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/ Redleaf Capital, LLC / Fallback Fundamentals - Accounts <$50K

Redleaf Capital, LLC : Fallback Fundamentals - Accounts <$50K

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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
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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 2020 1yr 3yr 5yr 10yr Since
1/2011
Fallback Fundamentals - Accounts <$50K 1.34 - - - -0.39 -40.22 -6.34 -6.34
S&P 500 -6.94 - - - 29.10 52.82 177.05 189.04
+/- S&P 500 8.28 - - - -29.49 -93.04 -183.39 -195.38

Strategy Description

Summary

Redleaf 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%
Strategy Pie Chart

Composition

Softs
35.00%
Grains
30.00%
Currency Futures
10.00%
Precious Metals
10.00%
Energy
10.00%
Industrial Metals
5.00%
Composition Pie Chart

Summary

Redleaf is a discretionary program managed for the purpose of trading futures.

Investment Strategy

Mainly fundamental analysis used to develop long term trading ideas, then utilizing technicals for entries and exits.

Risk Management

Limit trades to about 3% loss in equity.

   

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

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

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods94.0092.0089.0083.0077.0071.0059.0047.0035.00
Percent Profitable48.9444.5751.6945.7840.2642.2530.5123.4011.43
Average Period Return0.401.422.741.932.011.31-9.15-20.80-33.20
Average Gain7.6416.6622.6432.5848.1254.5472.5366.9739.81
Average Loss-6.54-10.84-18.55-23.95-29.06-37.64-45.01-47.62-42.62
Best Period39.6957.6864.5870.7593.59129.90196.52143.5956.66
Worst Period-23.88-41.85-47.35-54.25-64.09-67.72-67.42-69.16-70.67
Standard Deviation9.8818.3726.0633.6144.1454.5564.4255.9730.65
Gain Standard Deviation8.0414.5818.0322.2728.3041.3256.1246.9717.10
Loss Standard Deviation5.5210.0013.3113.8417.4817.0218.9418.0415.26
Sharpe Ratio (1%)0.030.060.090.030.01-0.01-0.19-0.44-1.25
Average Gain / Average Loss1.171.541.221.361.661.451.611.410.93
Profit / Loss Ratio1.121.241.311.151.121.060.710.430.12
Downside Deviation (10%)6.3211.6217.2423.5831.3338.6253.0562.5967.61
Downside Deviation (5%)6.1411.0716.0920.9527.1432.7342.9847.8447.09
Downside Deviation (0%)6.0910.9315.8120.3126.1431.3340.6344.4942.53
Sortino Ratio (10%)0.000.020.02-0.13-0.18-0.23-0.47-0.68-0.90
Sortino Ratio (5%)0.050.110.140.040.02-0.02-0.28-0.52-0.81
Sortino Ratio (0%)0.060.130.170.100.080.04-0.23-0.47-0.78

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.

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