Tanyard Creek Capital : Livestock Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.93% Jan Performance 0.93% Min Investment $ 200k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 20.41% Sharpe (RFR=1%) 0.70 CAROR 14.37% Assets $ 69.2M Worst DD -14.17 S&P Correlation -0.07 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since6/2008 Livestock Program 0.93 0.00 0.93 -2.21 2.25 12.62 60.46 448.04 S&P 500 -1.11 13.59 -1.11 15.15 31.52 89.48 185.82 233.77 +/- S&P 500 2.04 -13.59 2.04 -17.36 -29.27 -76.87 -125.36 214.27 Strategy Description SummaryThe trading strategy attempts to identify optimal trading opportunities. The approach is primarily guided by observation of spreads within a particular market. It is the assumption of TCC that, by studying and investing in the spreads between contract months, commodities, and various... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1500 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 100.00% Composition Livestock 100.00% SummaryThe trading strategy attempts to identify optimal trading opportunities. The approach is primarily guided by observation of spreads within a particular market. It is the assumption of TCC that, by studying and investing in the spreads between contract months, commodities, and various commodity classes, an investor can earn substantial profits with acceptable risks. TCC believes that the spread markets provide numerous trading opportunities as speculators, hedgers, and commercial interests move commodity positions from one contract month, commodity, or commodity class to another. TCC may refine or change its trading approach (including enhancements or changes to the trading system or deletion of commodity interests traded) at any time without prior notice. The Program’s portfolio is structured to include various outright positions and spread positions. The Program’s return objectives are 25-35% with potential annual drawdowns contained under 15-20%. The average margin-to-equity ratio is approximately 10% - 30%.This Program may trade futures and option contracts in any agricultural market traded on a U.S. Futures exchange. To effectively capture trends over all markets, the Program requires no less than $50,000 for each account and anticipates approximately 2,500 round turns per $1,000,000. 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 -14.17 3 5 8/1/2009 11/1/2009 -11.60 8 11 7/1/2012 3/1/2013 -9.52 6 4 8/1/2011 2/1/2012 -7.51 1 1 10/1/2008 11/1/2008 -7.01 16 - 8/1/2019 12/1/2020 -5.94 2 4 7/1/2014 9/1/2014 -5.25 1 1 4/1/2010 5/1/2010 -5.17 11 2 7/1/2018 6/1/2019 -4.91 4 8 7/1/2015 11/1/2015 -4.73 1 4 10/1/2010 11/1/2010 -4.54 6 3 10/1/2016 4/1/2017 -4.43 1 4 1/1/2009 2/1/2009 -4.32 1 4 2/1/2015 3/1/2015 -3.74 5 3 9/1/2017 2/1/2018 -2.37 1 2 7/1/2010 8/1/2010 -0.61 1 1 1/1/0001 6/1/2008 -0.02 1 1 6/1/2009 7/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 159.13 4 7/1/2008 10/1/2008 26.32 9 12/1/2010 8/1/2011 25.92 9 11/1/2013 7/1/2014 17.27 5 12/1/2009 4/1/2010 11.54 2 9/1/2010 10/1/2010 11.27 3 5/1/2012 7/1/2012 11.21 2 12/1/2008 1/1/2009 9.28 5 5/1/2017 9/1/2017 8.76 2 6/1/2010 7/1/2010 7.43 2 5/1/2009 6/1/2009 7.43 4 7/1/2016 10/1/2016 7.34 2 7/1/2019 8/1/2019 7.04 1 8/1/2009 8/1/2009 7.03 3 5/1/2018 7/1/2018 6.87 2 1/1/2015 2/1/2015 5.42 4 4/1/2013 7/1/2013 4.20 2 6/1/2015 7/1/2015 4.20 2 10/1/2014 11/1/2014 3.35 2 5/1/2020 6/1/2020 3.15 1 3/1/2009 3/1/2009 3.02 1 12/1/2015 12/1/2015 2.95 1 3/1/2012 3/1/2012 2.57 1 3/1/2018 3/1/2018 2.30 1 11/1/2017 11/1/2017 2.07 3 10/1/2019 12/1/2019 1.89 2 12/1/2018 1/1/2019 1.75 1 2/1/2020 2/1/2020 1.75 1 4/1/2019 4/1/2019 1.47 1 4/1/2016 4/1/2016 1.42 1 4/1/2015 4/1/2015 1.03 1 9/1/2013 9/1/2013 0.93 1 1/1/2021 1/1/2021 0.81 1 10/1/2015 10/1/2015 0.76 1 10/1/2018 10/1/2018 0.63 1 1/1/2017 1/1/2017 0.16 1 1/1/2012 1/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -14.17 3 9/1/2009 11/1/2009 -11.60 8 8/1/2012 3/1/2013 -8.92 4 9/1/2011 12/1/2011 -7.51 1 11/1/2008 11/1/2008 -6.25 6 7/1/2020 12/1/2020 -5.94 2 8/1/2014 9/1/2014 -5.25 1 5/1/2010 5/1/2010 -4.89 2 8/1/2015 9/1/2015 -4.73 1 11/1/2010 11/1/2010 -4.43 1 2/1/2009 2/1/2009 -4.32 1 3/1/2015 3/1/2015 -3.58 2 3/1/2020 4/1/2020 -3.36 1 10/1/2017 10/1/2017 -3.25 2 8/1/2018 9/1/2018 -3.06 3 2/1/2017 4/1/2017 -2.78 2 5/1/2019 6/1/2019 -2.67 2 2/1/2019 3/1/2019 -2.63 3 12/1/2017 2/1/2018 -2.37 1 8/1/2010 8/1/2010 -2.14 2 11/1/2016 12/1/2016 -2.13 1 8/1/2013 8/1/2013 -2.12 1 1/1/2020 1/1/2020 -2.07 1 9/1/2019 9/1/2019 -1.82 3 1/1/2016 3/1/2016 -1.51 1 4/1/2009 4/1/2009 -0.85 1 11/1/2018 11/1/2018 -0.84 1 4/1/2012 4/1/2012 -0.83 1 11/1/2015 11/1/2015 -0.82 1 2/1/2012 2/1/2012 -0.68 1 5/1/2015 5/1/2015 -0.61 1 6/1/2008 6/1/2008 -0.59 1 10/1/2013 10/1/2013 -0.51 1 12/1/2014 12/1/2014 -0.37 2 5/1/2016 6/1/2016 -0.09 1 4/1/2018 4/1/2018 -0.02 1 7/1/2009 7/1/2009 Show More Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 4 4.11 7/2015 Agricultural Trader Index Month 7 1.42 4/2015 Discretionary Trader Index Month 10 2.98 10/2014 Agricultural Trader Index Month 3 2.98 10/2014 Agricultural Trader Index Month 10 2.63 6/2014 Discretionary Trader Index Month 7 5.92 5/2014 Agricultural Trader Index Month 3 5.92 5/2014 Agricultural Trader Index Month 2 3.93 4/2014 Discretionary Trader Index Month 5 3.93 4/2014 Agricultural Trader Index Month 7 1.29 3/2014 Agricultural Trader Index Month 4 3.61 2/2014 Agricultural Trader Index Month 4 2.86 12/2013 Agricultural Trader Index Month 5 2.52 11/2013 Agricultural Trader Index Month 6 2.17 6/2013 Agricultural Trader Index Month 1 1.84 5/2013 Agricultural Trader Index Month 9 7.13 6/2012 Agricultural Trader Index Month 6 1.90 5/2012 Agricultural Trader Index Month 7 2.95 3/2012 Discretionary Trader Index Month 10 5.76 8/2011 Agricultural Trader Index Month 4 5.76 8/2011 Agricultural Trader Index Month 8 2.94 7/2011 Discretionary Trader Index Month 7 5.50 6/2011 Agricultural Trader Index Month 1 5.50 6/2011 Agricultural Trader Index Month 4 2.46 5/2011 Agricultural Trader Index Month 9 9.63 10/2010 Agricultural Trader Index Month 6 2.42 7/2010 Discretionary Trader Index Month 10 6.19 6/2010 Agricultural Trader Index Month 4 6.19 6/2010 Discretionary Trader Index Month 5 6.48 4/2010 Agricultural Trader Index Month 3 6.48 4/2010 Agricultural Trader Index Month 6 2.23 3/2010 Agricultural Trader Index Month 5 0.50 2/2010 Agricultural Trader Index Month 6 4.55 1/2010 Agricultural Trader Index Month 3 2.53 12/2009 Agricultural Trader Index Month 4 7.04 8/2009 Discretionary Trader Index Month 9 7.04 8/2009 Agricultural Trader Index Month 7 -0.02 7/2009 Discretionary Trader Index Month 6 7.09 6/2009 Agricultural Trader Index Month 3 7.09 6/2009 Agricultural Trader Index Month 2 3.15 3/2009 Agricultural Trader Index Month 3 11.03 12/2008 Discretionary Trader Index Month 4 11.03 12/2008 IASG CTA Index Month 10 11.03 12/2008 Agricultural Trader Index Month 1 17.59 10/2008 Discretionary Trader Index Month 1 17.59 10/2008 Discretionary Trader Index Month 1 14.25 9/2008 Agricultural Trader Index Month 1 14.25 9/2008 IASG CTA Index Month 6 14.25 9/2008 IASG CTA Index Month 4 24.60 8/2008 Discretionary Trader Index Month 2 24.60 8/2008 Agricultural Trader Index Month 2 24.60 8/2008 Agricultural Trader Index Month 1 54.80 7/2008 IASG CTA Index Month 1 54.80 7/2008 Discretionary Trader Index Month 1 54.80 7/2008 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