Kottke Associates : Stockton Fundamental Ag

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

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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	YTD	1yr	3yr	5yr	10yr	Since 1/2006
Stockton Fundamental Ag	-0.15	-0.45	-	-0.63	-3.30	-0.65	422.35	424.89
S&P 500	0.09	1.90	-	1.73	30.67	58.90	65.21	63.94
+/- S&P 500	-0.24	-2.35	-	-2.36	-33.96	-59.55	357.14	360.95

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:

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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:
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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	126.00	124.00	121.00	115.00	109.00	103.00	91.00	79.00	67.00
Percent Profitable	48.41	50.00	57.02	67.83	67.89	74.76	81.32	87.34	88.06
Average Period Return	1.47	4.63	9.95	21.40	35.98	55.87	100.26	153.51	206.04
Average Gain	4.52	11.17	19.44	33.06	54.36	76.02	124.22	176.67	235.07
Average Loss	-1.42	-1.90	-2.66	-3.18	-2.86	-3.82	-4.00	-6.31	-8.03
Best Period	26.61	63.74	75.73	91.14	162.34	217.64	387.96	465.97	499.36
Worst Period	-9.31	-14.42	-14.25	-15.59	-11.73	-12.85	-12.45	-13.63	-13.83
Standard Deviation	5.59	11.71	19.70	29.55	42.36	64.17	103.14	142.62	161.58
Gain Standard Deviation	6.46	13.42	21.48	29.27	39.81	62.40	99.99	137.94	150.10
Loss Standard Deviation	2.21	3.09	3.68	4.12	3.05	3.25	3.35	4.54	3.93
Sharpe Ratio (1%)	0.25	0.37	0.48	0.69	0.81	0.84	0.94	1.05	1.24
Average Gain / Average Loss	3.18	5.87	7.32	10.39	19.02	19.90	31.02	28.02	29.27
Profit / Loss Ratio	3.03	5.87	9.71	21.90	40.21	58.94	135.02	193.31	215.88
Downside Deviation (10%)	2.04	3.11	4.17	5.39	6.44	7.99	10.52	12.55	12.87
Downside Deviation (5%)	1.89	2.65	3.16	3.31	3.00	3.35	3.43	4.12	4.73
Downside Deviation (0%)	1.86	2.55	2.96	2.93	2.35	2.50	2.23	2.72	3.05
Sortino Ratio (10%)	0.52	1.10	1.79	3.04	4.41	5.71	8.03	10.51	13.87
Sortino Ratio (5%)	0.73	1.65	2.99	6.16	11.48	16.06	28.33	36.25	42.49
Sortino Ratio (0%)	0.79	1.82	3.36	7.31	15.31	22.36	44.97	56.50	67.50

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 Rolling	5	294.68	2007 - 2012
IASG CTA Index	5 Year Rolling	5	331.13	2006 - 2011
IASG CTA Index	3 Year Rolling	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 Rolling	3	341.95	2007 - 2010
IASG CTA Index	5 Year Rolling	3	488.92	2005 - 2010
IASG CTA Index	Year Rolling	4	74.43	2009 - 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	Year Rolling	7	71.10	2008 - 2009
IASG CTA Index	3 Year Rolling	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.

^#8

Top Performer

AGRICULTURAL TRADER INDEX

SEPTEMBER
2015

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Kottke Associates : Stockton Fundamental Ag

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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