Ilgenwald Trading, LLC : Ilgenwald Trading, LLC

Year-to-Date: 1.05%
Nov Performance: -0.41%

Min Investment: $ 100k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 12.88%
Sharpe (RFR=1%): -0.03
CAROR: -0.19%

Assets: $ 1.2M
Worst DD: -22.36
S&P Correlation: 0.14

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Growth of 1,000 - VAMI

Monthly Performance

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	2019	1yr	3yr	5yr	10yr	Since 11/2013
Ilgenwald Trading, LLC	-0.41	1.48	1.05	-1.76	-9.38	-8.61	-	-1.13
S&P 500	3.40	7.33	25.29	13.79	41.40	50.37	-	72.17
+/- S&P 500	-3.81	-5.85	-24.23	-15.55	-50.78	-58.98	-	-73.30

Strategy Description

Summary

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%

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.

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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:

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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

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

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
-0.52	2	10/1/2019	11/1/2019
-0.24	1	8/1/2019	8/1/2019

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	73.00	71.00	68.00	62.00	56.00	50.00	38.00	26.00
Percent Profitable	50.68	56.34	47.06	35.48	46.43	32.00	34.21	34.62
Average Period Return	0.05	0.16	0.56	1.16	0.01	-0.87	-2.79	-2.42
Average Gain	2.47	4.97	9.02	12.41	7.45	12.81	10.94	9.24
Average Loss	-2.42	-6.03	-6.96	-5.03	-6.43	-7.30	-9.92	-8.59
Best Period	9.83	18.66	31.13	35.25	22.24	37.19	29.80	17.08
Worst Period	-15.37	-22.36	-18.28	-13.60	-14.80	-15.11	-16.00	-16.37
Standard Deviation	3.72	7.41	10.57	11.33	8.36	12.44	11.61	10.19
Gain Standard Deviation	2.22	4.39	8.70	11.80	5.40	13.12	7.93	5.17
Loss Standard Deviation	3.30	5.70	4.79	3.88	3.85	4.25	4.61	5.65
Sharpe Ratio (1%)	-0.01	-0.01	0.01	0.01	-0.18	-0.23	-0.50	-0.64
Average Gain / Average Loss	1.02	0.82	1.30	2.47	1.16	1.75	1.10	1.08
Profit / Loss Ratio	1.05	1.06	1.15	1.36	1.00	0.83	0.57	0.57
Downside Deviation (10%)	3.03	6.07	7.69	8.70	10.87	15.22	21.67	25.97
Downside Deviation (5%)	2.88	5.57	6.43	5.74	6.44	8.43	11.14	11.15
Downside Deviation (0%)	2.85	5.44	6.12	5.08	5.46	6.94	8.84	8.24
Sortino Ratio (10%)	-0.12	-0.18	-0.25	-0.44	-0.70	-0.73	-0.86	-0.92
Sortino Ratio (5%)	-0.01	-0.02	0.01	0.03	-0.23	-0.34	-0.52	-0.58
Sortino Ratio (0%)	0.02	0.03	0.09	0.23	0.00	-0.12	-0.32	-0.29

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Agricultural Trader Index	Month	7	2.01	9/2019
Discretionary Trader Index	Month	9	2.01	9/2019
Agricultural Trader Index	Month	7	2.01	9/2019
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
Agricultural Trader Index	Month	7	2.29	7/2017
Discretionary Trader Index	Month	10	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.

^#7

Top Performer

AGRICULTURAL TRADER INDEX

SEPTEMBER
2019

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Ilgenwald Trading, LLC	-0.19%

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Ilgenwald Trading, LLC : Ilgenwald Trading, LLC

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

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