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Michael J Frischmeyer

Managed Account Program

Investment Strategy

The program initiates long or short futures positions in markets judged to be trending where profit potential is judged to be several times the amount risked. Generally risk 2% of equity. Will sometimes write covered options against the underlying futures position. Program started trading in 1981.

Performance (VAMI)

Monthly Returns

Fund Manager

Mr. Frischmeyer was born in 1953. He graduated from Iowa State University, Ames, Iowa, in 1976, with a bachelor of science degree in agricultural business. From March of 1976 to November of 1979, he was an account executive in the brokerage business of Stark Brokerage, Inc., in Fort Dodge, Iowa. Mr. Frischmeyer joined North Iowa Commodities in November of 1979. North Iowa Commodities is now known as Iowa Commodities, Ltd. Mr. Frischmeyer is currently the vice president and a shareholder of Iowa Commodities, Ltd. He is also registered with the CFTC as an associated person of Iowa Commodities, Ltd. Iowa Commodities, Ltd. is registered as an introducing broker with the CFTC and serves as an introducing broker for various traders. Iowa Commodities, Ltd.'s offices are located in Fort Dodge, Iowa. Iowa Commodities, Ltd. will serve as the introducing broker for the accounts traded in this trading program. Mr. Frischmeyer has been registered as a commodity trading advisor with the CFTC since October 12, 1984. He directs the trading for a number of discretionary accounts in that individual capacity, including the accounts which are traded in this trading program. Mr. Frischmeyer's business office is located in Fort Dodge, Iowa.

Fund Information

Inception DateJan 1985
Minimum Investment40,000 USD
Management Fee0.00%
Performance Fee0.00%
Highwater MarkNo
Phone+1 515 955 3800
E-mail[email protected]
Website -

Statistics

Total Return Cumulative 1935.25%
Sharpe Ratio 0.39
Sortino Ratio 0.40
Winning Months (%) 48.85%
Correlation vs. S&P 500 TR 0.17

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -4.94 0.52 0.46 -6.04 3.56 -3.40 -0.36 -5.47 0.54 -14.55
2023 -3.90 -2.40 2.80 1.17 1.66 -2.80 1.20 -2.19 1.78 -0.45 3.64 8.00 8.21
2022 4.80 6.70 0.42 -4.85 1.34 1.97 -6.78 -2.23 8.31 -1.64 1.85 -1.03 8.06
2021 5.86 17.13 2.59 -1.70 -4.24 -10.14 -6.08 0.59 1.83 12.77 -11.57 2.56 5.87
2020 -1.37 2.76 -3.08 -0.98 4.84 3.39 6.35 3.46 0.32 2.93 19.06 14.34 63.07
2019 -0.52 -2.13 -7.44 2.01 -4.40 -3.00 -3.60 -7.16 0.50 0.31 -0.25 1.46 -22.16
2018 16.66 13.84 -3.93 9.76 -6.47 -1.36 -3.38 -5.56 0.64 -4.99 -4.55 -1.02 6.50
2017 -0.68 1.15 2.87 -3.08 1.27 8.24 8.07 4.28 2.85 4.35 1.55 -7.73 24.43
2016 -4.96 -1.56 2.31 13.36 -8.27 4.47 4.22 -4.43 -3.26 3.47 3.47 1.01 8.35
2015 -1.68 0.98 -2.90 4.47 0.19 -1.61 1.75 1.12 -4.11 -1.88 -0.80 0.75 -3.94
2014 -2.08 0.20 1.83 -1.92 1.74 3.02 5.41 -0.91 -1.83 -5.39 -7.21 -2.91 -10.23
2013 -3.01 3.85 0.10 -5.64 -0.09 3.29 -0.05 -4.34 2.26 -1.52 -0.24 1.21 -4.55
2012 -3.65 -5.36 -2.90 0.09 -1.16 -2.22 -1.01 5.13 7.03 -3.97 -1.24 -4.66 -13.74
2011 3.48 0.16 -3.65 13.84 -9.03 15.31 0.19 -19.82 -12.11 3.01 -3.69 -1.96 -18.11
2010 0.20 -4.84 14.89 -16.83 -3.49 -15.25 -5.49 -1.61 11.92 9.66 2.50 22.34 6.65
2009 0.56 1.75 -2.91 8.50 9.81 7.98 4.12 -3.22 17.36 -0.14 -8.00 2.33 42.09
2008 -2.15 16.72 -8.35 10.83 4.34 -2.80 5.38 13.86 -10.73 -13.06 -5.18 2.66 6.65
2007 4.81 11.96 -18.87 -4.26 -4.51 -36.53 4.35 -2.86 4.91 10.75 -7.64 3.69 -37.69
2006 4.16 -3.25 -10.47 8.64 5.13 -8.14 5.66 3.36 12.79 28.15 19.71 0.46 79.70
2005 -0.16 -6.58 0.30 -2.84 -2.45 3.62 -0.86 11.09 5.09 -3.59 -7.97 -3.99 -9.41
2004 8.59 8.27 -6.22 0.19 7.66 -2.26 10.24 -4.72 6.81 -14.48 6.45 -1.52 16.92
2003 -0.40 -6.98 -2.07 0.89 -4.25 0.56 26.86 24.32 16.03 18.79 4.85 24.14 149.38
2002 3.77 -3.81 1.90 10.31 1.52 -1.34 -10.34 -5.62 -11.73 1.83 1.98 -9.48 -21.09
2001 -5.54 -2.60 -4.45 3.76 -0.84 -0.77 -5.14 -3.18 -19.32 -0.32 0.80 -4.84 -36.41
2000 -3.47 -12.42 -1.79 -4.24 -4.20 -0.30 -9.90 9.88 -3.52 -1.22 -2.23 1.09 -29.18
1999 -0.75 -1.44 1.72 3.65 0.97 4.02 2.33 -3.00 0.00 -2.60 9.02 1.44 15.82
1998 -2.87 1.31 1.07 -6.19 -1.51 -1.83 5.64 -2.38 3.18 -2.90 -3.92 -1.06 -11.40
1997 -3.29 -2.59 -1.58 -5.19 1.51 1.00 -0.41 -3.21 -4.46 2.40 -1.83 -1.52 -17.83
1996 1.04 2.04 -9.26 33.14 -13.09 -5.95 2.28 -12.87 -11.26 4.26 -1.39 -3.52 -20.14
1995 -0.70 -7.62 -5.23 -10.30 -6.81 -4.00 6.10 18.04 28.62 6.94 -3.40 22.63 42.36
1994 -12.81 5.01 -3.56 -0.65 14.01 -4.96 12.61 7.13 -2.16 2.69 0.19 -4.96 9.71
1993 4.47 8.95 22.46 12.78 10.17 26.75 33.84 -20.26 0.48 -0.13 -1.51 15.25 166.85
1992 -2.81 -5.81 -3.15 2.84 -5.83 7.77 -7.03 12.28 -1.82 14.19 3.23 8.40 21.18
1991 2.20 -1.06 -8.96 -0.49 -4.06 -2.41 -0.12 -2.01 12.55 0.83 3.89 -3.97 -4.96
1990 9.93 -2.55 4.53 17.35 -12.15 5.38 4.74 -19.03 4.80 -13.53 -4.01 3.93 -6.73
1989 0.93 -5.26 11.43 12.25 17.65 -14.97 20.89 -9.57 -0.36 19.03 -5.23 5.33 54.85
1988 13.65 -5.41 25.17 8.09 -2.70 -1.97 36.42 22.74 -5.79 -17.96 -3.97 8.40 86.89
1987 26.51 4.14 -7.43 -1.66 -13.39 -5.36 -11.55 15.20 33.39 1.87 28.73 14.19 100.08
1986 14.52 29.10 -34.17 10.60 -0.28 -10.67 6.50 -25.01 -8.14 -6.21 -1.85 -0.84 -35.79
1985 -26.72 35.98 -28.75 -8.62 8.87 -3.76 8.84 28.64 5.02 -11.04 -3.11 10.72 -4.61
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

Data not available
No data filled

Return Statistics

Last Month -
Year To Date -14.55%
3 Month ROR -5.30%
12 Months ROR -4.79%
36 Month ROR 2.19%
Total Return Cumulative 1935.25%
Total Return Annualized 7.88%
Best Month 36.42%
Winning Months (%) 48.85%
Gain Deviation 8.04

Risk Statistics

Standard Deviation Annualized 32.81%
Max Drawdown (Monthly) -83.16%
Max Drawdown # of Months 130
Worst Month -36.53%
Losing Months (%) 50.94%
Average Losing Month -5.33%
Loss Deviation 5.53
Correlation vs S&P 500 0.17
Correlation vs DJ/CS MF -0.02

Risk/Reward Statistics

Sharpe Ratio 0.39
Sortino Ratio 0.40
Omega Ratio 1.07
Skewness 0.61
Kurtosis 2.73

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -83.16% 85 45 05/1996 02/2007
2 -62.23% 17 8 03/1986 03/1988
3 -54.48% 55 60 08/2011 02/2021
4 -52.92% 4 48 03/2007 06/2011
5 -42.08% 25 10 05/1990 03/1993

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 36.42%-36.53%1.07%-0.14%0.54%48.85%
3 Months 86.89%-41.97%3.55%-0.46%-5.30%48.21%
6 Months 182.94%-52.28%8.27%0.00%-10.99%50.00%
1 Year 364.00%-45.32%17.96%-0.55%-4.79%48.93%
2 Years 522.04%-54.97%37.08%5.27%-8.33%55.29%
3 Years 748.56%-64.47%57.04%21.44%2.19%64.71%
5 Years 618.43%-66.74%89.85%33.63%75.12%72.73%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg7.88%26.80%65.26%176.25%678.93%2395.32%
% Positive48.85%48.21%50.00%48.93%55.29%64.71%
Avg. Pos. Period7.75%17.04%29.77%53.69%84.82%101.25%
Avg. Neg. Period-5.33%-9.01%-13.24%-16.26%-21.95%-24.00%
Sharpe Ratio0.390.650.871.101.511.78
Sortino Ratio0.400.801.262.153.746.14
Standard Deviation9.47%18.87%32.95%56.32%84.97%111.30%
Downside Deviation5.48%8.65%11.79%14.23%17.29%17.35%
No data filled

Fund Information

Minimum Investment40,000 USD (notional funding: )
AUM2,553,921 USD
Management Fee0.00%
Performance Fee0.00%
Highwater MarkNo
RT per Million2100
Margin to Equity20.00%
Legal StructureManaged Account
Investment RestrictionNone

Company Information

CompanyMichael J Frischmeyer
PrincipalMichael J Frischmeyer
Phone+1 515 955 3800
E-mail[email protected]
License NumberNFA 89790
LocationUnited States
Performance Compiled by -

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -4.94 0.52 0.46 -6.04 3.56 -3.40 -0.36 -5.47 0.54 -14.55
2023 -3.90 -2.40 2.80 1.17 1.66 -2.80 1.20 -2.19 1.78 -0.45 3.64 8.00 8.21
2022 4.80 6.70 0.42 -4.85 1.34 1.97 -6.78 -2.23 8.31 -1.64 1.85 -1.03 8.06
2021 5.86 17.13 2.59 -1.70 -4.24 -10.14 -6.08 0.59 1.83 12.77 -11.57 2.56 5.87
2020 -1.37 2.76 -3.08 -0.98 4.84 3.39 6.35 3.46 0.32 2.93 19.06 14.34 63.07
2019 -0.52 -2.13 -7.44 2.01 -4.40 -3.00 -3.60 -7.16 0.50 0.31 -0.25 1.46 -22.16
2018 16.66 13.84 -3.93 9.76 -6.47 -1.36 -3.38 -5.56 0.64 -4.99 -4.55 -1.02 6.50
2017 -0.68 1.15 2.87 -3.08 1.27 8.24 8.07 4.28 2.85 4.35 1.55 -7.73 24.43
2016 -4.96 -1.56 2.31 13.36 -8.27 4.47 4.22 -4.43 -3.26 3.47 3.47 1.01 8.35
2015 -1.68 0.98 -2.90 4.47 0.19 -1.61 1.75 1.12 -4.11 -1.88 -0.80 0.75 -3.94
2014 -2.08 0.20 1.83 -1.92 1.74 3.02 5.41 -0.91 -1.83 -5.39 -7.21 -2.91 -10.23
2013 -3.01 3.85 0.10 -5.64 -0.09 3.29 -0.05 -4.34 2.26 -1.52 -0.24 1.21 -4.55
2012 -3.65 -5.36 -2.90 0.09 -1.16 -2.22 -1.01 5.13 7.03 -3.97 -1.24 -4.66 -13.74
2011 3.48 0.16 -3.65 13.84 -9.03 15.31 0.19 -19.82 -12.11 3.01 -3.69 -1.96 -18.11
2010 0.20 -4.84 14.89 -16.83 -3.49 -15.25 -5.49 -1.61 11.92 9.66 2.50 22.34 6.65
2009 0.56 1.75 -2.91 8.50 9.81 7.98 4.12 -3.22 17.36 -0.14 -8.00 2.33 42.09
2008 -2.15 16.72 -8.35 10.83 4.34 -2.80 5.38 13.86 -10.73 -13.06 -5.18 2.66 6.65
2007 4.81 11.96 -18.87 -4.26 -4.51 -36.53 4.35 -2.86 4.91 10.75 -7.64 3.69 -37.69
2006 4.16 -3.25 -10.47 8.64 5.13 -8.14 5.66 3.36 12.79 28.15 19.71 0.46 79.70
2005 -0.16 -6.58 0.30 -2.84 -2.45 3.62 -0.86 11.09 5.09 -3.59 -7.97 -3.99 -9.41
2004 8.59 8.27 -6.22 0.19 7.66 -2.26 10.24 -4.72 6.81 -14.48 6.45 -1.52 16.92
2003 -0.40 -6.98 -2.07 0.89 -4.25 0.56 26.86 24.32 16.03 18.79 4.85 24.14 149.38
2002 3.77 -3.81 1.90 10.31 1.52 -1.34 -10.34 -5.62 -11.73 1.83 1.98 -9.48 -21.09
2001 -5.54 -2.60 -4.45 3.76 -0.84 -0.77 -5.14 -3.18 -19.32 -0.32 0.80 -4.84 -36.41
2000 -3.47 -12.42 -1.79 -4.24 -4.20 -0.30 -9.90 9.88 -3.52 -1.22 -2.23 1.09 -29.18
1999 -0.75 -1.44 1.72 3.65 0.97 4.02 2.33 -3.00 0.00 -2.60 9.02 1.44 15.82
1998 -2.87 1.31 1.07 -6.19 -1.51 -1.83 5.64 -2.38 3.18 -2.90 -3.92 -1.06 -11.40
1997 -3.29 -2.59 -1.58 -5.19 1.51 1.00 -0.41 -3.21 -4.46 2.40 -1.83 -1.52 -17.83
1996 1.04 2.04 -9.26 33.14 -13.09 -5.95 2.28 -12.87 -11.26 4.26 -1.39 -3.52 -20.14
1995 -0.70 -7.62 -5.23 -10.30 -6.81 -4.00 6.10 18.04 28.62 6.94 -3.40 22.63 42.36
1994 -12.81 5.01 -3.56 -0.65 14.01 -4.96 12.61 7.13 -2.16 2.69 0.19 -4.96 9.71
1993 4.47 8.95 22.46 12.78 10.17 26.75 33.84 -20.26 0.48 -0.13 -1.51 15.25 166.85
1992 -2.81 -5.81 -3.15 2.84 -5.83 7.77 -7.03 12.28 -1.82 14.19 3.23 8.40 21.18
1991 2.20 -1.06 -8.96 -0.49 -4.06 -2.41 -0.12 -2.01 12.55 0.83 3.89 -3.97 -4.96
1990 9.93 -2.55 4.53 17.35 -12.15 5.38 4.74 -19.03 4.80 -13.53 -4.01 3.93 -6.73
1989 0.93 -5.26 11.43 12.25 17.65 -14.97 20.89 -9.57 -0.36 19.03 -5.23 5.33 54.85
1988 13.65 -5.41 25.17 8.09 -2.70 -1.97 36.42 22.74 -5.79 -17.96 -3.97 8.40 86.89
1987 26.51 4.14 -7.43 -1.66 -13.39 -5.36 -11.55 15.20 33.39 1.87 28.73 14.19 100.08
1986 14.52 29.10 -34.17 10.60 -0.28 -10.67 6.50 -25.01 -8.14 -6.21 -1.85 -0.84 -35.79
1985 -26.72 35.98 -28.75 -8.62 8.87 -3.76 8.84 28.64 5.02 -11.04 -3.11 10.72 -4.61
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 program initiates long or short futures positions in markets judged to be trending where profit potential is judged to be several times the amount risked. Generally risk 2% of equity. Will sometimes write covered options against the underlying futures position. Program started trading in 1981.

Return Statistics

Last Month -
Year To Date -14.55%
3 Month ROR -5.30%
12 Months ROR -4.79%
36 Month ROR 2.19%
Total Return Cumulative 1935.25%
Total Return Annualized 7.88%
Best Month 36.42%
Winning Months (%) 48.85%
Gain Deviation 8.04

Risk Statistics

Standard Deviation Annualized 32.81%
Max Drawdown (Monthly) -83.16%
Max Drawdown # of Months 130
Worst Month -36.53%
Losing Months (%) 50.94%
Average Losing Month -5.33%
Loss Deviation 5.53
Correlation vs S&P 500 0.17
Correlation vs DJ/CS MF -0.02

Risk/Reward Statistics

Sharpe Ratio 0.39
Sortino Ratio 0.40
Omega Ratio 1.07
Skewness 0.61
Kurtosis 2.73

Monthly Returns

Performance (VAMI)

Fund Manager

Mr. Frischmeyer was born in 1953. He graduated from Iowa State University, Ames, Iowa, in 1976, with a bachelor of science degree in agricultural business. From March of 1976 to November of 1979, he was an account executive in the brokerage business of Stark Brokerage, Inc., in Fort Dodge, Iowa. Mr. Frischmeyer joined North Iowa Commodities in November of 1979. North Iowa Commodities is now known as Iowa Commodities, Ltd. Mr. Frischmeyer is currently the vice president and a shareholder of Iowa Commodities, Ltd. He is also registered with the CFTC as an associated person of Iowa Commodities, Ltd. Iowa Commodities, Ltd. is registered as an introducing broker with the CFTC and serves as an introducing broker for various traders. Iowa Commodities, Ltd.'s offices are located in Fort Dodge, Iowa. Iowa Commodities, Ltd. will serve as the introducing broker for the accounts traded in this trading program. Mr. Frischmeyer has been registered as a commodity trading advisor with the CFTC since October 12, 1984. He directs the trading for a number of discretionary accounts in that individual capacity, including the accounts which are traded in this trading program. Mr. Frischmeyer's business office is located in Fort Dodge, Iowa.

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 -83.16% 85 45 05/1996 02/2007
2 -62.23% 17 8 03/1986 03/1988
3 -54.48% 55 60 08/2011 02/2021
4 -52.92% 4 48 03/2007 06/2011
5 -42.08% 25 10 05/1990 03/1993

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 36.42%-36.53%1.07%-0.14%0.54%48.85%
3 Months 86.89%-41.97%3.55%-0.46%-5.30%48.21%
6 Months 182.94%-52.28%8.27%0.00%-10.99%50.00%
1 Year 364.00%-45.32%17.96%-0.55%-4.79%48.93%
2 Years 522.04%-54.97%37.08%5.27%-8.33%55.29%
3 Years 748.56%-64.47%57.04%21.44%2.19%64.71%
5 Years 618.43%-66.74%89.85%33.63%75.12%72.73%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg7.88%26.80%65.26%176.25%678.93%2395.32%
% Positive48.85%48.21%50.00%48.93%55.29%64.71%
Avg. Pos. Period7.75%17.04%29.77%53.69%84.82%101.25%
Avg. Neg. Period-5.33%-9.01%-13.24%-16.26%-21.95%-24.00%
Sharpe Ratio0.390.650.871.101.511.78
Sortino Ratio0.400.801.262.153.746.14
Standard Deviation9.47%18.87%32.95%56.32%84.97%111.30%
Downside Deviation5.48%8.65%11.79%14.23%17.29%17.35%

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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