Four Seasons Commodities Corp : Lone Star Program

Year-to-Date
1.38%
Jun Performance
-0.20%
Min Investment
$ 300k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
5.46%
Sharpe (RFR=0.50%)
0.80
CAROR
4.84%
Assets
$ 24.0M
Worst DD
-7.40
S&P Correlation
0.21

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
1/2005
Lone Star Program -0.20 0.63 1.38 0.41 3.60 11.11 50.93 80.48
S&P 500 0.33 2.41 8.08 15.29 23.44 77.64 60.93 104.80
+/- S&P 500 -0.53 -1.78 -6.70 -14.87 -19.84 -66.53 -10.00 -24.32

Strategy Description

Summary

Trading almost exclusively in agricultural futures and options, Lone Star uses both fundamental and technical analysis, with the ultimate determination based on fundamental analysis. A low M/E ratio and spreads are used to control risk. Many of the trades take advantage of seasonal... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 300k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
1.00
Management Fee
0%
Performance Fee
25.00%
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
1700 RT/YR/$M
Avg. Margin-to-Equity
5%
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

Trading almost exclusively in agricultural futures and options, Lone Star uses both fundamental and technical analysis, with the ultimate determination based on fundamental analysis. A low M/E ratio and spreads are used to control risk. Many of the trades take advantage of seasonal trends that typically occur in the agriculture markets. Managed futures strategies are employed in an attempt to optimize entry and exit points and thereby reduce risk.

Investment Strategy

The firm employs a fundamental discretionary trading style, drawing upon such considerations as supply/demand analysis, seasonal patterns, weather forecasts, and historical price/use ratios.

Risk Management

FSCC attempts to control risk by utilizing spread trades, a low margin-to-equity ratio, option volatility calculations and other proprietary techniques. Trade duration may vary from a few days to several months, although most trades tend to be relatively long-term.

   

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
-7.40 3 24 6/1/2008 9/1/2008
-6.58 9 3 8/1/2011 5/1/2012
-4.41 2 5 2/1/2007 4/1/2007
-4.02 9 - 5/1/2015 2/1/2016
-3.61 2 2 1/1/2005 3/1/2005
-3.55 4 3 4/1/2006 8/1/2006
-2.82 5 5 10/1/2013 3/1/2014
-2.50 1 1 2/1/2008 3/1/2008
-2.11 2 6 10/1/2012 12/1/2012
-1.34 1 2 5/1/2005 6/1/2005
-0.64 1 1 8/1/2012 9/1/2012
-0.51 1 1 10/1/2010 11/1/2010
-0.50 1 1 12/1/2007 1/1/2008
-0.34 1 1 9/1/2007 10/1/2007
-0.33 1 1 1/1/2015 2/1/2015
-0.30 1 2 7/1/2013 8/1/2013
-0.11 1 1 11/1/2005 12/1/2005
-0.11 1 1 3/1/2011 4/1/2011
-0.07 1 1 9/1/2014 10/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
12.36 6 9/1/2006 2/1/2007
9.84 3 4/1/2008 6/1/2008
8.55 4 12/1/2010 3/1/2011
8.15 3 6/1/2012 8/1/2012
7.63 2 8/1/2007 9/1/2007
6.87 3 8/1/2010 10/1/2010
6.50 4 1/1/2006 4/1/2006
6.41 2 4/1/2005 5/1/2005
5.91 2 11/1/2007 12/1/2007
5.70 6 4/1/2014 9/1/2014
4.58 5 7/1/2005 11/1/2005
3.30 1 5/1/2009 5/1/2009
2.55 3 10/1/2008 12/1/2008
2.13 1 10/1/2011 10/1/2011
2.12 1 2/1/2008 2/1/2008
2.01 4 5/1/2011 8/1/2011
2.00 3 2/1/2012 4/1/2012
1.98 3 5/1/2013 7/1/2013
1.87 2 1/1/2013 2/1/2013
1.55 1 1/1/2005 1/1/2005
1.50 1 3/1/2009 3/1/2009
1.39 3 3/1/2016 5/1/2016
1.30 3 11/1/2014 1/1/2015
1.15 3 3/1/2015 5/1/2015
1.10 1 3/1/2017 3/1/2017
1.06 2 9/1/2013 10/1/2013
1.04 1 5/1/2007 5/1/2007
1.00 1 5/1/2017 5/1/2017
0.94 2 5/1/2010 6/1/2010
0.94 2 2/1/2010 3/1/2010
0.86 1 10/1/2012 10/1/2012
0.66 2 8/1/2009 9/1/2009
0.57 1 12/1/2011 12/1/2011
0.51 1 1/1/2014 1/1/2014
0.47 1 12/1/2009 12/1/2009
0.32 2 12/1/2016 1/1/2017
0.15 1 8/1/2015 8/1/2015
0.15 1 10/1/2016 10/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.40 3 7/1/2008 9/1/2008
-4.72 1 9/1/2011 9/1/2011
-4.43 1 5/1/2012 5/1/2012
-4.41 2 3/1/2007 4/1/2007
-3.61 2 2/1/2005 3/1/2005
-3.55 4 5/1/2006 8/1/2006
-2.50 1 3/1/2008 3/1/2008
-2.32 6 9/1/2015 2/1/2016
-2.17 2 2/1/2014 3/1/2014
-2.11 2 11/1/2012 12/1/2012
-1.88 2 6/1/2015 7/1/2015
-1.34 1 6/1/2005 6/1/2005
-1.26 1 1/1/2012 1/1/2012
-1.17 2 11/1/2013 12/1/2013
-1.17 2 1/1/2009 2/1/2009
-0.90 4 6/1/2016 9/1/2016
-0.89 1 4/1/2010 4/1/2010
-0.82 1 11/1/2011 11/1/2011
-0.81 2 6/1/2007 7/1/2007
-0.64 1 9/1/2012 9/1/2012
-0.55 1 1/1/2010 1/1/2010
-0.51 1 11/1/2010 11/1/2010
-0.50 1 11/1/2016 11/1/2016
-0.50 1 1/1/2008 1/1/2008
-0.48 2 10/1/2009 11/1/2009
-0.40 1 2/1/2017 2/1/2017
-0.36 1 4/1/2009 4/1/2009
-0.34 1 10/1/2007 10/1/2007
-0.34 2 6/1/2009 7/1/2009
-0.33 1 2/1/2015 2/1/2015
-0.30 1 8/1/2013 8/1/2013
-0.22 2 3/1/2013 4/1/2013
-0.20 1 6/1/2017 6/1/2017
-0.17 1 4/1/2017 4/1/2017
-0.11 1 4/1/2011 4/1/2011
-0.11 1 7/1/2010 7/1/2010
-0.11 1 12/1/2005 12/1/2005
-0.07 1 10/1/2014 10/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods150.00148.00145.00139.00133.00127.00115.00103.0091.00
Percent Profitable58.6766.2271.0380.5887.2291.34100.00100.00100.00
Average Period Return0.411.242.505.047.5810.4716.4421.8328.26
Average Gain1.312.624.176.628.9711.6716.4421.8328.26
Average Loss-0.90-1.47-1.59-1.50-1.85-2.19
Best Period5.349.8413.3922.6924.2630.0942.7942.7954.40
Worst Period-4.72-7.40-5.04-4.88-3.90-2.930.923.214.66
Standard Deviation1.582.824.035.656.678.0610.0311.6013.65
Gain Standard Deviation1.202.333.575.145.987.3710.0311.6013.65
Loss Standard Deviation1.101.341.101.251.150.60
Sharpe Ratio (1%)0.230.390.560.801.021.181.491.711.89
Average Gain / Average Loss1.451.782.624.404.845.32
Profit / Loss Ratio2.133.486.4218.2533.0156.15
Downside Deviation (10%)1.081.792.423.424.365.316.497.949.28
Downside Deviation (5%)0.911.211.151.041.020.960.06
Downside Deviation (0%)0.901.151.040.850.770.67
Sortino Ratio (10%)0.000.000.010.010.000.040.100.040.07
Sortino Ratio (5%)0.400.921.954.386.729.88247.73
Sortino Ratio (0%)0.451.072.415.899.8115.70

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 10 0.15 10/2016
Agricultural Trader Index Month 8 0.63 4/2016
Agricultural Trader Index Month 5 0.65 3/2016
Agricultural Trader Index Month 10 0.50 1/2014
Agricultural Trader Index Month 8 0.84 10/2013
Agricultural Trader Index Month 7 0.28 5/2013
Agricultural Trader Index Month 10 1.27 2/2013
Agricultural Trader Index Month 10 0.59 1/2013
Agricultural Trader Index Month 7 0.86 10/2012
Agricultural Trader Index Month 10 2.35 8/2012
Agricultural Trader Index Month 10 0.94 2/2012
Agricultural Trader Index Month 10 0.57 12/2011
Agricultural Trader Index Month 9 2.13 10/2011
Agricultural Trader Index Month 5 0.16 6/2011
Agricultural Trader Index Month 9 2.38 1/2011
Agricultural Trader Index Month 10 4.17 12/2010
Agricultural Trader Index Month 8 -0.51 11/2010
Agricultural Trader Index Month 10 0.80 6/2010
Agricultural Trader Index Month 10 0.14 5/2010
Agricultural Trader Index Month 3 0.81 2/2010
Agricultural Trader Index Month 9 0.47 12/2009
Agricultural Trader Index Month 8 -0.43 11/2009
Agricultural Trader Index Month 9 -0.05 10/2009
Agricultural Trader Index Month 9 0.52 9/2009
Agricultural Trader Index Month 8 -0.07 7/2009
Agricultural Trader Index Month 6 3.30 5/2009
Agricultural Trader Index Month 4 1.50 3/2009
Agricultural Trader Index Month 7 0.85 12/2008
Agricultural Trader Index Month 5 1.58 11/2008
Agricultural Trader Index Month 7 0.10 10/2008
Agricultural Trader Index Month 10 -2.18 9/2008
Agricultural Trader Index Month 8 2.41 6/2008
Agricultural Trader Index Month 5 2.76 5/2008
Discretionary Trader Index Month 8 4.37 4/2008
Agricultural Trader Index Month 6 4.37 4/2008
Agricultural Trader Index Month 10 -2.50 3/2008
Agricultural Trader Index Month 8 2.12 2/2008
Agricultural Trader Index Month 10 -0.50 1/2008
Agricultural Trader Index Month 6 4.19 12/2007
Agricultural Trader Index Month 2 1.65 11/2007
Agricultural Trader Index Month 9 -0.34 10/2007
Agricultural Trader Index Month 5 5.34 9/2007
Agricultural Trader Index Month 4 2.17 8/2007
Discretionary Trader Index Month 10 2.17 8/2007
Agricultural Trader Index Month 4 -0.74 7/2007
Agricultural Trader Index Month 9 -0.07 6/2007
Agricultural Trader Index Month 4 1.04 5/2007
Agricultural Trader Index Month 8 -3.49 4/2007
Agricultural Trader Index Month 5 -0.95 3/2007
Agricultural Trader Index Month 6 2.76 2/2007
Agricultural Trader Index Month 6 1.89 1/2007
Agricultural Trader Index Month 5 0.43 12/2006
Agricultural Trader Index Month 8 4.29 11/2006
Agricultural Trader Index Month 6 2.42 10/2006
Agricultural Trader Index Month 4 0.04 9/2006
Agricultural Trader Index Month 6 -1.03 8/2006
Agricultural Trader Index Month 8 -1.22 7/2006
Agricultural Trader Index Month 6 -0.97 6/2006
Agricultural Trader Index Month 5 -0.38 5/2006
Agricultural Trader Index Month 4 1.72 4/2006
Agricultural Trader Index Month 10 0.41 3/2006
Agricultural Trader Index Month 4 1.98 2/2006
Discretionary Trader Index Month 7 1.98 2/2006
Agricultural Trader Index Month 6 2.25 1/2006
Agricultural Trader Index Month 5 -0.11 12/2005
Agricultural Trader Index Month 3 0.97 11/2005
Discretionary Trader Index Month 8 0.97 11/2005
Discretionary Trader Index Month 7 0.60 10/2005
Agricultural Trader Index Month 3 0.60 10/2005
Agricultural Trader Index Month 5 1.13 9/2005
Agricultural Trader Index Month 3 0.92 8/2005
Agricultural Trader Index Month 2 0.88 7/2005
Agricultural Trader Index Month 6 -1.34 6/2005
Agricultural Trader Index Month 3 3.70 5/2005
Discretionary Trader Index Month 6 3.70 5/2005
Discretionary Trader Index Month 4 2.61 4/2005
Agricultural Trader Index Month 3 2.61 4/2005
Agricultural Trader Index Month 5 -1.10 3/2005
Agricultural Trader Index Month 3 -2.54 2/2005
Agricultural Trader Index Month 2 0.00 1/2005
Discretionary Trader Index Month 9 0.00 1/2005

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