Matador Holdings, LLC : Diversified Commodity Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance -2.56% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 32.23% Sharpe (RFR=1%) 0.46 CAROR - Assets $ 955k Worst DD -19.61 S&P Correlation -0.09 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 Apr Qtr 2020 1yr 3yr 5yr 10yr Since11/2010 Diversified Commodity Program -2.56 - - - - - 39.77 18.43 S&P 500 -0.75 - - - - - 29.78 214.87 +/- S&P 500 -1.81 - - - - - 9.98 -196.44 Strategy Description SummaryMatador Holdings LLC is a momentum based registered Commodity Trading Advisor firm that focuses on short-to-medium term trends. Trades are structured primarily using futures and options on futures with the down side risk as the driving factor in how trades are placed. Matador tracks... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $7.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1474 RT/YR/$M Avg. Margin-to-Equity 11% Targeted Worst DD -25.00% Worst Peak-to-Trough 19.62% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 30.00% Systematic 70.00% Strategy Momentum 100.00% Composition Currency Futures 10.00% Industrial Metals 10.00% Precious Metals 10.00% Energy 10.00% Grains 10.00% Interest Rates 10.00% Livestock 10.00% Softs 10.00% Stock Indices 10.00% Other 10.00% SummaryMatador Holdings LLC is a momentum based registered Commodity Trading Advisor firm that focuses on short-to-medium term trends. Trades are structured primarily using futures and options on futures with the down side risk as the driving factor in how trades are placed. Matador tracks many markets to determine tradable assets based largely on probability of profit and reasonable risk-to-reward ratio. Trades that meet our risk parameters are initiated using futures and options on futures, typically in a hedged structure.Risk ManagementThe success of any trading program relies heavily on the risk management used in implementing the strategy. The Matador approach concentrates on the following concepts: • Trades are structured based on the downside risk quantified on each trade. •Position sizing. Conservative percentages of bankroll are allocated per trade. •We survey a wide range of trading instruments but do not trade those which exhibit poor liquidity. We try to ensure a position can be entered easily and exited at any time. •We trade multiple instruments simultaneously to diversify assets and pay attention to correlations between trades. We rarely trade multiple instruments from the same commodity class unless their low correlation is demonstrated. •Diverse options strategies allow us to choose between aggressive or conservative strategies on a trade by trade basis. As a bonus, option strategies often have risk limits built into the trade. •We dynamically manage trades. Trades can be exited or adjusted before irreparable damage is done. 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 -19.61 3 3 1/1/0001 1/1/2011 -8.03 2 - 9/1/2011 11/1/2011 -3.60 2 2 4/1/2011 6/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 27.44 1 4/1/2011 4/1/2011 22.69 3 7/1/2011 9/1/2011 8.28 3 12/1/2011 2/1/2012 2.22 1 2/1/2011 2/1/2011 0.85 1 12/1/2010 12/1/2010 Show More Consecutive Losses Run-up Length (Mos.) Start End -15.98 1 11/1/2010 11/1/2010 -8.03 2 10/1/2011 11/1/2011 -5.13 1 1/1/2011 1/1/2011 -3.60 2 5/1/2011 6/1/2011 -2.68 2 3/1/2012 4/1/2012 -1.34 1 3/1/2011 3/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods18.0016.0013.007.00 Percent Profitable50.0056.2584.62100.00 Average Period Return1.326.6517.8036.88 Average Gain6.7516.1121.1636.88 Average Loss-4.10-5.52-0.67 Best Period27.4428.5250.7250.70 Worst Period-15.98-19.61-0.8014.63 Standard Deviation9.3013.9116.6214.84 Gain Standard Deviation9.7210.0115.8314.84 Loss Standard Deviation4.816.560.19 Sharpe Ratio (1%)0.130.461.042.42 Average Gain / Average Loss1.652.9231.81 Profit / Loss Ratio1.653.75174.94 Downside Deviation (10%)4.526.001.36 Downside Deviation (5%)4.365.540.46 Downside Deviation (0%)4.335.430.27 Sortino Ratio (10%)0.200.9011.24 Sortino Ratio (5%)0.281.1537.49 Sortino Ratio (0%)0.311.2266.91 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