Kottke Associates : Swinford Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance 0.62% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.61% Sharpe (RFR=1%) 1.15 CAROR 13.45% Assets $ 0k Worst DD -9.88 S&P Correlation 0.06 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 May Qtr 2020 1yr 3yr 5yr 10yr Since10/1998 Swinford 0.62 - - - - - 0.63 394.40 S&P 500 -1.35 - - - - - 7.12 238.34 +/- S&P 500 1.97 - - - - - -6.50 156.06 Strategy Description SummaryThe Swinford Program utilizes fundamental analysis to project flat price (directional) price movement primarily in the CME meat complex. The Swinford program also establishes positions in the Chicago Board of Trade ("CBOT") feed grain sector based upon fundamental market analysis.... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 0% 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 100.00% Composition Livestock 80.00% Grains 20.00% SummaryThe Swinford Program utilizes fundamental analysis to project flat price (directional) price movement primarily in the CME meat complex. The Swinford program also establishes positions in the Chicago Board of Trade ("CBOT") feed grain sector based upon fundamental market analysis. The Kottke Associates Swinford Managed Program provides proven returns with low correlation to technical trading programs. 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 -9.88 4 2 5/1/2006 9/1/2006 -8.70 5 4 3/1/2000 8/1/2000 -7.53 1 8 4/1/1999 5/1/1999 -7.34 8 17 9/1/2008 5/1/2009 -6.66 1 3 6/1/2007 7/1/2007 -6.43 6 2 11/1/2002 5/1/2003 -6.42 2 3 10/1/2003 12/1/2003 -4.22 1 2 11/1/1998 12/1/1998 -3.39 1 5 12/1/2006 1/1/2007 -2.75 2 1 3/1/2008 5/1/2008 -2.72 2 3 6/1/2005 8/1/2005 -2.64 3 2 4/1/2004 7/1/2004 -2.09 1 1 2/1/1999 3/1/1999 -2.09 1 2 2/1/2011 3/1/2011 -1.09 1 2 5/1/2002 6/1/2002 -0.92 1 1 12/1/2010 1/1/2011 -0.80 2 1 2/1/2001 4/1/2001 -0.45 1 2 10/1/2001 11/1/2001 -0.38 1 2 2/1/2002 3/1/2002 -0.32 1 1 7/1/2008 8/1/2008 -0.10 1 1 5/1/2001 6/1/2001 -0.10 1 1 1/1/2008 2/1/2008 -0.05 1 1 3/1/2006 4/1/2006 Show More Consecutive Gains Run-up Length (Mos.) Start End 40.07 5 6/1/2003 10/1/2003 35.57 11 8/1/2004 6/1/2005 18.06 6 8/1/2007 1/1/2008 17.69 6 9/1/2000 2/1/2001 16.37 2 3/1/2004 4/1/2004 15.98 3 1/1/2000 3/1/2000 15.32 3 10/1/2006 12/1/2006 12.92 5 7/1/2002 11/1/2002 11.47 7 9/1/2005 3/1/2006 10.76 2 6/1/2008 7/1/2008 7.82 4 7/1/2001 10/1/2001 7.79 5 8/1/2010 12/1/2010 6.29 2 10/1/1999 11/1/1999 6.21 2 10/1/1998 11/1/1998 5.54 2 1/1/1999 2/1/1999 5.01 1 6/1/2007 6/1/2007 4.57 6 11/1/2009 4/1/2010 4.44 1 3/1/2008 3/1/2008 4.28 1 4/1/1999 4/1/1999 3.92 1 1/1/2004 1/1/2004 3.33 2 4/1/2002 5/1/2002 2.88 1 2/1/2007 2/1/2007 2.69 2 4/1/2011 5/1/2011 2.26 1 8/1/1999 8/1/1999 1.82 3 12/1/2001 2/1/2002 1.51 1 6/1/2009 6/1/2009 1.48 1 6/1/2000 6/1/2000 1.42 1 5/1/2001 5/1/2001 1.08 1 9/1/2008 9/1/2008 1.01 1 2/1/2011 2/1/2011 0.65 1 5/1/2006 5/1/2006 0.43 1 2/1/2003 2/1/2003 0.41 1 4/1/2009 4/1/2009 0.26 1 6/1/1999 6/1/1999 0.23 1 7/1/2006 7/1/2006 0.18 1 6/1/2004 6/1/2004 0.13 1 9/1/2009 9/1/2009 0.08 1 6/1/2010 6/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.82 2 4/1/2000 5/1/2000 -7.53 1 5/1/1999 5/1/1999 -7.28 2 8/1/2006 9/1/2006 -6.66 1 7/1/2007 7/1/2007 -6.61 6 10/1/2008 3/1/2009 -6.42 2 11/1/2003 12/1/2003 -4.22 1 12/1/1998 12/1/1998 -4.02 2 12/1/2002 1/1/2003 -3.39 1 1/1/2007 1/1/2007 -3.03 1 6/1/2006 6/1/2006 -2.93 3 3/1/2003 5/1/2003 -2.75 2 4/1/2008 5/1/2008 -2.72 2 7/1/2005 8/1/2005 -2.41 2 7/1/2000 8/1/2000 -2.16 3 3/1/2007 5/1/2007 -2.09 1 3/1/2011 3/1/2011 -2.09 1 3/1/1999 3/1/1999 -1.77 1 9/1/1999 9/1/1999 -1.67 1 12/1/1999 12/1/1999 -1.48 1 5/1/2004 5/1/2004 -1.36 1 7/1/2004 7/1/2004 -1.18 1 5/1/2009 5/1/2009 -1.09 1 6/1/2002 6/1/2002 -0.92 1 1/1/2011 1/1/2011 -0.92 2 7/1/2009 8/1/2009 -0.80 2 3/1/2001 4/1/2001 -0.50 1 5/1/2010 5/1/2010 -0.50 1 2/1/2004 2/1/2004 -0.45 1 11/1/2001 11/1/2001 -0.38 1 3/1/2002 3/1/2002 -0.32 1 8/1/2008 8/1/2008 -0.29 1 7/1/2010 7/1/2010 -0.21 1 7/1/1999 7/1/1999 -0.19 1 10/1/2009 10/1/2009 -0.10 1 2/1/2008 2/1/2008 -0.10 1 6/1/2001 6/1/2001 -0.05 1 4/1/2006 4/1/2006 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods152.00150.00147.00141.00135.00129.00117.00105.0093.00 Percent Profitable63.8272.6780.9593.6295.5697.67100.00100.00100.00 Average Period Return1.103.336.8314.5223.2832.9056.2084.51120.39 Average Gain2.645.559.2415.7524.4633.7256.2084.51120.39 Average Loss-1.62-2.58-3.42-3.48-2.08-1.75 Best Period9.5026.6239.6556.9674.06105.67127.06144.72187.34 Worst Period-7.53-8.88-9.34-6.68-3.91-2.5610.8428.3136.05 Standard Deviation3.065.888.1612.3017.1322.1930.2938.0845.95 Gain Standard Deviation2.505.277.0811.7316.6121.7930.2938.0845.95 Loss Standard Deviation1.832.082.632.611.170.74 Sharpe Ratio (1%)0.330.520.781.101.271.391.762.112.51 Average Gain / Average Loss1.642.152.714.5311.7819.26 Profit / Loss Ratio2.895.7311.5066.45253.24808.77 Downside Deviation (10%)1.632.282.842.412.432.200.46 Downside Deviation (5%)1.491.832.051.290.790.60 Downside Deviation (0%)1.461.721.871.080.490.28 Sortino Ratio (10%)0.430.921.533.966.4510.3188.67 Sortino Ratio (5%)0.681.683.0910.4827.6051.39 Sortino Ratio (0%)0.761.933.6513.5047.32116.46 Top Performer Badges Index Award Type Rank Performance Period 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