Sugar Creek Investment Management, LLC : Stockyards Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance 0.16% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.14% Sharpe (RFR=1%) 1.21 CAROR 12.29% Assets $ 251k Worst DD -5.76 S&P Correlation 0.05 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 2020 1yr 3yr 5yr 10yr Since4/2014 Stockyards 0.16 - - - - 1.11 - 40.21 S&P 500 3.72 - - - - 73.07 - 97.34 +/- S&P 500 -3.56 - - - - -71.97 - -57.13 Strategy Description SummaryThe Sugar Creek Stockyards program is a discretionary specialist trading program offered by Sugar Creek Investment Management, LLC. PERFORMANCE NOTES: ALL PRO-FORMA RETURNS FROM APRIL 2014 TO PRESENT ARE DERIVED FROM COMPOSITE RETURNS OF SUGAR CREEK CLIENT ACCOUNTS AND CALCULATED... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 500k CTA Max Funding Factor 2.50 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2500 RT/YR/$M Avg. Margin-to-Equity 7% Targeted Worst DD -20.00% Worst Peak-to-Trough 0% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 65.00% 1-30 Days 25.00% Intraday 5.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 70.00% Option-purchasing 3.00% Option-spreads 2.00% Seasonal/cyclical 5.00% Spreading/hedging 20.00% Composition Livestock 90.00% Grains 10.00% SummaryThe Sugar Creek Stockyards program is a discretionary specialist trading program offered by Sugar Creek Investment Management, LLC. PERFORMANCE NOTES: ALL PRO-FORMA RETURNS FROM APRIL 2014 TO PRESENT ARE DERIVED FROM COMPOSITE RETURNS OF SUGAR CREEK CLIENT ACCOUNTS AND CALCULATED TO REFLECT 2% MANAGEMENT AND 20% PERFORMANCE FEES ("2/20"). ALL ASSETS UNDER MANAGEMENT REPORTED DURING THIS PERIOD ARE ASSETS MANAGED BY SUGAR CREEK INVESTMENT MANAGEMENT, LLC. ALL RETURNS HAVE BEEN CALCULATED BY NAV CONSULTING, INC. Investment StrategyThe Sugar Creek Stockyards program utilizes a combination of fundamental supply/ demand, and to identify attractive risk/ reward opportunities across the livestock and occasionally the grain and oilseeds markets. Livestock seasonality and chart analysis also play a role in trade generation and management. Risk ManagementDISCLAIMER: ALL RETURNS REPORTED ARE PRO-FORMA BASED ON A 2% MANAGEMENT AND 20% PERFORMANCE FEE SCHEDULE. FUTURES AND OPTIONS TRADING HAS LARGE POTENTIAL REWARDS, BUT ALSO LARGE POTENTIAL RISKS. YOU MUST BE AWARE OF THE RISKS AND BE WILLING TO ACCEPT THEM IN ORDER TO INVEST IN THE FUTURES AND OPTIONS MARKETS AND IN ORDER TO INVEST IN THE COMPANY. DO NOT TRADE OR INVEST WITH MONEY YOU CAN’T AFFORD TO LOSE. THIS DOCUMENT AND ITS CONTENTS ARE NEITHER A SOLICITATION NOR AN OFFER TO BUY OR SELL FUTURES, STOCKS OR OPTIONS ON THE FUTURES OR OPTIONS MARKETS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT OR INVESTMENT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED IN THIS DOCUMENT (IF ANY). THE PAST PERFORMANCE OF ANY TRADING SYSTEM OR METHODOLOGY IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 -5.76 2 7 8/1/2014 10/1/2014 -4.32 8 - 2/1/2016 10/1/2016 -2.00 1 4 7/1/2015 8/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 29.08 5 4/1/2014 8/1/2014 9.99 5 3/1/2015 7/1/2015 3.96 3 11/1/2014 1/1/2015 3.67 3 12/1/2015 2/1/2016 2.89 4 11/1/2016 2/1/2017 1.59 3 7/1/2016 9/1/2016 1.35 2 9/1/2015 10/1/2015 0.46 1 5/1/2016 5/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.76 2 9/1/2014 10/1/2014 -3.29 2 3/1/2016 4/1/2016 -2.00 1 10/1/2016 10/1/2016 -2.00 1 8/1/2015 8/1/2015 -1.08 1 6/1/2016 6/1/2016 -0.41 1 2/1/2015 2/1/2015 -0.15 1 11/1/2015 11/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods35.0033.0030.0024.0018.00 Percent Profitable74.2969.7073.3379.17100.00 Average Period Return1.002.954.568.4513.04 Average Gain1.924.956.7110.8713.04 Average Loss-1.64-1.63-1.38-0.75 Best Period8.7922.3627.2627.4737.22 Worst Period-4.41-3.25-2.73-1.561.05 Standard Deviation2.645.926.938.8010.87 Gain Standard Deviation2.366.086.918.3210.87 Loss Standard Deviation1.230.950.850.55 Sharpe Ratio (1%)0.350.460.590.851.06 Average Gain / Average Loss1.173.034.8614.58 Profit / Loss Ratio3.386.9613.3655.39 Downside Deviation (10%)1.201.672.163.092.58 Downside Deviation (5%)1.051.151.060.840.11 Downside Deviation (0%)1.021.030.820.41 Sortino Ratio (10%)0.501.030.971.122.11 Sortino Ratio (5%)0.872.353.848.85108.96 Sortino Ratio (0%)0.982.875.5420.73 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 10 0.16 2/2017 Agricultural Trader Index Month 5 1.10 1/2017 Agricultural Trader Index Month 2 1.50 12/2016 Agricultural Trader Index Month 7 2.04 2/2016 Agricultural Trader Index Month 6 0.65 1/2016 Agricultural Trader Index Month 7 0.94 12/2015 Agricultural Trader Index Month 5 0.33 10/2015 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel