Ilgenwald Trading, LLC : Ilgenwald Trading, LLC Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.18% Jul Performance 2.40% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 13.22% Sharpe (RFR=1%) -0.04 CAROR -0.41% Assets $ 1.2M Worst DD -22.36 S&P Correlation 0.14 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since11/2013 Ilgenwald Trading, LLC 2.40 4.69 -0.18 0.05 -12.77 10.30 - -2.34 S&P 500 1.31 1.17 18.88 5.82 35.72 52.80 - 63.36 +/- S&P 500 1.09 3.52 -19.06 -5.77 -48.49 -42.50 - -65.70 Strategy Description Summarylgenwald Trading, LLC has been a member of the National Futures Association registered with Commodity Futures Trading Commission as a Commodity Trading Advisor since 2013. The Trading Principal is Philip Stanley. Ilgenwald Trading is a discretionary managed futures strategy that focuses... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 3671 RT/YR/$M Avg. Margin-to-Equity 5% 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 100.00% Systematic 0% Strategy Fundamental 30.00% Spreading/hedging 70.00% Composition Livestock 100.00% Summarylgenwald Trading, LLC has been a member of the National Futures Association registered with Commodity Futures Trading Commission as a Commodity Trading Advisor since 2013. The Trading Principal is Philip Stanley. Ilgenwald Trading is a discretionary managed futures strategy that focuses on agricultural markets – mainly livestock. The program has a fundamental focus, using a proprietary methodology to identify potential trading opportunities. Ilgenwald Trading is almost always involved in the markets and may pursure opportunites in either side of the futures and options markets. Technical analysis may be used to establish entry and exit levels. Ilgenwald Trading, LLC utilizes the services and talents of the Nesvick Trading Group to perform the operational and organizational tasks associated with its business.Investment StrategyMr. Stanley focuses primarily on the livestock sector, but does occasionally trade other related markets. Mr. Stanley engages in thorough fundamental analysis of the livestock markets, including forecasting both US and world supply and demand for these and related commodities. It also involves constant monitoring of US and world weather, shifts in commodity consumption patterns, political issues, currency relationships and trends, and other market movement. Mr. Stanley will then use this analysis to develop trading strategies that may involve flat price futures positions as well as intra- and inter- market spread positions. Technical or chart analysis is generally used only to help determine entrance and exit points, as Mr. Stanley believes that fundamentals ultimately determine price movement. 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 -22.36 3 7 12/1/2013 3/1/2014 -17.92 45 - 6/1/2015 3/1/2019 -1.73 1 1 2/1/2015 3/1/2015 -1.17 1 1 12/1/2014 1/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 23.81 5 8/1/2014 12/1/2014 13.95 5 1/1/2016 5/1/2016 8.22 1 6/1/2014 6/1/2014 8.13 6 5/1/2018 10/1/2018 6.79 1 11/1/2015 11/1/2015 5.48 3 11/1/2017 1/1/2018 4.92 4 4/1/2019 7/1/2019 4.92 2 11/1/2013 12/1/2013 3.93 2 6/1/2017 7/1/2017 3.74 3 4/1/2015 6/1/2015 2.79 1 4/1/2014 4/1/2014 2.67 1 2/1/2015 2/1/2015 2.06 1 9/1/2016 9/1/2016 0.78 1 3/1/2017 3/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -22.36 3 1/1/2014 3/1/2014 -16.72 4 7/1/2015 10/1/2015 -8.91 5 11/1/2018 3/1/2019 -8.10 3 2/1/2018 4/1/2018 -7.51 2 4/1/2017 5/1/2017 -6.28 5 10/1/2016 2/1/2017 -4.07 3 8/1/2017 10/1/2017 -3.10 3 6/1/2016 8/1/2016 -1.73 1 3/1/2015 3/1/2015 -1.51 1 12/1/2015 12/1/2015 -1.47 1 5/1/2014 5/1/2014 -1.17 1 1/1/2015 1/1/2015 -0.83 1 7/1/2014 7/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods69.0067.0064.0058.0052.0046.0034.0022.00 Percent Profitable52.1753.7343.7537.9344.2330.4338.2431.82 Average Period Return0.040.030.281.34-0.15-0.89-1.87-2.72 Average Gain2.485.259.6012.417.8914.5010.9410.57 Average Loss-2.62-6.03-6.96-5.43-6.52-7.62-9.80-8.93 Best Period9.8318.6631.1335.2522.2437.1929.8017.08 Worst Period-15.37-22.36-18.28-13.60-14.80-15.11-16.00-16.37 Standard Deviation3.827.6010.8311.708.6112.9711.9510.77 Gain Standard Deviation2.254.539.1511.805.6013.207.935.14 Loss Standard Deviation3.385.704.793.893.894.165.035.75 Sharpe Ratio (1%)-0.01-0.03-0.020.03-0.19-0.22-0.41-0.63 Average Gain / Average Loss0.950.871.382.291.211.901.121.18 Profit / Loss Ratio1.031.011.071.400.960.830.690.55 Downside Deviation (10%)3.116.247.938.8311.1415.5321.0626.45 Downside Deviation (5%)2.975.736.635.906.648.7310.8111.66 Downside Deviation (0%)2.935.606.315.245.657.228.618.68 Sortino Ratio (10%)-0.12-0.19-0.28-0.41-0.70-0.72-0.84-0.92 Sortino Ratio (5%)-0.01-0.04-0.030.06-0.25-0.33-0.45-0.58 Sortino Ratio (0%)0.010.000.040.26-0.03-0.12-0.22-0.31 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 6 0.31 6/2019 Agricultural Trader Index Month 10 1.92 5/2019 Agricultural Trader Index Month 10 0.00 1/2019 Agricultural Trader Index Month 3 2.22 10/2018 Agricultural Trader Index Month 4 1.79 9/2018 Agricultural Trader Index Month 4 1.79 9/2018 Agricultural Trader Index Month 9 1.47 7/2018 Agricultural Trader Index Month 10 0.12 6/2018 Agricultural Trader Index Month 3 1.67 5/2018 Agricultural Trader Index Month 3 2.77 1/2018 Agricultural Trader Index Month 7 1.43 12/2017 Agricultural Trader Index Month 8 1.19 11/2017 Discretionary Trader Index Month 10 2.29 7/2017 Agricultural Trader Index Month 7 2.29 7/2017 Agricultural Trader Index Month 5 2.06 9/2016 Agricultural Trader Index Month 2 3.97 5/2016 Discretionary Trader Index Month 3 3.97 5/2016 Agricultural Trader Index Month 9 0.52 4/2016 Agricultural Trader Index Month 2 4.63 3/2016 Discretionary Trader Index Month 2 4.63 3/2016 Agricultural Trader Index Month 4 3.40 2/2016 Discretionary Trader Index Month 10 3.40 2/2016 Agricultural Trader Index Month 3 0.78 1/2016 Discretionary Trader Index Month 3 6.79 11/2015 Agricultural Trader Index Month 3 6.79 11/2015 Agricultural Trader Index Month 8 1.63 6/2015 Agricultural Trader Index Month 3 2.05 4/2015 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