Global AG LLC : Global Ag LLC Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Nov Qtr 2020 1yr 3yr 5yr 10yr Since12/2008 Global Ag LLC 0.00 - - - - - 25.60 204.27 S&P 500 0.05 - - - - - 66.47 311.54 +/- S&P 500 -0.05 - - - - - -40.87 -107.27 Strategy Description SummaryThe 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% SummaryThe advisor trades primarily in the agricultural markets utilizing futures and options. Investment StrategyDavid 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 ManagementDavid 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: {{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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods84.0082.0079.0073.0067.0061.0049.0037.0025.00 Percent Profitable57.1458.5464.5671.2380.6078.6987.76100.00100.00 Average Period Return1.624.9210.2820.6133.0947.1176.02107.05140.05 Average Gain6.3113.5120.4532.2542.8161.5587.66107.05140.05 Average Loss-4.78-7.20-8.25-8.21-7.32-6.23-7.44 Best Period26.3955.6473.0794.72126.02144.72200.88225.38253.79 Worst Period-19.08-17.04-20.31-19.66-13.36-14.00-12.9619.6824.53 Standard Deviation7.6813.8119.7027.7833.1046.3861.5568.5958.41 Gain Standard Deviation6.0011.3516.9524.4329.4241.7356.5268.5958.41 Loss Standard Deviation4.575.096.145.663.264.234.03 Sharpe Ratio (1%)0.200.340.500.710.950.971.191.502.31 Average Gain / Average Loss1.321.882.483.935.859.8911.78 Profit / Loss Ratio1.812.654.519.7324.3036.5084.42 Downside Deviation (10%)4.436.317.337.706.878.128.280.310.62 Downside Deviation (5%)4.285.786.335.764.134.243.88 Downside Deviation (0%)4.245.656.085.313.513.432.90 Sortino Ratio (10%)0.270.591.072.033.714.547.28278.40181.46 Sortino Ratio (5%)0.360.811.553.407.6510.6318.79 Sortino Ratio (0%)0.380.871.693.889.4313.7226.17 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 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 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 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 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 Annual 3 86.29 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. x {{title}} x {{title}} Add Cancel