McNeill Trading : Managed Account Program

Year-to-Date
32.88%
Aug Performance
3.79%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
11.05%
Sharpe (RFR=1%)
0.16
CAROR
2.24%
Assets
$ 1.2M
Worst DD
-27.93
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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
2/2015
Managed Account Program 3.79 6.05 32.88 45.29 32.23 15.87 - 15.67
S&P 500 3.04 7.72 24.49 33.58 61.14 113.19 - 119.92
+/- S&P 500 0.75 -1.68 8.39 11.71 -28.90 -97.32 - -104.25

Strategy Description

Summary

Mr. McNeill’s involvement with commodities dates back to his childhood growing up on a farm in Fayette County, Tennessee. Mr. McNeill attended Mississippi State and then returned to his family farm in the 1970s. Mr. McNeill maintained a row crop operation growing cotton, corn, soybeans... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission
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 2320 RT/YR/$M
Avg. Margin-to-Equity 7%
Targeted Worst DD
Worst Peak-to-Trough
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%
Strategy Pie Chart

Composition

Grains
85.00%
Livestock
15.00%
Composition Pie Chart

Summary

Mr. McNeill’s involvement with commodities dates back to his childhood growing up on a farm in Fayette County, Tennessee. Mr. McNeill attended Mississippi State and then returned to his family farm in the 1970s. Mr. McNeill maintained a row crop operation growing cotton, corn, soybeans and wheat. He also main- tained several cattle on his farm. Mr. McNeill was involved in various agriculture organizations; he was active in the Tennessee Cattlemens Association and on the board of the Tennessee Soybean Association. During his early years of farming, Mr. McNeill became fascinated with the futures markets and was an early adopter of using futures as a means to hedge his farming risk.

As Mr. McNeill’s interest in the futures market grew he came to realize he could help other farmers that were not as familiar with futures use hedging as a means to mitigate risk. He joined Refco, LLC as a broker. In this capacity he managed hedge and speculative accounts. He also consulted with farmers on ways to more effi- ciently run their operations. In addition to his role as a broker, Mr. McNeill traveled with research analysts on crop tours of the United States and South America evaluating crop conditions and production potential.

Mr. McNeill is a fundamental trader. His experience working with farmers and brokers helps to mold his perspective and forecast US and international crop supply and demand. Mr. McNeill’s fundamental analysis also includes constant monitoring of commodity consumption, global weather, currency trends, political issues, and other market factors. Mr. McNeill applies all of these elements into his trading in which positions include long or short futures, options, and spreads.

   

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:
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Average Gain:
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Risk
Standard Deviation:
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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
-27.93 47 12 6/1/2016 5/1/2020
-7.27 1 3 1/1/0001 2/1/2015
-4.43 8 2 8/1/2015 4/1/2016
-2.67 2 1 5/1/2015 7/1/2015
-0.21 1 1 6/1/2021 7/1/2021
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Consecutive Gains

Run-up Length (Mos.) Start End
31.13 5 2/1/2021 6/1/2021
14.41 3 3/1/2015 5/1/2015
7.59 2 5/1/2017 6/1/2017
7.13 2 5/1/2016 6/1/2016
6.57 1 5/1/2019 5/1/2019
5.81 1 9/1/2020 9/1/2020
4.91 2 11/1/2020 12/1/2020
4.18 2 6/1/2020 7/1/2020
3.79 1 8/1/2021 8/1/2021
3.08 1 3/1/2017 3/1/2017
2.79 1 8/1/2015 8/1/2015
2.70 1 2/1/2016 2/1/2016
2.23 1 3/1/2019 3/1/2019
1.55 2 12/1/2016 1/1/2017
1.45 3 9/1/2018 11/1/2018
1.39 1 9/1/2019 9/1/2019
1.37 1 12/1/2015 12/1/2015
0.92 1 10/1/2017 10/1/2017
0.06 1 1/1/2020 1/1/2020
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Consecutive Losses

Run-up Length (Mos.) Start End
-12.39 10 11/1/2017 8/1/2018
-11.92 5 7/1/2016 11/1/2016
-10.25 3 6/1/2019 8/1/2019
-7.27 1 2/1/2015 2/1/2015
-6.03 3 10/1/2019 12/1/2019
-4.97 3 7/1/2017 9/1/2017
-4.04 2 3/1/2016 4/1/2016
-2.92 3 9/1/2015 11/1/2015
-2.82 3 12/1/2018 2/1/2019
-2.67 2 6/1/2015 7/1/2015
-2.42 1 8/1/2020 8/1/2020
-2.16 1 1/1/2021 1/1/2021
-2.05 4 2/1/2020 5/1/2020
-1.77 1 4/1/2017 4/1/2017
-1.69 1 2/1/2017 2/1/2017
-1.50 1 10/1/2020 10/1/2020
-1.45 1 1/1/2016 1/1/2016
-0.54 1 4/1/2019 4/1/2019
-0.21 1 7/1/2021 7/1/2021
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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.