Redleaf Capital, LLC : Fallback Fundamentals - Accounts <$50K Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance 1.34% Min Investment $ 25k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 34.21% Sharpe (RFR=1%) 0.11 CAROR -0.83% Assets $ 79k Worst DD -72.62 S&P Correlation -0.21 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since1/2011 Fallback Fundamentals - Accounts <$50K 1.34 - - - -2.11 -0.89 -30.52 -6.34 S&P 500 -6.94 - - - 29.10 52.82 177.05 241.44 +/- S&P 500 8.28 - - - -31.21 -53.72 -207.57 -247.78 Strategy Description SummaryRedleaf is a discretionary program managed for the purpose of trading futures.... Read More Account & Fees Type Managed Account Minimum Investment $ 25k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $30.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 15-30 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 4000 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD Worst Peak-to-Trough -16.81% Sector Focus Diversified Traders Holding Periods Over 12 Months 10.00% 4-12 Months 30.00% 1-3 Months 30.00% 1-30 Days 30.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 50.00% Option-purchasing 15.00% Option-writing 15.00% Seasonal/cyclical 10.00% Spreading/hedging 5.00% Technical 5.00% Composition Softs 35.00% Grains 30.00% Currency Futures 10.00% Precious Metals 10.00% Energy 10.00% Industrial Metals 5.00% SummaryRedleaf is a discretionary program managed for the purpose of trading futures.Investment StrategyMainly fundamental analysis used to develop long term trading ideas, then utilizing technicals for entries and exits.Risk ManagementLimit trades to about 3% loss in equity. 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 -72.62 31 - 10/1/2013 5/1/2016 -16.81 4 2 11/1/2012 3/1/2013 -12.69 2 1 6/1/2011 8/1/2011 -8.87 2 4 5/1/2012 7/1/2012 -5.88 4 1 9/1/2011 1/1/2012 -2.50 1 2 1/1/0001 1/1/2011 -2.26 1 2 7/1/2013 8/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 67.22 5 5/1/2014 9/1/2014 61.49 4 4/1/2013 7/1/2013 39.69 1 9/1/2011 9/1/2011 38.25 5 2/1/2011 6/1/2011 31.98 2 10/1/2016 11/1/2016 25.93 4 2/1/2012 5/1/2012 18.24 2 9/1/2013 10/1/2013 15.79 4 8/1/2012 11/1/2012 11.65 1 1/1/2017 1/1/2017 9.50 1 8/1/2016 8/1/2016 9.08 2 9/1/2017 10/1/2017 8.11 1 6/1/2016 6/1/2016 7.70 1 4/1/2017 4/1/2017 7.00 2 4/1/2018 5/1/2018 6.96 1 10/1/2015 10/1/2015 6.78 1 7/1/2015 7/1/2015 6.64 1 2/1/2018 2/1/2018 3.39 1 1/1/2015 1/1/2015 2.04 1 1/1/2014 1/1/2014 1.34 1 10/1/2018 10/1/2018 0.86 1 11/1/2011 11/1/2011 0.66 1 6/1/2017 6/1/2017 0.40 1 2/1/2013 2/1/2013 0.27 1 5/1/2015 5/1/2015 0.23 1 7/1/2018 7/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -50.20 7 11/1/2015 5/1/2016 -41.85 3 2/1/2014 4/1/2014 -19.77 3 2/1/2015 4/1/2015 -18.28 3 10/1/2014 12/1/2014 -18.13 3 11/1/2017 1/1/2018 -12.76 1 6/1/2015 6/1/2015 -12.69 2 7/1/2011 8/1/2011 -11.70 1 12/1/2016 12/1/2016 -11.26 2 11/1/2013 12/1/2013 -10.15 2 12/1/2012 1/1/2013 -8.87 2 6/1/2012 7/1/2012 -8.84 2 2/1/2017 3/1/2017 -7.94 1 9/1/2016 9/1/2016 -7.80 2 8/1/2015 9/1/2015 -7.78 1 3/1/2013 3/1/2013 -7.53 2 7/1/2017 8/1/2017 -7.47 1 5/1/2017 5/1/2017 -4.76 1 7/1/2016 7/1/2016 -4.69 1 6/1/2018 6/1/2018 -4.67 1 10/1/2011 10/1/2011 -3.63 2 8/1/2018 9/1/2018 -2.50 1 1/1/2011 1/1/2011 -2.26 1 8/1/2013 8/1/2013 -2.11 2 12/1/2011 1/1/2012 -1.32 1 3/1/2018 3/1/2018 Show More Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 3 5.47 5/2018 Diversified Trader Index Month 3 5.47 5/2018 IASG CTA Index Month 5 5.47 5/2018 Diversified Trader Index Month 4 6.64 2/2018 IASG CTA Index Month 9 6.64 2/2018 Discretionary Trader Index Month 2 6.64 2/2018 Discretionary Trader Index Month 5 3.78 10/2017 Discretionary Trader Index Month 5 5.11 9/2017 IASG CTA Index Month 5 5.11 9/2017 Diversified Trader Index Month 2 5.11 9/2017 IASG CTA Index Month 3 7.29 4/2017 Diversified Trader Index Month 3 7.29 4/2017 Discretionary Trader Index Month 1 7.29 4/2017 Diversified Trader Index Month 1 11.43 1/2017 Discretionary Trader Index Month 2 11.43 1/2017 IASG CTA Index Month 2 11.43 1/2017 IASG CTA Index Month 2 14.10 11/2016 Discretionary Trader Index Month 2 14.10 11/2016 Diversified Trader Index Month 2 14.10 11/2016 Diversified Trader Index Month 2 15.69 10/2016 Discretionary Trader Index Month 2 15.69 10/2016 IASG CTA Index Month 1 15.69 10/2016 IASG CTA Index Month 1 9.50 8/2016 Discretionary Trader Index Month 1 9.50 8/2016 Diversified Trader Index Month 1 9.50 8/2016 Discretionary Trader Index Month 4 8.11 6/2016 Diversified Trader Index Month 3 6.96 10/2015 Discretionary Trader Index Month 1 6.96 10/2015 IASG CTA Index Month 2 6.96 10/2015 Discretionary Trader Index Month 4 6.78 7/2015 Discretionary Trader Index Month 10 10.05 9/2014 IASG CTA Index Month 2 29.61 7/2014 Discretionary Trader Index Month 2 29.61 7/2014 Diversified Trader Index Month 1 29.61 7/2014 Discretionary Trader Index Month 10 4.06 6/2014 IASG CTA Index Month 3 11.25 5/2014 Diversified Trader Index Month 1 11.25 5/2014 Discretionary Trader Index Month 2 11.25 5/2014 IASG CTA Index 3 Year 3 183.33 2010 - 2013 IASG CTA Index Annual 6 38.30 2013 Diversified Trader Index Month 2 17.00 10/2013 IASG CTA Index Month 2 17.00 10/2013 Discretionary Trader Index Month 1 17.00 10/2013 IASG CTA Index Month 2 20.24 6/2013 Diversified Trader Index Month 2 20.24 6/2013 Discretionary Trader Index Month 3 20.24 6/2013 IASG CTA Index Month 1 15.64 5/2013 Discretionary Trader Index Month 1 15.64 5/2013 Diversified Trader Index Month 1 15.64 5/2013 Discretionary Trader Index Month 1 13.40 4/2013 Discretionary Trader Index Month 3 5.61 11/2012 Diversified Trader Index Month 7 5.61 11/2012 IASG CTA Index Month 8 5.61 11/2012 Diversified Trader Index Month 5 8.33 10/2012 IASG CTA Index Month 4 8.33 10/2012 Discretionary Trader Index Month 2 8.33 10/2012 Discretionary Trader Index Month 2 10.95 5/2012 Discretionary Trader Index Month 2 8.38 2/2012 Diversified Trader Index Month 9 8.38 2/2012 IASG CTA Index Annual 7 57.80 2011 IASG CTA Index Month 2 39.69 9/2011 Diversified Trader Index Month 1 39.69 9/2011 Discretionary Trader Index Month 1 39.69 9/2011 Diversified Trader Index Month 5 8.67 6/2011 IASG CTA Index Month 6 8.67 6/2011 Discretionary Trader Index Month 4 8.67 6/2011 Diversified Trader Index Month 2 18.97 5/2011 Discretionary Trader Index Month 1 18.97 5/2011 IASG CTA Index Month 2 18.97 5/2011 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel