Strategic Ag Trading : Chatham

archived programs
Year-to-Date
N / A
Feb Performance
-2.65%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
22.94%
Sharpe (RFR=1%)
0.17
CAROR
2.26%
Assets
$ 123k
Worst DD
-41.22
S&P Correlation
-0.02

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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since
1/2005
Chatham -2.65 0.03 - 26.11 17.35 -1.80 37.61 25.54
S&P 500 5.49 1.79 - 13.18 54.10 90.51 74.82 78.13
+/- S&P 500 -8.14 -1.75 - 12.93 -36.75 -92.31 -37.21 -52.58

Strategy Description

Summary

The Chatham Program is traded by Robert Wiedeman. The trading methods used by Mr. Wiedeman are based on a general overview of fundamentals of grain and soybean markets and the principle that grain and soybean contracts have strong relationships. The Program trades in the agricultural... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
1.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$0
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
5000 RT/YR/$M
Avg. Margin-to-Equity
5%
Targeted Worst DD
11.26%
Worst Peak-to-Trough
-27.48%
Sector Focus
Agricultural Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
100.00%
1-30 Days
0%
Intraday
0%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
80.00%
Technical
20.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

The Chatham Program is traded by Robert Wiedeman. The trading methods used by Mr. Wiedeman are based on a general overview of fundamentals of grain and soybean markets and the principle that grain and soybean contracts have strong relationships. The Program trades in the agricultural markets.

Mr. Wiedeman’s trading philosophy consists of three basic strategies: 1) Long and short positions will be hedged in related commodities and/or with covered options; 2) The Program will not be outright long or short; 3) Technicals will constantly be monitored to enhance fundamental methodology. Technical tools are used to assist money management.

   

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
-41.22 57 - 8/1/2008 5/1/2013
-27.54 6 5 6/1/2005 12/1/2005
-21.09 3 18 5/1/2006 8/1/2006
-8.77 2 3 1/1/0001 2/1/2005
-3.88 1 1 6/1/2008 7/1/2008
-1.45 2 1 3/1/2008 5/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
44.89 5 5/1/2014 9/1/2014
29.41 2 5/1/2005 6/1/2005
27.42 3 8/1/2010 10/1/2010
26.43 3 3/1/2006 5/1/2006
17.68 1 12/1/2010 12/1/2010
17.67 2 7/1/2011 8/1/2011
16.51 2 4/1/2007 5/1/2007
15.89 4 12/1/2007 3/1/2008
15.85 1 1/1/2006 1/1/2006
14.72 1 6/1/2008 6/1/2008
12.81 1 11/1/2006 11/1/2006
11.71 1 8/1/2012 8/1/2012
11.01 2 6/1/2013 7/1/2013
10.83 4 9/1/2013 12/1/2013
10.74 1 5/1/2010 5/1/2010
9.25 2 1/1/2007 2/1/2007
7.62 1 3/1/2005 3/1/2005
7.46 1 1/1/2010 1/1/2010
5.34 3 12/1/2008 2/1/2009
5.24 1 1/1/2015 1/1/2015
4.95 1 11/1/2011 11/1/2011
4.86 1 3/1/2012 3/1/2012
4.22 1 8/1/2008 8/1/2008
4.03 1 6/1/2012 6/1/2012
3.43 1 2/1/2011 2/1/2011
2.61 1 8/1/2009 8/1/2009
2.40 1 9/1/2006 9/1/2006
2.09 1 12/1/2012 12/1/2012
0.95 1 6/1/2009 6/1/2009
0.93 1 4/1/2013 4/1/2013
0.51 1 10/1/2012 10/1/2012
0.10 1 9/1/2007 9/1/2007
0.03 1 4/1/2009 4/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-27.54 6 7/1/2005 12/1/2005
-23.81 4 3/1/2011 6/1/2011
-21.09 3 6/1/2006 8/1/2006
-15.39 2 4/1/2012 5/1/2012
-15.10 1 11/1/2010 11/1/2010
-14.02 3 12/1/2011 2/1/2012
-13.29 2 6/1/2010 7/1/2010
-12.84 3 2/1/2010 4/1/2010
-12.79 4 9/1/2009 12/1/2009
-12.31 4 1/1/2014 4/1/2014
-10.57 3 9/1/2008 11/1/2008
-10.05 3 10/1/2014 12/1/2014
-8.77 2 1/1/2005 2/1/2005
-8.74 1 5/1/2013 5/1/2013
-8.50 1 7/1/2012 7/1/2012
-7.41 1 3/1/2007 3/1/2007
-5.31 3 6/1/2007 8/1/2007
-5.29 1 12/1/2006 12/1/2006
-5.14 1 1/1/2011 1/1/2011
-5.14 2 9/1/2011 10/1/2011
-5.06 1 2/1/2006 2/1/2006
-3.88 1 7/1/2008 7/1/2008
-3.53 3 1/1/2013 3/1/2013
-2.65 1 2/1/2015 2/1/2015
-2.61 1 4/1/2005 4/1/2005
-2.25 1 8/1/2013 8/1/2013
-1.97 1 10/1/2006 10/1/2006
-1.95 2 10/1/2007 11/1/2007
-1.92 1 7/1/2009 7/1/2009
-1.76 1 9/1/2012 9/1/2012
-1.45 2 4/1/2008 5/1/2008
-1.38 1 11/1/2012 11/1/2012
-1.07 1 3/1/2009 3/1/2009
-0.96 1 5/1/2009 5/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods122.00120.00117.00111.00105.0099.0087.0075.0063.00
Percent Profitable44.2653.3352.9952.2549.5249.4951.7248.0036.51
Average Period Return0.401.212.232.342.972.741.61-0.54-3.18
Average Gain6.228.7411.8313.3918.0920.2921.6921.9522.64
Average Loss-4.22-7.40-8.59-9.74-11.87-14.46-19.90-21.30-18.02
Best Period21.3627.4442.0032.7443.5054.1751.9756.6358.46
Worst Period-15.10-21.09-27.54-23.25-32.96-29.92-34.84-37.92-37.58
Standard Deviation6.6210.4313.1113.6718.2120.0123.9525.2723.42
Gain Standard Deviation5.067.569.607.7611.7511.2014.1115.4915.20
Loss Standard Deviation3.165.306.346.668.648.248.5710.0411.08
Sharpe Ratio (1%)0.050.090.130.100.080.04-0.06-0.18-0.35
Average Gain / Average Loss1.471.181.381.371.521.401.091.031.26
Profit / Loss Ratio1.171.351.551.501.501.381.170.950.72
Downside Deviation (10%)4.186.908.7311.1815.1818.5525.8132.4638.24
Downside Deviation (5%)3.986.347.588.7111.2813.0616.9919.6520.40
Downside Deviation (0%)3.936.207.308.1310.4011.8015.0316.9416.80
Sortino Ratio (10%)0.000.00-0.03-0.24-0.30-0.40-0.55-0.68-0.81
Sortino Ratio (5%)0.080.150.230.150.130.06-0.08-0.23-0.41
Sortino Ratio (0%)0.100.200.310.290.290.230.11-0.03-0.19

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 4 12.32 9/2014
Discretionary Trader Index Month 8 12.32 9/2014
Agricultural Trader Index Month 10 1.22 8/2014
IASG CTA Index Month 10 10.93 7/2014
Agricultural Trader Index Month 4 10.93 7/2014
Discretionary Trader Index Month 6 10.93 7/2014
Agricultural Trader Index Month 4 6.58 6/2014
Discretionary Trader Index Month 4 6.58 6/2014
Discretionary Trader Index Month 4 7.79 5/2014
Agricultural Trader Index Month 2 7.79 5/2014
IASG CTA Index Month 5 7.79 5/2014
Agricultural Trader Index Month 7 1.27 11/2013
Agricultural Trader Index Month 5 2.90 10/2013
Discretionary Trader Index Month 6 6.08 9/2013
Agricultural Trader Index Month 4 6.08 9/2013
Agricultural Trader Index Month 4 4.73 7/2013
Discretionary Trader Index Month 8 4.73 7/2013
IASG CTA Index Month 10 6.00 6/2013
Discretionary Trader Index Month 5 6.00 6/2013
Agricultural Trader Index Month 2 6.00 6/2013
Agricultural Trader Index Month 2 2.09 12/2012
Discretionary Trader Index Month 9 2.09 12/2012
Agricultural Trader Index Month 10 0.51 10/2012
Agricultural Trader Index Month 3 11.71 8/2012
IASG CTA Index Month 5 11.71 8/2012
Discretionary Trader Index Month 4 11.71 8/2012
Agricultural Trader Index Month 6 4.86 3/2012
Discretionary Trader Index Month 10 4.86 3/2012
Agricultural Trader Index Month 4 4.95 11/2011
Discretionary Trader Index Month 2 12.94 8/2011
Agricultural Trader Index Month 1 12.94 8/2011
Agricultural Trader Index Month 6 4.19 7/2011
Discretionary Trader Index Month 6 17.68 12/2010
Agricultural Trader Index Month 3 17.68 12/2010
Agricultural Trader Index Month 8 14.35 10/2010
Discretionary Trader Index Month 9 14.35 10/2010
Discretionary Trader Index Month 8 10.11 9/2010
Agricultural Trader Index Month 5 10.11 9/2010
Agricultural Trader Index Month 1 10.74 5/2010
Discretionary Trader Index Month 2 10.74 5/2010
Discretionary Trader Index Month 4 7.46 1/2010
Agricultural Trader Index Month 4 7.46 1/2010
IASG CTA Index Month 8 7.46 1/2010
Agricultural Trader Index Month 9 2.61 8/2009
Agricultural Trader Index Month 10 0.03 4/2009
Agricultural Trader Index Month 3 4.44 2/2009
Agricultural Trader Index Month 10 0.41 1/2009
Agricultural Trader Index Month 8 0.45 12/2008
Agricultural Trader Index Month 6 4.22 8/2008
Discretionary Trader Index Month 5 14.72 6/2008
Agricultural Trader Index Month 3 14.72 6/2008
IASG CTA Index Month 9 14.72 6/2008
Agricultural Trader Index Month 9 -0.78 5/2008
Discretionary Trader Index Month 9 2.45 3/2008
Agricultural Trader Index Month 4 2.45 3/2008
Agricultural Trader Index Month 4 7.84 2/2008
Agricultural Trader Index Month 5 3.49 1/2008
Discretionary Trader Index Month 9 3.49 1/2008
Agricultural Trader Index Month 10 1.36 12/2007
Agricultural Trader Index Month 5 -0.55 11/2007
Agricultural Trader Index Month 10 -1.41 10/2007
Agricultural Trader Index Month 8 0.10 9/2007
Agricultural Trader Index Month 6 -2.11 7/2007
Agricultural Trader Index Month 2 8.03 5/2007
Discretionary Trader Index Month 2 8.03 5/2007
Agricultural Trader Index Month 2 7.85 4/2007
Discretionary Trader Index Month 3 7.85 4/2007
Agricultural Trader Index Month 10 -7.41 3/2007
Agricultural Trader Index Month 7 1.42 2/2007
Discretionary Trader Index Month 3 7.72 1/2007
Agricultural Trader Index Month 3 7.72 1/2007
IASG CTA Index Month 10 7.72 1/2007
Discretionary Trader Index Month 3 12.81 11/2006
Agricultural Trader Index Month 2 12.81 11/2006
IASG CTA Index Month 6 12.81 11/2006
Agricultural Trader Index Month 10 -1.97 10/2006
Discretionary Trader Index Month 3 2.40 9/2006
Agricultural Trader Index Month 2 2.40 9/2006
Agricultural Trader Index Month 8 -5.22 6/2006
Discretionary Trader Index Month 3 4.18 5/2006
Agricultural Trader Index Month 3 4.18 5/2006
Agricultural Trader Index Month 1 10.95 4/2006
Discretionary Trader Index Month 4 10.95 4/2006
Agricultural Trader Index Month 2 9.38 3/2006
Discretionary Trader Index Month 4 9.38 3/2006
Agricultural Trader Index Month 10 -5.06 2/2006
Discretionary Trader Index Month 1 15.85 1/2006
Agricultural Trader Index Month 1 15.85 1/2006
IASG CTA Index Month 5 15.85 1/2006
Agricultural Trader Index Month 8 -7.38 12/2005
Agricultural Trader Index Month 7 -2.52 11/2005
Agricultural Trader Index Month 6 -3.01 10/2005
Agricultural Trader Index Month 8 -5.99 9/2005
Agricultural Trader Index Month 7 -5.21 8/2005
Agricultural Trader Index Month 7 -7.14 7/2005
Agricultural Trader Index Month 1 21.36 6/2005
Discretionary Trader Index Month 1 21.36 6/2005
IASG CTA Index Month 1 21.36 6/2005
Agricultural Trader Index Month 1 6.63 5/2005
Discretionary Trader Index Month 2 6.63 5/2005

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