M&R Capital, LLC : Livestock Trading Program

Year-to-Date
4.93%
Jul Performance
-2.33%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
23.34%
Sharpe (RFR=1%)
0.56
CAROR
12.06%
Assets
$ 42.6M
Worst DD
-23.38
S&P Correlation
0.02

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
1/2015
Livestock Trading Program -2.33 -5.79 -4.93 -2.67 37.31 - - 68.53
S&P 500 1.31 1.17 18.88 5.82 35.72 - - 47.87
+/- S&P 500 -3.64 -6.96 -23.81 -8.49 1.59 - - 20.66

Strategy Description

Summary

M&R Capital, LLC, a registered Commodity Trading Advisor since January 2015, primarily trades regulated livestock related futures and options. Trading ideas and execution are initiated by Scott Shepard, the trading principal of M&R Capital. Mr. Shepard focuses primarily on agricultural... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 100k
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
1-7 Days
Redemption Frequency
1-7 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
2198 RT/YR/$M
Avg. Margin-to-Equity
4%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
0%
4-12 Months
10.00%
1-3 Months
30.00%
1-30 Days
60.00%
Intraday
0%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Livestock
90.00%
Currency Futures
5.00%
Grains
5.00%
Composition Pie Chart

Summary

M&R Capital, LLC, a registered Commodity Trading Advisor since January 2015, primarily trades regulated livestock related futures and options. Trading ideas and execution are initiated by Scott Shepard, the trading principal of M&R Capital. Mr. Shepard focuses primarily on agricultural commodity markets with particular emphasis on the livestock sector, but also trades markets outside of this primary sector. Mr. Shepard uses thorough fundamental analysis to help determine his trading outlook. This includes forecasts of both US and world supply and demand, monitoring the US and world weather, shifts in commodity consumption patterns, political issues, currency relationships and trends, and other market movements. Additionally, Mr. Shepard has developed strong relationships throughout the US livestock industry including relationships with major packers and feedlot operators. This helps provide Mr. Shepard with a unique and in-depth perspective of the livestock markets.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-23.38 5 21 8/1/2015 1/1/2016
-6.43 1 2 1/1/2015 2/1/2015
-5.98 10 - 9/1/2018 7/1/2019
-5.74 1 3 4/1/2015 5/1/2015
-1.41 2 1 12/1/2017 2/1/2018
-0.55 1 1 3/1/2018 4/1/2018
-0.04 1 1 7/1/2018 8/1/2018
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Consecutive Gains

Run-up Length (Mos.) Start End
28.26 1 1/1/2015 1/1/2015
24.74 7 10/1/2016 4/1/2017
14.93 1 3/1/2018 3/1/2018
14.47 2 3/1/2015 4/1/2015
14.10 1 5/1/2016 5/1/2016
12.67 4 9/1/2017 12/1/2017
8.25 1 10/1/2015 10/1/2015
7.37 1 8/1/2015 8/1/2015
5.82 3 5/1/2018 7/1/2018
5.63 2 2/1/2016 3/1/2016
4.60 1 12/1/2015 12/1/2015
4.23 2 6/1/2017 7/1/2017
3.56 1 9/1/2018 9/1/2018
3.39 1 4/1/2019 4/1/2019
2.53 1 6/1/2015 6/1/2015
2.46 1 7/1/2016 7/1/2016
2.33 1 2/1/2019 2/1/2019
0.01 1 11/1/2018 11/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-13.88 1 11/1/2015 11/1/2015
-12.40 1 1/1/2016 1/1/2016
-10.92 1 5/1/2017 5/1/2017
-10.30 1 9/1/2015 9/1/2015
-8.82 2 8/1/2016 9/1/2016
-6.43 1 2/1/2015 2/1/2015
-5.79 3 5/1/2019 7/1/2019
-5.74 1 5/1/2015 5/1/2015
-3.99 1 4/1/2016 4/1/2016
-3.73 1 6/1/2016 6/1/2016
-3.52 2 12/1/2018 1/1/2019
-1.55 1 7/1/2015 7/1/2015
-1.44 1 3/1/2019 3/1/2019
-1.41 2 1/1/2018 2/1/2018
-0.81 1 10/1/2018 10/1/2018
-0.56 1 8/1/2017 8/1/2017
-0.55 1 4/1/2018 4/1/2018
-0.04 1 8/1/2018 8/1/2018
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods55.0053.0050.0044.0038.0032.0020.00
Percent Profitable58.1862.2662.0072.7381.5887.50100.00
Average Period Return1.172.634.8610.3718.2725.8938.17
Average Gain4.897.9711.4718.0623.8630.1838.17
Average Loss-4.01-6.17-5.94-10.15-6.47-4.19
Best Period28.2625.9732.7734.9147.0360.1764.04
Worst Period-13.88-21.09-20.45-20.62-17.64-8.1612.40
Standard Deviation6.748.6911.5115.8216.2418.8814.37
Gain Standard Deviation5.715.448.4310.3911.9815.9714.37
Loss Standard Deviation4.175.096.626.565.783.01
Sharpe Ratio (1%)0.160.270.380.591.031.262.44
Average Gain / Average Loss1.221.291.931.783.687.21
Profit / Loss Ratio1.702.133.154.7416.3250.44
Downside Deviation (10%)3.895.476.558.596.615.660.75
Downside Deviation (5%)3.744.995.616.684.122.38
Downside Deviation (0%)3.704.875.406.233.601.74
Sortino Ratio (10%)0.200.260.360.621.612.7629.82
Sortino Ratio (5%)0.290.480.781.404.0710.04
Sortino Ratio (0%)0.320.540.901.665.0714.84

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 1 3.36 4/2019
Discretionary Trader Index Month 3 3.36 4/2019
Discretionary Trader Index Month 3 3.36 4/2019
Agricultural Trader Index Month 1 3.36 4/2019
Agricultural Trader Index Month 4 2.33 2/2019
Agricultural Trader Index Month 4 2.33 2/2019
Agricultural Trader Index Month 4 2.33 2/2019
Discretionary Trader Index Month 7 2.33 2/2019
Discretionary Trader Index Month 7 2.33 2/2019
Discretionary Trader Index Month 7 2.33 2/2019
Discretionary Trader Index Month 7 2.33 2/2019
Agricultural Trader Index Month 4 2.33 2/2019
IASG CTA Index Year Rolling 5 22.06 2017 - 2018
Agricultural Trader Index Month 5 0.01 11/2018
Agricultural Trader Index Month 3 3.56 9/2018
Discretionary Trader Index Month 3 3.56 9/2018
IASG CTA Index Month 9 3.56 9/2018
IASG CTA Index Month 9 3.56 9/2018
Agricultural Trader Index Month 3 3.56 9/2018
Discretionary Trader Index Month 3 3.56 9/2018
Agricultural Trader Index Month 6 1.90 6/2018
Agricultural Trader Index Month 2 2.53 5/2018
Discretionary Trader Index Month 8 2.53 5/2018
IASG CTA Index Month 1 14.93 3/2018
Discretionary Trader Index Month 1 14.93 3/2018
Agricultural Trader Index Month 1 14.93 3/2018
Discretionary Trader Index Month 6 2.39 12/2017
Agricultural Trader Index Month 4 2.39 12/2017
Discretionary Trader Index Month 4 4.08 10/2017
Agricultural Trader Index Month 1 4.08 10/2017
Agricultural Trader Index Month 2 5.42 9/2017
Discretionary Trader Index Month 4 5.42 9/2017
IASG CTA Index Month 4 5.42 9/2017
Agricultural Trader Index Month 10 1.49 7/2017
Agricultural Trader Index Month 10 2.63 6/2017
Discretionary Trader Index Month 10 2.63 6/2017
Agricultural Trader Index Month 3 1.04 4/2017
Agricultural Trader Index Month 2 3.13 2/2017
Discretionary Trader Index Month 6 3.13 2/2017
Agricultural Trader Index Month 2 4.22 1/2017
Discretionary Trader Index Month 8 4.22 1/2017
Agricultural Trader Index Month 8 0.80 12/2016
Agricultural Trader Index Month 1 11.47 11/2016
Discretionary Trader Index Month 3 11.47 11/2016
Agricultural Trader Index Month 5 1.10 10/2016
Agricultural Trader Index Month 5 2.46 7/2016
Discretionary Trader Index Month 10 2.46 7/2016

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.