Wharton Capital Management : Wharton AG Futures Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 3.12% Oct Performance 1.68% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 11.64% Sharpe (RFR=1%) 0.56 CAROR 7.13% Assets $ 5.9M Worst DD -12.00 S&P Correlation -0.08 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since9/2011 Wharton AG Futures Program 1.68 -4.91 -3.12 -8.10 -2.38 -1.21 - 88.03 S&P 500 -2.77 -0.04 1.21 7.65 26.97 55.66 - 186.05 +/- S&P 500 4.45 -4.88 -4.33 -15.75 -29.35 -56.87 - -98.02 Strategy Description Investment StrategyThe Program primarily involves the speculative trading of futures contracts on grains and meat products. However, the Program is not limited to those markets. In implementing the Program, the Advisor may speculate or trade in any futures or options contract traded on a... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Agricultural Traders Holding Periods Over 12 Months 0% 4-12 Months 15.00% 1-3 Months 30.00% 1-30 Days 50.00% Intraday 5.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 70.00% Technical 30.00% Composition Livestock 80.00% Grains 20.00% Investment StrategyThe Program primarily involves the speculative trading of futures contracts on grains and meat products. However, the Program is not limited to those markets. In implementing the Program, the Advisor may speculate or trade in any futures or options contract traded on a U.S. futures exchange, either now or in the future (collectively, “Commodity Interests”). Such instruments may include, without limitation, futures contracts (and options thereon) on any of the following: physical commodities in addition to grain and meat products, interest-rate sensitive products, financial instruments, and stock indices.Risk ManagementTechnical entry and exit points are used to Manage risk. 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 -12.00 7 7 11/1/2012 6/1/2013 -11.92 13 - 8/1/2019 9/1/2020 -10.15 2 9 8/1/2014 10/1/2014 -10.00 18 6 8/1/2017 2/1/2019 -5.51 8 9 2/1/2016 10/1/2016 -2.11 1 5 7/1/2015 8/1/2015 -1.45 1 2 12/1/2011 1/1/2012 -1.20 1 2 7/1/2012 8/1/2012 -1.12 1 3 1/1/0001 9/1/2011 -0.47 1 1 1/1/2014 2/1/2014 -0.03 1 1 3/1/2014 4/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 54.32 4 5/1/2014 8/1/2014 20.24 6 2/1/2012 7/1/2012 14.48 3 11/1/2013 1/1/2014 12.36 2 7/1/2019 8/1/2019 10.12 7 1/1/2015 7/1/2015 7.25 1 6/1/2020 6/1/2020 5.66 4 5/1/2017 8/1/2017 4.41 4 5/1/2018 8/1/2018 4.24 2 11/1/2017 12/1/2017 3.98 3 12/1/2015 2/1/2016 3.83 5 11/1/2016 3/1/2017 3.63 1 5/1/2019 5/1/2019 3.40 1 7/1/2013 7/1/2013 2.85 2 1/1/2020 2/1/2020 2.52 1 11/1/2014 11/1/2014 2.48 3 9/1/2012 11/1/2012 2.08 1 5/1/2013 5/1/2013 1.99 1 2/1/2013 2/1/2013 1.72 3 7/1/2016 9/1/2016 1.68 1 10/1/2020 10/1/2020 1.36 1 12/1/2011 12/1/2011 1.07 2 9/1/2015 10/1/2015 1.01 1 3/1/2018 3/1/2018 0.98 1 9/1/2013 9/1/2013 0.94 1 3/1/2014 3/1/2014 0.78 1 10/1/2011 10/1/2011 0.75 1 3/1/2019 3/1/2019 0.49 1 5/1/2016 5/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.15 2 9/1/2014 10/1/2014 -9.98 6 9/1/2018 2/1/2019 -9.15 2 12/1/2012 1/1/2013 -8.96 3 7/1/2020 9/1/2020 -7.56 4 9/1/2019 12/1/2019 -5.17 2 9/1/2017 10/1/2017 -5.12 3 3/1/2020 5/1/2020 -5.02 1 6/1/2013 6/1/2013 -4.11 2 3/1/2016 4/1/2016 -3.65 2 1/1/2018 2/1/2018 -2.42 1 8/1/2013 8/1/2013 -2.25 1 10/1/2016 10/1/2016 -2.11 1 8/1/2015 8/1/2015 -2.04 2 3/1/2013 4/1/2013 -1.74 1 6/1/2019 6/1/2019 -1.45 1 1/1/2012 1/1/2012 -1.38 1 6/1/2016 6/1/2016 -1.20 1 8/1/2012 8/1/2012 -1.12 1 9/1/2011 9/1/2011 -0.91 1 10/1/2013 10/1/2013 -0.72 1 4/1/2017 4/1/2017 -0.47 1 4/1/2018 4/1/2018 -0.47 1 2/1/2014 2/1/2014 -0.40 1 12/1/2014 12/1/2014 -0.37 1 4/1/2019 4/1/2019 -0.33 1 11/1/2011 11/1/2011 -0.27 1 11/1/2015 11/1/2015 -0.03 1 4/1/2014 4/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods110.00108.00105.0099.0093.0087.0075.0063.0051.00 Percent Profitable58.1860.1963.8169.7084.9581.6186.6795.2496.08 Average Period Return0.632.064.409.2214.0719.8333.5842.6252.83 Average Gain2.495.589.2915.1517.2425.0339.2744.8255.07 Average Loss-1.95-3.27-4.21-4.41-3.83-3.24-3.40-1.55-1.91 Best Period15.1243.4555.7277.5570.1477.8490.4196.9693.74 Worst Period-8.76-8.96-11.62-11.10-10.00-6.23-8.22-3.08-2.60 Standard Deviation3.367.6511.5118.1122.4425.9733.0936.1133.60 Gain Standard Deviation2.977.8711.7318.7322.9026.0631.9135.5832.35 Loss Standard Deviation1.802.492.773.252.941.652.731.370.98 Sharpe Ratio (1%)0.160.240.340.450.560.690.921.071.42 Average Gain / Average Loss1.271.712.213.444.507.7411.5528.9528.87 Profit / Loss Ratio1.772.583.897.9025.3934.3375.06578.96707.31 Downside Deviation (10%)1.913.254.405.695.567.049.5211.4711.28 Downside Deviation (5%)1.752.713.273.462.352.372.591.571.51 Downside Deviation (0%)1.712.583.023.001.851.551.560.420.40 Sortino Ratio (10%)0.120.260.440.741.171.361.871.842.23 Sortino Ratio (5%)0.310.671.192.385.347.5211.7824.5131.71 Sortino Ratio (0%)0.370.801.463.087.6112.8221.52102.19131.43 Top Performer Badges Index Award Type Rank Performance Period Agricultural Trader Index Month 8 0.00 7/2020 Discretionary Trader Index Month 2 7.25 6/2020 Agricultural Trader Index Month 2 7.25 6/2020 IASG CTA Index Month 5 7.25 6/2020 Agricultural Trader Index Month 2 2.50 2/2020 Discretionary Trader Index Month 10 2.50 2/2020 Agricultural Trader Index Month 9 0.34 1/2020 IASG CTA Index Month 8 8.19 8/2019 Discretionary Trader Index Month 1 8.19 8/2019 Agricultural Trader Index Month 1 8.19 8/2019 Discretionary Trader Index Month 1 3.85 7/2019 Agricultural Trader Index Month 1 3.85 7/2019 Discretionary Trader Index Month 8 3.63 5/2019 Agricultural Trader Index Month 6 3.63 5/2019 Agricultural Trader Index Month 6 0.00 11/2018 Agricultural Trader Index Month 7 1.83 7/2018 Agricultural Trader Index Month 8 0.45 6/2018 Agricultural Trader Index Month 5 1.51 5/2018 Agricultural Trader Index Month 8 1.01 3/2018 Agricultural Trader Index Month 8 1.00 12/2017 IASG CTA Index Month 9 3.21 11/2017 Discretionary Trader Index Month 5 3.21 11/2017 Agricultural Trader Index Month 4 3.21 11/2017 Agricultural Trader Index Month 3 2.78 8/2017 Discretionary Trader Index Month 9 2.78 8/2017 Agricultural Trader Index Month 6 0.97 1/2017 Agricultural Trader Index Month 3 1.42 12/2016 IASG CTA Index 5 Year 10 87.89 2011 - 2016 Agricultural Trader Index Month 6 2.08 2/2016 Agricultural Trader Index Month 8 0.56 1/2016 IASG CTA Index 3 Year 9 60.09 2012 - 2015 Agricultural Trader Index Month 5 1.13 12/2015 Agricultural Trader Index Month 6 0.29 10/2015 Agricultural Trader Index Month 3 0.84 9/2015 Agricultural Trader Index Month 9 1.78 7/2015 Agricultural Trader Index Month 7 1.92 6/2015 Agricultural Trader Index Month 2 3.89 5/2015 Discretionary Trader Index Month 6 3.89 5/2015 Agricultural Trader Index Month 6 0.04 2/2015 Agricultural Trader Index Month 3 2.52 11/2014 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