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/ Global AG LLC / Global Ag LLC

Global AG LLC : Global Ag LLC

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archived programsClosed to new investments
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 YTD 1yr 3yr 5yr 10yr Since
12/2008
Global Ag LLC 0.00 - - - - - 22.68 204.27
S&P 500 0.05 - - - - - 66.47 349.42
+/- S&P 500 -0.05 - - - - - -43.79 -145.15

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%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

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.

   

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

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
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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
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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.

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