Tlaloc Capital LLC : Grains Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since4/2010 Grains Program -4.92 - - -9.53 -8.17 -4.95 16.93 61.99 S&P 500 10.75 - - 15.30 40.10 72.31 203.60 242.08 +/- S&P 500 -15.67 - - -24.83 -48.27 -77.27 -186.67 -180.09 Strategy Description Investment StrategyThe 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% Composition Grains 100.00% Investment StrategyThe 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. 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 -14.78 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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods128.00126.00123.00117.00111.00105.0093.0081.0069.00 Percent Profitable66.4164.2960.9860.6871.1768.5766.6772.8475.36 Average Period Return0.411.282.414.315.866.989.3110.4211.21 Average Gain1.643.615.919.429.9011.9915.9815.6416.13 Average Loss-2.01-2.92-3.06-3.57-4.10-3.95-4.01-3.57-3.85 Best Period13.6715.8025.2238.5347.9654.1364.0271.6776.76 Worst Period-9.81-9.78-7.67-11.78-9.81-12.43-8.37-11.78-7.58 Standard Deviation2.754.556.249.1210.5712.3316.2417.5018.14 Gain Standard Deviation2.083.605.418.119.8211.7216.0717.7818.35 Loss Standard Deviation2.252.682.262.733.133.122.933.362.21 Sharpe Ratio (1%)0.120.230.310.360.410.400.390.360.34 Average Gain / Average Loss0.821.241.932.642.413.043.994.384.20 Profit / Loss Ratio1.612.223.014.075.966.627.9811.7412.83 Downside Deviation (10%)1.912.953.765.717.168.9913.3217.4822.11 Downside Deviation (5%)1.772.472.633.333.453.774.434.474.65 Downside Deviation (0%)1.742.352.372.812.752.802.852.532.19 Sortino Ratio (10%)0.000.02-0.02-0.12-0.24-0.36-0.48-0.64-0.74 Sortino Ratio (5%)0.190.420.730.991.261.321.421.421.31 Sortino Ratio (0%)0.240.541.021.542.132.493.274.125.13 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. x {{title}} x {{title}} Add Cancel