Four Seasons Commodities Corp : Lone Star Program

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

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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	2019	1yr	3yr	5yr	10yr	Since 1/2005
Lone Star Program	-0.03	-0.38	-	-3.15	-4.62	-2.74	23.02	70.28
S&P 500	-9.18	-13.97	-	-6.24	21.41	34.26	174.69	126.57
+/- S&P 500	9.15	13.59	-	3.09	-26.03	-36.99	-151.67	-56.29

Strategy Description

Summary

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%

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.

Compare to:

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Index: Chart Type:

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:

Monthly Annual

Reward
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Average Gain:
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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	168.00	166.00	163.00	157.00	151.00	145.00	133.00	121.00	109.00
Percent Profitable	55.36	61.45	66.26	71.97	77.48	80.00	87.22	92.56	94.50
Average Period Return	0.33	1.00	2.06	4.25	6.40	8.85	13.70	18.46	23.81
Average Gain	1.26	2.55	4.00	6.56	8.89	11.67	16.31	20.21	25.32
Average Loss	-0.85	-1.47	-1.73	-1.70	-2.17	-2.45	-4.14	-3.30	-2.04
Best Period	5.34	9.84	13.39	22.69	24.26	30.09	42.79	42.79	54.40
Worst Period	-4.72	-7.40	-5.04	-4.88	-5.86	-4.36	-6.23	-6.61	-3.19
Standard Deviation	1.52	2.77	4.03	5.77	7.07	8.70	11.65	13.47	16.05
Gain Standard Deviation	1.18	2.31	3.57	5.15	6.01	7.37	10.08	12.41	15.20
Loss Standard Deviation	1.03	1.23	1.12	1.20	1.52	1.06	1.46	2.62	1.01
Sharpe Ratio (1%)	0.16	0.27	0.39	0.56	0.69	0.79	0.92	1.07	1.17
Average Gain / Average Loss	1.48	1.74	2.31	3.87	4.10	4.76	3.94	6.13	12.44
Profit / Loss Ratio	1.89	2.77	4.53	9.93	14.09	19.02	26.88	76.23	213.49
Downside Deviation (10%)	1.07	1.87	2.67	3.99	5.37	6.74	9.42	11.38	13.69
Downside Deviation (5%)	0.91	1.31	1.45	1.57	1.90	2.06	2.64	2.24	1.89
Downside Deviation (0%)	0.88	1.18	1.20	1.10	1.25	1.19	1.57	1.12	0.52
Sortino Ratio (10%)	-0.07	-0.12	-0.15	-0.19	-0.22	-0.21	-0.22	-0.27	-0.28
Sortino Ratio (5%)	0.27	0.58	1.08	2.07	2.58	3.32	4.04	6.43	9.92
Sortino Ratio (0%)	0.38	0.85	1.73	3.87	5.11	7.42	8.75	16.42	45.44

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.

^#8

Top Performer

AGRICULTURAL TRADER INDEX

DECEMBER
2018

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Four Seasons Commodities Corp : Lone Star Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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