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/ Tlaloc Capital LLC / Grains Program

Tlaloc Capital LLC : Grains Program

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Year-to-Date
N / A
Nov Performance
-4.92%
Min Investment
$ 1,000k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
9.51%
Sharpe (RFR=1%)
0.42
CAROR
4.63%
Assets
$ 3.7M
Worst DD
-14.78
S&P Correlation
-0.10
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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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since
4/2010
Grains Program -4.92 - - -8.93 -2.44 2.13 11.46 61.99
S&P 500 10.75 - - 15.30 40.10 72.31 203.60 270.03
+/- S&P 500 -15.67 - - -24.23 -42.54 -70.18 -192.15 -208.04

Strategy Description

Investment Strategy

The Advisor’s objective is to achieve capital appreciation for its clients through speculative trading of futures and options in grains. The trading system is fundamentals based discretionary long and short trading of agricultural commodity instruments. The program... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 1531 RT/YR/$M
Avg. Margin-to-Equity 4%
Targeted Worst DD
Worst Peak-to-Trough -14.81%
Sector Focus Agricultural Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 40.00%
Intraday 60.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Investment Strategy

The Advisor’s objective is to achieve capital appreciation for its clients through speculative trading of futures and options in grains. The trading system is fundamentals based discretionary long and short trading of agricultural commodity instruments. The program only involves buying and selling futures or options on United States regulated exchanges. The Advisor utilizes agricultural and energy industry knowledge, current and projected weather models, crop reports, and proprietary econometric models and analysis to make trading decisions.

   

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
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
-14.78 55 - 9/1/2014 4/1/2019
-4.08 3 4 1/1/2014 4/1/2014
-3.47 1 6 8/1/2011 9/1/2011
-1.83 1 6 8/1/2012 9/1/2012
-0.72 1 1 4/1/2012 5/1/2012
-0.59 1 1 5/1/2011 6/1/2011
-0.55 1 1 8/1/2010 9/1/2010
-0.17 1 1 7/1/2013 8/1/2013
-0.14 1 1 2/1/2011 3/1/2011
-0.03 1 1 4/1/2010 5/1/2010
-0.02 1 1 6/1/2010 7/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
15.80 3 5/1/2019 7/1/2019
14.52 5 10/1/2010 2/1/2011
9.37 11 9/1/2016 7/1/2017
8.45 5 5/1/2014 9/1/2014
8.37 1 6/1/2010 6/1/2010
8.00 7 1/1/2013 7/1/2013
6.35 1 8/1/2010 8/1/2010
6.26 5 1/1/2018 5/1/2018
5.96 3 6/1/2012 8/1/2012
5.74 1 4/1/2010 4/1/2010
5.54 2 4/1/2011 5/1/2011
5.46 2 7/1/2011 8/1/2011
4.87 7 10/1/2011 4/1/2012
4.83 1 7/1/2018 7/1/2018
4.68 2 10/1/2018 11/1/2018
4.54 1 8/1/2020 8/1/2020
3.69 3 3/1/2015 5/1/2015
3.19 2 4/1/2016 5/1/2016
2.87 5 9/1/2013 1/1/2014
2.30 1 1/1/2015 1/1/2015
2.18 2 5/1/2020 6/1/2020
2.06 2 9/1/2019 10/1/2019
1.60 1 7/1/2016 7/1/2016
1.41 2 7/1/2015 8/1/2015
1.35 2 12/1/2019 1/1/2020
0.81 1 1/1/2019 1/1/2019
0.71 2 10/1/2012 11/1/2012
0.41 2 12/1/2015 1/1/2016
0.29 1 10/1/2015 10/1/2015
0.26 1 9/1/2017 9/1/2017
0.19 1 11/1/2017 11/1/2017
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.81 1 6/1/2016 6/1/2016
-9.78 3 9/1/2020 11/1/2020
-8.81 1 6/1/2018 6/1/2018
-8.04 3 2/1/2019 4/1/2019
-6.89 3 10/1/2014 12/1/2014
-6.01 2 8/1/2018 9/1/2018
-5.12 1 6/1/2015 6/1/2015
-5.04 3 2/1/2020 4/1/2020
-4.08 3 2/1/2014 4/1/2014
-3.47 1 9/1/2011 9/1/2011
-3.44 1 7/1/2020 7/1/2020
-2.47 1 8/1/2019 8/1/2019
-2.01 1 2/1/2015 2/1/2015
-1.83 1 9/1/2012 9/1/2012
-1.69 1 11/1/2015 11/1/2015
-1.47 1 8/1/2016 8/1/2016
-0.99 1 8/1/2017 8/1/2017
-0.72 1 5/1/2012 5/1/2012
-0.69 1 11/1/2019 11/1/2019
-0.59 1 6/1/2011 6/1/2011
-0.56 1 12/1/2017 12/1/2017
-0.55 1 9/1/2010 9/1/2010
-0.47 1 12/1/2018 12/1/2018
-0.41 1 12/1/2012 12/1/2012
-0.27 2 2/1/2016 3/1/2016
-0.23 1 10/1/2017 10/1/2017
-0.17 1 8/1/2013 8/1/2013
-0.14 1 3/1/2011 3/1/2011
-0.03 1 9/1/2015 9/1/2015
-0.03 1 5/1/2010 5/1/2010
-0.02 1 7/1/2010 7/1/2010
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Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 3 4.54 8/2020
Discretionary Trader Index Month 8 4.54 8/2020
Agricultural Trader Index Month 7 1.38 6/2020
Discretionary Trader Index Month 7 1.38 6/2020
Agricultural Trader Index Month 8 0.79 5/2020
Agricultural Trader Index Month 8 0.49 1/2020
Agricultural Trader Index Month 8 0.86 12/2019
Agricultural Trader Index Month 8 0.81 10/2019
Agricultural Trader Index Month 9 1.24 9/2019
Agricultural Trader Index Month 8 0.04 7/2019
Discretionary Trader Index Month 5 1.83 6/2019
Agricultural Trader Index Month 4 1.83 6/2019
IASG CTA Index Month 1 13.67 5/2019
Discretionary Trader Index Month 1 13.67 5/2019
Agricultural Trader Index Month 1 13.67 5/2019
Agricultural Trader Index Month 10 0.00 3/2019
Agricultural Trader Index Month 4 0.81 1/2019
Agricultural Trader Index Month 2 1.14 11/2018
Agricultural Trader Index Month 1 3.50 10/2018
Discretionary Trader Index Month 8 3.50 10/2018
Agricultural Trader Index Month 3 4.83 7/2018
Discretionary Trader Index Month 4 4.83 7/2018
IASG CTA Index Month 6 4.83 7/2018
Agricultural Trader Index Month 4 1.66 5/2018
Agricultural Trader Index Month 3 1.53 4/2018
Agricultural Trader Index Month 9 0.77 3/2018
Agricultural Trader Index Month 7 1.02 2/2018
Agricultural Trader Index Month 9 1.13 1/2018
Agricultural Trader Index Month 10 0.26 9/2017
Agricultural Trader Index Month 8 1.21 5/2017
Agricultural Trader Index Month 6 0.76 4/2017
Agricultural Trader Index Month 7 0.57 2/2017
Agricultural Trader Index Month 8 0.53 1/2017
Agricultural Trader Index Month 5 0.85 12/2016
Agricultural Trader Index Month 7 0.84 10/2016
Agricultural Trader Index Month 3 2.26 9/2016
Discretionary Trader Index Month 10 2.26 9/2016
Agricultural Trader Index Month 7 1.60 7/2016
Discretionary Trader Index Month 9 2.92 5/2016
Agricultural Trader Index Month 6 2.92 5/2016
Agricultural Trader Index Month 10 0.26 4/2016
Agricultural Trader Index Month 7 0.29 10/2015
Agricultural Trader Index Month 10 0.37 8/2015
Agricultural Trader Index Month 8 0.93 5/2015
Agricultural Trader Index Month 4 2.13 3/2015
Agricultural Trader Index Month 6 2.29 1/2015
Agricultural Trader Index Month 6 2.57 8/2014
IASG CTA Index Sharpe 8 1.92 2013
Agricultural Trader Index Month 10 0.29 11/2013
Agricultural Trader Index Month 7 2.10 9/2013
Agricultural Trader Index Month 7 1.80 6/2013
Agricultural Trader Index Month 2 1.69 5/2013
Agricultural Trader Index Month 10 1.45 4/2013
Agricultural Trader Index Month 2 0.99 3/2013
Agricultural Trader Index Month 8 0.90 1/2013
IASG CTA Index Sharpe 10 1.90 2012
Agricultural Trader Index Month 7 0.18 11/2012
Agricultural Trader Index Month 9 0.53 10/2012
Agricultural Trader Index Month 10 0.68 4/2012
Agricultural Trader Index Month 9 0.70 12/2011
Agricultural Trader Index Month 7 3.61 7/2011
Agricultural Trader Index Month 6 -0.59 6/2011
Agricultural Trader Index Month 6 1.75 5/2011
Agricultural Trader Index Month 7 3.72 4/2011
Agricultural Trader Index Month 8 2.53 1/2011
IASG CTA Index Sharpe 6 3.31 2010
Agricultural Trader Index Month 2 1.84 11/2010
Agricultural Trader Index Month 10 7.30 10/2010
Agricultural Trader Index Month 6 6.35 8/2010
Discretionary Trader Index Month 9 6.35 8/2010
IASG CTA Index Month 9 8.37 6/2010
Discretionary Trader Index Month 2 8.37 6/2010
Agricultural Trader Index Month 1 8.37 6/2010
Agricultural Trader Index Month 10 0.00 4/2010

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

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