Schindler Capital Management, LLC : Grain Advantage Program

Year-to-Date
0.00%
Oct Performance
0.00%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
9.89%
Sharpe (RFR=1%)
-0.21
CAROR
-26.01%
Assets
$ 0k
Worst DD
-74.79
S&P Correlation
-0.09

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
6/2013
Grain Advantage Program 0.00 0.00 0.00 0.00 - -73.29 - -72.20
S&P 500 2.04 1.92 21.16 12.01 - 48.99 - 83.43
+/- S&P 500 -2.04 -1.92 -21.16 -12.01 - -122.28 - -155.64

Strategy Description

Summary

The program seeks to capitalize on trend changes over longer timeframes, focusing on weekly, dairy and 4-hour charts. Technical analysis is used to fine tune entries and exits.... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 100k
CTA Max Funding Factor
2.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$15.00
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
250 RT/YR/$M
Avg. Margin-to-Equity
0%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
0%
Intraday
0%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
20.00%
Technical
20.00%
Trend-following
60.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

The program seeks to capitalize on trend changes over longer timeframes, focusing on weekly, dairy and 4-hour charts. Technical analysis is used to fine tune entries and exits.

Investment Strategy

Straight futures in highly liquid grain markets.

Risk Management

Stop-loss orders are utilized in areas just beyond clear support and resistance zones. Profitable trades utilize a trailing stop in an attempt to catch as much upside as possible.

   

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
-74.79 30 - 6/1/2015 12/1/2017
-6.67 11 1 6/1/2014 5/1/2015
-4.63 2 1 3/1/2014 5/1/2014
-3.56 3 2 10/1/2013 1/1/2014
-2.24 1 2 6/1/2013 7/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
12.13 1 6/1/2015 6/1/2015
5.64 1 6/1/2014 6/1/2014
5.06 2 2/1/2014 3/1/2014
5.05 2 9/1/2013 10/1/2013
3.14 1 9/1/2015 9/1/2015
1.34 1 10/1/2014 10/1/2014
0.47 1 6/1/2013 6/1/2013
0.39 1 2/1/2015 2/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-71.72 49 10/1/2015 10/1/2019
-13.56 2 7/1/2015 8/1/2015
-5.42 3 3/1/2015 5/1/2015
-4.63 2 4/1/2014 5/1/2014
-3.56 3 11/1/2013 1/1/2014
-2.49 3 7/1/2014 9/1/2014
-2.24 2 7/1/2013 8/1/2013
-0.52 3 11/1/2014 1/1/2015
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods51.0075.0072.0066.0060.0054.0042.0030.00
Percent Profitable19.6120.0022.2222.7320.0018.5211.906.67
Average Period Return-0.09-2.84-5.99-13.22-22.12-30.26-38.72-53.42
Average Gain3.323.183.293.593.712.780.981.81
Average Loss-2.50-14.48-24.20-34.32-38.10-39.57-45.31-59.49
Best Period12.138.306.627.069.449.721.811.81
Worst Period-10.19-72.20-72.20-72.20-72.20-72.20-74.79-74.79
Standard Deviation2.8614.4820.2928.1933.2235.2335.6432.48
Gain Standard Deviation3.632.502.062.162.783.230.770.00
Loss Standard Deviation2.4726.6832.3334.6134.6234.6834.2828.18
Sharpe Ratio (1%)-0.06-0.21-0.32-0.50-0.71-0.92-1.17-1.77
Average Gain / Average Loss1.320.220.140.100.100.070.020.03
Profit / Loss Ratio0.880.180.110.060.030.020.000.00
Downside Deviation (10%)2.0614.8821.8333.3944.3653.4764.8781.49
Downside Deviation (5%)1.9114.6121.1131.3440.5147.5254.6165.76
Downside Deviation (0%)1.8714.5520.9430.8839.6346.1652.3362.24
Sortino Ratio (10%)-0.24-0.27-0.39-0.55-0.67-0.76-0.84-0.92
Sortino Ratio (5%)-0.09-0.21-0.31-0.45-0.58-0.68-0.76-0.87
Sortino Ratio (0%)-0.05-0.20-0.29-0.43-0.56-0.66-0.74-0.86

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 7 0.00 10/2018
Agricultural Trader Index Month 1 3.14 9/2015
Agricultural Trader Index Month 1 12.13 6/2015
Trend Following Strategy Index Month 1 12.13 6/2015
Discretionary Trader Index Month 1 12.13 6/2015
Agricultural Trader Index Month 5 0.39 2/2015

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