Malachi Capital Management : Malachi Red Deer Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -0.18% Min Investment $ 200k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 6.53% Sharpe (RFR=1%) -0.15 CAROR - Assets $ 3.3M Worst DD -6.52 S&P Correlation 0.02 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since8/2011 Malachi Red Deer Program -0.18 - - - - - - -0.31 S&P 500 0.71 - - - - - - 204.98 +/- S&P 500 -0.89 - - - - - - -205.28 Strategy Description SummaryThe Malachi Red Deer program trades lean hog seasonal spreads and outright positions. It is primarily a discretionary program, with technical components focused on trade entry and exit points. Trade duration for seasonal spreads is generally from three to six weeks, though individual... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 200k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $8.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 3500 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD Worst Peak-to-Trough Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 20.00% 1-30 Days 60.00% Intraday 20.00% Decision-Making Discretionary 80.00% Systematic 20.00% Strategy Counter-trend 10.00% Seasonal/cyclical 50.00% Technical 10.00% Trend-following 30.00% Composition Livestock 100.00% SummaryThe Malachi Red Deer program trades lean hog seasonal spreads and outright positions. It is primarily a discretionary program, with technical components focused on trade entry and exit points. Trade duration for seasonal spreads is generally from three to six weeks, though individual legs of a particular spread may be modified over time to establish a new spread position. Many positions may be considered "scalps" that are completed intraday or are held for a short period of time to take advantage of market anomalies.Investment StrategyThe Malachi Red Deer program is designed to exploit the trader's three decades of experience in Chicago’s hog trading pit and his fundamental knowledge of hog, cattle and grain markets. The program is based on the trader's personal account trading methodology and was recently revised to exploit more volatile market conditions. The trader’s own account is traded at a level of $4 million in the program alongside investor accounts, and average pricing is used for all trades. See information brochure for complete details.Risk ManagementMalachi’s overall risk management approach is centered on sound money management methods and risk calculations for all trades. Malachi calculates risk subjectively by analyzing fundamental and technical factors (such as volatility, open interest, seasonal influences, supply and demand, news events, etc.) in light of its money management techniques. 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 -6.52 4 - 8/1/2012 12/1/2012 -3.31 2 2 4/1/2012 6/1/2012 -0.66 2 2 12/1/2011 2/1/2012 -0.37 1 1 9/1/2011 10/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 5.64 2 7/1/2012 8/1/2012 2.58 2 8/1/2011 9/1/2011 2.02 2 11/1/2011 12/1/2011 0.79 2 3/1/2012 4/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.52 4 9/1/2012 12/1/2012 -3.31 2 5/1/2012 6/1/2012 -0.66 2 1/1/2012 2/1/2012 -0.37 1 10/1/2011 10/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods17.0015.0012.00 Percent Profitable47.0653.3358.33 Average Period Return0.000.030.34 Average Gain1.372.371.90 Average Loss-1.22-2.64-1.83 Best Period3.345.433.92 Worst Period-4.52-6.35-3.19 Standard Deviation1.883.222.23 Gain Standard Deviation1.111.591.27 Loss Standard Deviation1.572.371.08 Sharpe Ratio (1%)-0.04-0.07-0.07 Average Gain / Average Loss1.120.901.04 Profit / Loss Ratio1.001.031.45 Downside Deviation (10%)1.603.042.98 Downside Deviation (5%)1.442.481.63 Downside Deviation (0%)1.402.341.33 Sortino Ratio (10%)-0.25-0.39-0.71 Sortino Ratio (5%)-0.06-0.09-0.09 Sortino Ratio (0%)0.000.010.26 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