Four Seasons Commodities Corp : Lone Star Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -0.03% Min Investment $ 300k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 5.28% Sharpe (RFR=1%) 0.56 CAROR 3.88% Assets $ 21.1M Worst DD -7.84 S&P Correlation 0.20 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since1/2005 Lone Star Program -0.03 - - - -3.79 -3.98 3.25 70.28 S&P 500 -9.18 - - - 21.41 34.26 174.69 229.66 +/- S&P 500 9.15 - - - -25.20 -38.24 -171.43 -159.38 Strategy Description SummaryTrading 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 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% Composition Grains 90.00% Livestock 10.00% SummaryTrading 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 StrategyThe 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 ManagementFSCC 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. 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 -7.84 43 - 5/1/2015 12/1/2018 -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 -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 Show More 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 1.67 4 12/1/2017 3/1/2018 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 1.05 1 5/1/2017 5/1/2017 1.04 1 5/1/2007 5/1/2007 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 0.64 1 7/1/2018 7/1/2018 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 Show More 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 -3.60 6 6/1/2017 11/1/2017 -3.55 4 5/1/2006 8/1/2006 -2.61 3 4/1/2018 6/1/2018 -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 -2.03 5 8/1/2018 12/1/2018 -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 -0.17 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods168.00166.00163.00157.00151.00145.00133.00121.00109.00 Percent Profitable55.3661.4566.2671.9777.4880.0087.2292.5694.50 Average Period Return0.331.002.064.256.408.8513.7018.4623.81 Average Gain1.262.554.006.568.8911.6716.3120.2125.32 Average Loss-0.85-1.47-1.73-1.70-2.17-2.45-4.14-3.30-2.04 Best Period5.349.8413.3922.6924.2630.0942.7942.7954.40 Worst Period-4.72-7.40-5.04-4.88-5.86-4.36-6.23-6.61-3.19 Standard Deviation1.522.774.035.777.078.7011.6513.4716.05 Gain Standard Deviation1.182.313.575.156.017.3710.0812.4115.20 Loss Standard Deviation1.031.231.121.201.521.061.462.621.01 Sharpe Ratio (1%)0.160.270.390.560.690.790.921.071.17 Average Gain / Average Loss1.481.742.313.874.104.763.946.1312.44 Profit / Loss Ratio1.892.774.539.9314.0919.0226.8876.23213.49 Downside Deviation (10%)1.071.872.673.995.376.749.4211.3813.69 Downside Deviation (5%)0.911.311.451.571.902.062.642.241.89 Downside Deviation (0%)0.881.181.201.101.251.191.571.120.52 Sortino Ratio (10%)-0.07-0.12-0.15-0.19-0.22-0.21-0.22-0.27-0.28 Sortino Ratio (5%)0.270.581.082.072.583.324.046.439.92 Sortino Ratio (0%)0.380.851.733.875.117.428.7516.4245.44 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 8 0.00 12/2018 Agricultural Trader Index Month 9 0.67 2/2018 Agricultural Trader Index Month 9 1.00 5/2017 Agricultural Trader Index Month 6 1.10 3/2017 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. x {{title}} x {{title}} Add Cancel