TKC Investment Services : MAP

archived programs
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

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 Since
7/2010
MAP 126.70 455.58 - 324.93 1,422.57 5,952.09 - 4,759.23
S&P 500 1.97 0.88 - 8.97 52.53 90.95 - 90.95
+/- S&P 500 124.73 454.70 - 315.96 1,370.04 5,861.15 - 4,668.29

Strategy Description

Summary

Tom 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
N/A
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%
Strategy Pie Chart

Composition

Livestock
70.00%
Grains
30.00%
Composition Pie Chart

Summary

Tom 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.

   

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

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
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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
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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 Year Rolling 1 282.07 2013 - 2014
IASG CTA Index 3 Year Rolling 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 Rolling 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 Year Rolling 1 112.43 2012 - 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 Year Rolling 8 48.15 2011 - 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.