WESTCAY LLC : Tropicals Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance -0.75% Min Investment $ 250k Mgmt. Fee 1.00% Perf. Fee 15.00% Annualized Vol 4.25% Sharpe (RFR=1%) 0.31 CAROR 2.24% Assets $ 2.6M Worst DD -9.33 S&P Correlation 0.09 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since1/2014 Tropicals Program -0.75 - - - -7.25 2.58 - 12.51 S&P 500 3.93 - - - 41.19 54.79 - 127.76 +/- S&P 500 -4.68 - - - -48.44 -52.21 - -115.25 Strategy Description SummaryThe WestCay LLC Tropicals Program is a pure discretionary trading strategy in Coffee and other soft commodity futures, options and calendar spreads, managed by the Principals, Andrew Jarmolkiewicz and Andre Vollmann. The Principals enjoy a combined 37 years experience across trading,... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 250k CTA Max Funding Factor 3.00 Management Fee 1.00% Performance Fee 15.00% Average Commission $6.50 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 5% Targeted Worst DD -6.00% Worst Peak-to-Trough -3.66% Sector Focus Agricultural Traders Holding Periods Over 12 Months 5.00% 4-12 Months 60.00% 1-3 Months 20.00% 1-30 Days 15.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Seasonal/cyclical 30.00% Spreading/hedging 60.00% Technical 10.00% Composition Softs 100.00% SummaryThe WestCay LLC Tropicals Program is a pure discretionary trading strategy in Coffee and other soft commodity futures, options and calendar spreads, managed by the Principals, Andrew Jarmolkiewicz and Andre Vollmann. The Principals enjoy a combined 37 years experience across trading, research and managing large institutional fund mandates in their careers. The strategy exploits irregularities between the fundamentals of supply and demand in a market, the term structure of the futures market, the term structure of the volatility in the market and the current valuation of the market. The Principals utilise their own proprietary fundamental research to try and understand all aspects of the markets they trade in order to identify and manage opportunities, which could be market-neutral or directional. The performance results presented are of actual accounts. The actual fees charged to these accounts were the same as those under the Advisor's Fee Structure A. The performance presented above includes actual management fees of 1/12 of 1% charged monthly and a quarterly incentive fee of 15%. For the periods January 2014 and January 2017, the accounts being presented were not charged fees. Therefore, for these periods the performance has been adjusted to reflect a 1/12 of 1% monthly management fee and a 15% quarterly incentive fee. No investment in the Advisor's Program should be made until you have received, read, and fully understood the Advisor's Disclosure Document. 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 -9.33 16 - 12/1/2017 4/1/2019 -3.67 7 1 11/1/2015 6/1/2016 -2.10 2 1 10/1/2014 12/1/2014 -1.66 4 1 3/1/2014 7/1/2014 -0.79 2 7 1/1/2017 3/1/2017 -0.60 1 1 8/1/2014 9/1/2014 -0.35 1 1 2/1/2015 3/1/2015 -0.26 1 1 8/1/2015 9/1/2015 -0.10 1 1 10/1/2017 11/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 14.67 7 7/1/2016 1/1/2017 5.20 3 1/1/2014 3/1/2014 4.25 2 1/1/2015 2/1/2015 2.71 5 4/1/2015 8/1/2015 2.26 1 8/1/2014 8/1/2014 1.57 1 10/1/2014 10/1/2014 0.90 4 7/1/2017 10/1/2017 0.78 1 4/1/2017 4/1/2017 0.52 1 6/1/2014 6/1/2014 0.44 1 12/1/2017 12/1/2017 0.42 2 10/1/2015 11/1/2015 0.33 1 5/1/2016 5/1/2016 0.29 1 4/1/2018 4/1/2018 0.28 1 10/1/2018 10/1/2018 0.01 1 1/1/2016 1/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.90 6 11/1/2018 4/1/2019 -2.37 3 2/1/2016 4/1/2016 -2.24 3 1/1/2018 3/1/2018 -2.10 2 11/1/2014 12/1/2014 -1.99 5 5/1/2018 9/1/2018 -1.49 2 4/1/2014 5/1/2014 -0.93 1 6/1/2016 6/1/2016 -0.79 2 2/1/2017 3/1/2017 -0.75 1 12/1/2015 12/1/2015 -0.70 2 5/1/2017 6/1/2017 -0.69 1 7/1/2014 7/1/2014 -0.60 1 9/1/2014 9/1/2014 -0.35 1 3/1/2015 3/1/2015 -0.26 1 9/1/2015 9/1/2015 -0.10 1 11/1/2017 11/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods64.0062.0059.0053.0047.0041.0029.0017.00 Percent Profitable50.0050.0055.9364.1578.7285.37100.00100.00 Average Period Return0.190.491.132.864.897.1212.1512.96 Average Gain1.052.273.716.287.569.3212.1512.96 Average Loss-0.67-1.28-2.14-3.44-5.00-5.67 Best Period3.895.7911.5613.9615.2715.4920.0924.09 Worst Period-2.05-3.20-5.90-7.51-9.02-8.843.351.54 Standard Deviation1.232.343.905.696.276.305.715.79 Gain Standard Deviation1.141.953.163.793.793.425.715.79 Loss Standard Deviation0.470.921.592.322.382.83 Sharpe Ratio (1%)0.090.100.160.330.540.811.601.54 Average Gain / Average Loss1.571.771.731.831.511.64 Profit / Loss Ratio1.571.772.203.455.599.58 Downside Deviation (10%)0.841.923.325.306.356.826.4910.24 Downside Deviation (5%)0.621.262.042.903.183.100.61 Downside Deviation (0%)0.581.111.762.392.532.39 Sortino Ratio (10%)-0.26-0.38-0.40-0.40-0.43-0.46-0.56-0.84 Sortino Ratio (5%)0.170.190.310.641.061.6514.55 Sortino Ratio (0%)0.330.450.641.191.932.99 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 9 0.00 3/2019 Agricultural Trader Index Month 10 0.29 4/2018 Agricultural Trader Index Month 9 0.44 12/2017 Agricultural Trader Index Month 9 0.30 10/2017 Agricultural Trader Index Month 9 0.47 9/2017 Agricultural Trader Index Month 10 0.06 8/2017 Agricultural Trader Index Month 5 0.78 4/2017 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