Kottke Associates : Stockton Fundamental Ag Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -0.15% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 19.38% Sharpe (RFR=1%) 0.86 CAROR 17.11% Assets $ 2.0M Worst DD -17.26 S&P Correlation 0.07 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since1/2006 Stockton Fundamental Ag -0.15 - - - - - -2.13 424.89 S&P 500 0.09 - - - - - 65.21 261.50 +/- S&P 500 -0.24 - - - - - -67.34 163.39 Strategy Description Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k 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 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 2.00% 1-30 Days 95.00% Intraday 3.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 100.00% Composition Grains 100.00% 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 -17.26 4 9 11/1/2006 3/1/2007 -15.63 11 - 2/1/2011 1/1/2012 -11.02 6 5 8/1/2009 2/1/2010 -9.31 1 1 6/1/2008 7/1/2008 -8.30 1 1 10/1/2010 11/1/2010 -4.54 2 1 4/1/2006 6/1/2006 -2.98 1 1 4/1/2008 5/1/2008 -0.71 3 1 10/1/2008 1/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 82.79 7 2/1/2009 8/1/2009 71.32 6 5/1/2010 10/1/2010 55.61 5 12/1/2007 4/1/2008 25.90 5 7/1/2006 11/1/2006 18.16 3 12/1/2010 2/1/2011 14.07 1 6/1/2008 6/1/2008 12.19 3 8/1/2008 10/1/2008 9.56 3 4/1/2007 6/1/2007 5.79 2 6/1/2012 7/1/2012 5.26 4 1/1/2006 4/1/2006 3.21 1 3/1/2010 3/1/2010 2.55 1 8/1/2011 8/1/2011 2.52 1 10/1/2007 10/1/2007 2.10 2 10/1/2009 11/1/2009 1.55 1 2/1/2013 2/1/2013 1.42 1 4/1/2013 4/1/2013 1.25 2 6/1/2013 7/1/2013 0.69 3 2/1/2012 4/1/2012 0.28 1 10/1/2013 10/1/2013 0.25 1 2/1/2016 2/1/2016 0.18 1 6/1/2014 6/1/2014 0.17 1 1/1/2015 1/1/2015 0.12 1 9/1/2015 9/1/2015 0.10 1 11/1/2015 11/1/2015 0.06 1 9/1/2014 9/1/2014 0.03 1 6/1/2015 6/1/2015 0.01 1 11/1/2011 11/1/2011 0.01 1 4/1/2015 4/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.26 4 12/1/2006 3/1/2007 -14.65 5 3/1/2011 7/1/2011 -9.31 1 7/1/2008 7/1/2008 -8.30 1 11/1/2010 11/1/2010 -7.87 1 9/1/2009 9/1/2009 -5.41 3 12/1/2009 2/1/2010 -4.54 2 5/1/2006 6/1/2006 -4.00 6 8/1/2012 1/1/2013 -2.98 1 5/1/2008 5/1/2008 -2.73 2 9/1/2011 10/1/2011 -2.38 7 11/1/2013 5/1/2014 -2.24 1 11/1/2007 11/1/2007 -1.43 3 7/1/2007 9/1/2007 -0.90 2 12/1/2011 1/1/2012 -0.71 3 11/1/2008 1/1/2009 -0.59 4 3/1/2016 6/1/2016 -0.53 1 5/1/2012 5/1/2012 -0.50 3 10/1/2014 12/1/2014 -0.43 2 8/1/2013 9/1/2013 -0.40 2 2/1/2015 3/1/2015 -0.36 2 7/1/2014 8/1/2014 -0.30 2 12/1/2015 1/1/2016 -0.24 1 4/1/2010 4/1/2010 -0.21 1 3/1/2013 3/1/2013 -0.20 2 7/1/2015 8/1/2015 -0.13 1 5/1/2013 5/1/2013 -0.04 1 5/1/2015 5/1/2015 -0.01 1 10/1/2015 10/1/2015 Show More Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 8 0.12 9/2015 Agricultural Trader Index Month 9 -0.21 2/2015 Agricultural Trader Index Month 8 1.55 2/2013 IASG CTA Index 5 Year 5 294.68 2007 - 2012 IASG CTA Index 5 Year 5 331.13 2006 - 2011 IASG CTA Index 3 Year 8 164.39 2008 - 2011 Agricultural Trader Index Month 9 2.55 8/2011 Agricultural Trader Index Month 9 3.64 2/2011 Discretionary Trader Index Month 9 13.57 12/2010 Agricultural Trader Index Month 6 13.57 12/2010 IASG CTA Index 3 Year 3 341.95 2007 - 2010 IASG CTA Index 5 Year 3 488.92 2005 - 2010 IASG CTA Index Annual 4 74.43 2010 Discretionary Trader Index Month 4 23.73 10/2010 Agricultural Trader Index Month 4 23.73 10/2010 IASG CTA Index Month 5 23.73 10/2010 Discretionary Trader Index Month 6 15.52 9/2010 Agricultural Trader Index Month 3 15.52 9/2010 IASG CTA Index Month 10 15.52 9/2010 Agricultural Trader Index Month 8 4.49 8/2010 Agricultural Trader Index Month 2 6.17 7/2010 Discretionary Trader Index Month 5 6.17 7/2010 Agricultural Trader Index Month 3 6.45 6/2010 Discretionary Trader Index Month 9 6.45 6/2010 Agricultural Trader Index Month 9 1.50 5/2010 Discretionary Trader Index Month 9 3.21 3/2010 Agricultural Trader Index Month 2 3.21 3/2010 IASG CTA Index Annual 7 71.10 2009 IASG CTA Index 3 Year 7 179.01 2006 - 2009 Agricultural Trader Index Month 5 1.13 11/2009 Agricultural Trader Index Month 7 0.96 10/2009 Agricultural Trader Index Month 1 25.73 8/2009 IASG CTA Index Month 2 25.73 8/2009 Discretionary Trader Index Month 2 25.73 8/2009 Agricultural Trader Index Month 3 2.86 7/2009 Discretionary Trader Index Month 2 26.61 6/2009 IASG CTA Index Month 2 26.61 6/2009 Agricultural Trader Index Month 1 26.61 6/2009 Agricultural Trader Index Month 8 2.08 5/2009 Agricultural Trader Index Month 3 4.55 4/2009 Discretionary Trader Index Month 10 4.55 4/2009 Agricultural Trader Index Month 7 0.56 3/2009 Agricultural Trader Index Month 4 4.02 2/2009 Agricultural Trader Index Month 8 0.05 10/2008 Agricultural Trader Index Month 5 0.18 9/2008 Agricultural Trader Index Month 3 11.93 8/2008 Discretionary Trader Index Month 3 11.93 8/2008 Agricultural Trader Index Month 4 14.07 6/2008 Discretionary Trader Index Month 6 14.07 6/2008 IASG CTA Index Month 10 14.07 6/2008 IASG CTA Index Month 4 8.65 4/2008 Agricultural Trader Index Month 2 8.65 4/2008 Discretionary Trader Index Month 2 8.65 4/2008 Agricultural Trader Index Month 5 0.69 3/2008 Agricultural Trader Index Month 6 6.22 2/2008 Agricultural Trader Index Month 2 13.85 1/2008 Discretionary Trader Index Month 4 13.85 1/2008 Agricultural Trader Index Month 2 17.62 12/2007 Discretionary Trader Index Month 3 17.62 12/2007 IASG CTA Index Month 5 17.62 12/2007 Agricultural Trader Index Month 9 -2.24 11/2007 Agricultural Trader Index Month 5 2.52 10/2007 Agricultural Trader Index Month 10 -0.34 9/2007 Agricultural Trader Index Month 9 -0.11 8/2007 Agricultural Trader Index Month 5 -0.98 7/2007 Discretionary Trader Index Month 6 5.71 6/2007 Agricultural Trader Index Month 4 5.71 6/2007 Agricultural Trader Index Month 5 0.72 5/2007 Discretionary Trader Index Month 6 2.90 4/2007 Agricultural Trader Index Month 4 2.90 4/2007 Agricultural Trader Index Month 8 -3.32 3/2007 Agricultural Trader Index Month 10 -5.94 2/2007 Agricultural Trader Index Month 10 -4.88 1/2007 Agricultural Trader Index Month 10 -4.35 12/2006 IASG CTA Index Month 8 10.56 11/2006 Discretionary Trader Index Month 5 10.56 11/2006 Agricultural Trader Index Month 3 10.56 11/2006 Agricultural Trader Index Month 4 3.78 10/2006 Discretionary Trader Index Month 9 3.78 10/2006 Discretionary Trader Index Month 1 2.85 9/2006 Agricultural Trader Index Month 1 2.85 9/2006 Agricultural Trader Index Month 2 0.96 8/2006 Agricultural Trader Index Month 1 5.67 7/2006 Discretionary Trader Index Month 3 5.67 7/2006 IASG CTA Index Month 4 5.67 7/2006 Agricultural Trader Index Month 7 -1.20 6/2006 Agricultural Trader Index Month 8 -3.38 5/2006 Agricultural Trader Index Month 6 0.70 4/2006 Agricultural Trader Index Month 8 2.25 3/2006 Agricultural Trader Index Month 7 1.05 2/2006 Agricultural Trader Index Month 9 0.00 1/2006 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