Strategic Ag Trading : SAT CERES

archived programs
Year-to-Date
N / A
Jun Performance
7.22%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
17.22%
Sharpe (RFR=1%)
0.03
CAROR
0.02%
Assets
$ 36k
Worst DD
-31.85
S&P Correlation
-0.26

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
7/2007
SAT CERES 7.22 - - - - - 5.68 0.09
S&P 500 -1.83 - - - - - 7.86 138.04
+/- S&P 500 9.05 - - - - - -2.18 -137.95

Strategy Description

Summary

The SAT Ceres Program is traded by Jack Frymire. Mr. Frymire focuses on the grains and livestock markets. He does not alter his focus, but may alter his emphasis as opportunities arise. Mr. Frymire’s trading style involves a heavy reliance on his family origins and farming operations... 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
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD 10.05%
Worst Peak-to-Trough -21.41%
Sector Focus Agricultural Traders

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

The SAT Ceres Program is traded by Jack Frymire. Mr. Frymire focuses on the grains and livestock markets. He does not alter his focus, but may alter his emphasis as opportunities arise. Mr. Frymire’s trading style involves a heavy reliance on his family origins and farming operations to form the basis of his market analysis. He also discusses his opinions with other brokers, commercial customers, and other traders to form a complete fundamental overview of each of the major agricultural markets. These overviews are typically, but not always, based on a crop year, livestock cycle, or similar measure. He then reviews technical patterns to determine entry and exit points. He may trade and hold any positions which may or may not be contrary to those held by other accounts advised by the companies he owns and controls.

   

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
-31.85 24 - 2/1/2009 2/1/2011
-9.00 4 2 9/1/2007 1/1/2008
-6.99 2 3 3/1/2008 5/1/2008
-2.17 2 1 1/1/0001 8/1/2007
-0.18 1 1 12/1/2008 1/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
26.79 4 3/1/2011 6/1/2011
14.17 5 8/1/2008 12/1/2008
10.25 2 2/1/2008 3/1/2008
7.94 2 9/1/2009 10/1/2009
6.98 1 12/1/2007 12/1/2007
6.90 4 7/1/2010 10/1/2010
6.38 1 6/1/2008 6/1/2008
6.35 1 1/1/2010 1/1/2010
4.84 1 2/1/2009 2/1/2009
3.34 1 9/1/2007 9/1/2007
1.16 1 6/1/2009 6/1/2009
0.98 1 3/1/2010 3/1/2010
0.87 1 12/1/2010 12/1/2010
0.14 1 5/1/2010 5/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-16.19 2 1/1/2011 2/1/2011
-10.05 1 4/1/2010 4/1/2010
-8.94 3 3/1/2009 5/1/2009
-8.41 2 10/1/2007 11/1/2007
-7.12 1 1/1/2008 1/1/2008
-6.99 2 4/1/2008 5/1/2008
-6.37 2 11/1/2009 12/1/2009
-4.62 1 2/1/2010 2/1/2010
-4.45 1 6/1/2010 6/1/2010
-4.23 2 7/1/2009 8/1/2009
-4.05 1 11/1/2010 11/1/2010
-3.41 1 7/1/2008 7/1/2008
-2.17 2 7/1/2007 8/1/2007
-0.18 1 1/1/2009 1/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods48.0046.0043.0037.0031.0025.0013.00
Percent Profitable54.1743.4848.8445.9551.6148.007.69
Average Period Return0.130.05-1.10-1.39-2.24-4.08-6.33
Average Gain3.616.745.528.799.747.190.85
Average Loss-3.99-5.10-7.42-10.05-15.02-14.48-6.93
Best Period11.1318.2516.3620.0918.4019.370.85
Worst Period-15.81-18.52-16.97-27.79-22.95-31.85-20.31
Standard Deviation4.977.748.3011.7513.6013.136.33
Gain Standard Deviation2.774.755.086.515.516.03
Loss Standard Deviation3.655.225.257.374.988.196.22
Sharpe Ratio (1%)0.01-0.03-0.19-0.20-0.28-0.46-1.48
Average Gain / Average Loss0.901.320.740.870.650.500.12
Profit / Loss Ratio1.071.020.710.740.690.460.01
Downside Deviation (10%)3.846.127.9912.3416.2119.1122.92
Downside Deviation (5%)3.675.576.759.6911.9813.1811.17
Downside Deviation (0%)3.635.436.459.0810.9711.888.78
Sortino Ratio (10%)-0.07-0.19-0.45-0.52-0.61-0.75-0.96
Sortino Ratio (5%)0.01-0.04-0.24-0.25-0.31-0.46-0.84
Sortino Ratio (0%)0.030.01-0.17-0.15-0.20-0.34-0.72

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.