Kottke Associates : Lark - Cattle Program

Year-to-Date: N / A
Jun Performance: -0.54%

Min Investment: $ 500k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 10.79%
Sharpe (RFR=1%): 0.46
CAROR: 5.46%

Assets: $ 3.5M
Worst DD: -16.49
S&P Correlation: 0.11

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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	Jun	Qtr	2019	1yr	3yr	5yr	10yr	Since 2/2008
Lark - Cattle Program	-0.54	-0.60	-	-3.78	4.73	3.17	-	56.37
S&P 500	0.09	1.90	-	1.73	30.67	58.90	-	57.71
+/- S&P 500	-0.63	-2.50	-	-5.51	-25.93	-55.73	-	-1.34

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 500k
Trading Level Incremental Increase: $ 500k
CTA Max Funding Factor: 1.00
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $0
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: Daily
Redemption Frequency: Daily
Investor Requirements: QEP
Lock-up Period: 0

Trading

Trading Frequency: 2000 RT/YR/$M
Avg. Margin-to-Equity: 7%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Agricultural Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 5.00%
1-30 Days: 95.00%
Intraday: 0%

Summary

The Kottke-Lark Program is a fundamental discretionary trading program managed by Gary Lark. Global Macro in scope with a concentration in physical commodities. Among the fundamental factors to be analyzed will be product supply and demand outlook, weather developments and forecasts, economic trends, and government policies. Based on his extensive experience in managing commercial and speculative trading positions, and recognizing that future states of the world cannot be known with certainty, the advisor seeks to identify skewed risk-reward opportunities; i.e., situations in which the probability of a large gain is seen as being approximately equal to the probability of a small loss.

The advisor may refrain from trading most markets at any given time, based on his assessment of neutral or unattractive risk-reward conditions. In addition to outright long and short positions, trading strategies may include inter and intra-market spread positions and the use of commodity options.

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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:
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Average Gain:
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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
-16.49	18	-	12/1/2014	6/1/2016
-16.16	1	8	9/1/2008	10/1/2008
-12.06	37	10	8/1/2010	9/1/2013
-2.11	1	1	7/1/2014	8/1/2014
-1.76	1	1	1/1/0001	2/1/2008
-1.59	1	1	11/1/2009	12/1/2009
-1.18	1	1	2/1/2010	3/1/2010
-0.98	1	1	6/1/2010	7/1/2010

Consecutive Gains

Run-up	Length (Mos.)	Start	End
31.33	7	3/1/2008	9/1/2008
22.40	8	4/1/2009	11/1/2009
13.88	4	9/1/2014	12/1/2014
11.13	4	11/1/2008	2/1/2009
11.06	2	6/1/2014	7/1/2014
10.27	3	4/1/2010	6/1/2010
6.29	5	4/1/2012	8/1/2012
5.21	1	8/1/2010	8/1/2010
4.27	3	12/1/2013	2/1/2014
3.03	5	3/1/2011	7/1/2011
2.81	3	9/1/2011	11/1/2011
2.58	1	4/1/2014	4/1/2014
2.35	2	1/1/2010	2/1/2010
1.71	2	6/1/2015	7/1/2015
1.10	2	1/1/2012	2/1/2012
0.89	1	6/1/2013	6/1/2013
0.79	1	12/1/2010	12/1/2010
0.35	1	10/1/2013	10/1/2013
0.29	1	5/1/2016	5/1/2016
0.04	1	3/1/2016	3/1/2016

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-16.16	1	10/1/2008	10/1/2008
-13.42	5	1/1/2015	5/1/2015
-9.91	9	9/1/2012	5/1/2013
-9.26	2	1/1/2011	2/1/2011
-4.64	7	8/1/2015	2/1/2016
-3.73	3	9/1/2010	11/1/2010
-3.38	1	5/1/2014	5/1/2014
-2.11	1	8/1/2014	8/1/2014
-1.76	1	2/1/2008	2/1/2008
-1.59	1	12/1/2009	12/1/2009
-1.51	1	8/1/2011	8/1/2011
-1.18	1	3/1/2010	3/1/2010
-1.16	3	7/1/2013	9/1/2013
-0.98	1	7/1/2010	7/1/2010
-0.93	1	3/1/2014	3/1/2014
-0.68	1	12/1/2011	12/1/2011
-0.54	1	6/1/2016	6/1/2016
-0.35	1	4/1/2016	4/1/2016
-0.26	1	3/1/2009	3/1/2009
-0.25	1	11/1/2013	11/1/2013
-0.16	1	3/1/2012	3/1/2012

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	101.00	99.00	96.00	90.00	84.00	78.00	66.00	54.00	42.00
Percent Profitable	56.44	60.61	61.46	61.11	64.29	74.36	80.30	90.74	90.48
Average Period Return	0.49	1.52	3.04	5.85	8.92	11.31	12.50	16.19	19.62
Average Gain	2.19	4.82	8.01	13.34	17.05	16.00	17.00	18.10	21.89
Average Loss	-1.71	-3.55	-4.89	-5.91	-5.71	-2.30	-5.86	-2.52	-1.97
Best Period	8.68	21.38	26.20	34.69	45.01	53.18	51.71	57.57	55.74
Worst Period	-16.16	-11.58	-13.21	-14.23	-16.49	-4.93	-12.01	-5.80	-2.34
Standard Deviation	3.12	5.62	8.41	11.93	15.82	16.10	16.33	18.03	16.04
Gain Standard Deviation	2.07	4.20	6.57	8.96	14.00	16.19	14.95	17.84	15.14
Loss Standard Deviation	2.86	3.26	3.45	3.41	3.68	1.34	4.59	1.95	0.45
Sharpe Ratio (1%)	0.13	0.23	0.30	0.41	0.47	0.58	0.58	0.67	0.91
Average Gain / Average Loss	1.28	1.36	1.64	2.26	2.99	6.97	2.90	7.18	11.12
Profit / Loss Ratio	1.66	2.09	2.61	3.54	5.38	20.22	11.83	70.41	105.60
Downside Deviation (10%)	2.33	3.63	5.06	7.20	8.45	7.47	12.11	13.97	15.91
Downside Deviation (5%)	2.21	3.13	3.96	4.80	4.82	2.32	4.44	2.25	2.52
Downside Deviation (0%)	2.18	3.01	3.70	4.24	4.04	1.34	3.25	0.93	0.62
Sortino Ratio (10%)	0.04	0.08	0.11	0.12	0.16	0.14	-0.27	-0.38	-0.50
Sortino Ratio (5%)	0.19	0.41	0.64	1.01	1.54	4.01	2.13	5.40	5.76
Sortino Ratio (0%)	0.23	0.50	0.82	1.38	2.21	8.45	3.84	17.37	31.67

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Agricultural Trader Index	Month	7	-0.02	2/2015
Agricultural Trader Index	Month	2	2.84	12/2014
Agricultural Trader Index	Month	8	0.83	11/2014
Discretionary Trader Index	Month	8	3.94	10/2014
Agricultural Trader Index	Month	2	3.94	10/2014
Agricultural Trader Index	Month	6	5.66	9/2014
Agricultural Trader Index	Month	2	8.68	6/2014
Discretionary Trader Index	Month	2	8.68	6/2014
IASG CTA Index	Month	8	8.68	6/2014
Agricultural Trader Index	Month	3	2.58	4/2014
Discretionary Trader Index	Month	7	2.58	4/2014
Agricultural Trader Index	Month	6	2.73	2/2014
Agricultural Trader Index	Month	7	1.20	1/2014
Agricultural Trader Index	Month	10	0.30	12/2013
Agricultural Trader Index	Month	6	2.45	4/2012
Agricultural Trader Index	Month	5	1.46	9/2011
Agricultural Trader Index	Month	4	1.11	6/2011
Agricultural Trader Index	Month	7	5.21	8/2010
Agricultural Trader Index	Month	3	6.00	5/2010
Discretionary Trader Index	Month	5	6.00	5/2010
Agricultural Trader Index	Month	7	3.70	4/2010
Discretionary Trader Index	Month	10	3.70	4/2010
Agricultural Trader Index	Month	6	0.32	2/2010
Agricultural Trader Index	Month	10	2.02	1/2010
Agricultural Trader Index	Month	6	0.73	11/2009
Agricultural Trader Index	Month	5	2.03	10/2009
Agricultural Trader Index	Month	5	3.64	9/2009
Agricultural Trader Index	Month	10	2.39	8/2009
Agricultural Trader Index	Month	2	3.36	7/2009
Agricultural Trader Index	Month	7	2.42	6/2009
Agricultural Trader Index	Month	4	4.50	4/2009
Agricultural Trader Index	Month	5	3.09	2/2009
Agricultural Trader Index	Month	7	2.22	1/2009
Agricultural Trader Index	Month	6	3.03	12/2008
Discretionary Trader Index	Month	7	2.36	11/2008
Agricultural Trader Index	Month	2	2.36	11/2008
Discretionary Trader Index	Month	5	4.07	9/2008
Agricultural Trader Index	Month	4	4.07	9/2008
Discretionary Trader Index	Month	4	8.27	8/2008
Agricultural Trader Index	Month	4	8.27	8/2008
Agricultural Trader Index	Month	3	7.72	7/2008
Discretionary Trader Index	Month	3	7.72	7/2008
IASG CTA Index	Month	10	7.72	7/2008
Agricultural Trader Index	Month	7	1.73	5/2008
Agricultural Trader Index	Month	8	1.60	4/2008
Discretionary Trader Index	Month	7	4.25	3/2008
Agricultural Trader Index	Month	2	4.25	3/2008
Agricultural Trader Index	Month	10	0.00	2/2008

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

FEBRUARY
2015

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Kottke Associates : Lark - Cattle Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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