County Cork RLA I Program September 2014
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County Cork RLA I Program September 2014 PROGRAM DESCRIPTION The RLA I Program is a fundamental discretionary trading program managed by Ronald L. Anderson. The program trades grain and oilseed futures and futures options traded primarily on the Chicago Board of Trade (CBOT). The majority of the program's trades occur in the soybean complex in the form of soybean crush spreads which allow Mr. Anderson to trade the relationship between the price of soybeans and the combined value of the products derived from soybeans, i.e., soybean meal and soybean oil. Mr. Anderson's core methodology starts with an analysis of fundamental factors that affect supply and demand such as weather forecasts, economic trends, import/export activity, and governmental policies. Seasonal trends and patterns are taken into account and technicals are often considered for optimal timing of trades. MONTHLY PERFORMANCE Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD 2014 -3.86 0.60 -2.12 -0.20 -0.80 1.09 0.65 12.07 -0.39 6.45 2013 1.19 3.93 1.38 -2.37 -1.07 0.00 2.16 -1.21 0.52 3.43 -4.23 4.32 7.95 2012 -0.86 0.27 -0.61 0.84 -1.34 8.24 10.97 -1.22 0.18 -0.13 2.73 -1.49 18.08 2011 -0.38 -0.63 3.37 2.72 -0.49 4.70 0.73 1.25 -2.00 0.34 0.17 -0.39 9.59 2010 2.00 -0.01 -0.67 5.86 0.74 3.93 -2.55 -1.73 -10.08 -0.22 -1.12 1.44 -3.23 2009 0.36 1.11 1.38 4.32 4.69 1.73 3.58 8.00 -4.29 -3.60 4.73 1.90 25.89 VAMI RLA I Program Newedge CTA Index SUBSCRIPTION INFORMATION 2,000 Minimum Investment $500K 1,800 1,600 Position / Risk Reporting Daily 1,400 Management Fee 2% 1,200 Incentive Fee 20% 1,000 Managed Structure 800 Account Dec 08 Jun 09 Dec 09 Jun 10 Dec 10 Jun 11 Dec 11 Jun 12 Dec 12 Jun 13 Dec 13 Jun 14 RETURN SUMMARY RLA I Program Newedge CTA RISK SUMMARY RLA I Program Newedge CTA Comp. Annualized ROR 10.89% 0.56% Annualized Std Deviation 11.82% 6.82% Last 6 Months 12.45% 8.17% Max Drawdown -15.04% -11.66% Last 12 Months 10.00% 9.48% Sharpe Ratio (0%) 0.94 0.12 Last 36 Months 35.86% 0.42% Sortino Ratio (0%) 1.75 0.12 Gain Frequency 57.97% 55.07% CALMAR Ratio 1.69 0.02 Average Gain 2.84% 1.53% Correlation to S&P 500 0.09 Average Loss -1.73% -1.72% Correlation to Newedge CTA 0.09 MANAGER DESCRIPTION Ronald L. Anderson is manager of Cork County’s RLA I discretionary managed futures program. He began his career in commodities in 1967 as a grain trader for Continental Grain Company and eventually became Senior Vice President and General Manager of Continental Grain Company’s World Oilseed Processing Division. Over the course of his 40+ year career, Mr. Anderson has analyzed and/or managed oilseed processing plants on 6 continents. Prior to joining County Cork, Mr. Anderson managed over $100M in his crush trading program from 1994 through 2004. ABOUT COUNTY CORK LLC CONTACT INFORMATION Founded by Robert J. O’Brien Jr., former President of R.J. O’Brien & Associates, the oldest Mark de Souza, Executive Director of and largest independent futures broker in the United States, County Cork is comprised of Global Business Development experienced trading professionals, scholars, and technology specialists focused on 847-324-7392 ext 228 seeding and developing futures investment methodologies. [email protected] THE INFORMATION CONTAINED HEREIN IS INTENDED FOR QUALIFIED ELIGIBLE CLIENTS AS DEFINED IN CFTC REGULATION 4.7. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. NO REPRESENTATION IS BEING MADE THAT ANY INVESTOR WILL OR IS LIKELY TO ACHIEVE SIMILAR RESULTS. FUTURES, FORWARD AND OPTION TRADING IS SPECULATIVE, INVOLVES SUBSTANTIAL RISK AND IS NOT SUITABLE FOR ALL INVESTORS. County Cork, LLC • 5215 Old Orchard Road, Suite 800 Skokie, IL 60077 • www.countycorkllc.com.