Program Details
Grains
Manager: Jean Beach
Address: PO Box 6702, Houston, TX, 77265, U.S.A.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Overview
Program Type: | CTA |
Inception Date: | Apr 12, 2010 |
AUM: | $3,716,202 |
QEP: | Yes |
Incentive Fee: | 20% |
Annual Mgt Fee: | 1% |
Min Investment: | $1,000,000 |
Disclosure Doc: | View |
Performance |
Program |
S&P 500 |
Total ROR: | 61.99% | 387.88% |
Annual ROR: | 4.63% | 16.02% |
YTD: | 0.00% | 19.62% |
1 Year: | 0.00% | 24.91% |
Alpha: | 0.49 | |
Beta: | -0.07 | |
Statistics |
Program |
S&P 500 |
Average Monthly Gain: | 1.64% | 3.09% |
Average Monthly Loss: | -2.01% | -3.27% |
Winning Months: | 85 | 85 |
Losing Months: | 43 | 43 |
Current DD: | 12.64 | 0.00 |
Max DD: | 14.78 | 20.00 |
Sharpe Ratio (RF 1%): | 0.38 | |
Annualized Std Dev: | 9.51 | |
Methodology
Discretionary: | 100% |
Systematic: | 0% |
Strategy
Strategy | Single Strategy |
Directional | Long / Short |
Holding Period | Long & Short Term |
--------------------- | ------ |
Counter Trend: | 10% |
Fundamentals: | 70% |
Quantitative: | 20% |
Monthly Returns as Percentage by Year
| Jan | Feb | Mar | Apr | May | Jun | Jul |
Aug | Sep | Oct | Nov | Dec | YTD |
2020 | 0.49 | -0.83 | -1.51 | -2.78 | 0.79 | 1.38 | -3.44 | 4.54 | -1.55 | -3.62 | -4.92 | | -11.20 |
2019 | 0.81 | -3.79 | -3.46 | -0.99 | 13.67 | 1.83 | 0.04 | -2.47 | 1.24 | 0.81 | -0.69 | 0.86 | 7.03 |
2018 | 1.13 | 1.02 | 0.77 | 1.53 | 1.66 | -8.81 | 4.83 | -3.63 | -2.47 | 3.50 | 1.14 | -0.47 | -0.53 |
2017 | 0.53 | 0.57 | 0.24 | 0.76 | 1.21 | 1.24 | 0.17 | -0.99 | 0.26 | -0.23 | 0.19 | -0.56 | 3.42 |
2016 | 0.11 | -0.24 | -0.03 | 0.26 | 2.92 | -9.81 | 1.60 | -1.47 | 2.26 | 0.84 | 0.34 | 0.85 | -2.94 |
2015 | 2.30 | -2.01 | 2.13 | 0.59 | 0.93 | -5.12 | 1.04 | 0.37 | -0.03 | 0.29 | -1.69 | 0.30 | -1.13 |
2014 | 0.18 | -1.31 | -2.42 | -0.40 | 0.55 | 0.57 | 1.73 | 2.57 | 2.78 | -6.00 | -0.60 | -0.35 | -2.97 |
2013 | 0.90 | 0.15 | 0.99 | 1.45 | 1.69 | 1.80 | 0.77 | -0.17 | 2.10 | 0.11 | 0.29 | 0.17 | 10.71 |
2012 | 0.08 | 0.34 | 1.25 | 0.68 | -0.72 | 2.42 | 3.01 | 0.43 | -1.83 | 0.53 | 0.18 | -0.41 | 6.03 |
2011 | 2.53 | 0.35 | -0.14 | 3.72 | 1.75 | -0.59 | 3.61 | 1.79 | -3.47 | 0.71 | 1.02 | 0.70 | 12.43 |
2010 | | | | 5.74 | -0.03 | 8.37 | -0.02 | 6.35 | -0.55 | 7.30 | 1.84 | 1.86 | 34.83 |
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Program Info
There are several themes to Tlaloc's approach to investment management: a rigorous, fundamental approach utilizing proprietary and outside analysis, strict adherence to capital preservation techniques, a highly disciplined approach to risk management, and a dynamic asset allocation process that drives capital towards the highest performing trade strategies. Based on the current and historical AUM, all of Tlaloc's returns generated after fees have been produced thru trade strategies with a singular focus on the corn market. It is anticipated that Tlaloc will evolve their portfolio next with a trade focus to include the soy complex.
Company Info
Tlaloc Capital, LLC ("Tlaloc") is a minority owned, discretionary commodity trading advisor (CTA) with a trade focus on grains (i.e. corn, soy, soy meal, etc). The managing members of the firm have significant work experience in both the agricultural and energy sectors and also embrace analytical techniques to refine or challenge their fundamental views of the market. While long/short directional trading represents the majority of the firm's risk allocation, Tlaloc's trade focus will always be to utilize liquid, exchange traded instruments on US exchanges.
Manager Info
Prior to founding Tlaloc Capital in November 2009, Ms. Jean Mrha Beach built and then headed the commodity trading and risk management group for Tyson Foods, Inc. In addition, Ms. Beach has traded natural gas swaps, options and exchange traded futures for Enron. Ms. Beach has an MBA from the University of Chicago Booth School of Business (1994) and an undergraduate degree from Wellesley College (1989).