts are spreads, and strategies are generally medium to long term in nature. The trading method is entirely subjective and based on Mr. DeCook's life-long experience in both the futures and cash agricultural markets. FSCC looks at factors that affect the supply and demand of a particular commodity in order to predict future prices. As an example, some of the fundamental factors that affect the supply of a commodity (e.g., corn) include the acreage planted, crop conditions such as drought, flood, and disease; strikes affecting the planting, harvesting, and distribution of the commodity; and the previous year's crop carryover. The demand for commodities such as corn consists of domestic consumption and exports and is a product of many things, including general world economic conditions, as well as the cost of corn in relation to the cost of competing products such as soybean meal. In addition, FSCC reviews historical and seasonal patterns which may indicate the direction the market may move in the future. The trading principles and experience of FSCC are factors upon which it bases decisions concerning the percentage of managed assets to be used for each commodity traded and the size of the positions taken or maintained. FSCC may also decide to increase or decrease the size of a futures position (long or short) from time to time. Such decisions require the exercise of subjective judgment and include consideration of the volatility of the particular futures market, the pattern of price movement, open interest, volume of trading, changes in spread relationships between various contract months and between related commodities, and overall portfolio balance and risk exposure.

Investment Strategy

The managed futures portfolio generally trades corn, wheat, soybeans, soybean products, cattle and hogs.

Risk Management

Effective risk management is a crucial aspect of each trading program. With the goal of limiting potential loss, the Advisor uses calculated risk assessment techniques. Account size, expectation, volatility of market traded and the nature of other positions taken are all factors in deciding whether to take a position and determining the amount of equity committed to that position. Protective stops may, on occasion, be used to control risks.

   

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=0.50%)
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=0.50%)
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
-12.48 9 2 8/1/2011 5/1/2012
-8.77 3 3 7/1/2006 10/1/2006
-8.62 3 24 6/1/2008 9/1/2008
-6.12 4 6 8/1/2012 12/1/2012
-5.05 1 2 1/1/0001 3/1/2005
-4.29 2 2 2/1/2007 4/1/2007
-2.96 2 1 6/1/2007 8/1/2007
-2.32 1 2 5/1/2011 6/1/2011
-2.11 1 1 2/1/2008 3/1/2008
-1.99 3 10 5/1/2015 8/1/2015
-1.97 6 3 6/1/2016 12/1/2016
-1.06 2 2 9/1/2014 11/1/2014
-0.86 1 1 10/1/2010 11/1/2010
-0.77 1 1 1/1/2015 2/1/2015
-0.43 1 1 2/1/2014 3/1/2014
-0.30 1 - 5/1/2017 6/1/2017
-0.26 1 1 3/1/2017 4/1/2017
-0.21 1 1 12/1/2013 1/1/2014
-0.05 1 1 10/1/2013 11/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
57.55 16 4/1/2005 7/1/2006
21.15 4 11/1/2006 2/1/2007
20.72 3 6/1/2012 8/1/2012
17.77 6 12/1/2010 5/1/2011
11.80 3 4/1/2008 6/1/2008
11.79 6 9/1/2007 2/1/2008
5.60 2 9/1/2010 10/1/2010
5.58 2 5/1/2007 6/1/2007
5.38 6 4/1/2014 9/1/2014
4.59 2 1/1/2013 2/1/2013
4.46 2 7/1/2011 8/1/2011
3.94 4 12/1/2009 3/1/2010
3.92 5 6/1/2013 10/1/2013
3.08 1 10/1/2011 10/1/2011
2.71 1 6/1/2016 6/1/2016
2.41 3 3/1/2015 5/1/2015
2.31 1 4/1/2013 4/1/2013
2.30 3 1/1/2017 3/1/2017
2.16 3 1/1/2009 3/1/2009
2.11 2 5/1/2009 6/1/2009
1.97 1 5/1/2010 5/1/2010
1.74 2 12/1/2011 1/1/2012
1.26 2 12/1/2014 1/1/2015
1.20 1 3/1/2012 3/1/2012
1.20 1 5/1/2017 5/1/2017
1.12 2 8/1/2009 9/1/2009
0.97 1 2/1/2014 2/1/2014
0.88 1 7/1/2010 7/1/2010
0.85 2 9/1/2015 10/1/2015
0.77 1 10/1/2016 10/1/2016
0.57 2 3/1/2016 4/1/2016
0.49 2 10/1/2008 11/1/2008
0.42 2 12/1/2015 1/1/2016
0.37 1 12/1/2013 12/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-8.77 3 8/1/2006 10/1/2006
-8.62 3 7/1/2008 9/1/2008
-8.61 1 9/1/2011 9/1/2011
-6.39 2 4/1/2012 5/1/2012
-6.12 4 9/1/2012 12/1/2012
-5.05 1 3/1/2005 3/1/2005
-4.29 2 3/1/2007 4/1/2007
-2.96 1 11/1/2011 11/1/2011
-2.96 2 7/1/2007 8/1/2007
-2.32 1 6/1/2011 6/1/2011
-2.11 1 3/1/2008 3/1/2008
-2.09 2 10/1/2009 11/1/2009
-1.99 3 6/1/2015 8/1/2015
-1.96 3 7/1/2016 9/1/2016
-1.06 2 10/1/2014 11/1/2014
-0.94 1 3/1/2013 3/1/2013
-0.86 1 11/1/2010 11/1/2010
-0.81 1 4/1/2010 4/1/2010
-0.78 2 11/1/2016 12/1/2016
-0.77 1 2/1/2015 2/1/2015
-0.66 1 2/1/2012 2/1/2012
-0.44 1 12/1/2008 12/1/2008
-0.43 1 3/1/2014 3/1/2014
-0.38 1 11/1/2015 11/1/2015
-0.33 1 4/1/2009 4/1/2009
-0.31 1 6/1/2010 6/1/2010
-0.30 1 6/1/2017 6/1/2017
-0.26 1 4/1/2017 4/1/2017
-0.24 1 7/1/2009 7/1/2009
-0.23 1 2/1/2016 2/1/2016
-0.21 1 1/1/2014 1/1/2014
-0.19 1 5/1/2016 5/1/2016
-0.12 1 8/1/2010 8/1/2010
-0.09 1 5/1/2013 5/1/2013
-0.05 1 11/1/2013 11/1/2013
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods148.00146.00143.00137.00131.00125.00113.00101.0089.00
Percent Profitable64.8677.4083.2291.9796.9599.20100.00100.00100.00
Average Period Return0.772.434.909.9414.4519.2528.7038.3450.55
Average Gain1.973.896.4811.0514.9819.4228.7038.3450.55
Average Loss-1.43-2.57-2.91-2.80-2.51-1.60
Best Period8.5220.7233.4447.8256.9274.0196.6695.12103.87
Worst Period-8.61-8.77-8.57-10.70-5.39-1.607.0811.4918.06
Standard Deviation2.454.856.9210.8613.4516.3219.4818.5721.06
Gain Standard Deviation1.854.366.4610.5813.3116.2819.4818.5721.06
Loss Standard Deviation1.822.612.373.132.65
Sharpe Ratio (1%)0.300.470.670.871.021.121.401.962.28
Average Gain / Average Loss1.381.512.233.945.9712.17
Profit / Loss Ratio2.545.1711.0445.18189.611509.34
Downside Deviation (10%)1.532.212.512.863.013.262.612.531.64
Downside Deviation (5%)1.381.771.611.260.700.23
Downside Deviation (0%)1.361.731.521.160.590.14
Sortino Ratio (10%)0.240.540.971.732.272.764.956.6513.97
Sortino Ratio (5%)0.531.302.907.4819.5778.33
Sortino Ratio (0%)0.571.403.228.5624.34134.91

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 4 0.65 9/2015
Agricultural Trader Index Month 9 0.66 5/2015
Agricultural Trader Index Month 8 1.51 3/2015
Agricultural Trader Index Month 9 1.45 8/2014
Agricultural Trader Index Month 10 0.64 4/2014
Agricultural Trader Index Month 9 0.97 2/2014
Agricultural Trader Index Month 9 0.37 12/2013
Agricultural Trader Index Month 10 0.53 10/2013
Agricultural Trader Index Month 10 0.26 8/2013
Agricultural Trader Index Month 10 1.09 6/2013
Agricultural Trader Index Month 5 2.31 4/2013
Agricultural Trader Index Month 9 1.50 2/2013
Agricultural Trader Index Month 2 3.04 1/2013
Agricultural Trader Index Month 5 4.83 8/2012
Agricultural Trader Index Month 8 8.52 7/2012
Agricultural Trader Index Month 10 6.12 6/2012
Agricultural Trader Index Month 8 1.03 12/2011
Agricultural Trader Index Month 6 3.08 10/2011
Agricultural Trader Index Month 8 3.14 8/2011
Agricultural Trader Index Month 10 1.28 7/2011
Agricultural Trader Index Month 5 2.23 5/2011
Agricultural Trader Index Month 10 2.63 4/2011
Agricultural Trader Index Month 10 2.08 3/2011
Agricultural Trader Index Month 7 2.57 1/2011
Agricultural Trader Index Month 8 5.08 12/2010
Agricultural Trader Index Month 10 -0.86 11/2010
Agricultural Trader Index Month 7 0.88 7/2010
Agricultural Trader Index Month 6 1.97 5/2010
Agricultural Trader Index Month 7 1.40 3/2010
Agricultural Trader Index Month 7 0.02 2/2010
Agricultural Trader Index Month 8 0.76 12/2009
Agricultural Trader Index Month 7 -0.40 11/2009
Agricultural Trader Index Month 9 -0.24 7/2009
Agricultural Trader Index Month 9 1.94 5/2009
Agricultural Trader Index Month 8 0.34 3/2009
Agricultural Trader Index Month 10 0.83 2/2009
Agricultural Trader Index Month 9 0.98 1/2009
Agricultural Trader Index Month 8 0.26 11/2008
Agricultural Trader Index Month 6 0.23 10/2008
Agricultural Trader Index Month 10 -3.28 7/2008
Agricultural Trader Index Month 9 2.13 6/2008
Discretionary Trader Index Month 9 4.61 5/2008
Agricultural Trader Index Month 3 4.61 5/2008
Discretionary Trader Index Month 6 4.64 4/2008
Agricultural Trader Index Month 5 4.64 4/2008
Agricultural Trader Index Month 9 -2.11 3/2008
Agricultural Trader Index Month 9 1.43 2/2008
Agricultural Trader Index Month 7 1.24 1/2008
Agricultural Trader Index Month 9 1.85 12/2007
Discretionary Trader Index Month 9 2.36 11/2007
Agricultural Trader Index Month 1 2.36 11/2007
Agricultural Trader Index Month 6 0.56 10/2007
Agricultural Trader Index Month 6 3.84 9/2007
Agricultural Trader Index Month 8 -0.01 8/2007
Agricultural Trader Index Month 8 -2.95 7/2007
Agricultural Trader Index Month 7 1.79 6/2007
Agricultural Trader Index Month 3 3.72 5/2007
Discretionary Trader Index Month 5 3.72 5/2007
Agricultural Trader Index Month 10 -4.22 4/2007
Agricultural Trader Index Month 4 -0.07 3/2007
Agricultural Trader Index Month 4 3.72 2/2007
Discretionary Trader Index Month 9 3.72 2/2007
Agricultural Trader Index Month 4 6.91 1/2007
Discretionary Trader Index Month 4 6.91 1/2007
Agricultural Trader Index Month 3 3.77 12/2006
Discretionary Trader Index Month 3 3.77 12/2006
Agricultural Trader Index Month 7 5.29 11/2006
Agricultural Trader Index Month 6 -0.17 9/2006
Agricultural Trader Index Month 9 -6.13 8/2006
Agricultural Trader Index Month 5 0.34 7/2006
Discretionary Trader Index Month 4 3.84 6/2006
Agricultural Trader Index Month 2 3.84 6/2006
IASG CTA Index Month 9 3.84 6/2006
Discretionary Trader Index Month 1 6.89 5/2006
Agricultural Trader Index Month 1 6.89 5/2006
IASG CTA Index Month 3 6.89 5/2006
Agricultural Trader Index Month 2 5.31 4/2006
Discretionary Trader Index Month 7 5.31 4/2006
Discretionary Trader Index Month 6 4.65 3/2006
Agricultural Trader Index Month 3 4.65 3/2006
Agricultural Trader Index Month 3 4.15 2/2006
Discretionary Trader Index Month 3 4.15 2/2006
IASG CTA Index Month 5 4.15 2/2006
Agricultural Trader Index Month 5 4.74 1/2006
Discretionary Trader Index Month 9 4.74 1/2006
Discretionary Trader Index Month 9 1.36 12/2005
Agricultural Trader Index Month 1 1.36 12/2005
Agricultural Trader Index Month 5 0.42 11/2005
Discretionary Trader Index Month 3 0.89 10/2005
Agricultural Trader Index Month 2 0.89 10/2005
Agricultural Trader Index Month 4 1.44 9/2005
Discretionary Trader Index Month 3 5.58 8/2005
Agricultural Trader Index Month 2 5.58 8/2005
Agricultural Trader Index Month 3 0.72 7/2005
Agricultural Trader Index Month 4 0.65 6/2005
Agricultural Trader Index Month 5 0.74 5/2005
Discretionary Trader Index Month 1 4.76 4/2005
IASG CTA Index Month 2 4.76 4/2005
Agricultural Trader Index Month 1 4.76 4/2005
Agricultural Trader Index Month 4 0.00 3/2005

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