Demeter Capital Management LLC

Livestock & Grain Trading Program *QEP*


Monthly Performance (%)

Date Range: 02/10 - 11/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 2.61 0.67 -0.99 0.22 0.95 1.91 2.54 0.87 -0.61 0.78 -1.09   8.06 
2017 0.03 4.52 0.75 -0.68 2.33 3.75 2.51 1.25 3.10 -3.81 -0.59 -0.66  12.90 
2016 -0.12 -0.78 -1.09 -1.42 -0.32 -0.21 4.20 -0.13 4.43 -1.44 -2.10 -0.99  -0.21 
2015 5.20 -0.88 0.46 -1.94 -0.02 -0.64 -0.62 -2.49 -1.66 0.10 -0.06 0.82  -1.92 
2014 1.69 7.12 2.56 0.37 2.27 2.40 5.39 1.01 1.23 -1.41 0.77 -2.78  22.23 
2013 1.21 0.59 -2.68 1.70 -0.16 4.73 3.32 -0.39 1.19 -0.52 0.45 -1.37  8.14 
2012 1.40 -1.58 -4.23 -3.78 -0.39 2.48 15.51 -2.56 -3.27 1.65 -2.43 -2.46  -1.13 
2011 -0.10 9.07 5.81 2.75 -5.01 -3.81 1.67 0.23 -5.58 2.42 -0.87 0.35  6.11 
2010 4.16 11.32 -6.87 -3.32 4.49 7.65 6.21 35.92 -20.92 4.44  40.01 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The Program attempts to generate profits through the Advisor's discretionary selection of futures and options trades in agricultural markets. Trades are selected on the basis of fundamental analysis, which is concerned with any factor that would affect the supply and demand, and therefore the price, of a given instrument. The Advisor's market analysis tends to focus on seasonal trends and year-to-year comparisons. The Advisor absorbs and interprets a wide range of research on a daily basis, employing its principals' combined 40+ years of experience in agricultural futures markets. However, there is no assurance the Program will meet its objectives or that clients will avoid substantial losses.

Performance Statistics

Date Range: 02/10 - 11/18
  Program S&P 500 Altegris 40 
Total Return 131.85% 209.48% 11.18% 
Annualized Return 10.09% 13.64% 1.21% 
Annualized Std. Deviation 18.04% 11.86% 8.61% 
Correlation 0.23 0.31 
Sharpe Ratio (rf=2.5%) 0.42 0.94 -0.15 
Worst Month -20.92% -7.99% -6.10% 
Date of Worst Month 11/2010 05/2010 02/2018 
Worst Drawdown -20.92% -16.26% -15.74% 
Date of Worst Drawdown 10/10 - 11/10 4/11 - 9/11 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 02/10 - 11/18

Year or YTD Program S&P 500 Altegris 40 
2018 8.06 5.11 -4.69 
2017 12.90 21.84 1.24 
2016 -0.21 11.98 -3.13 
2015 -1.92 1.41 0.09 
2014 22.23 13.69 15.75 
2013 8.14 32.41 -2.45 
2012 -1.13 15.98 -4.75 
2011 6.11 2.12 -3.23 
2010 40.01 15.77 13.11 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 02/10 - 11/18
Date: 11/30/2018
Perf: $1,101.41 Date: 10/31/2018
Perf: $1,114.79 Date: 9/30/2018
Perf: $1,143.02 Date: 8/31/2018
Perf: $1,148.19 Date: 7/31/2018
Perf: $1,119.64 Date: 6/30/2018
Perf: $1,128.10 Date: 5/31/2018
Perf: $1,118.70 Date: 4/30/2018
Perf: $1,133.32 Date: 3/31/2018
Perf: $1,121.21 Date: 2/28/2018
Perf: $1,122.22 Date: 1/31/2018
Perf: $1,195.12 Date: 12/31/2017
Perf: $1,155.60 Date: 11/30/2017
Perf: $1,143.14 Date: 10/31/2017
Perf: $1,141.66 Date: 9/30/2017
Perf: $1,095.75 Date: 8/31/2017
Perf: $1,119.36 Date: 7/31/2017
Perf: $1,101.09 Date: 6/30/2017
Perf: $1,096.81 Date: 5/31/2017
Perf: $1,129.80 Date: 4/30/2017
Perf: $1,127.66 Date: 3/31/2017
Perf: $1,134.46 Date: 2/28/2017
Perf: $1,151.27 Date: 1/31/2017
Perf: $1,126.71 Date: 12/31/2016
Perf: $1,141.43 Date: 11/30/2016
Perf: $1,132.82 Date: 10/31/2016
Perf: $1,145.42 Date: 9/30/2016
Perf: $1,175.76 Date: 8/31/2016
Perf: $1,191.12 Date: 7/31/2016
Perf: $1,224.05 Date: 6/30/2016
Perf: $1,211.69 Date: 5/31/2016
Perf: $1,162.29 Date: 4/30/2016
Perf: $1,183.00 Date: 3/31/2016
Perf: $1,213.45 Date: 2/29/2016
Perf: $1,249.31 Date: 1/31/2016
Perf: $1,219.31 Date: 12/31/2015
Perf: $1,178.31 Date: 11/30/2015
Perf: $1,206.05 Date: 10/31/2015
Perf: $1,166.28 Date: 9/30/2015
Perf: $1,186.93 Date: 8/31/2015
Perf: $1,161.72 Date: 7/31/2015
Perf: $1,182.17 Date: 6/30/2015
Perf: $1,137.69 Date: 5/31/2015
Perf: $1,200.09 Date: 4/30/2015
Perf: $1,208.80 Date: 3/31/2015
Perf: $1,257.33 Date: 2/28/2015
Perf: $1,230.15 Date: 1/31/2015
Perf: $1,232.12 Date: 12/31/2014
Perf: $1,177.26 Date: 11/30/2014
Perf: $1,156.89 Date: 10/31/2014
Perf: $1,091.93 Date: 9/30/2014
Perf: $1,076.11 Date: 8/31/2014
Perf: $1,060.31 Date: 7/31/2014
Perf: $1,017.28 Date: 6/30/2014
Perf: $1,025.48 Date: 5/31/2014
Perf: $1,016.74 Date: 4/30/2014
Perf: $991.36 Date: 3/31/2014
Perf: $983.88 Date: 2/28/2014
Perf: $998.66 Date: 1/31/2014
Perf: $990.54 Date: 12/31/2013
Perf: $1,017.08 Date: 11/30/2013
Perf: $1,018.51 Date: 10/31/2013
Perf: $1,000.40 Date: 9/30/2013
Perf: $978.01 Date: 8/31/2013
Perf: $983.91 Date: 7/31/2013
Perf: $1,003.17 Date: 6/30/2013
Perf: $1,011.98 Date: 5/31/2013
Perf: $1,051.84 Date: 4/30/2013
Perf: $1,099.10 Date: 3/31/2013
Perf: $1,071.46 Date: 2/28/2013
Perf: $1,056.25 Date: 1/31/2013
Perf: $1,062.41 Date: 12/31/2012
Perf: $1,042.60 Date: 11/30/2012
Perf: $1,037.52 Date: 10/31/2012
Perf: $1,034.62 Date: 9/30/2012
Perf: $1,073.48 Date: 8/31/2012
Perf: $1,091.49 Date: 7/31/2012
Perf: $1,106.54 Date: 6/30/2012
Perf: $1,063.06 Date: 5/31/2012
Perf: $1,104.59 Date: 4/30/2012
Perf: $1,084.00 Date: 3/31/2012
Perf: $1,077.53 Date: 2/29/2012
Perf: $1,102.56 Date: 1/31/2012
Perf: $1,098.06 Date: 12/31/2011
Perf: $1,094.55 Date: 11/30/2011
Perf: $1,084.15 Date: 10/31/2011
Perf: $1,080.90 Date: 9/30/2011
Perf: $1,125.47 Date: 8/31/2011
Perf: $1,126.15 Date: 7/31/2011
Perf: $1,128.40 Date: 6/30/2011
Perf: $1,089.30 Date: 5/31/2011
Perf: $1,118.38 Date: 4/30/2011
Perf: $1,160.74 Date: 3/31/2011
Perf: $1,117.17 Date: 2/28/2011
Perf: $1,134.53 Date: 1/31/2011
Perf: $1,115.57 Date: 12/31/2010
Perf: $1,131.06 Date: 11/30/2010
Perf: $1,084.54 Date: 10/31/2010
Perf: $1,124.34 Date: 9/30/2010
Perf: $1,082.34 Date: 8/31/2010
Perf: $1,063.00 Date: 7/31/2010
Perf: $1,020.74 Date: 6/30/2010
Perf: $1,034.08 Date: 5/31/2010
Perf: $1,030.16 Date: 4/30/2010
Perf: $1,055.71 Date: 3/31/2010
Perf: $1,039.70 Date: 2/28/2010
Perf: $1,000.00 Date: 11/30/2018
Perf: $3,001.75 Date: 10/31/2018
Perf: $2,941.74 Date: 9/30/2018
Perf: $3,157.73 Date: 8/31/2018
Perf: $3,139.83 Date: 7/31/2018
Perf: $3,040.70 Date: 6/30/2018
Perf: $2,931.65 Date: 5/31/2018
Perf: $2,913.58 Date: 4/30/2018
Perf: $2,845.02 Date: 3/31/2018
Perf: $2,834.25 Date: 2/28/2018
Perf: $2,908.11 Date: 1/31/2018
Perf: $3,019.53 Date: 12/31/2017
Perf: $2,855.89 Date: 11/30/2017
Perf: $2,824.54 Date: 10/31/2017
Perf: $2,740.41 Date: 9/30/2017
Perf: $2,678.01 Date: 8/31/2017
Perf: $2,623.96 Date: 7/31/2017
Perf: $2,615.85 Date: 6/30/2017
Perf: $2,563.05 Date: 5/31/2017
Perf: $2,547.26 Date: 4/30/2017
Perf: $2,511.84 Date: 3/31/2017
Perf: $2,486.23 Date: 2/28/2017
Perf: $2,483.25 Date: 1/31/2017
Perf: $2,388.43 Date: 12/31/2016
Perf: $2,343.90 Date: 11/30/2016
Perf: $2,298.39 Date: 10/31/2016
Perf: $2,216.38 Date: 9/30/2016
Perf: $2,257.47 Date: 8/31/2016
Perf: $2,257.02 Date: 7/31/2016
Perf: $2,253.86 Date: 6/30/2016
Perf: $2,173.65 Date: 5/31/2016
Perf: $2,168.02 Date: 4/30/2016
Perf: $2,129.68 Date: 3/31/2016
Perf: $2,121.41 Date: 2/29/2016
Perf: $1,986.71 Date: 1/31/2016
Perf: $1,989.30 Date: 12/31/2015
Perf: $2,093.12 Date: 11/30/2015
Perf: $2,126.72 Date: 10/31/2015
Perf: $2,120.36 Date: 9/30/2015
Perf: $1,955.33 Date: 8/31/2015
Perf: $2,004.85 Date: 7/31/2015
Perf: $2,133.50 Date: 6/30/2015
Perf: $2,089.61 Date: 5/31/2015
Perf: $2,130.95 Date: 4/30/2015
Perf: $2,103.82 Date: 3/31/2015
Perf: $2,083.81 Date: 2/28/2015
Perf: $2,117.26 Date: 1/31/2015
Perf: $2,002.14 Date: 12/31/2014
Perf: $2,064.06 Date: 11/30/2014
Perf: $2,069.24 Date: 10/31/2014
Perf: $2,015.03 Date: 9/30/2014
Perf: $1,967.04 Date: 8/31/2014
Perf: $1,994.97 Date: 7/31/2014
Perf: $1,918.24 Date: 6/30/2014
Perf: $1,945.08 Date: 5/31/2014
Perf: $1,905.63 Date: 4/30/2014
Perf: $1,861.88 Date: 3/31/2014
Perf: $1,848.20 Date: 2/28/2014
Perf: $1,832.80 Date: 1/31/2014
Perf: $1,752.71 Date: 12/31/2013
Perf: $1,815.52 Date: 11/30/2013
Perf: $1,770.72 Date: 10/31/2013
Perf: $1,718.32 Date: 9/30/2013
Perf: $1,642.75 Date: 8/31/2013
Perf: $1,592.74 Date: 7/31/2013
Perf: $1,640.31 Date: 6/30/2013
Perf: $1,560.86 Date: 5/31/2013
Perf: $1,582.06 Date: 4/30/2013
Perf: $1,545.88 Date: 3/31/2013
Perf: $1,516.61 Date: 2/28/2013
Perf: $1,461.80 Date: 1/31/2013
Perf: $1,442.18 Date: 12/31/2012
Perf: $1,371.16 Date: 11/30/2012
Perf: $1,358.79 Date: 10/31/2012
Perf: $1,350.96 Date: 9/30/2012
Perf: $1,376.42 Date: 8/31/2012
Perf: $1,341.80 Date: 7/31/2012
Perf: $1,312.28 Date: 6/30/2012
Perf: $1,294.28 Date: 5/31/2012
Perf: $1,243.07 Date: 4/30/2012
Perf: $1,322.56 Date: 3/31/2012
Perf: $1,330.94 Date: 2/29/2012
Perf: $1,288.55 Date: 1/31/2012
Perf: $1,235.19 Date: 12/31/2011
Perf: $1,182.22 Date: 11/30/2011
Perf: $1,170.29 Date: 10/31/2011
Perf: $1,172.87 Date: 9/30/2011
Perf: $1,057.30 Date: 8/31/2011
Perf: $1,137.25 Date: 7/31/2011
Perf: $1,202.55 Date: 6/30/2011
Perf: $1,227.47 Date: 5/31/2011
Perf: $1,248.32 Date: 4/30/2011
Perf: $1,262.58 Date: 3/31/2011
Perf: $1,226.28 Date: 2/28/2011
Perf: $1,225.79 Date: 1/31/2011
Perf: $1,185.14 Date: 12/31/2010
Perf: $1,157.71 Date: 11/30/2010
Perf: $1,085.21 Date: 10/31/2010
Perf: $1,085.11 Date: 9/30/2010
Perf: $1,045.28 Date: 8/31/2010
Perf: $959.68 Date: 7/31/2010
Perf: $1,005.00 Date: 6/30/2010
Perf: $939.17 Date: 5/31/2010
Perf: $991.00 Date: 4/30/2010
Perf: $1,077.05 Date: 3/31/2010
Perf: $1,060.30 Date: 2/28/2010
Perf: $1,000.00 Date: 11/30/2018
Perf: $2,318.54 Date: 10/31/2018
Perf: $2,344.09 Date: 9/30/2018
Perf: $2,325.95 Date: 8/31/2018
Perf: $2,340.22 Date: 7/31/2018
Perf: $2,320.04 Date: 6/30/2018
Perf: $2,262.57 Date: 5/31/2018
Perf: $2,220.16 Date: 4/30/2018
Perf: $2,199.27 Date: 3/31/2018
Perf: $2,194.44 Date: 2/28/2018
Perf: $2,216.39 Date: 1/31/2018
Perf: $2,201.64 Date: 12/31/2017
Perf: $2,145.63 Date: 11/30/2017
Perf: $2,159.89 Date: 10/31/2017
Perf: $2,172.71 Date: 9/30/2017
Perf: $2,258.77 Date: 8/31/2017
Perf: $2,190.85 Date: 7/31/2017
Perf: $2,163.80 Date: 6/30/2017
Perf: $2,110.82 Date: 5/31/2017
Perf: $2,034.53 Date: 4/30/2017
Perf: $1,988.20 Date: 3/31/2017
Perf: $2,001.81 Date: 2/28/2017
Perf: $1,986.91 Date: 1/31/2017
Perf: $1,900.99 Date: 12/31/2016
Perf: $1,900.42 Date: 11/30/2016
Perf: $1,919.42 Date: 10/31/2016
Perf: $1,960.59 Date: 9/30/2016
Perf: $1,989.24 Date: 8/31/2016
Perf: $1,904.85 Date: 7/31/2016
Perf: $1,907.33 Date: 6/30/2016
Perf: $1,830.45 Date: 5/31/2016
Perf: $1,834.31 Date: 4/30/2016
Perf: $1,840.19 Date: 3/31/2016
Perf: $1,866.70 Date: 2/29/2016
Perf: $1,887.27 Date: 1/31/2016
Perf: $1,902.11 Date: 12/31/2015
Perf: $1,904.39 Date: 11/30/2015
Perf: $1,888.90 Date: 10/31/2015
Perf: $1,890.04 Date: 9/30/2015
Perf: $1,888.15 Date: 8/31/2015
Perf: $1,920.02 Date: 7/31/2015
Perf: $1,969.05 Date: 6/30/2015
Perf: $1,981.34 Date: 5/31/2015
Perf: $1,994.10 Date: 4/30/2015
Perf: $1,994.50 Date: 3/31/2015
Perf: $2,033.96 Date: 2/28/2015
Perf: $2,024.64 Date: 1/31/2015
Perf: $2,042.62 Date: 12/31/2014
Perf: $1,941.65 Date: 11/30/2014
Perf: $1,997.17 Date: 10/31/2014
Perf: $1,981.91 Date: 9/30/2014
Perf: $2,010.26 Date: 8/31/2014
Perf: $1,985.83 Date: 7/31/2014
Perf: $1,965.98 Date: 6/30/2014
Perf: $1,865.43 Date: 5/31/2014
Perf: $1,821.71 Date: 4/30/2014
Perf: $1,781.27 Date: 3/31/2014
Perf: $1,774.71 Date: 2/28/2014
Perf: $1,730.41 Date: 1/31/2014
Perf: $1,615.39 Date: 12/31/2013
Perf: $1,588.55 Date: 11/30/2013
Perf: $1,610.61 Date: 10/31/2013
Perf: $1,603.40 Date: 9/30/2013
Perf: $1,611.78 Date: 8/31/2013
Perf: $1,592.82 Date: 7/31/2013
Perf: $1,599.06 Date: 6/30/2013
Perf: $1,547.68 Date: 5/31/2013
Perf: $1,477.78 Date: 4/30/2013
Perf: $1,480.15 Date: 3/31/2013
Perf: $1,455.40 Date: 2/28/2013
Perf: $1,495.48 Date: 1/31/2013
Perf: $1,486.71 Date: 12/31/2012
Perf: $1,468.94 Date: 11/30/2012
Perf: $1,505.98 Date: 10/31/2012
Perf: $1,543.49 Date: 9/30/2012
Perf: $1,518.44 Date: 8/31/2012
Perf: $1,569.77 Date: 7/31/2012
Perf: $1,611.01 Date: 6/30/2012
Perf: $1,394.69 Date: 5/31/2012
Perf: $1,360.94 Date: 4/30/2012
Perf: $1,366.27 Date: 3/31/2012
Perf: $1,419.94 Date: 2/29/2012
Perf: $1,482.66 Date: 1/31/2012
Perf: $1,506.46 Date: 12/31/2011
Perf: $1,485.66 Date: 11/30/2011
Perf: $1,480.48 Date: 10/31/2011
Perf: $1,493.48 Date: 9/30/2011
Perf: $1,458.19 Date: 8/31/2011
Perf: $1,544.36 Date: 7/31/2011
Perf: $1,540.82 Date: 6/30/2011
Perf: $1,515.51 Date: 5/31/2011
Perf: $1,575.54 Date: 4/30/2011
Perf: $1,658.64 Date: 3/31/2011
Perf: $1,614.24 Date: 2/28/2011
Perf: $1,525.61 Date: 1/31/2011
Perf: $1,398.74 Date: 12/31/2010
Perf: $1,400.14 Date: 11/30/2010
Perf: $1,340.62 Date: 10/31/2010
Perf: $1,695.27 Date: 9/30/2010
Perf: $1,247.25 Date: 8/31/2010
Perf: $1,174.33 Date: 7/31/2010
Perf: $1,090.88 Date: 6/30/2010
Perf: $1,044.00 Date: 5/31/2010
Perf: $1,079.85 Date: 4/30/2010
Perf: $1,159.51 Date: 3/31/2010
Perf: $1,041.60 Date: 2/28/2010
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 02/10 - 11/18
Date: 11/30/2018
Return: -1.09 % Date: 10/31/2018
Return: 0.78 % Date: 9/30/2018
Return: -0.61 % Date: 8/31/2018
Return: 0.87 % Date: 7/31/2018
Return: 2.54 % Date: 6/30/2018
Return: 1.91 % Date: 5/31/2018
Return: 0.95 % Date: 4/30/2018
Return: 0.22 % Date: 3/31/2018
Return: -0.99 % Date: 2/28/2018
Return: 0.67 % Date: 1/31/2018
Return: 2.61 % Date: 12/31/2017
Return: -0.66 % Date: 11/30/2017
Return: -0.59 % Date: 10/31/2017
Return: -3.81 % Date: 9/30/2017
Return: 3.10 % Date: 8/31/2017
Return: 1.25 % Date: 7/31/2017
Return: 2.51 % Date: 6/30/2017
Return: 3.75 % Date: 5/31/2017
Return: 2.33 % Date: 4/30/2017
Return: -0.68 % Date: 3/31/2017
Return: 0.75 % Date: 2/28/2017
Return: 4.52 % Date: 1/31/2017
Return: 0.03 % Date: 12/31/2016
Return: -0.99 % Date: 11/30/2016
Return: -2.10 % Date: 10/31/2016
Return: -1.44 % Date: 9/30/2016
Return: 4.43 % Date: 8/31/2016
Return: -0.13 % Date: 7/31/2016
Return: 4.20 % Date: 6/30/2016
Return: -0.21 % Date: 5/31/2016
Return: -0.32 % Date: 4/30/2016
Return: -1.42 % Date: 3/31/2016
Return: -1.09 % Date: 2/29/2016
Return: -0.78 % Date: 1/31/2016
Return: -0.12 % Date: 12/31/2015
Return: 0.82 % Date: 11/30/2015
Return: -0.06 % Date: 10/31/2015
Return: 0.10 % Date: 9/30/2015
Return: -1.66 % Date: 8/31/2015
Return: -2.49 % Date: 7/31/2015
Return: -0.62 % Date: 6/30/2015
Return: -0.64 % Date: 5/31/2015
Return: -0.02 % Date: 4/30/2015
Return: -1.94 % Date: 3/31/2015
Return: 0.46 % Date: 2/28/2015
Return: -0.88 % Date: 1/31/2015
Return: 5.20 % Date: 12/31/2014
Return: -2.78 % Date: 11/30/2014
Return: 0.77 % Date: 10/31/2014
Return: -1.41 % Date: 9/30/2014
Return: 1.23 % Date: 8/31/2014
Return: 1.01 % Date: 7/31/2014
Return: 5.39 % Date: 6/30/2014
Return: 2.40 % Date: 5/31/2014
Return: 2.27 % Date: 4/30/2014
Return: 0.37 % Date: 3/31/2014
Return: 2.56 % Date: 2/28/2014
Return: 7.12 % Date: 1/31/2014
Return: 1.69 % Date: 12/31/2013
Return: -1.37 % Date: 11/30/2013
Return: 0.45 % Date: 10/31/2013
Return: -0.52 % Date: 9/30/2013
Return: 1.19 % Date: 8/31/2013
Return: -0.39 % Date: 7/31/2013
Return: 3.32 % Date: 6/30/2013
Return: 4.73 % Date: 5/31/2013
Return: -0.16 % Date: 4/30/2013
Return: 1.70 % Date: 3/31/2013
Return: -2.68 % Date: 2/28/2013
Return: 0.59 % Date: 1/31/2013
Return: 1.21 % Date: 12/31/2012
Return: -2.46 % Date: 11/30/2012
Return: -2.43 % Date: 10/31/2012
Return: 1.65 % Date: 9/30/2012
Return: -3.27 % Date: 8/31/2012
Return: -2.56 % Date: 7/31/2012
Return: 15.51 % Date: 6/30/2012
Return: 2.48 % Date: 5/31/2012
Return: -0.39 % Date: 4/30/2012
Return: -3.78 % Date: 3/31/2012
Return: -4.23 % Date: 2/29/2012
Return: -1.58 % Date: 1/31/2012
Return: 1.40 % Date: 12/31/2011
Return: 0.35 % Date: 11/30/2011
Return: -0.87 % Date: 10/31/2011
Return: 2.42 % Date: 9/30/2011
Return: -5.58 % Date: 8/31/2011
Return: 0.23 % Date: 7/31/2011
Return: 1.67 % Date: 6/30/2011
Return: -3.81 % Date: 5/31/2011
Return: -5.01 % Date: 4/30/2011
Return: 2.75 % Date: 3/31/2011
Return: 5.81 % Date: 2/28/2011
Return: 9.07 % Date: 1/31/2011
Return: -0.10 % Date: 12/31/2010
Return: 4.44 % Date: 11/30/2010
Return: -20.92 % Date: 10/31/2010
Return: 35.92 % Date: 9/30/2010
Return: 6.21 % Date: 8/31/2010
Return: 7.65 % Date: 7/31/2010
Return: 4.49 % Date: 6/30/2010
Return: -3.32 % Date: 5/31/2010
Return: -6.87 % Date: 4/30/2010
Return: 11.32 % Date: 3/31/2010
Return: 4.16 % Date: 2/28/2010
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 02/10 - 11/18
Return: 7.00 %
Count: 1 Return: 5.00 %
Count: 4 Return: 16.00 %
Count: 1 Return: -2.00 %
Count: 7 Return: 1.00 %
Count: 14 Return: -1.00 %
Count: 18 Return: -6.00 %
Count: 1 Return: 2.00 %
Count: 10 Return: -4.00 %
Count: 4 Return: -5.00 %
Count: 1 Return: 3.00 %
Count: 7 Return: 9.00 %
Count: 1 Return: -21.00 %
Count: 1 Return: 36.00 %
Count: 1 Return: 6.00 %
Count: 2 Return: 8.00 %
Count: 1 Return: -3.00 %
Count: 5 Return: -7.00 %
Count: 1 Return: 11.00 %
Count: 1 Return: 4.00 %
Count: 6 Return: 0.00 %
Count: 19
Note: All performance data is since program inception.

Underwater Curve

Date Range: 02/10 - 11/18
Date: 11/30/2018
Drawdown: -1.09 % Date: 10/31/2018
Drawdown: 0.00 % Date: 9/30/2018
Drawdown: -0.61 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: 0.00 % Date: 5/31/2018
Drawdown: -1.71 % Date: 4/30/2018
Drawdown: -2.63 % Date: 3/31/2018
Drawdown: -2.85 % Date: 2/28/2018
Drawdown: -1.88 % Date: 1/31/2018
Drawdown: -2.53 % Date: 12/31/2017
Drawdown: -5.01 % Date: 11/30/2017
Drawdown: -4.38 % Date: 10/31/2017
Drawdown: -3.81 % Date: 9/30/2017
Drawdown: 0.00 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: 0.00 % Date: 6/30/2017
Drawdown: 0.00 % Date: 5/31/2017
Drawdown: -0.40 % Date: 4/30/2017
Drawdown: -2.66 % Date: 3/31/2017
Drawdown: -2.00 % Date: 2/28/2017
Drawdown: -2.73 % Date: 1/31/2017
Drawdown: -6.93 % Date: 12/31/2016
Drawdown: -6.96 % Date: 11/30/2016
Drawdown: -6.03 % Date: 10/31/2016
Drawdown: -4.02 % Date: 9/30/2016
Drawdown: -2.61 % Date: 8/31/2016
Drawdown: -6.74 % Date: 7/31/2016
Drawdown: -6.62 % Date: 6/30/2016
Drawdown: -10.39 % Date: 5/31/2016
Drawdown: -10.20 % Date: 4/30/2016
Drawdown: -9.91 % Date: 3/31/2016
Drawdown: -8.61 % Date: 2/29/2016
Drawdown: -7.61 % Date: 1/31/2016
Drawdown: -6.88 % Date: 12/31/2015
Drawdown: -6.77 % Date: 11/30/2015
Drawdown: -7.53 % Date: 10/31/2015
Drawdown: -7.47 % Date: 9/30/2015
Drawdown: -7.56 % Date: 8/31/2015
Drawdown: -6.00 % Date: 7/31/2015
Drawdown: -3.60 % Date: 6/30/2015
Drawdown: -3.00 % Date: 5/31/2015
Drawdown: -2.38 % Date: 4/30/2015
Drawdown: -2.36 % Date: 3/31/2015
Drawdown: -0.42 % Date: 2/28/2015
Drawdown: -0.88 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: -3.41 % Date: 11/30/2014
Drawdown: -0.65 % Date: 10/31/2014
Drawdown: -1.41 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: 0.00 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: 0.00 % Date: 3/31/2014
Drawdown: 0.00 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: -4.71 % Date: 12/31/2013
Drawdown: -6.30 % Date: 11/30/2013
Drawdown: -4.99 % Date: 10/31/2013
Drawdown: -5.42 % Date: 9/30/2013
Drawdown: -4.92 % Date: 8/31/2013
Drawdown: -6.04 % Date: 7/31/2013
Drawdown: -5.68 % Date: 6/30/2013
Drawdown: -8.71 % Date: 5/31/2013
Drawdown: -12.83 % Date: 4/30/2013
Drawdown: -12.69 % Date: 3/31/2013
Drawdown: -14.15 % Date: 2/28/2013
Drawdown: -11.78 % Date: 1/31/2013
Drawdown: -12.30 % Date: 12/31/2012
Drawdown: -13.35 % Date: 11/30/2012
Drawdown: -11.17 % Date: 10/31/2012
Drawdown: -8.95 % Date: 9/30/2012
Drawdown: -10.43 % Date: 8/31/2012
Drawdown: -7.40 % Date: 7/31/2012
Drawdown: -4.97 % Date: 6/30/2012
Drawdown: -17.73 % Date: 5/31/2012
Drawdown: -19.72 % Date: 4/30/2012
Drawdown: -19.41 % Date: 3/31/2012
Drawdown: -16.24 % Date: 2/29/2012
Drawdown: -12.54 % Date: 1/31/2012
Drawdown: -11.14 % Date: 12/31/2011
Drawdown: -12.36 % Date: 11/30/2011
Drawdown: -12.67 % Date: 10/31/2011
Drawdown: -11.90 % Date: 9/30/2011
Drawdown: -13.98 % Date: 8/31/2011
Drawdown: -8.90 % Date: 7/31/2011
Drawdown: -9.11 % Date: 6/30/2011
Drawdown: -10.60 % Date: 5/31/2011
Drawdown: -7.06 % Date: 4/30/2011
Drawdown: -2.16 % Date: 3/31/2011
Drawdown: -4.78 % Date: 2/28/2011
Drawdown: -10.01 % Date: 1/31/2011
Drawdown: -17.49 % Date: 12/31/2010
Drawdown: -17.41 % Date: 11/30/2010
Drawdown: -20.92 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: 0.00 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: -5.92 % Date: 6/30/2010
Drawdown: -9.96 % Date: 5/31/2010
Drawdown: -6.87 % Date: 4/30/2010
Drawdown: 0.00 % Date: 3/31/2010
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Demeter Capital Management LLC
Address: 190 South LaSalle Street Suite 3000
City: Chicago
State: IL
Zip: 60603
Country: United States

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Discretionary Yes 
 Sector Specialist Yes 
 Instruments Traded
 Physical Commodities Yes 
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $50,000 
 Margin / Equity Ratio: 5% 
 Managed Account Availability: Open