Strategic Ag Trading : SAT HEARTLAND

archived programs
Year-to-Date
N / A
Mar Performance
2.09%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
9.54%
Sharpe (RFR=1%)
0.75
CAROR
8.01%
Assets
$ 535k
Worst DD
-13.58
S&P Correlation
0.12

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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since
12/2008
SAT HEARTLAND 2.09 4.45 - 18.14 22.00 53.91 - 62.95
S&P 500 -1.74 0.44 - 10.44 46.82 76.80 - 128.90
+/- S&P 500 3.83 4.01 - 7.70 -24.81 -22.89 - -65.95

Strategy Description

Summary

Mr. Wanninger takes a conservative approach to options and spread trading. His trading bias is based upon the idea that markets move in a general direction based upon fundamental principles, underlying principles of supply and demand and at the same time understanding that the markets... 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
1000 RT/YR/$M
Avg. Margin-to-Equity
8%
Targeted Worst DD
4.86%
Worst Peak-to-Trough
-4.99%
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
90.00%
Technical
10.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

Mr. Wanninger takes a conservative approach to options and spread trading. His trading bias is based upon the idea that markets move in a general direction based upon fundamental principles, underlying principles of supply and demand and at the same time understanding that the markets are unpredictable at any given moment. Use of technical analysis is used to help more precisely time entry and exit strategies. Rarely does Mr. Wanninger initiate outright futures positions in this trading program. Mr. Wanninger’s general trading methodology relies heavily on selling option premiums against his general attitude towards price movement and direction over an extended period of time. This type of trading philosophy, by nature, tends to result in less volatility within the trading platform. Spread trades versus outright futures positions are utilized to capture futures directional trade bias thus reducing exposure to excessive drawdowns.

   

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
-13.58 9 9 7/1/2013 4/1/2014
-9.08 3 11 8/1/2011 11/1/2011
-5.06 3 4 1/1/2009 4/1/2009
-2.92 1 1 2/1/2013 3/1/2013
-2.04 1 1 1/1/0001 12/1/2008
-1.76 1 1 1/1/2015 2/1/2015
-1.54 1 2 5/1/2011 6/1/2011
-1.38 2 1 3/1/2010 5/1/2010
-0.79 1 1 10/1/2010 11/1/2010
-0.68 1 1 10/1/2009 11/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
23.47 6 12/1/2010 5/1/2011
14.51 3 5/1/2014 7/1/2014
10.49 3 11/1/2014 1/1/2015
10.17 5 10/1/2012 2/1/2013
8.91 5 6/1/2010 10/1/2010
8.65 3 8/1/2009 10/1/2009
6.64 3 6/1/2012 8/1/2012
6.54 4 4/1/2013 7/1/2013
5.35 3 12/1/2011 2/1/2012
2.67 2 9/1/2013 10/1/2013
2.43 2 5/1/2009 6/1/2009
2.43 1 1/1/2009 1/1/2009
2.19 1 3/1/2009 3/1/2009
2.16 2 7/1/2011 8/1/2011
2.14 4 12/1/2009 3/1/2010
2.09 1 3/1/2015 3/1/2015
1.91 1 10/1/2011 10/1/2011
1.45 1 4/1/2012 4/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.38 6 11/1/2013 4/1/2014
-7.79 1 11/1/2011 11/1/2011
-7.11 1 8/1/2013 8/1/2013
-5.03 3 8/1/2014 10/1/2014
-4.86 1 4/1/2009 4/1/2009
-3.25 1 9/1/2011 9/1/2011
-3.23 1 5/1/2012 5/1/2012
-2.92 1 3/1/2013 3/1/2013
-2.35 1 2/1/2009 2/1/2009
-2.04 1 12/1/2008 12/1/2008
-1.80 1 9/1/2012 9/1/2012
-1.76 1 2/1/2015 2/1/2015
-1.57 1 7/1/2009 7/1/2009
-1.54 1 6/1/2011 6/1/2011
-1.38 2 4/1/2010 5/1/2010
-0.79 1 11/1/2010 11/1/2010
-0.68 1 11/1/2009 11/1/2009
-0.47 1 3/1/2012 3/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods76.0074.0071.0065.0059.0053.0041.0029.00
Percent Profitable65.7971.6271.8380.0094.9298.1197.56100.00
Average Period Return0.682.114.228.6513.2819.2828.2041.56
Average Gain2.204.347.2911.6814.1519.6628.9641.56
Average Loss-2.24-3.52-3.63-3.44-2.93-0.21-2.17
Best Period8.0916.3523.4733.4034.3845.2146.8462.89
Worst Period-7.79-9.08-9.38-10.67-5.21-0.21-2.1719.82
Standard Deviation2.765.036.859.6610.3811.7613.5210.29
Gain Standard Deviation1.633.915.368.279.9111.5512.7810.29
Loss Standard Deviation2.012.482.633.082.23
Sharpe Ratio (1%)0.220.370.540.791.131.471.863.64
Average Gain / Average Loss0.981.232.013.394.8292.8313.35
Profit / Loss Ratio1.893.115.1213.5790.004827.15533.98
Downside Deviation (10%)1.932.853.544.123.402.464.700.32
Downside Deviation (5%)1.782.392.582.391.090.310.87
Downside Deviation (0%)1.752.282.362.030.780.030.34
Sortino Ratio (10%)0.140.310.490.891.673.672.6562.37
Sortino Ratio (5%)0.340.781.443.2010.7756.5929.00
Sortino Ratio (0%)0.390.931.794.2617.05662.9283.24

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 5 2.09 3/2015
Agricultural Trader Index Month 4 4.14 1/2015
Agricultural Trader Index Month 4 1.76 12/2014
Agricultural Trader Index Month 1 4.26 11/2014
Discretionary Trader Index Month 6 4.26 11/2014
Agricultural Trader Index Month 10 3.74 7/2014
Agricultural Trader Index Month 5 5.16 6/2014
Discretionary Trader Index Month 8 5.16 6/2014
Agricultural Trader Index Month 4 4.97 5/2014
Agricultural Trader Index Month 7 1.10 10/2013
Agricultural Trader Index Month 8 1.55 9/2013
Agricultural Trader Index Month 9 1.95 7/2013
Agricultural Trader Index Month 8 1.34 6/2013
Agricultural Trader Index Month 2 3.07 4/2013
Discretionary Trader Index Month 10 3.07 4/2013
Agricultural Trader Index Month 6 2.38 2/2013
Agricultural Trader Index Month 5 1.62 1/2013
Agricultural Trader Index Month 3 1.67 12/2012
Agricultural Trader Index Month 6 0.25 11/2012
Agricultural Trader Index Month 1 3.89 10/2012
Agricultural Trader Index Month 8 1.45 4/2012
Agricultural Trader Index Month 5 2.02 2/2012
Agricultural Trader Index Month 9 1.08 1/2012
Agricultural Trader Index Month 4 2.16 12/2011
Agricultural Trader Index Month 9 -1.54 6/2011
Agricultural Trader Index Month 9 0.78 5/2011
Discretionary Trader Index Month 7 8.09 3/2011
Agricultural Trader Index Month 3 8.09 3/2011
Agricultural Trader Index Month 6 4.25 1/2011
Agricultural Trader Index Month 9 -0.79 11/2010
Agricultural Trader Index Month 8 1.97 6/2010
Agricultural Trader Index Month 4 0.74 2/2010
Agricultural Trader Index Month 6 1.09 12/2009
Agricultural Trader Index Month 10 -0.68 11/2009
Agricultural Trader Index Month 8 0.39 10/2009
Agricultural Trader Index Month 6 2.90 9/2009
Agricultural Trader Index Month 7 5.18 8/2009
Agricultural Trader Index Month 10 -1.57 7/2009
Agricultural Trader Index Month 10 1.73 6/2009
Agricultural Trader Index Month 3 2.19 3/2009
Agricultural Trader Index Month 4 2.43 1/2009

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