Tamarkin Managed Futures LLC : Investment Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 10.34% Min Investment $ 50k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 23.99% Sharpe (RFR=1%) 0.50 CAROR 10.87% Assets $ 17k Worst DD -23.08 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 Aug Qtr 2020 1yr 3yr 5yr 10yr Since1/2004 Investment Program 10.34 - - - - - 23.22 144.56 S&P 500 1.98 - - - - - 53.52 228.63 +/- S&P 500 8.36 - - - - - -30.30 -84.07 Strategy Description SummaryMaurry Tamarkin is a principal and chief trader of Tamarkin Managed Futures LLC. He was formally introduced to futures in 1966 when he joined the firm of Kohlmeyer & Co. as a Commodities Account Executive. He... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 20.00% Average Commission $4.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Counter-trend 5.00% Trend-following 95.00% Composition Grains 50.00% Softs 20.00% Precious Metals 10.00% Energy 10.00% Livestock 10.00% SummaryMaurry Tamarkin is a principal and chief trader of Tamarkin Managed Futures LLC. He was formally introduced to futures in 1966 when he joined the firm of Kohlmeyer & Co. as a Commodities Account Executive. He held that position until 1974 when he returned to school. While at Kohlmeyer, he wrote a market letter for the firm using technical analysis. He holds A.B. and Ph. D. degrees from Washington University in St. Louis. His doctorate is in Finance. He taught Finance at the University of Connecticut from 1978 to 1981, at which time he took a professor position at Clark University. He currently is a Professor of Finance at Clark University, Worcester, MA, where, in addition to other Finance courses, he teaches Investments, Speculative Markets, and Technical Analysis to MBA and MSF students. His research appears in the Journal of Futures Markets, Journal of Finance, Journal of Financial Economics, Journal of Political Economy, Management Science, and Journal of Risk and Uncertainty among other academic journals. Maurry Tamarkin became listed as a Principal with the NFA on August 22, 2006. 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 -23.08 23 28 2/1/2008 1/1/2010 -18.81 10 4 3/1/2004 1/1/2005 -15.88 6 5 7/1/2006 1/1/2007 -13.30 4 4 5/1/2005 9/1/2005 -12.61 3 1 1/1/2006 4/1/2006 -10.59 1 2 6/1/2007 7/1/2007 -7.54 1 3 9/1/2007 10/1/2007 -7.06 1 1 1/1/0001 1/1/2004 -1.49 1 1 6/1/2012 7/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 33.23 4 11/1/2007 2/1/2008 29.52 3 5/1/2006 7/1/2006 24.62 2 5/1/2007 6/1/2007 22.61 2 2/1/2004 3/1/2004 22.44 1 2/1/2010 2/1/2010 20.06 4 10/1/2005 1/1/2006 18.48 1 6/1/2008 6/1/2008 18.18 1 5/1/2005 5/1/2005 17.00 2 8/1/2007 9/1/2007 14.47 2 5/1/2012 6/1/2012 14.10 2 2/1/2005 3/1/2005 10.34 1 8/1/2012 8/1/2012 10.17 1 12/1/2008 12/1/2008 10.00 2 2/1/2007 3/1/2007 6.68 6 5/1/2011 10/1/2011 6.35 2 3/1/2009 4/1/2009 5.32 1 8/1/2005 8/1/2005 4.17 1 3/1/2006 3/1/2006 4.06 2 6/1/2009 7/1/2009 4.02 1 10/1/2009 10/1/2009 3.68 2 11/1/2010 12/1/2010 3.30 2 10/1/2004 11/1/2004 3.16 1 8/1/2008 8/1/2008 0.99 2 2/1/2011 3/1/2011 0.93 1 10/1/2006 10/1/2006 Show More Consecutive Losses Run-up Length (Mos.) Start End -21.38 3 3/1/2008 5/1/2008 -16.90 3 11/1/2009 1/1/2010 -13.81 3 9/1/2008 11/1/2008 -13.15 3 11/1/2006 1/1/2007 -12.52 6 4/1/2004 9/1/2004 -10.68 1 4/1/2006 4/1/2006 -10.59 1 7/1/2007 7/1/2007 -10.23 2 6/1/2005 7/1/2005 -10.16 2 12/1/2004 1/1/2005 -8.30 1 9/1/2005 9/1/2005 -7.54 1 10/1/2007 10/1/2007 -7.06 1 1/1/2004 1/1/2004 -6.08 1 2/1/2006 2/1/2006 -5.24 2 1/1/2009 2/1/2009 -4.86 1 1/1/2011 1/1/2011 -4.79 1 4/1/2007 4/1/2007 -4.35 2 8/1/2009 9/1/2009 -4.04 2 8/1/2006 9/1/2006 -3.22 6 11/1/2011 4/1/2012 -1.78 1 4/1/2005 4/1/2005 -1.72 1 7/1/2008 7/1/2008 -1.49 1 7/1/2012 7/1/2012 -1.07 1 5/1/2009 5/1/2009 -0.48 8 3/1/2010 10/1/2010 -0.17 1 4/1/2011 4/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods104.00102.0099.0093.0087.0081.0069.0057.0045.00 Percent Profitable47.1256.8664.6577.4291.9596.3097.1098.25100.00 Average Period Return1.092.884.9710.2816.1822.2834.9650.7264.97 Average Gain6.118.8510.6814.5318.1923.3536.1151.6764.97 Average Loss-4.14-5.78-5.79-4.32-6.78-5.53-3.58-2.43 Best Period25.9131.2334.2557.3356.0470.49116.5096.73103.89 Worst Period-10.68-21.38-17.32-16.08-15.98-10.51-7.00-2.4333.60 Standard Deviation6.939.6610.7113.2715.4416.7123.9024.8016.88 Gain Standard Deviation6.447.878.5911.8514.3716.0723.2823.9616.88 Loss Standard Deviation3.285.014.474.765.655.124.83 Sharpe Ratio (1%)0.150.270.420.700.951.211.341.883.55 Average Gain / Average Loss1.481.531.853.372.684.2210.0821.30 Profit / Loss Ratio1.612.343.5811.5430.64109.69337.711192.82 Downside Deviation (10%)3.685.255.435.054.744.434.874.41 Downside Deviation (5%)3.504.764.433.362.781.671.290.87 Downside Deviation (0%)3.464.644.203.012.431.330.840.32 Sortino Ratio (10%)0.190.310.461.041.812.713.956.61 Sortino Ratio (5%)0.290.551.012.765.2712.1324.7653.69 Sortino Ratio (0%)0.310.621.183.416.6616.6941.49157.86 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. x {{title}} x {{title}} Add Cancel