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County Cork LLC

RLA I Program Prop. QEP only

Investment Strategy

RLA uses discretionary grain trading strategies driven by fundamental research and technical analysis. This analysis aims at identifying distorted market conditions, particularly in the deferred contract months. RLA mainly trades the soybean crush: the spreads between soybeans, soybean meal, and soybean oil.

RLA’s trading edges come from applying his soybean cash and futures industry experience, contacts, seasonal research, and analysis to crush and spread trading. The main risk management edges include monitoring and controlling of position size, correlation and drawdowns specific to soybean crush and grain spread trading.

County Cork believes that RLA’s strategy will identify soybean crush and other grain market spread trading opportunities with attractive risk-adjusted returns.

--- IMPORTANT DISCLOSURE --- THE PERFORMANCE SET FORTH ABOVE IS FOR A PROPRIETARY ACCOUNT MAINTAINED BY A PRINCIPAL OF COUNTY CORK TRADED PURSUANT TO THE RLA I PROGRAM. THE PERFORMANCE HAS BEEN PRO FORMA ADJUSTED FOR A 2% (ANNUALIZED) MONTHLY MANAGEMENT FEE AND A 20% QUARTERLY INCENTIVE FEE THAT WOULD HAVE BEEN CHARGED TO A CUSTOMER ACCOUNT PARTICIPATING IN THE RLA I PROGRAM.  THE PERFORMANCE IS NET OF ACTUAL BROKERAGE COMMISSIONS AND TRANSACTION FEES CHARGED TO THE ACCOUNT, WITH PROFITS REINVESTED.  PLEASE NOTE THAT ACTUAL CUSTOMER ACCOUNTS HAVE BEEN TRADED PURSUANT TO THE PROGRAM. COUNTY CORK HAS CHOSEN TO USE PERFORMANCE OF A PROPRIETARY ACCOUNT IN THIS PRESENTATION AS IT HAS CONTINUOUSLY OPERATED SINCE INCEPTION. PERFORMANCE INFORMATION FOR CLIENT ACCOUNT PERFORMANCE IS AVAILABLE UPON REQUEST.  

Performance (VAMI)

Monthly Returns

Fund Manager

Ronald L. Anderson, Manager Ronald L. Anderson began his career in commodities in 1967 as a grain trader for Continental Grain Company at the Minneapolis Grain Exchange (MGEX) and eventually became Senior Vice President and General Manager of Continental Grain Company’s World Oilseed Processing Division. For over 25 years at Continental Grain Company he was involved directly in the development, operation and eventual disposal/sale of oilseed crushing plants in the U.S., United Kingdom, Italy, Brazil, Australia and Argentina. Presently Mr. Anderson is President of RLA Consulting and RLA Trading LLC, an Introducing Broker for the FCM R.J. O’Brien, and is active in Commercial Brokerage, Structured Program Trading, and Oilseed Crushing & Refining Consulting. He is a graduate of South Dakota State University with a degree in Agricultural Education and is a veteran of the U.S. military.

Fund Information

Inception DateJan 2009
Minimum Investment500,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
Phone8473247392
E-mail[email protected]
Websitewww.countycorkllc.com

Statistics

Total Return Cumulative 84.63%
Sharpe Ratio 0.40
Sortino Ratio 0.61
Winning Months (%) 50.56%
Correlation vs. S&P 500 TR 0.06

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 0.16 -0.22 -0.09 -0.48 0.07 0.06 -0.11 0.05 -0.87 0.38 0.03 -0.31 -1.33
2022 -0.23 0.45 -0.12 0.29 -0.34 -1.56 -0.82 1.17 -0.06 0.10 -0.01 -0.29 -1.43
2021 0.63 0.30 -0.16 2.94 -0.60 -0.95 0.04 0.01 -0.31 0.39 -0.81 -0.03 1.40
2020 -0.61 -1.54 -6.12 1.11 0.84 1.36 -1.67 -0.19 -2.17 -3.43 0.72 0.41 -10.97
2019 0.35 3.55 -0.24 -0.74 1.86 -1.75 -0.38 -0.39 0.66 -0.40 1.20 -0.81 2.84
2018 1.06 -3.26 0.46 1.23 -1.25 4.90 -1.87 1.90 -0.03 1.54 -0.66 0.30 4.16
2017 -3.51 2.37 1.36 -1.77 0.59 2.91 0.83 -1.05 0.74 -1.45 -4.45 -0.77 -4.39
2016 0.36 3.42 -2.48 -12.53 -2.83 9.72 -7.09 3.04 8.91 -2.35 0.37 -0.47 -3.99
2015 -2.05 -2.12 0.28 -1.32 1.38 -8.82 2.05 -1.13 1.71 -4.40 4.28 10.14 -1.18
2014 -3.86 0.60 -2.12 -0.20 -0.80 1.09 0.65 12.07 -0.38 22.52 -1.09 -1.44 27.16
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
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
No data filled

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

AUM

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

No data filled

Return Statistics

Last Month -
Year To Date -1.33%
3 Month ROR 0.10%
12 Months ROR -1.33%
36 Month ROR -1.38%
Total Return Cumulative 84.63%
Total Return Annualized 4.17%
Best Month 22.52%
Winning Months (%) 50.56%
Gain Deviation 3.38

Risk Statistics

Standard Deviation Annualized 12.12%
Max Drawdown (Monthly) -17.12%
Max Drawdown # of Months 19
Worst Month -12.53%
Losing Months (%) 48.89%
Average Losing Month -1.69%
Loss Deviation 2.17
Correlation vs S&P 500 0.06
Correlation vs DJ/CS MF 0.14

Risk/Reward Statistics

Sharpe Ratio 0.40
Sortino Ratio 0.61
Omega Ratio 0.67
Skewness 1.58
Kurtosis 10.82

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -17.12% 19 0 11/2014 -
2 -15.04% 5 19 07/2010 06/2012
3 -7.74% 2 3 09/2009 01/2010
4 -6.37% 7 3 11/2013 08/2014
5 -3.41% 2 5 04/2013 10/2013

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 22.52%-12.53%0.40%0.02%-0.31%50.56%
3 Months 36.79%-17.11%1.21%0.10%0.10%53.37%
6 Months 38.06%-13.82%2.35%0.02%-0.83%50.86%
1 Year 34.59%-16.12%4.18%0.74%-1.33%53.85%
2 Years 42.50%-13.54%7.78%3.58%-2.74%61.78%
3 Years 65.91%-11.60%12.69%11.12%-1.38%60.69%
5 Years 88.18%-14.87%23.10%22.71%-9.71%62.81%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg4.17%13.11%26.82%53.99%124.01%253.21%
% Positive50.56%53.37%50.86%53.85%61.78%60.69%
Avg. Pos. Period2.43%4.79%8.36%11.36%15.75%25.06%
Avg. Neg. Period-1.69%-2.88%-3.86%-4.20%-5.12%-6.42%
Sharpe Ratio0.400.680.931.361.992.26
Sortino Ratio0.611.171.873.476.258.57
Standard Deviation3.50%6.21%8.79%10.62%13.56%19.44%
Downside Deviation1.93%3.05%3.71%3.66%3.85%4.48%
No data filled

Fund Information

Minimum Investment500,000 USD (notional funding: 50.00%)
AUM4,000,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million2175
Margin to Equity8.00%
Legal StructureManaged Account
Investment RestrictionOnly for Qualified Eligible Persons

Company Information

CompanyCounty Cork LLC
PrincipalRobert J O'Brien Jr.
Phone8473247392
E-mail[email protected]
License NumberNFA 318270
LocationSanibel, United States
Performance Compiled by -

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2023 0.16 -0.22 -0.09 -0.48 0.07 0.06 -0.11 0.05 -0.87 0.38 0.03 -0.31 -1.33
2022 -0.23 0.45 -0.12 0.29 -0.34 -1.56 -0.82 1.17 -0.06 0.10 -0.01 -0.29 -1.43
2021 0.63 0.30 -0.16 2.94 -0.60 -0.95 0.04 0.01 -0.31 0.39 -0.81 -0.03 1.40
2020 -0.61 -1.54 -6.12 1.11 0.84 1.36 -1.67 -0.19 -2.17 -3.43 0.72 0.41 -10.97
2019 0.35 3.55 -0.24 -0.74 1.86 -1.75 -0.38 -0.39 0.66 -0.40 1.20 -0.81 2.84
2018 1.06 -3.26 0.46 1.23 -1.25 4.90 -1.87 1.90 -0.03 1.54 -0.66 0.30 4.16
2017 -3.51 2.37 1.36 -1.77 0.59 2.91 0.83 -1.05 0.74 -1.45 -4.45 -0.77 -4.39
2016 0.36 3.42 -2.48 -12.53 -2.83 9.72 -7.09 3.04 8.91 -2.35 0.37 -0.47 -3.99
2015 -2.05 -2.12 0.28 -1.32 1.38 -8.82 2.05 -1.13 1.71 -4.40 4.28 10.14 -1.18
2014 -3.86 0.60 -2.12 -0.20 -0.80 1.09 0.65 12.07 -0.38 22.52 -1.09 -1.44 27.16
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
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Strategy Description

RLA uses discretionary grain trading strategies driven by fundamental research and technical analysis. This analysis aims at identifying distorted market conditions, particularly in the deferred contract months. RLA mainly trades the soybean crush: the spreads between soybeans, soybean meal, and soybean oil.

RLA’s trading edges come from applying his soybean cash and futures industry experience, contacts, seasonal research, and analysis to crush and spread trading. The main risk management edges include monitoring and controlling of position size, correlation and drawdowns specific to soybean crush and grain spread trading.

County Cork believes that RLA’s strategy will identify soybean crush and other grain market spread trading opportunities with attractive risk-adjusted returns.

--- IMPORTANT DISCLOSURE --- THE PERFORMANCE SET FORTH ABOVE IS FOR A PROPRIETARY ACCOUNT MAINTAINED BY A PRINCIPAL OF COUNTY CORK TRADED PURSUANT TO THE RLA I PROGRAM. THE PERFORMANCE HAS BEEN PRO FORMA ADJUSTED FOR A 2% (ANNUALIZED) MONTHLY MANAGEMENT FEE AND A 20% QUARTERLY INCENTIVE FEE THAT WOULD HAVE BEEN CHARGED TO A CUSTOMER ACCOUNT PARTICIPATING IN THE RLA I PROGRAM.  THE PERFORMANCE IS NET OF ACTUAL BROKERAGE COMMISSIONS AND TRANSACTION FEES CHARGED TO THE ACCOUNT, WITH PROFITS REINVESTED.  PLEASE NOTE THAT ACTUAL CUSTOMER ACCOUNTS HAVE BEEN TRADED PURSUANT TO THE PROGRAM. COUNTY CORK HAS CHOSEN TO USE PERFORMANCE OF A PROPRIETARY ACCOUNT IN THIS PRESENTATION AS IT HAS CONTINUOUSLY OPERATED SINCE INCEPTION. PERFORMANCE INFORMATION FOR CLIENT ACCOUNT PERFORMANCE IS AVAILABLE UPON REQUEST.  

Return Statistics

Last Month -
Year To Date -1.33%
3 Month ROR 0.10%
12 Months ROR -1.33%
36 Month ROR -1.38%
Total Return Cumulative 84.63%
Total Return Annualized 4.17%
Best Month 22.52%
Winning Months (%) 50.56%
Gain Deviation 3.38

Risk Statistics

Standard Deviation Annualized 12.12%
Max Drawdown (Monthly) -17.12%
Max Drawdown # of Months 19
Worst Month -12.53%
Losing Months (%) 48.89%
Average Losing Month -1.69%
Loss Deviation 2.17
Correlation vs S&P 500 0.06
Correlation vs DJ/CS MF 0.14

Risk/Reward Statistics

Sharpe Ratio 0.40
Sortino Ratio 0.61
Omega Ratio 0.67
Skewness 1.58
Kurtosis 10.82

Monthly Returns

Performance (VAMI)

Fund Manager

Ronald L. Anderson, Manager Ronald L. Anderson began his career in commodities in 1967 as a grain trader for Continental Grain Company at the Minneapolis Grain Exchange (MGEX) and eventually became Senior Vice President and General Manager of Continental Grain Company’s World Oilseed Processing Division. For over 25 years at Continental Grain Company he was involved directly in the development, operation and eventual disposal/sale of oilseed crushing plants in the U.S., United Kingdom, Italy, Brazil, Australia and Argentina. Presently Mr. Anderson is President of RLA Consulting and RLA Trading LLC, an Introducing Broker for the FCM R.J. O’Brien, and is active in Commercial Brokerage, Structured Program Trading, and Oilseed Crushing & Refining Consulting. He is a graduate of South Dakota State University with a degree in Agricultural Education and is a veteran of the U.S. military.

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -17.12% 19 0 11/2014 -
2 -15.04% 5 19 07/2010 06/2012
3 -7.74% 2 3 09/2009 01/2010
4 -6.37% 7 3 11/2013 08/2014
5 -3.41% 2 5 04/2013 10/2013

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 22.52%-12.53%0.40%0.02%-0.31%50.56%
3 Months 36.79%-17.11%1.21%0.10%0.10%53.37%
6 Months 38.06%-13.82%2.35%0.02%-0.83%50.86%
1 Year 34.59%-16.12%4.18%0.74%-1.33%53.85%
2 Years 42.50%-13.54%7.78%3.58%-2.74%61.78%
3 Years 65.91%-11.60%12.69%11.12%-1.38%60.69%
5 Years 88.18%-14.87%23.10%22.71%-9.71%62.81%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg4.17%13.11%26.82%53.99%124.01%253.21%
% Positive50.56%53.37%50.86%53.85%61.78%60.69%
Avg. Pos. Period2.43%4.79%8.36%11.36%15.75%25.06%
Avg. Neg. Period-1.69%-2.88%-3.86%-4.20%-5.12%-6.42%
Sharpe Ratio0.400.680.931.361.992.26
Sortino Ratio0.611.171.873.476.258.57
Standard Deviation3.50%6.21%8.79%10.62%13.56%19.44%
Downside Deviation1.93%3.05%3.71%3.66%3.85%4.48%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.