Opus Futures LLC : Advance Ag Futures Trading Program

Year-to-Date
17.54%
Aug Performance
0.88%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
33.51%
Sharpe (RFR=1%)
0.29
CAROR
5.47%
Assets
$ 30.4M
Worst DD
-50.66
S&P Correlation
0.03

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
3/2011
Advance Ag Futures Trading Program 0.88 -11.86 -17.54 -20.82 7.37 3.77 - 57.21
S&P 500 -1.81 6.34 16.73 0.85 33.43 44.59 - 118.44
+/- S&P 500 2.69 -18.20 -34.27 -21.67 -26.06 -40.82 - -61.22

Strategy Description

Summary

Mr. Zelinski's primary focus is in agricultural commodities, and specifically grains and oilseeds. Mr. Zelinski has gained a thorough knowledge of these markets while working with Nesvick Trading Group as the primary research analyst for grain and oilseed markets. Mr. Zelinksi has... 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
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
3630 RT/YR/$M
Avg. Margin-to-Equity
8%
Targeted Worst DD
-25.00%
Worst Peak-to-Trough
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
0%
4-12 Months
5.00%
1-3 Months
15.00%
1-30 Days
80.00%
Intraday
0%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Grains
80.00%
Livestock
20.00%
Composition Pie Chart

Summary

Mr. Zelinski's primary focus is in agricultural commodities, and specifically grains and oilseeds. Mr. Zelinski has gained a thorough knowledge of these markets while working with Nesvick Trading Group as the primary research analyst for grain and oilseed markets. Mr. Zelinksi has traveled around the country to study crop development, as well as gain a knowledge of US cash grain and oilseed markets.

Investment Strategy

Mr. Zelinski's fundamental analysis includes forecasting US and world supply and demand tables, monitoring of US and world weather, studying domestic and international freight values, and tracking underlying cash values associated with agricultural futures markets. Mr. Zelinski also closely monitors developments in world currency values and political events that can have an influence on global trade flows. Mr. Zelinski will also use this analysis in trading various currency, financial, metal, and energy contracts.

   

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
-50.66 6 11 3/1/2011 9/1/2011
-27.50 4 14 1/1/2014 5/1/2014
-25.60 5 8 6/1/2016 11/1/2016
-23.57 16 - 3/1/2018 7/1/2019
-12.28 1 6 8/1/2012 9/1/2012
-10.92 1 2 4/1/2013 5/1/2013
-10.22 2 7 9/1/2015 11/1/2015
-2.08 3 1 10/1/2017 1/1/2018
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
100.54 3 6/1/2012 8/1/2012
54.57 8 6/1/2013 1/1/2014
34.14 4 6/1/2014 9/1/2014
29.36 5 6/1/2017 10/1/2017
29.23 2 3/1/2012 4/1/2012
26.71 2 10/1/2011 11/1/2011
25.63 3 3/1/2015 5/1/2015
17.97 3 11/1/2014 1/1/2015
16.23 2 5/1/2016 6/1/2016
15.49 3 2/1/2013 4/1/2013
12.08 2 2/1/2018 3/1/2018
11.82 2 7/1/2018 8/1/2018
10.36 1 12/1/2015 12/1/2015
9.78 2 12/1/2016 1/1/2017
8.47 3 7/1/2015 9/1/2015
6.93 1 2/1/2016 2/1/2016
5.94 2 3/1/2017 4/1/2017
5.65 1 3/1/2011 3/1/2011
5.47 3 10/1/2012 12/1/2012
1.60 1 10/1/2018 10/1/2018
0.88 1 8/1/2019 8/1/2019
0.17 1 4/1/2019 4/1/2019
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-50.66 6 4/1/2011 9/1/2011
-27.50 4 2/1/2014 5/1/2014
-25.60 5 7/1/2016 11/1/2016
-25.35 1 5/1/2012 5/1/2012
-21.04 1 10/1/2014 10/1/2014
-13.36 1 2/1/2015 2/1/2015
-13.08 3 5/1/2019 7/1/2019
-12.91 3 4/1/2018 6/1/2018
-12.28 1 9/1/2012 9/1/2012
-12.07 3 12/1/2011 2/1/2012
-11.00 5 11/1/2018 3/1/2019
-10.92 1 5/1/2013 5/1/2013
-10.22 2 10/1/2015 11/1/2015
-7.44 2 3/1/2016 4/1/2016
-6.32 1 1/1/2016 1/1/2016
-4.82 1 5/1/2017 5/1/2017
-3.26 1 1/1/2013 1/1/2013
-2.83 1 6/1/2015 6/1/2015
-2.08 3 11/1/2017 1/1/2018
-1.73 1 2/1/2017 2/1/2017
-0.30 1 9/1/2018 9/1/2018
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods102.00100.0097.0091.0085.0079.0067.0055.0043.00
Percent Profitable53.9253.0060.8268.1375.2989.8789.5596.36100.00
Average Period Return0.912.686.6616.7926.7735.4246.6065.5180.70
Average Gain7.0414.0419.3331.3037.8140.1952.9268.1480.70
Average Loss-6.27-10.12-13.01-14.24-6.88-6.93-7.51-4.26
Best Period33.95100.5493.4691.47166.74172.03198.34218.82178.59
Worst Period-31.28-39.42-50.66-41.97-16.83-14.24-11.72-5.263.77
Standard Deviation9.6717.5323.1630.3036.5343.5746.0158.4747.65
Gain Standard Deviation7.4215.2319.5225.0535.6143.4244.4857.9347.65
Loss Standard Deviation6.589.1511.8911.025.634.734.251.41
Sharpe Ratio (1%)0.090.140.270.520.690.770.951.051.59
Average Gain / Average Loss1.121.391.492.205.495.807.0416.01
Profit / Loss Ratio1.311.562.314.7016.7451.4660.37424.27
Downside Deviation (10%)6.339.9512.1612.477.795.957.965.734.68
Downside Deviation (5%)6.179.4311.2010.554.993.193.641.600.20
Downside Deviation (0%)6.139.3110.9710.104.382.622.740.83
Sortino Ratio (10%)0.080.150.340.952.464.233.877.6711.33
Sortino Ratio (5%)0.130.260.551.505.0710.4711.9838.44373.73
Sortino Ratio (0%)0.150.290.611.666.1113.5317.0078.57

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 7 0.15 9/2015
Discretionary Trader Index Month 7 3.01 8/2015
Agricultural Trader Index Month 3 3.01 8/2015
Agricultural Trader Index Month 2 5.14 7/2015
Discretionary Trader Index Month 9 5.14 7/2015
Discretionary Trader Index Month 1 10.28 5/2015
IASG CTA Index Month 1 10.28 5/2015
Agricultural Trader Index Month 1 10.28 5/2015
Agricultural Trader Index Month 1 5.50 4/2015
Discretionary Trader Index Month 3 5.50 4/2015
IASG CTA Index Month 8 5.50 4/2015
IASG CTA Index Month 8 7.98 3/2015
Discretionary Trader Index Month 5 7.98 3/2015
Agricultural Trader Index Month 1 7.98 3/2015
Agricultural Trader Index Month 2 13.00 1/2015
Discretionary Trader Index Month 4 13.00 1/2015
Discretionary Trader Index Month 4 4.37 12/2014
IASG CTA Index 3 Year Rolling 4 106.87 2011 - 2014
Agricultural Trader Index Month 1 4.37 12/2014
Discretionary Trader Index Month 3 10.61 8/2014
Agricultural Trader Index Month 3 10.61 8/2014
Agricultural Trader Index Month 3 13.60 7/2014
Discretionary Trader Index Month 5 13.60 7/2014
IASG CTA Index Month 7 13.60 7/2014
Agricultural Trader Index Month 6 4.00 6/2014
Agricultural Trader Index Month 5 2.21 1/2014
IASG CTA Index Year Rolling 3 50.45 2012 - 2013
Discretionary Trader Index Month 6 4.71 12/2013
Agricultural Trader Index Month 2 4.71 12/2013
Agricultural Trader Index Month 4 3.60 11/2013
Discretionary Trader Index Month 8 4.18 10/2013
Agricultural Trader Index Month 3 4.18 10/2013
Discretionary Trader Index Month 3 13.90 9/2013
Agricultural Trader Index Month 2 13.90 9/2013
IASG CTA Index Month 4 13.90 9/2013
Discretionary Trader Index Month 6 4.23 8/2013
Agricultural Trader Index Month 2 4.23 8/2013
Discretionary Trader Index Month 3 7.43 7/2013
Agricultural Trader Index Month 3 7.43 7/2013
IASG CTA Index Month 7 7.43 7/2013
Discretionary Trader Index Month 10 4.88 6/2013
Agricultural Trader Index Month 3 4.88 6/2013
Agricultural Trader Index Month 8 1.89 4/2013
Discretionary Trader Index Month 4 2.50 3/2013
Agricultural Trader Index Month 1 2.50 3/2013
Discretionary Trader Index Month 1 10.58 2/2013
IASG CTA Index Month 2 10.58 2/2013
Agricultural Trader Index Month 1 10.58 2/2013
Agricultural Trader Index Month 1 3.53 12/2012
Discretionary Trader Index Month 4 3.53 12/2012
IASG CTA Index Year Rolling 4 67.77 2011 - 2012
Agricultural Trader Index Month 4 1.33 11/2012
Agricultural Trader Index Month 8 0.54 10/2012
IASG CTA Index Month 4 12.11 8/2012
Discretionary Trader Index Month 3 12.11 8/2012
Agricultural Trader Index Month 2 12.11 8/2012
IASG CTA Index Month 3 33.95 7/2012
Discretionary Trader Index Month 3 33.95 7/2012
Agricultural Trader Index Month 3 33.95 7/2012
Agricultural Trader Index Month 2 33.54 6/2012
IASG CTA Index Month 2 33.54 6/2012
Discretionary Trader Index Month 2 33.54 6/2012
Agricultural Trader Index Month 1 22.42 4/2012
IASG CTA Index Month 1 22.42 4/2012
Discretionary Trader Index Month 1 22.42 4/2012
Agricultural Trader Index Month 4 5.56 3/2012
Discretionary Trader Index Month 8 5.56 3/2012
Discretionary Trader Index Month 1 24.56 11/2011
IASG CTA Index Month 1 24.56 11/2011
Agricultural Trader Index Month 1 24.56 11/2011

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