|
|
|
|
|
|
|
|
|
Managed Programs |
|
|
|
|
|
KOR |
|
|
|
|
|
|
|
| The
KOR Strategic Commodity Program trades exclusively in row crops, oilseeds and
their products, livestick and tropical commodities. This program focuses on 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 in the soft commodity
markets. KOR managers focus on
supply/demand analysis, meteorology and utilize a vast array of industry
contacts. 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. |
|
|
|
|
|
|
|
| Start to date: |
26.0% |
|
Sharpe Ratio: |
0.55 |
|
Trailing 12 Months: |
20.1% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Disclaimer:
There is risk of loss in futures and options trading. Past performance is not necessarily
indicative of future results. The Newedge CTA Index is an industry leading
benchmark of CTA performance. The
DJ-AIG AG Index is designed to be a benchmark for grains as an asset class
and is calculated by Dow Jones & Company in conjunction with AIG. |
|
|
| Performance Record |
|
Monthly
Return Statistics |
|
|
|
|
|
| Month |
KOR |
Newedge |
DJ-AIG |
|
KOR |
Newedge |
DJ-AIG |
|
|
| Ending |
Returns |
CTA |
AG |
|
Winning Months: |
15 |
16 |
15 |
|
|
|
Losing Months: |
12 |
11 |
12 |
|
|
| 10/31/08 |
0.87% |
4.97% |
-16.48% |
|
% of profitable Months: |
55.6% |
59.3% |
55.6% |
|
|
|
| 9/30/08 |
-2.55% |
0.33% |
-15.75% |
|
Average Winning Months: |
3.6% |
2.6% |
6.7% |
|
|
|
| 8/31/08 |
0.62% |
-1.80% |
-4.57% |
|
Average Losing Months: |
-2.4% |
-1.6% |
-6.8% |
|
|
|
| 7/31/08 |
-2.50% |
-2.72% |
-10.58% |
|
Max peak-to-valley (%): |
-8.3% |
-6.6% |
-42.0% |
|
|
| 6/30/08 |
8.59% |
2.30% |
14.92% |
|
Max peak-to-valley (mths): |
6 |
4 |
8 |
|
|
| 5/31/08 |
0.11% |
1.74% |
-1.83% |
|
Annual Sharpe Ratio: |
0.55 |
0.78 |
0.15 |
|
|
| 4/30/08 |
1.47% |
-1.97% |
1.98% |
Monthly Std.Dev. of
returns: |
4.1% |
2.5% |
8.8% |
|
|
| 3/31/08 |
-3.79% |
-0.20% |
-16.05% |
|
Correlation with Newedge: |
0.132 |
1.000 |
0.246 |
|
|
|
| 2/29/08 |
4.81% |
4.60% |
16.21% |
|
Correlation with DJ-AIG: |
0.698 |
0.246 |
1.000 |
|
|
| 1/31/08 |
3.90% |
1.68% |
|
|
Minimum Investment: |
$500,000 USD |
|
|
|
|
|
| 12/31/07 |
10.77% |
0.85% |
7.86% |
|
|
|
|
|
|
| 11/30/07 |
-2.70% |
-0.85% |
|
|
|
| 10/31/07 |
-5.47% |
3.54% |
-2.56% |
|
|
|
| 9/30/07 |
2.95% |
4.29% |
12.42% |
|
|
|
| 8/31/07 |
5.02% |
-4.07% |
2.69% |
|
|
|
|
Contact:
Carmen Soldato |
|
|
| 7/31/07 |
-0.05% |
-2.59% |
1.29% |
|
|
Kottke Associates, LLC |
|
|
| 6/30/07 |
0.02% |
2.35% |
2.25% |
|
|
141 W.
Jackson Blvd., Suite 1220 |
|
|
| 5/31/07 |
2.12% |
3.23% |
6.32% |
|
|
|
Chicago,
Illinois 60604 |
|
|
| 4/30/07 |
-2.74% |
3.44% |
|
|
|
csoldato@kottkeassociates.com |
|
|
| System Began
Trading: |
Aug-2006 |
|
www.kottkeassociates.com |
(312)
697-2995 |
|
|
|
|
|
|
|
| CME, CBOT &
NYMEX Clearing Member Firm. FCM/ CTA/ CPO NFA Member. © 2002 - 2008 Kottke
Associates, LLC |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
