Orgone Commodity Management LLC : Orgone AG 1

archived programs
Year-to-Date
N / A
Mar Performance
-0.42%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
31.24%
Sharpe (RFR=1%)
0.54
CAROR
13.43%
Assets
$ 9.8M
Worst DD
-56.57
S&P Correlation
0.13

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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since
9/2011
Orgone AG 1 -0.42 1.78 - 7.39 14.12 81.89 - 129.21
S&P 500 -2.69 -1.22 - 10.64 26.42 66.60 - 131.66
+/- S&P 500 2.27 3.01 - -3.25 -12.30 15.29 - -2.45

Strategy Description

Summary

Orgone Commodity is a discretionary managed futures strategy that focuses on agricultural markets- primarily soybean, and the soybean complex, corn and wheat. The program trades on a fundamental basis using a proprietary methodology to identify potential trading opportunities. We employ... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 250k
CTA Max Funding Factor
5.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$6.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
7-14 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
12000 RT/YR/$M
Avg. Margin-to-Equity
13%
Targeted Worst DD
-10.00%
Worst Peak-to-Trough
42.00%
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
20.00%
4-12 Months
20.00%
1-3 Months
20.00%
1-30 Days
20.00%
Intraday
20.00%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
80.00%
Technical
20.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

Orgone Commodity is a discretionary managed futures strategy that focuses on agricultural markets- primarily soybean, and the soybean complex, corn and wheat. The program trades on a fundamental basis using a proprietary methodology to identify potential trading opportunities. We employ the use of complex spreads and rarely have an outright position. Orgone Commodity is generally very active in the markets at all times.

Investment Strategy

Orgone Commodity uses a short to medium term fundamental strategy to trade commodity futures markets on a discretionary basis. We focus primarily in corn, wheat and the soybean complex. We employ the use of complex spreads and would rarely have an “outright” position.

Risk Management

We will use a max of 25% margin to equity. Our goal is to not lose more than 10% on the position.

   

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
-56.57 9 7 1/1/0001 5/1/2012
-24.19 2 5 1/1/2014 3/1/2014
-2.76 1 1 3/1/2013 4/1/2013
-2.65 7 5 6/1/2016 1/1/2017
-2.65 3 5 9/1/2015 12/1/2015
-1.92 2 1 4/1/2015 6/1/2015
-1.51 1 1 9/1/2014 10/1/2014
-0.76 1 2 10/1/2017 11/1/2017
-0.42 1 - 2/1/2018 3/1/2018
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Consecutive Gains

Run-up Length (Mos.) Start End
77.22 2 6/1/2012 7/1/2012
74.66 7 9/1/2012 3/1/2013
40.93 9 5/1/2013 1/1/2014
35.83 6 4/1/2014 9/1/2014
11.52 6 11/1/2014 4/1/2015
8.12 3 12/1/2011 2/1/2012
6.29 3 7/1/2015 9/1/2015
6.11 9 2/1/2017 10/1/2017
5.10 6 1/1/2016 6/1/2016
4.82 3 12/1/2017 2/1/2018
0.86 2 11/1/2016 12/1/2016
0.56 1 9/1/2016 9/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-56.44 3 3/1/2012 5/1/2012
-24.19 2 2/1/2014 3/1/2014
-7.78 3 9/1/2011 11/1/2011
-3.60 1 8/1/2012 8/1/2012
-2.76 1 4/1/2013 4/1/2013
-2.65 3 10/1/2015 12/1/2015
-2.26 2 7/1/2016 8/1/2016
-1.92 2 5/1/2015 6/1/2015
-1.57 1 1/1/2017 1/1/2017
-1.51 1 10/1/2014 10/1/2014
-0.76 1 11/1/2017 11/1/2017
-0.42 1 3/1/2018 3/1/2018
-0.24 1 10/1/2016 10/1/2016
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods79.0077.0074.0068.0062.0056.0044.0032.00
Percent Profitable72.1574.0371.6294.12100.00100.00100.00100.00
Average Period Return1.484.819.9023.9837.6948.6280.17110.63
Average Gain4.1310.4819.1226.4337.6948.6280.17110.63
Average Loss-5.40-11.38-13.37-15.23
Best Period45.3970.84121.65217.95288.13217.43356.90388.84
Worst Period-41.18-56.44-52.90-25.800.595.5714.6726.21
Standard Deviation9.0216.9226.0740.8450.3747.2172.5479.30
Gain Standard Deviation7.0513.0023.6540.8050.3747.2172.5479.30
Loss Standard Deviation10.0516.5715.2611.25
Sharpe Ratio (1%)0.150.270.360.560.720.991.061.34
Average Gain / Average Loss0.770.921.431.74
Profit / Loss Ratio1.982.633.6127.76
Downside Deviation (10%)6.0210.4411.595.641.911.570.16
Downside Deviation (5%)5.9310.1410.844.590.12
Downside Deviation (0%)5.9110.0710.664.39
Sortino Ratio (10%)0.180.340.643.3615.7424.46391.89
Sortino Ratio (5%)0.240.450.875.00305.48
Sortino Ratio (0%)0.250.480.935.47

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 6 2.31 1/2018
IASG CTA Index 5 Year Rolling 3 116.54 2012 - 2017
Agricultural Trader Index Month 8 0.48 9/2017
Agricultural Trader Index Month 9 0.16 8/2017
Agricultural Trader Index Month 5 2.47 7/2017
Discretionary Trader Index Month 7 2.47 7/2017
Agricultural Trader Index Month 6 0.58 2/2017
IASG CTA Index 5 Year Rolling 6 126.41 2011 - 2016
Agricultural Trader Index Month 6 0.41 9/2015
Agricultural Trader Index Month 6 1.47 8/2015
Agricultural Trader Index Month 3 4.32 7/2015
Agricultural Trader Index Month 4 1.54 4/2015

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