TKC Investment Services : MAP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 126.70% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 162.52% Sharpe (RFR=1%) 1.13 CAROR 114.68% Assets $ 2.9M Worst DD -84.07 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since7/2010 MAP 126.70 - - - - 126.70 4,759.23 4,759.23 S&P 500 1.97 - - - - 90.95 70.44 178.53 +/- S&P 500 124.73 - - - - 35.75 4,688.79 4,580.71 Strategy Description SummaryTom Crouch’s trading is a discretionary program that relies on both fundamental and technical analysis. The trader looks to identify medium-term and long-term trends in the CME livestock and CBOT grain futures markets. Often, he will also take advantage of intra-market and inter-market... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $22.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 44% Targeted Worst DD Worst Peak-to-Trough 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 80.00% Systematic 20.00% Strategy Fundamental 70.00% Technical 30.00% Composition Livestock 70.00% Grains 30.00% SummaryTom Crouch’s trading is a discretionary program that relies on both fundamental and technical analysis. The trader looks to identify medium-term and long-term trends in the CME livestock and CBOT grain futures markets. Often, he will also take advantage of intra-market and inter-market spreads in the grain and livestock markets to minimize price direction and focus on the supply and demand features of the markets. 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 -84.07 7 - 9/1/2014 4/1/2015 -78.63 9 12 8/1/2012 5/1/2013 -70.56 2 13 4/1/2011 6/1/2011 -40.31 2 2 1/1/0001 8/1/2010 -37.42 3 1 10/1/2010 1/1/2011 -4.13 1 1 2/1/2011 3/1/2011 -1.00 1 1 5/1/2014 6/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 760.53 3 7/1/2014 9/1/2014 455.58 3 5/1/2015 7/1/2015 384.67 3 6/1/2012 8/1/2012 146.44 2 4/1/2014 5/1/2014 118.85 5 9/1/2013 1/1/2014 112.86 2 9/1/2010 10/1/2010 89.38 2 6/1/2013 7/1/2013 77.44 1 1/1/2015 1/1/2015 70.26 1 2/1/2011 2/1/2011 60.11 2 7/1/2011 8/1/2011 46.32 1 4/1/2011 4/1/2011 42.89 1 12/1/2010 12/1/2010 40.60 2 10/1/2011 11/1/2011 16.70 1 1/1/2012 1/1/2012 2.88 1 3/1/2015 3/1/2015 0.85 1 2/1/2013 2/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -76.03 3 10/1/2014 12/1/2014 -70.56 2 5/1/2011 6/1/2011 -66.41 5 9/1/2012 1/1/2013 -50.86 1 2/1/2015 2/1/2015 -40.31 2 7/1/2010 8/1/2010 -36.93 3 3/1/2013 5/1/2013 -34.07 1 11/1/2010 11/1/2010 -33.57 1 1/1/2011 1/1/2011 -30.46 2 2/1/2014 3/1/2014 -29.05 4 2/1/2012 5/1/2012 -25.91 1 4/1/2015 4/1/2015 -7.22 1 12/1/2011 12/1/2011 -6.26 1 9/1/2011 9/1/2011 -4.13 1 3/1/2011 3/1/2011 -3.32 1 8/1/2013 8/1/2013 -1.00 1 6/1/2014 6/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods61.0059.0056.0050.0044.0038.0026.0014.00 Percent Profitable50.8259.3269.6478.0090.9192.11100.00100.00 Average Period Return15.3751.5695.00201.67384.44465.65950.862183.24 Average Gain49.09108.64153.52265.90424.82506.98950.862183.24 Average Loss-19.48-31.69-39.25-26.06-19.39-16.56 Best Period182.93760.531999.452466.504491.432634.296443.026790.27 Worst Period-75.00-76.03-78.50-60.88-28.65-39.6417.86360.57 Standard Deviation46.91136.57279.97390.62745.40597.951264.391991.17 Gain Standard Deviation41.36152.78318.88421.19770.84605.631264.391991.17 Loss Standard Deviation17.6818.4521.1319.599.6820.19 Sharpe Ratio (1%)0.330.380.340.510.510.780.751.09 Average Gain / Average Loss2.523.433.9110.2021.9130.61 Profit / Loss Ratio2.605.008.9736.17219.09357.14 Downside Deviation (10%)18.5223.9525.6117.008.568.84 Downside Deviation (5%)18.3523.4024.6415.426.796.98 Downside Deviation (0%)18.3123.2624.4015.046.376.57 Sortino Ratio (10%)0.812.103.6111.5744.0251.49 Sortino Ratio (5%)0.832.193.8313.0156.4266.45 Sortino Ratio (0%)0.842.223.8913.4160.3670.92 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 2 2.88 3/2015 IASG CTA Index Month 1 77.44 1/2015 Discretionary Trader Index Month 1 77.44 1/2015 Agricultural Trader Index Month 1 77.44 1/2015 IASG CTA Index Annual 1 282.07 2014 IASG CTA Index 3 Year 1 1,102.43 2011 - 2014 Agricultural Trader Index Month 9 0.00 10/2014 IASG CTA Index Month 1 182.93 9/2014 Agricultural Trader Index Month 1 182.93 9/2014 Discretionary Trader Index Month 1 182.93 9/2014 Discretionary Trader Index Month 1 69.67 8/2014 Agricultural Trader Index Month 1 69.67 8/2014 IASG CTA Index Month 1 69.67 8/2014 IASG CTA Index Month 1 79.26 7/2014 Agricultural Trader Index Month 1 79.26 7/2014 Discretionary Trader Index Month 1 79.26 7/2014 Discretionary Trader Index Month 1 97.67 5/2014 Agricultural Trader Index Month 1 97.67 5/2014 IASG CTA Index Month 1 97.67 5/2014 IASG CTA Index Month 1 24.67 4/2014 Discretionary Trader Index Month 1 24.67 4/2014 Agricultural Trader Index Month 1 24.67 4/2014 IASG CTA Index Month 6 9.17 1/2014 Agricultural Trader Index Month 2 9.17 1/2014 Discretionary Trader Index Month 3 9.17 1/2014 Agricultural Trader Index Month 1 21.00 12/2013 IASG CTA Index 3 Year 2 187.76 2010 - 2013 Discretionary Trader Index Month 1 21.00 12/2013 IASG CTA Index Month 1 21.00 12/2013 IASG CTA Index Annual 1 112.43 2013 IASG CTA Index Month 1 16.29 11/2013 Discretionary Trader Index Month 1 16.29 11/2013 Agricultural Trader Index Month 1 16.29 11/2013 Agricultural Trader Index Month 1 14.44 10/2013 Discretionary Trader Index Month 3 14.44 10/2013 IASG CTA Index Month 4 14.44 10/2013 Agricultural Trader Index Month 1 24.49 9/2013 Discretionary Trader Index Month 1 24.49 9/2013 IASG CTA Index Month 1 24.49 9/2013 IASG CTA Index Month 1 50.79 7/2013 Discretionary Trader Index Month 1 50.79 7/2013 Agricultural Trader Index Month 1 50.79 7/2013 Agricultural Trader Index Month 1 25.59 6/2013 Discretionary Trader Index Month 1 25.59 6/2013 IASG CTA Index Month 1 25.59 6/2013 IASG CTA Index Annual 8 48.15 2012 IASG CTA Index Month 1 37.61 8/2012 Discretionary Trader Index Month 1 37.61 8/2012 Agricultural Trader Index Month 1 37.61 8/2012 Agricultural Trader Index Month 1 121.96 7/2012 Discretionary Trader Index Month 1 121.96 7/2012 IASG CTA Index Month 1 121.96 7/2012 IASG CTA Index Month 1 58.68 6/2012 Discretionary Trader Index Month 1 58.68 6/2012 Agricultural Trader Index Month 1 58.68 6/2012 Agricultural Trader Index Month 1 16.70 1/2012 IASG CTA Index Month 1 16.70 1/2012 Discretionary Trader Index Month 1 16.70 1/2012 Agricultural Trader Index Month 5 4.93 11/2011 Discretionary Trader Index Month 1 33.99 10/2011 IASG CTA Index Month 1 33.99 10/2011 Agricultural Trader Index Month 1 33.99 10/2011 Agricultural Trader Index Month 5 4.72 8/2011 Agricultural Trader Index Month 1 52.89 7/2011 IASG CTA Index Month 1 52.89 7/2011 Discretionary Trader Index Month 1 52.89 7/2011 IASG CTA Index Month 1 46.32 4/2011 Discretionary Trader Index Month 1 46.32 4/2011 Agricultural Trader Index Month 1 46.32 4/2011 Agricultural Trader Index Month 1 70.26 2/2011 Discretionary Trader Index Month 1 70.26 2/2011 IASG CTA Index Month 1 70.26 2/2011 Discretionary Trader Index Month 1 42.89 12/2010 IASG CTA Index Month 1 42.89 12/2010 Agricultural Trader Index Month 1 42.89 12/2010 Agricultural Trader Index Month 1 59.47 10/2010 Discretionary Trader Index Month 1 59.47 10/2010 IASG CTA Index Month 1 59.47 10/2010 Discretionary Trader Index Month 3 33.48 9/2010 Agricultural Trader Index Month 2 33.48 9/2010 IASG CTA Index Month 3 33.48 9/2010 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