Opus Futures LLC : Advanced Ag Futures Trading Program

Year-to-Date: 57.22%
Dec Performance: 8.78%

Min Investment: $ 100k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 31.55%
Sharpe (RFR=1%): 0.41
CAROR: 9.24%

Assets: $ 32.3M
Worst DD: -50.66
S&P Correlation: 0.05

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Growth of 1,000 - VAMI

Monthly Performance

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	Since 3/2011
Advanced Ag Futures Trading Program	8.78	19.44	57.22	57.22	30.05	44.82	-	138.44
S&P 500	3.71	11.69	16.26	16.26	40.48	81.90	-	180.36
+/- S&P 500	5.07	7.75	40.96	40.96	-10.43	-37.08	-	-41.92

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%

Composition

Grains: 80.00%
Livestock: 20.00%

Summary

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.

Compare to:

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Index: Chart Type:

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:

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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
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Standard Deviation:
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Average Loss:
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Sharpe Ratio: (RF=1%)
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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
-25.62	21	10	3/1/2018	12/1/2019
-25.60	5	8	6/1/2016	11/1/2016
-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

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
50.92	9	4/1/2020	12/1/2020
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
5.24	2	1/1/2020	2/1/2020
4.46	3	8/1/2019	10/1/2019
1.60	1	10/1/2018	10/1/2018
0.17	1	4/1/2019	4/1/2019

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
-6.84	2	11/1/2019	12/1/2019
-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
-1.01	1	3/1/2020	3/1/2020
-0.30	1	9/1/2018	9/1/2018

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	118.00	116.00	113.00	107.00	101.00	95.00	83.00	71.00	59.00
Percent Profitable	57.63	56.90	61.06	64.49	68.32	78.95	91.57	88.73	100.00
Average Period Return	1.15	3.26	6.96	14.85	21.82	28.28	39.78	54.47	64.34
Average Gain	6.44	13.14	19.17	30.97	36.57	38.58	44.13	61.83	64.34
Average Loss	-6.05	-9.78	-12.18	-14.42	-9.98	-10.33	-7.51	-3.52
Best Period	33.95	100.54	93.46	91.47	166.74	172.03	198.34	218.82	178.59
Worst Period	-31.28	-39.42	-50.66	-41.97	-21.63	-22.51	-11.72	-7.89	2.75
Standard Deviation	9.11	16.57	22.24	29.82	36.25	43.06	43.72	56.63	49.18
Gain Standard Deviation	6.86	13.97	18.56	24.28	34.84	42.84	43.13	55.96	49.18
Loss Standard Deviation	6.47	8.97	11.39	10.01	6.99	6.32	4.25	2.42
Sharpe Ratio (1%)	0.12	0.18	0.29	0.46	0.56	0.61	0.84	0.89	1.20
Average Gain / Average Loss	1.06	1.34	1.57	2.15	3.66	3.74	5.87	17.57
Profit / Loss Ratio	1.45	1.77	2.47	3.90	7.90	14.01	63.77	138.36
Downside Deviation (10%)	5.92	9.29	11.53	12.99	10.68	10.08	7.90	9.78	7.77
Downside Deviation (5%)	5.77	8.79	10.58	10.91	7.53	6.33	3.28	2.67	0.35
Downside Deviation (0%)	5.73	8.67	10.35	10.42	6.82	5.52	2.46	1.41
Sortino Ratio (10%)	0.13	0.22	0.39	0.76	1.33	1.79	3.04	3.37	4.73
Sortino Ratio (5%)	0.18	0.34	0.61	1.27	2.70	4.15	11.20	18.88	168.76
Sortino Ratio (0%)	0.20	0.38	0.67	1.43	3.20	5.13	16.15	38.76

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	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	Annual	3	50.45	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	Annual	4	67.77	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.

^#7

Top Performer

AGRICULTURAL TRADER INDEX

SEPTEMBER
2015

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Opus Futures LLC : Advanced Ag Futures Trading Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Opus Futures LLC : Advanced Ag Futures Trading Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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