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

Year-to-Date: N / A
Oct Performance: 0.59%

Min Investment: $ 50k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 19.49%
Sharpe (RFR=1%): -0.14
CAROR: -3.44%

Assets: $ 142k
Worst DD: -49.47
S&P Correlation: -0.17

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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	YTD	1yr	3yr	5yr	10yr	Since 10/2011
Fallback Fundamentals - Accounts >$50K	0.59	-1.48	-	-6.96	-21.32	-46.08	-	-21.95
S&P 500	-6.94	-3.71	-	5.30	29.10	52.82	-	114.17
+/- S&P 500	7.53	2.24	-	-12.26	-50.42	-98.90	-	-136.12

Strategy Description

Summary

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

Account & Fees

Type: Managed Account
Minimum Investment: $ 50k
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: -33.52%
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%

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.

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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:

Monthly Annual

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Loss Deviation:
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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:
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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
-49.47	20	-	9/1/2014	5/1/2016
-22.22	6	5	10/1/2013	4/1/2014
-19.47	10	3	5/1/2012	3/1/2013
-4.19	4	1	1/1/0001	1/1/2012
-1.07	1	1	7/1/2013	8/1/2013

Consecutive Gains

Run-up	Length (Mos.)	Start	End
44.24	4	4/1/2013	7/1/2013
26.00	3	7/1/2014	9/1/2014
19.59	4	2/1/2012	5/1/2012
14.98	2	10/1/2016	11/1/2016
14.26	3	10/1/2012	12/1/2012
9.94	2	9/1/2013	10/1/2013
7.83	1	5/1/2014	5/1/2014
5.50	1	1/1/2017	1/1/2017
5.33	1	8/1/2016	8/1/2016
4.04	2	4/1/2018	5/1/2018
3.94	2	9/1/2017	10/1/2017
3.34	1	4/1/2017	4/1/2017
3.00	1	10/1/2015	10/1/2015
2.94	1	2/1/2018	2/1/2018
2.94	1	7/1/2015	7/1/2015
2.82	1	6/1/2016	6/1/2016
2.64	1	1/1/2014	1/1/2014
2.43	1	6/1/2017	6/1/2017
1.68	1	2/1/2013	2/1/2013
1.56	1	1/1/2015	1/1/2015
0.59	1	10/1/2018	10/1/2018
0.05	1	11/1/2011	11/1/2011
0.04	1	5/1/2015	5/1/2015

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-26.21	7	11/1/2015	5/1/2016
-20.76	3	2/1/2015	4/1/2015
-19.12	3	2/1/2014	4/1/2014
-18.74	4	6/1/2012	9/1/2012
-10.53	3	10/1/2014	12/1/2014
-8.80	3	11/1/2017	1/1/2018
-8.22	1	3/1/2013	3/1/2013
-7.06	1	1/1/2013	1/1/2013
-6.87	1	6/1/2015	6/1/2015
-6.31	2	11/1/2013	12/1/2013
-5.68	1	12/1/2016	12/1/2016
-5.32	1	6/1/2014	6/1/2014
-4.61	4	6/1/2018	9/1/2018
-4.37	2	2/1/2017	3/1/2017
-3.79	1	9/1/2016	9/1/2016
-3.71	2	8/1/2015	9/1/2015
-3.50	2	7/1/2017	8/1/2017
-3.39	1	5/1/2017	5/1/2017
-2.78	1	10/1/2011	10/1/2011
-1.99	1	7/1/2016	7/1/2016
-1.50	2	12/1/2011	1/1/2012
-1.07	1	8/1/2013	8/1/2013
-0.73	1	3/1/2018	3/1/2018

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	85.00	83.00	80.00	74.00	68.00	62.00	50.00	38.00	26.00
Percent Profitable	43.53	38.55	42.50	35.14	38.24	40.32	18.00	2.63	0.00
Average Period Return	-0.14	-0.29	-0.58	-2.30	-2.99	-5.65	-17.87	-26.77	-23.95
Average Gain	4.62	9.47	12.50	17.57	22.54	23.13	23.83	2.04
Average Loss	-3.80	-6.42	-10.25	-13.06	-18.79	-25.09	-27.02	-27.55	-23.95
Best Period	17.39	43.88	44.27	44.13	56.98	55.57	44.85	2.04	-10.73
Worst Period	-11.85	-20.76	-27.85	-33.51	-45.26	-48.39	-44.60	-46.43	-46.08
Standard Deviation	5.63	10.71	14.84	18.76	24.33	27.79	24.36	13.72	10.24
Gain Standard Deviation	4.40	9.26	11.58	14.33	14.42	17.17	17.67
Loss Standard Deviation	3.19	5.97	7.98	10.05	13.10	12.17	13.70	13.03	10.24
Sharpe Ratio (1%)	-0.04	-0.05	-0.07	-0.18	-0.18	-0.28	-0.86	-2.25	-2.84
Average Gain / Average Loss	1.21	1.48	1.22	1.35	1.20	0.92	0.88	0.07
Profit / Loss Ratio	0.94	0.93	0.90	0.73	0.74	0.62	0.19	0.00
Downside Deviation (10%)	3.95	7.57	11.35	16.61	23.12	28.91	40.75	50.18	52.55
Downside Deviation (5%)	3.76	6.98	10.11	13.87	18.92	22.90	29.84	33.68	30.74
Downside Deviation (0%)	3.71	6.84	9.81	13.22	17.93	21.49	27.36	30.00	25.97
Sortino Ratio (10%)	-0.14	-0.20	-0.27	-0.44	-0.46	-0.55	-0.83	-0.96	-0.98
Sortino Ratio (5%)	-0.06	-0.08	-0.11	-0.24	-0.24	-0.33	-0.70	-0.92	-0.95
Sortino Ratio (0%)	-0.04	-0.04	-0.06	-0.17	-0.17	-0.26	-0.65	-0.89	-0.92

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Discretionary Trader Index	Month	5	3.39	5/2018
Diversified Trader Index	Month	6	3.39	5/2018
Discretionary Trader Index	Month	10	2.94	2/2018
Diversified Trader Index	Month	10	2.94	2/2018
Discretionary Trader Index	Month	10	2.20	9/2017
Diversified Trader Index	Month	6	2.20	9/2017
Diversified Trader Index	Month	4	2.43	6/2017
Diversified Trader Index	Month	9	3.05	4/2017
Discretionary Trader Index	Month	6	3.05	4/2017
Discretionary Trader Index	Month	6	4.97	1/2017
IASG CTA Index	Month	8	4.97	1/2017
Diversified Trader Index	Month	4	4.97	1/2017
Diversified Trader Index	Month	9	7.21	11/2016
Discretionary Trader Index	Month	6	7.21	11/2016
IASG CTA Index	Month	10	7.21	11/2016
Discretionary Trader Index	Month	4	7.32	10/2016
Diversified Trader Index	Month	3	7.32	10/2016
IASG CTA Index	Month	3	7.32	10/2016
Diversified Trader Index	Month	2	5.33	8/2016
IASG CTA Index	Month	4	5.33	8/2016
Discretionary Trader Index	Month	5	5.33	8/2016
IASG CTA Index	Month	10	3.00	10/2015
Discretionary Trader Index	Month	6	3.00	10/2015
Diversified Trader Index	Month	10	3.00	10/2015
Diversified Trader Index	Month	2	17.12	7/2014
IASG CTA Index	Month	3	17.12	7/2014
Discretionary Trader Index	Month	3	17.12	7/2014
Discretionary Trader Index	Month	3	9.06	5/2014
Diversified Trader Index	Month	2	9.06	5/2014
Discretionary Trader Index	Month	5	8.74	10/2013
Diversified Trader Index	Month	8	8.74	10/2013
Discretionary Trader Index	Month	4	17.39	6/2013
Diversified Trader Index	Month	3	17.39	6/2013
Discretionary Trader Index	Month	5	8.21	5/2013
Diversified Trader Index	Month	8	8.21	5/2013
Discretionary Trader Index	Month	2	13.27	4/2013
Discretionary Trader Index	Month	6	4.90	11/2012
Diversified Trader Index	Month	6	7.87	10/2012
Discretionary Trader Index	Month	3	7.87	10/2012
Discretionary Trader Index	Month	4	8.51	5/2012
Discretionary Trader Index	Month	4	6.68	2/2012

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

^#5

Top Performer

DISCRETIONARY TRADER INDEX

MAY
2018

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

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

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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