Global AG LLC : Global Ag LLC

Year-to-Date: N / A
Nov Performance: 0.00%

Min Investment: $ 1,000k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 26.60%
Sharpe (RFR=1%): 0.69
CAROR: 17.23%

Assets: $ 11.6M
Worst DD: -20.91
S&P Correlation: 0.01

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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	Nov	Qtr	2019	1yr	3yr	5yr	10yr	Since 12/2008
Global Ag LLC	0.00	-1.93	-	-2.16	-6.49	43.19	-	204.27
S&P 500	0.05	5.49	-	0.62	46.90	76.19	-	130.29
+/- S&P 500	-0.05	-7.42	-	-2.78	-53.39	-33.01	-	73.98

Strategy Description

Summary

The advisor trades primarily in the agricultural markets utilizing futures and options. ... Read More

Account & Fees

Type: Managed Account
Minimum Investment: $ 1,000k
Trading Level Incremental Increase: $ 200k
CTA Max Funding Factor: 1.00
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $6.00
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: 15-30 Days
Redemption Frequency: 1-7 Days
Investor Requirements: Any Investor
Lock-up Period: 0

Trading

Trading Frequency: 1603 RT/YR/$M
Avg. Margin-to-Equity: 11%
Targeted Worst DD: -20.00%
Worst Peak-to-Trough: 17.57%
Sector Focus: Agricultural Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 30.00%
1-3 Months: 40.00%
1-30 Days: 30.00%
Intraday: 0%

Decision-Making

Discretionary: 100.00%
Systematic: 0%

Strategy

Fundamental: 100.00%

Composition

Grains: 100.00%

Summary

The advisor trades primarily in the agricultural markets utilizing futures and options.

Investment Strategy

David Skudder employs a fundamental approach to trading. As price discovery takes place Mr. Skudder will monitor a host a market inputs including energy and currency values, domestic and international freight values, underlying cash values associated with the futures markets, as well as political events in both importing and exporting countries that have a substantial effect on global trade flow.

Risk Management

David Skudder closely monitors margin/equity ratios and does his best to maintain levels below 20%. Occasionally this number will be higher but it will be for good reason.

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

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Loss Deviation:
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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:
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Sharpe Ratio: (RF=1%)
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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
-20.91	21	3	8/1/2012	5/1/2014
-20.78	5	-	9/1/2014	2/1/2015
-17.57	6	8	1/1/2011	7/1/2011
-15.53	5	2	6/1/2009	11/1/2009
-13.03	1	2	10/1/2010	11/1/2010
-12.10	1	2	4/1/2012	5/1/2012
-7.79	3	3	1/1/2010	4/1/2010
-0.16	1	1	2/1/2009	3/1/2009

Consecutive Gains

Run-up	Length (Mos.)	Start	End
73.07	6	5/1/2010	10/1/2010
37.44	3	4/1/2009	6/1/2009
35.84	4	1/1/2012	4/1/2012
35.49	4	6/1/2014	9/1/2014
24.88	2	12/1/2009	1/1/2010
24.67	3	6/1/2012	8/1/2012
20.89	2	12/1/2010	1/1/2011
17.35	3	9/1/2013	11/1/2013
11.89	1	11/1/2011	11/1/2011
11.22	4	3/1/2015	6/1/2015
6.29	1	8/1/2011	8/1/2011
6.09	2	1/1/2013	2/1/2013
5.78	3	12/1/2008	2/1/2009
5.71	2	6/1/2013	7/1/2013
5.23	1	8/1/2009	8/1/2009
4.41	3	11/1/2014	1/1/2015
3.73	1	4/1/2013	4/1/2013
0.77	1	5/1/2011	5/1/2011
0.66	1	4/1/2014	4/1/2014
0.34	1	3/1/2010	3/1/2010

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-19.08	1	10/1/2014	10/1/2014
-17.64	4	12/1/2013	3/1/2014
-13.62	2	6/1/2011	7/1/2011
-13.03	1	11/1/2010	11/1/2010
-12.10	1	5/1/2012	5/1/2012
-12.07	1	5/1/2013	5/1/2013
-11.08	3	9/1/2009	11/1/2009
-9.72	1	7/1/2009	7/1/2009
-9.59	5	7/1/2015	11/1/2015
-9.16	4	9/1/2012	12/1/2012
-6.23	1	2/1/2015	2/1/2015
-5.30	3	2/1/2011	4/1/2011
-5.02	1	8/1/2013	8/1/2013
-4.70	1	2/1/2010	2/1/2010
-4.16	1	3/1/2013	3/1/2013
-4.05	2	9/1/2011	10/1/2011
-3.88	1	5/1/2014	5/1/2014
-3.57	1	4/1/2010	4/1/2010
-0.90	1	12/1/2011	12/1/2011
-0.16	1	3/1/2009	3/1/2009

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	84.00	82.00	79.00	73.00	67.00	61.00	49.00	37.00	25.00
Percent Profitable	57.14	58.54	64.56	71.23	80.60	78.69	87.76	100.00	100.00
Average Period Return	1.62	4.92	10.28	20.61	33.09	47.11	76.02	107.05	140.05
Average Gain	6.31	13.51	20.45	32.25	42.81	61.55	87.66	107.05	140.05
Average Loss	-4.78	-7.20	-8.25	-8.21	-7.32	-6.23	-7.44
Best Period	26.39	55.64	73.07	94.72	126.02	144.72	200.88	225.38	253.79
Worst Period	-19.08	-17.04	-20.31	-19.66	-13.36	-14.00	-12.96	19.68	24.53
Standard Deviation	7.68	13.81	19.70	27.78	33.10	46.38	61.55	68.59	58.41
Gain Standard Deviation	6.00	11.35	16.95	24.43	29.42	41.73	56.52	68.59	58.41
Loss Standard Deviation	4.57	5.09	6.14	5.66	3.26	4.23	4.03
Sharpe Ratio (1%)	0.20	0.34	0.50	0.71	0.95	0.97	1.19	1.50	2.31
Average Gain / Average Loss	1.32	1.88	2.48	3.93	5.85	9.89	11.78
Profit / Loss Ratio	1.81	2.65	4.51	9.73	24.30	36.50	84.42
Downside Deviation (10%)	4.43	6.31	7.33	7.70	6.87	8.12	8.28	0.31	0.62
Downside Deviation (5%)	4.28	5.78	6.33	5.76	4.13	4.24	3.88
Downside Deviation (0%)	4.24	5.65	6.08	5.31	3.51	3.43	2.90
Sortino Ratio (10%)	0.27	0.59	1.07	2.03	3.71	4.54	7.28	278.40	181.46
Sortino Ratio (5%)	0.36	0.81	1.55	3.40	7.65	10.63	18.79
Sortino Ratio (0%)	0.38	0.87	1.69	3.88	9.43	13.72	26.17

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Agricultural Trader Index	Month	10	0.94	6/2015
Agricultural Trader Index	Month	3	3.35	5/2015
Discretionary Trader Index	Month	9	3.35	5/2015
Discretionary Trader Index	Month	5	4.14	4/2015
Agricultural Trader Index	Month	2	4.14	4/2015
Agricultural Trader Index	Month	3	2.35	3/2015
Agricultural Trader Index	Month	9	1.76	1/2015
Agricultural Trader Index	Month	3	1.98	12/2014
IASG CTA Index	5 Year Rolling	7	144.36	2009 - 2014
Agricultural Trader Index	Month	10	0.61	11/2014
Agricultural Trader Index	Month	4	7.45	8/2014
Discretionary Trader Index	Month	4	7.45	8/2014
Discretionary Trader Index	Month	4	15.28	7/2014
IASG CTA Index	Month	4	15.28	7/2014
Agricultural Trader Index	Month	2	15.28	7/2014
Agricultural Trader Index	Month	3	6.98	6/2014
Discretionary Trader Index	Month	3	6.98	6/2014
Agricultural Trader Index	Month	9	0.66	4/2014
IASG CTA Index	5 Year Rolling	10	238.79	2008 - 2013
Agricultural Trader Index	Month	3	3.79	11/2013
Discretionary Trader Index	Month	9	4.12	10/2013
Agricultural Trader Index	Month	4	4.12	10/2013
Discretionary Trader Index	Month	5	8.59	9/2013
Agricultural Trader Index	Month	3	8.59	9/2013
IASG CTA Index	Month	10	8.59	9/2013
Agricultural Trader Index	Month	5	4.71	7/2013
Discretionary Trader Index	Month	9	4.71	7/2013
Discretionary Trader Index	Month	7	3.73	4/2013
Agricultural Trader Index	Month	1	3.73	4/2013
Agricultural Trader Index	Month	3	5.44	2/2013
Discretionary Trader Index	Month	7	5.44	2/2013
Agricultural Trader Index	Month	9	0.62	1/2013
IASG CTA Index	3 Year Rolling	5	149.00	2009 - 2012
Agricultural Trader Index	Month	9	3.46	8/2012
Agricultural Trader Index	Month	5	17.62	7/2012
Discretionary Trader Index	Month	6	17.62	7/2012
IASG CTA Index	Month	9	17.62	7/2012
IASG CTA Index	Month	2	14.48	4/2012
Discretionary Trader Index	Month	2	14.48	4/2012
Agricultural Trader Index	Month	2	14.48	4/2012
Discretionary Trader Index	Month	2	11.75	3/2012
Agricultural Trader Index	Month	1	11.75	3/2012
IASG CTA Index	Month	4	11.75	3/2012
Agricultural Trader Index	Month	2	4.50	2/2012
Discretionary Trader Index	Month	10	4.50	2/2012
Agricultural Trader Index	Month	7	1.61	1/2012
IASG CTA Index	3 Year Rolling	10	133.47	2008 - 2011
IASG CTA Index	Month	9	11.89	11/2011
Agricultural Trader Index	Month	2	11.89	11/2011
Discretionary Trader Index	Month	3	11.89	11/2011
Agricultural Trader Index	Month	10	-1.71	9/2011
Agricultural Trader Index	Month	3	6.29	8/2011
Discretionary Trader Index	Month	9	6.29	8/2011
Agricultural Trader Index	Month	10	0.77	5/2011
Discretionary Trader Index	Month	7	6.04	1/2011
Agricultural Trader Index	Month	5	6.04	1/2011
Agricultural Trader Index	Month	5	14.00	12/2010
Discretionary Trader Index	Month	8	14.00	12/2010
IASG CTA Index	Year Rolling	3	86.29	2009 - 2010
IASG CTA Index	Month	3	26.39	10/2010
Discretionary Trader Index	Month	3	26.39	10/2010
Agricultural Trader Index	Month	3	26.39	10/2010
Agricultural Trader Index	Month	6	8.91	9/2010
Discretionary Trader Index	Month	10	8.91	9/2010
Agricultural Trader Index	Month	3	13.07	8/2010
Discretionary Trader Index	Month	3	13.07	8/2010
Agricultural Trader Index	Month	5	2.98	7/2010
Agricultural Trader Index	Month	5	4.58	6/2010
Agricultural Trader Index	Month	4	3.25	5/2010
Agricultural Trader Index	Month	1	17.74	1/2010
IASG CTA Index	Month	1	17.74	1/2010
Discretionary Trader Index	Month	1	17.74	1/2010
Agricultural Trader Index	Month	2	6.06	12/2009
Discretionary Trader Index	Month	6	6.06	12/2009
Agricultural Trader Index	Month	6	5.23	8/2009
Agricultural Trader Index	Month	2	19.86	6/2009
IASG CTA Index	Month	4	19.86	6/2009
Discretionary Trader Index	Month	4	19.86	6/2009
Agricultural Trader Index	Month	2	12.02	5/2009
Discretionary Trader Index	Month	7	12.02	5/2009
Agricultural Trader Index	Month	6	2.36	4/2009
Agricultural Trader Index	Month	10	-0.16	3/2009
Agricultural Trader Index	Month	6	2.35	1/2009
Agricultural Trader Index	Month	10	0.00	12/2008

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

^#10

Top Performer

AGRICULTURAL TRADER INDEX

JUNE
2015

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Global AG LLC : Global Ag LLC

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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