Stockyard Trading : Livestock Program

archived programs
Year-to-Date
N / A
Aug Performance
3.92%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
13.73%
Sharpe (RFR=1%)
1.20
CAROR
-
Assets
$ 2.5M
Worst DD
-3.86
S&P Correlation
0.29

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
5/2014
Livestock Program 3.92 - - - - - - 5.69
S&P 500 3.77 - - - - - - 73.05
+/- S&P 500 0.15 - - - - - - -67.36

Strategy Description

Summary

This is a fundamental discretionary livestock program that trades 50% Lean Hogs and 50% Live Cattle. The strategy trades outright futures contracts with a minor option overlay. It seeks to maximize profits on directional price moves by taking long and short positions. Average trade... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
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 2500 RT/YR/$M
Avg. Margin-to-Equity 8%
Targeted Worst DD -15.00%
Worst Peak-to-Trough
Sector Focus Agricultural Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 50.00%
1-30 Days 50.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
75.00%
Seasonal/cyclical
15.00%
Technical
10.00%
Strategy Pie Chart

Composition

Livestock
100.00%
Composition Pie Chart

Summary

This is a fundamental discretionary livestock program that trades 50% Lean Hogs and 50% Live Cattle. The strategy trades outright futures contracts with a minor option overlay. It seeks to maximize profits on directional price moves by taking long and short positions. Average trade duration is 2-3 weeks. Technical analysis is used for timing of entry and exit. Traders, Kevin Bost and Martin Callaghan, each have over 30 years experience trading livestock. In 1987 Mr. Bost became an Economist at the USDA Economic Research Service. Bost has served as Director of Supply Chain Management for Wendys International. He currently consults for several large restaurant and supermarket chains on meat forecasting and risk management. Martin Callaghan has been a member of the CME since 1975, operating as a floor trader in the Lean Hog pit. *Stockyard Trading is a d/b/a of Big Shoulders LLC

   

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
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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
-3.86 1 2 5/1/2014 6/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
4.97 1 5/1/2014 5/1/2014
4.73 2 7/1/2014 8/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-3.86 1 6/1/2014 6/1/2014
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Time Windows Analysis

 1 Month
Number of Periods4.00
Percent Profitable75.00
Average Period Return1.45
Average Gain3.22
Average Loss-3.86
Best Period4.97
Worst Period-3.86
Standard Deviation3.96
Gain Standard Deviation2.18
Loss Standard Deviation
Sharpe Ratio (1%)0.35
Average Gain / Average Loss0.84
Profit / Loss Ratio2.51
Downside Deviation (10%)2.13
Downside Deviation (5%)1.97
Downside Deviation (0%)1.93
Sortino Ratio (10%)0.49
Sortino Ratio (5%)0.69
Sortino Ratio (0%)0.75

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.