Hoss Capital Management, LLC : Hoss Agricultural Futures Program

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

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	Apr	Qtr	2019	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

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%

Composition

Livestock: 85.00%
Grains: 15.00%

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.

Compare to:

{{result.name}} {{result.description}}

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
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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	69.00	67.00	64.00	58.00	52.00	46.00	34.00	22.00
Percent Profitable	62.32	62.69	67.19	68.97	69.23	69.57	64.71	63.64
Average Period Return	0.28	0.86	1.42	1.99	2.77	4.22	6.47	8.48
Average Gain	1.13	2.60	3.99	5.63	7.09	8.51	12.23	14.94
Average Loss	-1.13	-2.05	-3.83	-6.10	-6.96	-5.57	-4.08	-2.82
Best Period	7.29	12.35	24.19	27.73	28.79	31.69	33.86	39.23
Worst Period	-4.26	-7.08	-9.30	-10.58	-16.08	-12.89	-9.49	-6.94
Standard Deviation	1.76	3.69	5.97	7.77	8.90	9.30	10.75	14.75
Gain Standard Deviation	1.54	3.36	5.41	6.33	6.58	7.61	8.92	14.97
Loss Standard Deviation	1.05	2.00	2.76	3.19	4.73	3.58	2.67	2.57
Sharpe Ratio (1%)	0.11	0.17	0.16	0.13	0.14	0.24	0.32	0.30
Average Gain / Average Loss	1.00	1.27	1.04	0.92	1.02	1.53	3.00	5.29
Profit / Loss Ratio	1.65	2.13	2.13	2.05	2.29	3.49	5.49	9.25
Downside Deviation (10%)	1.14	2.36	4.01	6.62	8.89	9.78	13.35	18.42
Downside Deviation (5%)	0.98	1.85	2.92	4.32	5.34	4.60	4.52	4.57
Downside Deviation (0%)	0.94	1.73	2.68	3.81	4.62	3.62	2.86	2.24
Sortino Ratio (10%)	-0.11	-0.15	-0.26	-0.45	-0.54	-0.62	-0.70	-0.71
Sortino Ratio (5%)	0.20	0.33	0.32	0.23	0.24	0.48	0.76	0.97
Sortino Ratio (0%)	0.30	0.50	0.53	0.52	0.60	1.17	2.26	3.79

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.

^#4

Top Performer

AGRICULTURAL TRADER INDEX

OCTOBER
2015

Get Free Research Report on This CTA

Get additional information on Hoss Capital Management, LLC, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by Hoss Capital Management, LLC

Program Name	CAROR

IASG Activity

Blends 148
Portfolios 14
Watchlists 32

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

Hoss Capital Management, LLC : Hoss Agricultural Futures 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

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: