Typhon Capital Management, LLC : Plutus Grain Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 4.55% Mar Performance 1.60% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 8.52% Sharpe (RFR=1%) 0.54 CAROR 5.33% Assets $ 23.3M Worst DD -10.13 S&P Correlation 0.00 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since4/2008 Plutus Grain Strategy 1.60 4.55 4.55 3.70 2.36 1.03 25.94 96.35 S&P 500 4.24 9.21 9.21 58.70 55.31 97.12 206.17 192.97 +/- S&P 500 -2.64 -4.65 -4.65 -55.00 -52.95 -96.09 -180.23 -96.62 Strategy Description SummaryThe Plutus Grain Strategy is a discretionary, diversified grain strategy that aims to capture returns from the grain markets with a low correlation to traditional assets. This methodology prioritizes capital preservation and seeks to provide returns at a relatively low level of volatility... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 250k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $8.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1800 RT/YR/$M Avg. Margin-to-Equity 2% Targeted Worst DD 12.00% Worst Peak-to-Trough 10.13% Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 25.00% 1-30 Days 75.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 75.00% Option-purchasing 5.00% Trend-following 20.00% Composition Grains 100.00% SummaryThe Plutus Grain Strategy is a discretionary, diversified grain strategy that aims to capture returns from the grain markets with a low correlation to traditional assets. This methodology prioritizes capital preservation and seeks to provide returns at a relatively low level of volatility when compared to most other grain strategies. This strategy became operational on the Typhon platform in September 2010.Investment StrategyThe Plutus Grain Strategy is a discretionary strategy based on a combination of supply/demand fundamentals and technical analysis which attempts to define trends and/or changes in trends in various agricultural commodity markets. Fundamental analysis incorporates factors such as production, domestic and foreign demand, storage cost and availability, governmental issues, and weather, both in the United States and around the world. PGS primarily trades agricultural futures spreads including but not limited to corn, soybeans, wheat, soybean meal, soy oil, oats, and rice with trade allocations between the commodities based on potential risk vs. reward. Positions taken are primarily spreads: Intra-commodity spreads between calendar months (example: December corn vs. March corn), Inter-commodity spreads between different commodities (example: December soy oil vs. December soybean meal), and Inter-market spreads between markets (example: Chicago December wheat vs. Kansas City December Wheat). Using spreads as the primary source of position in an attempt to minimize the volatility of trading futures. Approximately 90% of the PGS’s positions utilize futures spreads. Additionally, the PGS may take positions in the futures and or options markets when market conditions meet our risk parameters. The PGS does not engage in selling options short.Risk ManagementPositions taken are primarily spreads: Intra-commodity spreads between calendar months (example: December corn vs. March corn), Inter-commodity spreads between different commodities (example: December soy oil vs. December soybean meal), and Inter-market spreads between markets (example: Chicago December wheat vs. Kansas City December Wheat). Using spreads as the primary source of position in an attempt to minimize the volatility of trading futures. Approximately 90% of Plutus’s positions utilize futures spreads. Moreover, the strategy generally maintains a sub-5% margin-to-equity ratio, and never exceeds 10%. Plutus may take positions in the futures and or options markets when market conditions meet our risk parameters. Plutus does not engage in selling options short. 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 -10.13 2 3 1/1/2009 3/1/2009 -7.78 4 12 12/1/2013 4/1/2014 -7.30 10 5 3/1/2016 1/1/2017 -7.04 1 1 11/1/2009 12/1/2009 -6.93 21 24 6/1/2017 3/1/2019 -6.21 1 4 6/1/2010 7/1/2010 -5.12 3 6 1/1/2012 4/1/2012 -4.30 1 2 6/1/2009 7/1/2009 -1.81 1 1 7/1/2011 8/1/2011 -1.53 1 1 4/1/2010 5/1/2010 -1.34 1 1 5/1/2015 6/1/2015 -0.85 1 1 11/1/2011 12/1/2011 -0.78 1 1 1/1/2010 2/1/2010 -0.76 1 3 8/1/2015 9/1/2015 -0.59 1 3 10/1/2012 11/1/2012 -0.56 1 1 5/1/2013 6/1/2013 -0.51 2 1 8/1/2008 10/1/2008 -0.21 2 1 9/1/2013 11/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 19.39 12 8/1/2010 7/1/2011 15.10 3 4/1/2009 6/1/2009 14.03 5 4/1/2008 8/1/2008 11.74 1 1/1/2010 1/1/2010 11.08 4 8/1/2009 11/1/2009 8.79 5 2/1/2017 6/1/2017 7.71 5 5/1/2014 9/1/2014 7.32 1 6/1/2010 6/1/2010 7.16 2 3/1/2010 4/1/2010 6.44 3 4/1/2019 6/1/2019 6.00 6 5/1/2012 10/1/2012 4.59 3 9/1/2011 11/1/2011 4.55 3 1/1/2021 3/1/2021 4.50 4 2/1/2020 5/1/2020 4.31 2 7/1/2015 8/1/2015 4.07 3 11/1/2014 1/1/2015 3.71 3 3/1/2015 5/1/2015 3.51 4 2/1/2013 5/1/2013 3.50 4 3/1/2018 6/1/2018 2.96 3 11/1/2008 1/1/2009 2.50 1 12/1/2019 12/1/2019 2.49 6 10/1/2015 3/1/2016 1.83 1 1/1/2012 1/1/2012 1.70 3 7/1/2013 9/1/2013 1.52 1 11/1/2020 11/1/2020 1.50 4 9/1/2017 12/1/2017 1.44 2 6/1/2016 7/1/2016 1.34 1 9/1/2019 9/1/2019 1.30 1 9/1/2018 9/1/2018 0.88 1 12/1/2013 12/1/2013 0.84 2 11/1/2016 12/1/2016 0.82 1 7/1/2020 7/1/2020 0.41 1 12/1/2018 12/1/2018 0.13 1 9/1/2016 9/1/2016 0.08 1 12/1/2012 12/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.13 2 2/1/2009 3/1/2009 -7.78 4 1/1/2014 4/1/2014 -7.04 1 12/1/2009 12/1/2009 -6.35 2 4/1/2016 5/1/2016 -6.21 1 7/1/2010 7/1/2010 -5.16 1 10/1/2014 10/1/2014 -5.12 3 2/1/2012 4/1/2012 -5.02 2 7/1/2017 8/1/2017 -4.34 2 7/1/2019 8/1/2019 -4.30 1 7/1/2009 7/1/2009 -3.96 3 8/1/2020 10/1/2020 -3.58 3 1/1/2019 3/1/2019 -2.81 2 10/1/2018 11/1/2018 -2.52 2 10/1/2019 11/1/2019 -1.98 1 8/1/2016 8/1/2016 -1.81 1 8/1/2011 8/1/2011 -1.53 1 5/1/2010 5/1/2010 -1.47 2 7/1/2018 8/1/2018 -1.36 1 12/1/2020 12/1/2020 -1.34 1 6/1/2015 6/1/2015 -1.13 1 1/1/2017 1/1/2017 -1.07 1 6/1/2020 6/1/2020 -0.85 1 12/1/2011 12/1/2011 -0.78 1 2/1/2010 2/1/2010 -0.76 1 9/1/2015 9/1/2015 -0.68 2 1/1/2018 2/1/2018 -0.59 1 11/1/2012 11/1/2012 -0.56 1 6/1/2013 6/1/2013 -0.51 2 9/1/2008 10/1/2008 -0.46 1 2/1/2015 2/1/2015 -0.39 1 1/1/2020 1/1/2020 -0.29 1 10/1/2016 10/1/2016 -0.21 2 10/1/2013 11/1/2013 -0.03 1 1/1/2013 1/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods156.003.006.0012.0018.0024.0036.0048.0060.00 Percent Profitable66.03100.0066.6766.6761.11100.0038.8995.838.33 Average Period Return0.462.731.371.361.184.24-0.813.56-3.06 Average Gain1.602.732.192.352.274.241.153.730.63 Average Loss-1.79-0.27-0.61-0.53-2.05-0.43-3.39 Best Period11.744.554.343.704.317.642.367.031.03 Worst Period-7.660.73-0.34-0.95-2.520.27-4.91-0.56-7.30 Standard Deviation2.461.921.831.731.902.041.901.892.30 Gain Standard Deviation1.901.921.701.141.512.040.631.730.36 Loss Standard Deviation1.830.100.380.891.260.192.10 Sharpe Ratio (1%)0.151.290.470.21-0.171.09-2.02-0.27-3.55 Average Gain / Average Loss0.908.083.824.250.568.660.19 Profit / Loss Ratio1.7816.167.636.670.36199.230.02 Downside Deviation (10%)1.650.291.854.006.676.3316.6718.0930.77 Downside Deviation (5%)1.500.450.961.440.464.271.618.47 Downside Deviation (0%)1.470.160.400.611.870.093.81 Sortino Ratio (10%)0.035.23-0.60-0.91-0.96-0.95-0.99-0.99-1.00 Sortino Ratio (5%)0.251.950.37-0.234.85-0.90-0.31-0.96 Sortino Ratio (0%)0.328.483.381.92-0.4338.63-0.80 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 5 1.52 11/2020 Agricultural Trader Index Month 9 0.00 9/2020 Agricultural Trader Index Month 8 0.00 8/2020 Agricultural Trader Index Month 5 0.00 7/2020 Agricultural Trader Index Month 10 0.64 5/2020 Agricultural Trader Index Month 5 2.74 4/2020 Agricultural Trader Index Month 5 2.74 4/2020 Agricultural Trader Index Month 10 0.26 3/2020 Agricultural Trader Index Month 4 0.80 2/2020 Agricultural Trader Index Month 5 2.50 12/2019 Discretionary Trader Index Month 9 2.50 12/2019 Agricultural Trader Index Month 8 1.34 9/2019 Discretionary Trader Index Month 9 1.13 6/2019 Agricultural Trader Index Month 5 1.13 6/2019 Agricultural Trader Index Month 4 4.98 5/2019 Discretionary Trader Index Month 5 4.98 5/2019 Agricultural Trader Index Month 10 0.27 4/2019 Agricultural Trader Index Month 5 0.41 12/2018 Agricultural Trader Index Month 6 1.30 9/2018 Agricultural Trader Index Month 9 0.17 6/2018 Agricultural Trader Index Month 9 0.49 5/2018 Agricultural Trader Index Month 7 0.59 4/2018 Agricultural Trader Index Month 5 2.22 3/2018 Agricultural Trader Index Month 10 0.30 12/2017 Agricultural Trader Index Month 8 0.50 10/2017 Agricultural Trader Index Month 7 0.65 9/2017 IASG CTA Index Month 6 4.41 6/2017 Agricultural Trader Index Month 5 4.41 6/2017 Discretionary Trader Index Month 4 4.41 6/2017 Agricultural Trader Index Month 10 0.73 5/2017 Agricultural Trader Index Month 1 1.58 4/2017 Agricultural Trader Index Month 10 0.79 3/2017 Agricultural Trader Index Month 4 1.03 2/2017 Agricultural Trader Index Month 9 0.71 12/2016 Agricultural Trader Index Month 8 0.50 3/2016 Agricultural Trader Index Month 5 0.65 1/2016 Agricultural Trader Index Month 10 0.41 11/2015 Agricultural Trader Index Month 9 0.16 10/2015 Agricultural Trader Index Month 8 0.84 8/2015 Agricultural Trader Index Month 5 3.51 7/2015 Agricultural Trader Index Month 7 0.94 5/2015 Agricultural Trader Index Month 10 0.65 4/2015 Agricultural Trader Index Month 6 1.95 3/2015 Agricultural Trader Index Month 8 0.96 12/2014 Agricultural Trader Index Month 4 2.25 11/2014 Agricultural Trader Index Month 8 3.42 6/2014 Agricultural Trader Index Month 10 1.45 5/2014 Agricultural Trader Index Month 6 0.88 12/2013 Agricultural Trader Index Month 3 1.57 5/2013 Agricultural Trader Index Month 7 0.45 3/2013 Agricultural Trader Index Month 10 0.05 12/2012 Agricultural Trader Index Month 6 1.41 10/2012 Agricultural Trader Index Month 9 0.95 5/2012 Agricultural Trader Index Month 6 1.83 1/2012 Agricultural Trader Index Month 10 1.07 11/2011 Agricultural Trader Index Month 3 2.22 9/2011 Agricultural Trader Index Month 2 2.66 6/2011 Agricultural Trader Index Month 7 1.57 5/2011 Agricultural Trader Index Month 7 2.56 3/2011 Agricultural Trader Index Month 5 1.02 11/2010 Agricultural Trader Index Month 10 1.79 8/2010 Agricultural Trader Index Month 2 7.32 6/2010 Discretionary Trader Index Month 3 7.32 6/2010 Agricultural Trader Index Month 4 6.14 4/2010 Discretionary Trader Index Month 6 6.14 4/2010 Agricultural Trader Index Month 8 0.96 3/2010 Agricultural Trader Index Month 10 -0.78 2/2010 Agricultural Trader Index Month 2 11.74 1/2010 IASG CTA Index Month 2 11.74 1/2010 Discretionary Trader Index Month 2 11.74 1/2010 Agricultural Trader Index Month 4 1.31 11/2009 Agricultural Trader Index Month 3 4.46 10/2009 Discretionary Trader Index Month 10 4.46 10/2009 Agricultural Trader Index Month 8 1.42 9/2009 Agricultural Trader Index Month 8 3.49 8/2009 Discretionary Trader Index Month 7 7.04 6/2009 Agricultural Trader Index Month 4 7.04 6/2009 Agricultural Trader Index Month 5 6.01 5/2009 Agricultural Trader Index Month 8 1.43 4/2009 Agricultural Trader Index Month 8 1.32 1/2009 Agricultural Trader Index Month 9 0.07 12/2008 Agricultural Trader Index Month 6 1.55 11/2008 Agricultural Trader Index Month 10 -0.48 10/2008 Agricultural Trader Index Month 6 -0.03 9/2008 Agricultural Trader Index Month 10 0.57 8/2008 Agricultural Trader Index Month 5 0.76 7/2008 Agricultural Trader Index Month 4 4.05 5/2008 Discretionary Trader Index Month 10 4.05 5/2008 Agricultural Trader Index Month 10 0.00 4/2008 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