Matador Holdings, LLC : Diversified Commodity Program

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
11/2010
Diversified Commodity Program -2.56 - - - - - - 18.43
S&P 500 -0.75 - - - - - - 193.43
+/- S&P 500 -1.81 - - - - - - -175.00

Strategy Description

Summary

Matador 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%
Strategy Pie Chart

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%
Composition Pie Chart

Summary

Matador 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 Management

The 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.

   

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
-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.