Hoss Capital Management, LLC : Hoss Agricultural Futures Program

archived programsClosed to new investments
Year-to-Date
N / A
Apr Performance
-3.59%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
6.09%
Sharpe (RFR=1%)
0.39
CAROR
3.21%
Assets
$ 4.7M
Worst DD
-16.08
S&P Correlation
0.18

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
8/2011
Hoss Agricultural Futures Program -3.59 -2.50 - -7.47 -9.49 -2.85 - 19.92
S&P 500 0.91 4.62 - 15.44 26.55 70.55 - 93.82
+/- S&P 500 -4.50 -7.13 - -22.91 -36.04 -73.41 - -73.90

Strategy Description

Summary

The Hoss Agricultural Futures Trading Program (“Program”) primarily involves that speculative trading of futures contracts on meat and grain products, and options on such futures contracts. The Program’s objective is to generate significant profits, with overall volatility that is... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 25k
CTA Max Funding Factor
1.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$4.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
1-7 Days
Redemption Frequency
1-7 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
7180 RT/YR/$M
Avg. Margin-to-Equity
10%
Targeted Worst DD
Worst Peak-to-Trough
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
50.00%
Systematic
50.00%

Strategy

Fundamental
50.00%
Technical
50.00%
Strategy Pie Chart

Composition

Livestock
85.00%
Grains
15.00%
Composition Pie Chart

Summary

The Hoss Agricultural Futures Trading Program (“Program”) primarily involves that speculative trading of futures contracts on meat and grain products, and options on such futures contracts. The Program’s objective is to generate significant profits, with overall volatility that is lower than the volatility of the markets in which Hoss Capital Management trades. There is no assurance the Program will achieve its objective, or that clients will avoid substantial losses.

Investment Strategy

The discretionary Program relies on a combination of fundamental and technical analysis (using moving averages and seasonal trends to support such analysis) as well as the trading experience of Hoss Capital Management’s sole principal Mark Vankeirsbilck.

   

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

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
-16.08 18 - 10/1/2015 4/1/2017
-1.99 1 1 8/1/2014 9/1/2014
-1.98 3 5 9/1/2012 12/1/2012
-1.51 1 2 2/1/2012 3/1/2012
-1.33 1 1 12/1/2014 1/1/2015
-1.22 3 5 8/1/2013 11/1/2013
-0.21 1 1 8/1/2015 9/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
24.90 7 8/1/2011 2/1/2012
6.15 7 2/1/2015 8/1/2015
4.96 6 4/1/2012 9/1/2012
3.47 5 4/1/2013 8/1/2013
3.21 3 10/1/2014 12/1/2014
2.36 6 3/1/2014 8/1/2014
1.96 2 1/1/2013 2/1/2013
1.89 1 3/1/2017 3/1/2017
0.79 2 12/1/2013 1/1/2014
0.77 1 10/1/2015 10/1/2015
0.40 2 7/1/2016 8/1/2016
0.11 1 11/1/2012 11/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.13 8 11/1/2015 6/1/2016
-5.31 6 9/1/2016 2/1/2017
-3.59 1 4/1/2017 4/1/2017
-1.99 1 9/1/2014 9/1/2014
-1.51 1 3/1/2012 3/1/2012
-1.33 1 1/1/2015 1/1/2015
-1.22 3 9/1/2013 11/1/2013
-1.10 1 12/1/2012 12/1/2012
-1.00 1 10/1/2012 10/1/2012
-0.81 1 3/1/2013 3/1/2013
-0.63 1 2/1/2014 2/1/2014
-0.21 1 9/1/2015 9/1/2015
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods69.0067.0064.0058.0052.0046.0034.0022.00
Percent Profitable62.3262.6967.1968.9769.2369.5764.7163.64
Average Period Return0.280.861.421.992.774.226.478.48
Average Gain1.132.603.995.637.098.5112.2314.94
Average Loss-1.13-2.05-3.83-6.10-6.96-5.57-4.08-2.82
Best Period7.2912.3524.1927.7328.7931.6933.8639.23
Worst Period-4.26-7.08-9.30-10.58-16.08-12.89-9.49-6.94
Standard Deviation1.763.695.977.778.909.3010.7514.75
Gain Standard Deviation1.543.365.416.336.587.618.9214.97
Loss Standard Deviation1.052.002.763.194.733.582.672.57
Sharpe Ratio (1%)0.110.170.160.130.140.240.320.30
Average Gain / Average Loss1.001.271.040.921.021.533.005.29
Profit / Loss Ratio1.652.132.132.052.293.495.499.25
Downside Deviation (10%)1.142.364.016.628.899.7813.3518.42
Downside Deviation (5%)0.981.852.924.325.344.604.524.57
Downside Deviation (0%)0.941.732.683.814.623.622.862.24
Sortino Ratio (10%)-0.11-0.15-0.26-0.45-0.54-0.62-0.70-0.71
Sortino Ratio (5%)0.200.330.320.230.240.480.760.97
Sortino Ratio (0%)0.300.500.530.520.601.172.263.79

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 4 0.77 10/2015
Agricultural Trader Index Month 5 2.06 8/2015
Agricultural Trader Index Month 9 0.98 6/2015
Agricultural Trader Index Month 9 0.82 4/2015
Agricultural Trader Index Month 1 1.41 2/2015
Agricultural Trader Index Month 7 0.85 11/2014
Agricultural Trader Index Month 4 2.11 10/2014
Agricultural Trader Index Month 7 1.01 4/2014
Agricultural Trader Index Month 7 0.62 12/2013
Agricultural Trader Index Month 9 0.56 8/2013
Agricultural Trader Index Month 6 1.08 5/2013
Agricultural Trader Index Month 4 1.77 1/2013
Agricultural Trader Index Month 8 0.11 11/2012
Agricultural Trader Index Month 7 0.89 9/2012
Agricultural Trader Index Month 5 1.96 5/2012
Agricultural Trader Index Month 4 7.29 1/2012
Discretionary Trader Index Month 8 7.29 1/2012
IASG CTA Index Sharpe 5 4.08 2010 - 2011
Agricultural Trader Index Month 6 3.30 11/2011
Systematic Trader Index Month 6 7.00 10/2011
Agricultural Trader Index Month 2 7.00 10/2011
Discretionary Trader Index Month 9 7.00 10/2011
Agricultural Trader Index Month 4 1.65 9/2011

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