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Tejas Advisors LLC : Tejas Advisors

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Year-to-Date
N / A
Apr Performance
-0.51%
Min Investment
$ 250k
Mgmt. Fee
0%
Perf. Fee
30.00%
Annualized Vol
18.20%
Sharpe (RFR=1%)
-0.17
CAROR
-3.72%
Assets
$ 30.0M
Worst DD
-24.18
S&P Correlation
0.06
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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 Apr Qtr 2020 1yr 3yr 5yr 10yr Since
5/2010
Tejas Advisors -0.51 - - - - - -3.73 -10.74
S&P 500 1.81 - - - - - 74.20 241.22
+/- S&P 500 -2.32 - - - - - -77.93 -251.96

Strategy Description

Summary

Tejas Advisors LLC. utilizes a short/ medium term, discretionary, technical/ fundamental strategy to capitalize on directional moves in the Agricultural Commodity futures markets. The strategy is based on experience developed over the last 32 years in the futures industry. The strategy... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 0%
Performance Fee 30.00%
Average Commission $20.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 4200 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD 8.35%
Worst Peak-to-Trough -8.35%
Sector Focus Agricultural Traders

Holding Periods

Over 12 Months 0%
4-12 Months 10.00%
1-3 Months 40.00%
1-30 Days 45.00%
Intraday 5.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
65.00%
Technical
35.00%
Strategy Pie Chart

Composition

Livestock
90.00%
Grains
10.00%
Composition Pie Chart

Summary

Tejas Advisors LLC. utilizes a short/ medium term, discretionary, technical/ fundamental strategy to capitalize on directional moves in the Agricultural Commodity futures markets. The strategy is based on experience developed over the last 32 years in the futures industry. The strategy combines this through processing a wealth of fundamental news as well as the technical analysis. We believe our fundamental information in live cattle is second to none. With the addition of technical analysis we feel we have the best opportunity for profitability. Tejas Advisors LLC is a Texas based firm in Amarillo, TX (The heart of cattle country). Mr. Fults has over 20 years of meat/ livestock industry experience. His primary focus is on live cattle fundamentals. Mr. Fults' success is based on having cutting-edge information on live cattle and in owning the live product. He knows how the weather patterns, feed and supply will influence market prices. He has several important relationships from the retail side of the box beef movements to the packer side. Taking this vital information combined with technical's provides Mr. Fults and his team a niche/ edge in the marketplace.

   

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

Monthly Annual
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
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Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
-24.18 5 - 10/1/2010 3/1/2011
-7.92 2 2 6/1/2010 8/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
23.60 4 7/1/2011 10/1/2011
13.82 2 4/1/2011 5/1/2011
10.60 2 9/1/2010 10/1/2010
7.96 1 12/1/2011 12/1/2011
7.00 4 8/1/2012 11/1/2012
3.82 1 2/1/2011 2/1/2011
3.50 2 5/1/2010 6/1/2010
3.01 1 6/1/2012 6/1/2012
2.14 1 1/1/2013 1/1/2013
0.51 1 3/1/2013 3/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-18.24 3 11/1/2010 1/1/2011
-16.88 5 1/1/2012 5/1/2012
-10.67 1 3/1/2011 3/1/2011
-8.56 1 11/1/2011 11/1/2011
-7.92 2 7/1/2010 8/1/2010
-7.07 1 6/1/2011 6/1/2011
-3.74 1 12/1/2012 12/1/2012
-2.93 1 7/1/2012 7/1/2012
-1.05 1 2/1/2013 2/1/2013
-0.51 1 4/1/2013 4/1/2013
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods36.0034.0031.0025.0019.0013.00
Percent Profitable52.7844.1241.9424.0031.5823.08
Average Period Return-0.18-0.82-1.38-3.11-2.51-6.15
Average Gain3.875.258.428.084.876.80
Average Loss-4.71-5.61-8.45-6.64-5.92-10.04
Best Period10.8921.8522.0212.8610.5012.24
Worst Period-10.67-18.24-18.81-18.32-18.22-15.12
Standard Deviation5.257.7110.688.247.118.84
Gain Standard Deviation2.945.837.324.133.154.75
Loss Standard Deviation3.065.256.085.575.655.16
Sharpe Ratio (1%)-0.05-0.14-0.18-0.50-0.56-0.92
Average Gain / Average Loss0.820.931.001.220.820.68
Profit / Loss Ratio0.920.740.720.380.380.20
Downside Deviation (10%)4.076.399.4611.2012.2318.46
Downside Deviation (5%)3.875.818.178.177.6111.40
Downside Deviation (0%)3.835.677.867.476.649.79
Sortino Ratio (10%)-0.14-0.32-0.41-0.72-0.83-0.89
Sortino Ratio (5%)-0.07-0.18-0.23-0.50-0.53-0.72
Sortino Ratio (0%)-0.05-0.14-0.18-0.42-0.38-0.63

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.

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