Ilgenwald Trading, LLC : Ilgenwald Trading, LLC

Year-to-Date
1.58%
Sep Performance
2.01%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
13.06%
Sharpe (RFR=1%)
-0.02
CAROR
-0.10%
Assets
$ 1.2M
Worst DD
-22.36
S&P Correlation
0.14

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
11/2013
Ilgenwald Trading, LLC 2.01 4.21 1.58 -0.58 -11.22 -3.92 - -0.61
S&P 500 1.72 1.19 18.74 2.15 35.89 49.39 - 63.17
+/- S&P 500 0.29 3.02 -17.15 -2.73 -47.11 -53.31 - -63.78

Strategy Description

Summary

lgenwald 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%
Strategy Pie Chart

Composition

Livestock
100.00%
Composition Pie Chart

Summary

lgenwald 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 Strategy

Mr. 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.

   

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
-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
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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
2.01 1 9/1/2019 9/1/2019
0.78 1 3/1/2017 3/1/2017
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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
-0.24 1 8/1/2019 8/1/2019
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods71.0069.0066.0060.0054.0048.0036.0024.00
Percent Profitable52.1155.0745.4536.6744.4429.1736.1133.33
Average Period Return0.060.120.421.27-0.14-0.94-2.39-2.75
Average Gain2.475.159.2712.417.7314.5010.949.76
Average Loss-2.55-6.03-6.96-5.18-6.43-7.30-9.92-9.01
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 Deviation3.777.5110.6911.508.4812.6911.8110.50
Gain Standard Deviation2.224.448.9311.805.5213.207.935.27
Loss Standard Deviation3.355.704.793.933.854.254.815.56
Sharpe Ratio (1%)-0.01-0.02-0.010.02-0.19-0.23-0.46-0.65
Average Gain / Average Loss0.970.851.332.401.201.991.101.08
Profit / Loss Ratio1.051.051.111.390.960.820.620.54
Downside Deviation (10%)3.076.157.818.7411.0515.4221.4326.39
Downside Deviation (5%)2.925.656.525.816.568.6011.0311.54
Downside Deviation (0%)2.895.526.225.155.577.088.788.57
Sortino Ratio (10%)-0.11-0.18-0.26-0.43-0.70-0.73-0.85-0.92
Sortino Ratio (5%)-0.01-0.02-0.010.05-0.25-0.34-0.49-0.59
Sortino Ratio (0%)0.020.020.070.25-0.02-0.13-0.27-0.32

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 6 -0.24 8/2019
Agricultural Trader Index Month 3 2.40 7/2019
Discretionary Trader Index Month 5 2.40 7/2019
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.