Postrock Capital Management : AgMeat Spread Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance -3.71% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 25.00% Annualized Vol 18.07% Sharpe (RFR=1%) 0.13 CAROR 1.77% Assets $ 126k Worst DD -32.35 S&P Correlation -0.20 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 May Qtr YTD 1yr 3yr 5yr 10yr Since5/2008 AgMeat Spread Program -3.71 - - - - - -25.01 9.33 S&P 500 2.08 - - - - - 69.21 178.08 +/- S&P 500 -5.79 - - - - - -94.22 -168.75 Strategy Description Investment StrategyPostrock's AgMeat Spread Program is a non-directional spread program focused primarily in the grain & livestock markets. The fund is primarily discretionary, focusing on price inequalities within the same market based on historical price-relationships, economics of grain... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 25.00% Average Commission $25.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 4500 RT/YR/$M Avg. Margin-to-Equity 18% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 10.00% 1-3 Months 20.00% 1-30 Days 70.00% Intraday 0% Decision-Making Discretionary 90.00% Systematic 10.00% Strategy Arbitrage 5.00% Seasonal/cyclical 15.00% Spreading/hedging 80.00% Composition Livestock 75.00% Grains 25.00% Investment StrategyPostrock's AgMeat Spread Program is a non-directional spread program focused primarily in the grain & livestock markets. The fund is primarily discretionary, focusing on price inequalities within the same market based on historical price-relationships, economics of grain storage & production, and economics of cattle-feeding as well as available and perceived current and future supply/demand dynamics. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 -32.35 22 - 7/1/2011 5/1/2013 -25.69 11 10 10/1/2008 9/1/2009 -7.15 1 5 8/1/2010 9/1/2010 -6.15 1 2 4/1/2011 5/1/2011 -0.43 1 1 8/1/2008 9/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 25.03 5 12/1/2009 4/1/2010 22.56 4 5/1/2008 8/1/2008 18.29 7 10/1/2010 4/1/2011 15.78 3 6/1/2010 8/1/2010 12.48 1 10/1/2009 10/1/2009 11.88 2 6/1/2011 7/1/2011 5.84 1 8/1/2009 8/1/2009 4.87 2 2/1/2009 3/1/2009 3.46 1 10/1/2008 10/1/2008 2.60 1 8/1/2012 8/1/2012 2.36 1 1/1/2012 1/1/2012 2.31 1 3/1/2012 3/1/2012 1.59 1 1/1/2013 1/1/2013 0.62 1 5/1/2012 5/1/2012 0.53 1 11/1/2011 11/1/2011 0.25 1 4/1/2013 4/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -22.33 4 4/1/2009 7/1/2009 -18.75 2 6/1/2012 7/1/2012 -10.21 3 8/1/2011 10/1/2011 -7.35 1 9/1/2009 9/1/2009 -7.15 1 9/1/2010 9/1/2010 -6.95 3 11/1/2008 1/1/2009 -6.15 1 5/1/2011 5/1/2011 -5.15 1 2/1/2012 2/1/2012 -5.10 1 11/1/2009 11/1/2009 -3.90 1 12/1/2011 12/1/2011 -3.71 1 5/1/2013 5/1/2013 -3.47 2 2/1/2013 3/1/2013 -3.35 1 5/1/2010 5/1/2010 -0.62 4 9/1/2012 12/1/2012 -0.50 1 4/1/2012 4/1/2012 -0.43 1 9/1/2008 9/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods61.0059.0056.0050.0044.0038.0026.0014.00 Percent Profitable54.1050.8548.2150.0056.8271.0588.4628.57 Average Period Return0.280.891.262.056.6713.1518.433.85 Average Gain3.787.8213.2219.9623.1625.7521.8027.34 Average Loss-3.84-6.28-9.88-15.85-15.03-17.79-7.39-5.55 Best Period12.4822.1427.5338.6762.6568.9053.9038.94 Worst Period-17.78-21.27-23.84-29.91-27.71-26.23-9.67-8.22 Standard Deviation5.229.1213.6320.5224.7324.4815.6517.69 Gain Standard Deviation3.195.477.7212.0818.8716.4213.2017.57 Loss Standard Deviation3.976.056.556.7710.585.833.652.39 Sharpe Ratio (1%)0.040.070.060.050.210.460.98-0.01 Average Gain / Average Loss0.981.251.341.261.541.452.954.93 Profit / Loss Ratio1.161.291.251.262.033.5522.611.97 Downside Deviation (10%)3.916.7110.0315.4816.4015.418.6123.59 Downside Deviation (5%)3.756.198.7912.8112.8011.073.688.37 Downside Deviation (0%)3.716.068.4912.1511.9710.032.715.07 Sortino Ratio (10%)-0.03-0.05-0.12-0.19-0.060.190.31-0.75 Sortino Ratio (5%)0.050.100.090.080.401.014.18-0.03 Sortino Ratio (0%)0.080.150.150.170.561.316.810.76 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. x {{title}} x {{title}} Add Cancel