Rohrs & Company LLC

Seasonal Commodities Program

Year-to-Date
N/A
Minimum Investment
200,000
Management Fee 2.00%
Performance Fee 20.00%
Annualized Volatility 12.37%
Sharpe (RFR=1%) 0.26
CAROR 3.53%
Assets 100,000
Worst Drawdown -21.30
S&P Correlation 0.04

Summary

The SEASONAL COMMODITY PROGRAM trades seasonal commodity spreads using a fundamental approach. The seasonal approach to markets is designed to anticipate future price movement rather than constantly react to an endless stream of often contradictory news. It seeks to eliminate the "noise" in the marketplace. Although numerous factors affect the markets, certain conditions and events recur at annual intervals. Perhaps the most obvious is the annual cycle of weather from warm to cold and back to warm. However, the calendar also marks the passing of important events, such as the date for U.S. income taxes every April 15th. Such annual events create yearly cycles in supply and demand. Enormous supplies of grain at harvest dwindle throughout the year. Demand for heating oil typically rises as cold weather approaches but subsides as inventory is filled. Monetary liquidity may decline as taxes are paid but rise as the Federal Reserve re-circulates funds.