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Managed Programs |
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KOR |
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| The KOR Strategic Commodity Program trades exclusively in row
crops, oilseeds and their products, livestock and tropical commodities. This program focuses in opportunities that
are rarely captured by larger funds and CTAs.
If they are captured, minimum weighting dilutes the results against
industrial commodities and/or financial instruments. The program's competitive advantage lies in
the analytical, trading and risk management skills of the management
company. That experience includes many
years in pioneering OTC and exchange traded derivatives trading in the soft
commodity markets. A systematic VaR
umbrella is used to quantify risk and technical tools are used to define
entry and exit points as well as for exploratory positions. |
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| Start
to date: |
26.0% |
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Sharpe Ratio: |
0.55 |
Trailing 12 Months: |
20.1% |
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| Disclaimer: There is risk of loss in futures and options
trading. Past performance is not
necessarily indicative of future results.
The Newedge CTA is an industry leading benchmark of CTA
performance. The DJ-AIG index is
designed to be a benchmark for grains as an asset class and is calculated by
Dow Jones & Company in conjunction with AIG. |
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| Performance Record |
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Monthly
Return Statistics |
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| Month |
KOR |
Newedge |
DJ-AIG |
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KOR |
Newedge |
DJ-AIG |
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| Ending |
Return |
CTA |
AG |
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Winning Months: |
15 |
16 |
15 |
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Losing Months: |
12 |
11 |
12 |
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| Oct-08 |
0.87% |
4.97% |
-16.48% |
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% of profitable Months: |
56% |
59% |
56% |
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| Sep-08 |
-2.55% |
0.33% |
-15.75% |
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Average Winning Month: |
4% |
3% |
7% |
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| Aug-08 |
0.62% |
-1.80% |
-4.57% |
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Average Losing Month: |
-2% |
-2% |
-7% |
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| Jul-08 |
-2.50% |
-2.72% |
-10.58% |
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Max peak-to-valley (%): |
-8% |
-7% |
-42% |
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| Jun-08 |
8.59% |
2.30% |
14.92% |
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Max peak-to-valley (mths): |
6 |
4 |
8 |
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| May-08 |
0.11% |
1.74% |
-1.83% |
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Annual Sharpe Ratio: |
0.55 |
0.78 |
0.15 |
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| Apr-08 |
1.47% |
-1.97% |
1.98% |
Monthly Std.Dev. of
returns: |
4.1% |
2.5% |
8.8% |
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| Mar-08 |
-3.79% |
-0.20% |
-16.05% |
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Correlation with Newedge: |
0.13 |
1.00 |
0.25 |
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| Feb-08 |
4.81% |
4.60% |
16.21% |
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Correlation with DJ-AIG: |
0.70 |
0.25 |
1.00 |
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| Jan-08 |
3.90% |
1.68% |
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Minimum Investment: |
$500,000
USD |
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| Dec-07 |
10.77% |
0.85% |
7.86% |
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| Nov-07 |
-2.70% |
-0.85% |
3.75% |
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| Oct-07 |
-5.47% |
3.54% |
-2.56% |
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| Sep-07 |
2.95% |
4.29% |
12.42% |
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Contact: Carmen Soldato |
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| Aug-07 |
5.02% |
-4.07% |
2.69% |
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Kottke
Associates, LLC |
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| Jul-07 |
-0.05% |
-2.59% |
1.29% |
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|
141 W. Jackson Blvd., Suite 1220 |
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| Jun-07 |
0.02% |
2.35% |
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Chicago, Illinois 60604 |
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| System Began
Trading: |
Aug-2006 |
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csoldato@kottkeassociates.com |
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www.kottkeassociates.com |
(312) 697-2995 |
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| CME, CBOT & NYMEX Clearing Member Firm. FCM/ CTA/ CPO NFA
Member. |
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© 2002 - 2008 Kottke Associates, LLC |
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