County Cork LLC

Diversified Commodity Long Short QEP only

Investment Strategy

The general philosophy of the Diversified Commodity L/S Program is pricing of grain, livestock, precious metals and energy futures are typically tied to what happens in the cash market. Price action in the futures markets can sometimes be distorted by speculative trading. The program operates under the theory that the price action of the cash market more accurately reflects the reality of supply and demand factors that ultimately determine derivative pricing. With this in mind, the Commodity L/S Program monitors and analyzes cash price vs futures price movements in order to generate trading signals.

Performance (VAMI)

Monthly Returns

Fund Manager

Robert J. O’Brien Jr. – Chief Executive Officer
Mr. O’Brien is the founder of County Cork and heads the executive management committee. Additionally, he participates management related decisions with respect to the Diversified Commodity Long /Short Program. Prior to founding County Cork, Mr. O’Brien was the President of R.J. O’Brien Associates, Inc. which he had been associated with since 1970. Mr. O’Brien holds a B.A. degree in Economics from the University of Notre Dame, and a J.D. degree from Loyola University Chicago.

General Information

Inception DateOct 2018
Minimum Investment2,000,000 USD
Management Fee1.00%
Performance Fee20.00%
Highwater MarkYes
Phone8473247392
E-mail[email protected]
Websitewww.countycorkllc.com

Statistics

Total Return Cumulative 16.84%
Sharpe Ratio 0.37
Sortino Ratio 0.58
Winning Months (%) 47.83%
Correlation vs. S&P 500 TR -0.23

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.49 -0.47 -2.39 -1.12 2.72 -0.84 -2.63
2023 0.33 2.77 2.48 1.45 -0.80 -2.33 3.72 0.44 -2.54 1.80 -0.02 -3.88 3.16
2022 -1.51 3.69 0.39 2.26 -0.28 -0.99 -2.25 -2.12 -0.38 -1.53 -3.01 0.58 -5.23
2021 -2.51 3.85 0.60 2.09 -2.46 -0.13 -2.15 -0.12 3.42 -1.87 3.06 -0.99 2.51
2020 8.31 0.67 5.53 -1.36 0.02 -4.03 5.87 -0.32 1.56 0.82 0.86 3.32 22.68
2019 0.36 -2.09 -0.63 -2.59 1.52 0.60 -2.37 -1.25 -0.87 -2.17 -1.29 1.04 -9.42
2018 3.47 3.60 0.50 7.73
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.
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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

Data not available
No data filled

Return Statistics

Last Month -0.84%
Year To Date -2.63%
3 Month ROR 0.72%
12 Months ROR -3.29%
36 Month ROR -3.65%
Total Return Cumulative 16.84%
Total Return Annualized 2.74%
Best Month 8.31%
Winning Months (%) 47.83%
Gain Deviation 1.89

Risk Statistics

Standard Deviation Annualized 8.34%
Max Drawdown (Monthly) -10.85%
Max Drawdown Length 24
Worst Month -4.03%
Losing Months (%) 52.17%
Average Losing Month -1.56%
Loss Deviation 1.03
Correlation vs S&P 500 -0.23
Correlation vs DJ/CS MF -0.01

Risk/Reward Statistics

Sharpe Ratio 0.37
Sortino Ratio 0.58
Omega Ratio 0.55
Skewness 0.82
Kurtosis 0.88

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -10.85% 24 0 05/2022 -
2 -10.67% 10 4 02/2019 03/2020
3 -5.32% 3 1 04/2020 07/2020
4 -4.80% 4 6 05/2021 02/2022
5 -2.51% 1 1 01/2021 02/2021

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.31%-4.03%0.25%-0.12%-0.84%47.83%
3 Months 15.07%-5.32%0.62%0.49%0.72%53.73%
6 Months 14.70%-9.87%1.17%1.49%-2.63%59.38%
1 Year 22.68%-9.90%3.28%3.28%-3.29%67.24%
2 Years 28.34%-10.85%7.94%8.02%-8.03%73.91%
3 Years 25.57%-7.85%12.11%12.64%-3.65%85.29%
5 Years 22.66%10.28%14.10%12.11%11.64%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg2.74%6.53%12.80%43.27%138.13%278.55%
% Positive47.83%53.73%59.38%67.24%73.91%85.29%
Avg. Pos. Period2.23%3.74%5.09%7.07%12.16%14.93%
Avg. Neg. Period-1.56%-3.01%-4.56%-4.49%-4.00%-4.26%
Sharpe Ratio0.370.500.711.602.814.67
Sortino Ratio0.580.791.063.569.3822.47
Standard Deviation2.41%4.25%5.72%7.12%9.80%8.97%
Downside Deviation1.35%2.33%3.31%2.96%2.77%1.81%
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Company Information

Minimum Investment2,000,000 USD (notional funding: 50.00%)
AUM4,000,000 USD
Management Fee1.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million664
Margin to Equity4.60%
Legal StructureLimited Liability Company
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

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.49 -0.47 -2.39 -1.12 2.72 -0.84 -2.63
2023 0.33 2.77 2.48 1.45 -0.80 -2.33 3.72 0.44 -2.54 1.80 -0.02 -3.88 3.16
2022 -1.51 3.69 0.39 2.26 -0.28 -0.99 -2.25 -2.12 -0.38 -1.53 -3.01 0.58 -5.23
2021 -2.51 3.85 0.60 2.09 -2.46 -0.13 -2.15 -0.12 3.42 -1.87 3.06 -0.99 2.51
2020 8.31 0.67 5.53 -1.36 0.02 -4.03 5.87 -0.32 1.56 0.82 0.86 3.32 22.68
2019 0.36 -2.09 -0.63 -2.59 1.52 0.60 -2.37 -1.25 -0.87 -2.17 -1.29 1.04 -9.42
2018 3.47 3.60 0.50 7.73
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

The general philosophy of the Diversified Commodity L/S Program is pricing of grain, livestock, precious metals and energy futures are typically tied to what happens in the cash market. Price action in the futures markets can sometimes be distorted by speculative trading. The program operates under the theory that the price action of the cash market more accurately reflects the reality of supply and demand factors that ultimately determine derivative pricing. With this in mind, the Commodity L/S Program monitors and analyzes cash price vs futures price movements in order to generate trading signals.

Return Statistics

Last Month -0.84%
Year To Date -2.63%
3 Month ROR 0.72%
12 Months ROR -3.29%
36 Month ROR -3.65%
Total Return Cumulative 16.84%
Total Return Annualized 2.74%
Best Month 8.31%
Winning Months (%) 47.83%
Gain Deviation 1.89

Risk Statistics

Standard Deviation Annualized 8.34%
Max Drawdown (Monthly) -10.85%
Max Drawdown Length 24
Worst Month -4.03%
Losing Months (%) 52.17%
Average Losing Month -1.56%
Loss Deviation 1.03
Correlation vs S&P 500 -0.23
Correlation vs DJ/CS MF -0.01

Risk/Reward Statistics

Sharpe Ratio 0.37
Sortino Ratio 0.58
Omega Ratio 0.55
Skewness 0.82
Kurtosis 0.88

Monthly Returns

Performance (VAMI)

Fund Manager

Robert J. O’Brien Jr. – Chief Executive Officer
Mr. O’Brien is the founder of County Cork and heads the executive management committee. Additionally, he participates management related decisions with respect to the Diversified Commodity Long /Short Program. Prior to founding County Cork, Mr. O’Brien was the President of R.J. O’Brien Associates, Inc. which he had been associated with since 1970. Mr. O’Brien holds a B.A. degree in Economics from the University of Notre Dame, and a J.D. degree from Loyola University Chicago.

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 -10.85% 24 0 05/2022 -
2 -10.67% 10 4 02/2019 03/2020
3 -5.32% 3 1 04/2020 07/2020
4 -4.80% 4 6 05/2021 02/2022
5 -2.51% 1 1 01/2021 02/2021

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 8.31%-4.03%0.25%-0.12%-0.84%47.83%
3 Months 15.07%-5.32%0.62%0.49%0.72%53.73%
6 Months 14.70%-9.87%1.17%1.49%-2.63%59.38%
1 Year 22.68%-9.90%3.28%3.28%-3.29%67.24%
2 Years 28.34%-10.85%7.94%8.02%-8.03%73.91%
3 Years 25.57%-7.85%12.11%12.64%-3.65%85.29%
5 Years 22.66%10.28%14.10%12.11%11.64%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg2.74%6.53%12.80%43.27%138.13%278.55%
% Positive47.83%53.73%59.38%67.24%73.91%85.29%
Avg. Pos. Period2.23%3.74%5.09%7.07%12.16%14.93%
Avg. Neg. Period-1.56%-3.01%-4.56%-4.49%-4.00%-4.26%
Sharpe Ratio0.370.500.711.602.814.67
Sortino Ratio0.580.791.063.569.3822.47
Standard Deviation2.41%4.25%5.72%7.12%9.80%8.97%
Downside Deviation1.35%2.33%3.31%2.96%2.77%1.81%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

Data not available

AUM

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