County Cork LLC

RLA I Program *QEP*


Monthly Performance (%)

Date Range: 12/08 - 08/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 -0.61 -1.54 -8.02 1.11 0.55 1.36 -1.62 -0.02   -8.77 
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 -0.94 0.75 -1.35 -4.45 -0.77  -4.17 
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 -0.39 22.52 -1.09 -1.45  27.13 
2013 1.19 3.93 1.38 -2.37 -1.07 0.00 2.16 -1.20 0.52 3.43 -4.23 4.32  7.96 
2012 -0.86 0.27 -0.61 0.84 -1.34 8.65 13.71 -1.53 0.23 -0.13 3.38 -1.87  21.43 
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 2.50 -0.02 -0.84 7.33 0.92 4.91 -2.55 -1.73 -10.08 -0.22 -1.12 1.44  -0.48 
2009 0.45 1.38 1.73 5.40 5.86 2.17 4.48 10.00 -5.37 3.60 5.01 2.37  43.04 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

The RLA I Program is a fundamental discretionary trading program managed by Ronald L. Anderson. The program trades grain and oilseed futures and futures options traded primarily on the Chicago Board of Trade (CBOT). The majority of the program's trades occur in the soybean complex in the form of soybean crush spreads which allow Mr. Anderson to trade the relationship between the price of soybeans and the combined value of the products derived from the soybeans, i.e., soybean meal and soybean oil. Mr. Anderson's core methodology starts with an analysis of fundamental factors that affect supply and demand such as weather forecasts, economic trends, import/export activity, and grovernmental policies. Seasonal trends and patterns are taken into account and technicals are often considered for optimal timing of trades.

Performance Statistics

Date Range: 12/08 - 08/20
  Program S&P 500 Coquest 40 
Total Return 131.02% 400.54% 8.50% 
Annualized Return 7.44% 14.69% 0.70% 
Annualized Std. Deviation 14.20% 14.54% 8.37% 
Correlation 0.06 0.14 
Sharpe Ratio (rf=2.5%) 0.35 0.84 -0.22 
Worst Month -12.53% -12.35% -6.10% 
Date of Worst Month 04/2016 03/2020 02/2018 
Worst Drawdown -17.13% -19.60% -15.74% 
Date of Worst Drawdown 10/14 - 5/16 12/19 - 3/20 4/11 - 9/13 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 12/08 - 08/20
Year or YTD Program S&P 500 Coquest 40 
2020 -8.77 9.75 -1.80 
2019 2.84 31.50 7.53 
2018 4.16 -4.38 -4.29 
2017 -4.17 21.84 1.24 
2016 -3.99 11.98 -3.13 
2015 -1.18 1.41 0.09 
2014 27.13 13.69 15.75 
2013 7.96 32.41 -2.45 
2012 21.43 15.98 -4.75 
2011 9.59 2.12 -3.23 
2010 -0.48 15.06 11.33 
2009 43.04 26.45 -7.98 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 12/08 - 08/20
Date: 8/31/2020
Perf: $1,057.83 Date: 7/31/2020
Perf: $1,069.92 Date: 6/30/2020
Perf: $1,049.87 Date: 5/31/2020
Perf: $1,063.48 Date: 4/30/2020
Perf: $1,076.07 Date: 3/31/2020
Perf: $1,072.53 Date: 2/29/2020
Perf: $1,071.89 Date: 1/31/2020
Perf: $1,088.10 Date: 12/31/2019
Perf: $1,077.22 Date: 11/30/2019
Perf: $1,083.94 Date: 10/31/2019
Perf: $1,073.42 Date: 9/30/2019
Perf: $1,097.68 Date: 8/31/2019
Perf: $1,128.95 Date: 7/31/2019
Perf: $1,089.51 Date: 6/30/2019
Perf: $1,053.59 Date: 5/31/2019
Perf: $1,032.93 Date: 4/30/2019
Perf: $1,053.58 Date: 3/31/2019
Perf: $1,025.38 Date: 2/28/2019
Perf: $989.84 Date: 1/31/2019
Perf: $983.55 Date: 12/31/2018
Perf: $1,001.78 Date: 11/30/2018
Perf: $997.59 Date: 10/31/2018
Perf: $1,009.71 Date: 9/30/2018
Perf: $1,035.28 Date: 8/31/2018
Perf: $1,039.96 Date: 7/31/2018
Perf: $1,014.10 Date: 6/30/2018
Perf: $1,021.76 Date: 5/31/2018
Perf: $1,013.25 Date: 4/30/2018
Perf: $1,026.49 Date: 3/31/2018
Perf: $1,015.53 Date: 2/28/2018
Perf: $1,016.44 Date: 1/31/2018
Perf: $1,082.47 Date: 12/31/2017
Perf: $1,046.67 Date: 11/30/2017
Perf: $1,035.39 Date: 10/31/2017
Perf: $1,034.04 Date: 9/30/2017
Perf: $992.46 Date: 8/31/2017
Perf: $1,013.85 Date: 7/31/2017
Perf: $997.30 Date: 6/30/2017
Perf: $993.42 Date: 5/31/2017
Perf: $1,023.30 Date: 4/30/2017
Perf: $1,021.36 Date: 3/31/2017
Perf: $1,027.53 Date: 2/28/2017
Perf: $1,042.75 Date: 1/31/2017
Perf: $1,020.51 Date: 12/31/2016
Perf: $1,033.84 Date: 11/30/2016
Perf: $1,026.04 Date: 10/31/2016
Perf: $1,037.46 Date: 9/30/2016
Perf: $1,064.93 Date: 8/31/2016
Perf: $1,078.85 Date: 7/31/2016
Perf: $1,108.67 Date: 6/30/2016
Perf: $1,097.48 Date: 5/31/2016
Perf: $1,052.74 Date: 4/30/2016
Perf: $1,071.49 Date: 3/31/2016
Perf: $1,099.07 Date: 2/29/2016
Perf: $1,131.55 Date: 1/31/2016
Perf: $1,104.38 Date: 12/31/2015
Perf: $1,067.24 Date: 11/30/2015
Perf: $1,092.37 Date: 10/31/2015
Perf: $1,056.34 Date: 9/30/2015
Perf: $1,075.05 Date: 8/31/2015
Perf: $1,052.22 Date: 7/31/2015
Perf: $1,070.74 Date: 6/30/2015
Perf: $1,030.45 Date: 5/31/2015
Perf: $1,086.97 Date: 4/30/2015
Perf: $1,094.86 Date: 3/31/2015
Perf: $1,138.81 Date: 2/28/2015
Perf: $1,114.19 Date: 1/31/2015
Perf: $1,115.98 Date: 12/31/2014
Perf: $1,066.29 Date: 11/30/2014
Perf: $1,047.85 Date: 10/31/2014
Perf: $989.00 Date: 9/30/2014
Perf: $974.67 Date: 8/31/2014
Perf: $960.36 Date: 7/31/2014
Perf: $921.39 Date: 6/30/2014
Perf: $928.82 Date: 5/31/2014
Perf: $920.90 Date: 4/30/2014
Perf: $897.91 Date: 3/31/2014
Perf: $891.14 Date: 2/28/2014
Perf: $904.53 Date: 1/31/2014
Perf: $897.17 Date: 12/31/2013
Perf: $921.21 Date: 11/30/2013
Perf: $922.51 Date: 10/31/2013
Perf: $906.10 Date: 9/30/2013
Perf: $885.82 Date: 8/31/2013
Perf: $891.17 Date: 7/31/2013
Perf: $908.61 Date: 6/30/2013
Perf: $916.59 Date: 5/31/2013
Perf: $952.69 Date: 4/30/2013
Perf: $995.50 Date: 3/31/2013
Perf: $970.46 Date: 2/28/2013
Perf: $956.69 Date: 1/31/2013
Perf: $962.27 Date: 12/31/2012
Perf: $944.32 Date: 11/30/2012
Perf: $939.72 Date: 10/31/2012
Perf: $937.10 Date: 9/30/2012
Perf: $972.29 Date: 8/31/2012
Perf: $988.60 Date: 7/31/2012
Perf: $1,002.24 Date: 6/30/2012
Perf: $962.85 Date: 5/31/2012
Perf: $1,000.47 Date: 4/30/2012
Perf: $981.82 Date: 3/31/2012
Perf: $975.96 Date: 2/29/2012
Perf: $998.63 Date: 1/31/2012
Perf: $994.55 Date: 12/31/2011
Perf: $991.38 Date: 11/30/2011
Perf: $981.95 Date: 10/31/2011
Perf: $979.02 Date: 9/30/2011
Perf: $1,019.38 Date: 8/31/2011
Perf: $1,020.00 Date: 7/31/2011
Perf: $1,022.04 Date: 6/30/2011
Perf: $986.62 Date: 5/31/2011
Perf: $1,012.96 Date: 4/30/2011
Perf: $1,051.33 Date: 3/31/2011
Perf: $1,011.87 Date: 2/28/2011
Perf: $1,027.59 Date: 1/31/2011
Perf: $1,010.41 Date: 12/31/2010
Perf: $1,024.45 Date: 11/30/2010
Perf: $982.31 Date: 10/31/2010
Perf: $1,018.36 Date: 9/30/2010
Perf: $980.32 Date: 8/31/2010
Perf: $962.80 Date: 7/31/2010
Perf: $924.52 Date: 6/30/2010
Perf: $936.61 Date: 5/31/2010
Perf: $933.06 Date: 4/30/2010
Perf: $956.20 Date: 3/31/2010
Perf: $941.70 Date: 2/28/2010
Perf: $905.74 Date: 1/31/2010
Perf: $897.30 Date: 12/31/2009
Perf: $920.22 Date: 11/30/2009
Perf: $958.56 Date: 10/31/2009
Perf: $921.43 Date: 9/30/2009
Perf: $945.64 Date: 8/31/2009
Perf: $923.65 Date: 7/31/2009
Perf: $920.61 Date: 6/30/2009
Perf: $921.63 Date: 5/31/2009
Perf: $946.81 Date: 4/30/2009
Perf: $933.93 Date: 3/31/2009
Perf: $965.50 Date: 2/28/2009
Perf: $993.00 Date: 1/31/2009
Perf: $993.50 Date: 12/31/2008
Perf: $1,000.00 Date: 8/31/2020
Perf: $4,952.85 Date: 7/31/2020
Perf: $4,620.63 Date: 6/30/2020
Perf: $4,373.94 Date: 5/31/2020
Perf: $4,288.60 Date: 4/30/2020
Perf: $4,093.74 Date: 3/31/2020
Perf: $3,628.55 Date: 2/29/2020
Perf: $4,139.82 Date: 1/31/2020
Perf: $4,511.09 Date: 12/31/2019
Perf: $4,512.89 Date: 11/30/2019
Perf: $4,380.60 Date: 10/31/2019
Perf: $4,227.15 Date: 9/30/2019
Perf: $4,137.37 Date: 8/31/2019
Perf: $4,061.42 Date: 7/31/2019
Perf: $4,126.62 Date: 6/30/2019
Perf: $4,068.04 Date: 5/31/2019
Perf: $3,800.13 Date: 4/30/2019
Perf: $4,057.80 Date: 3/31/2019
Perf: $3,899.86 Date: 2/28/2019
Perf: $3,825.64 Date: 1/31/2019
Perf: $3,706.66 Date: 12/31/2018
Perf: $3,431.77 Date: 11/30/2018
Perf: $3,772.42 Date: 10/31/2018
Perf: $3,697.00 Date: 9/30/2018
Perf: $3,968.45 Date: 8/31/2018
Perf: $3,945.95 Date: 7/31/2018
Perf: $3,821.38 Date: 6/30/2018
Perf: $3,684.32 Date: 5/31/2018
Perf: $3,661.62 Date: 4/30/2018
Perf: $3,575.45 Date: 3/31/2018
Perf: $3,561.91 Date: 2/28/2018
Perf: $3,654.74 Date: 1/31/2018
Perf: $3,794.77 Date: 12/31/2017
Perf: $3,589.12 Date: 11/30/2017
Perf: $3,549.71 Date: 10/31/2017
Perf: $3,443.98 Date: 9/30/2017
Perf: $3,365.57 Date: 8/31/2017
Perf: $3,297.63 Date: 7/31/2017
Perf: $3,287.44 Date: 6/30/2017
Perf: $3,221.09 Date: 5/31/2017
Perf: $3,201.24 Date: 4/30/2017
Perf: $3,156.73 Date: 3/31/2017
Perf: $3,124.55 Date: 2/28/2017
Perf: $3,120.80 Date: 1/31/2017
Perf: $3,001.64 Date: 12/31/2016
Perf: $2,945.67 Date: 11/30/2016
Perf: $2,888.48 Date: 10/31/2016
Perf: $2,785.42 Date: 9/30/2016
Perf: $2,837.05 Date: 8/31/2016
Perf: $2,836.49 Date: 7/31/2016
Perf: $2,832.52 Date: 6/30/2016
Perf: $2,731.72 Date: 5/31/2016
Perf: $2,724.64 Date: 4/30/2016
Perf: $2,676.46 Date: 3/31/2016
Perf: $2,666.06 Date: 2/29/2016
Perf: $2,496.78 Date: 1/31/2016
Perf: $2,500.03 Date: 12/31/2015
Perf: $2,630.50 Date: 11/30/2015
Perf: $2,672.73 Date: 10/31/2015
Perf: $2,664.74 Date: 9/30/2015
Perf: $2,457.34 Date: 8/31/2015
Perf: $2,519.57 Date: 7/31/2015
Perf: $2,681.25 Date: 6/30/2015
Perf: $2,626.10 Date: 5/31/2015
Perf: $2,678.06 Date: 4/30/2015
Perf: $2,643.95 Date: 3/31/2015
Perf: $2,618.81 Date: 2/28/2015
Perf: $2,660.85 Date: 1/31/2015
Perf: $2,516.17 Date: 12/31/2014
Perf: $2,593.99 Date: 11/30/2014
Perf: $2,600.49 Date: 10/31/2014
Perf: $2,532.37 Date: 9/30/2014
Perf: $2,472.05 Date: 8/31/2014
Perf: $2,507.15 Date: 7/31/2014
Perf: $2,410.72 Date: 6/30/2014
Perf: $2,444.46 Date: 5/31/2014
Perf: $2,394.88 Date: 4/30/2014
Perf: $2,339.90 Date: 3/31/2014
Perf: $2,322.71 Date: 2/28/2014
Perf: $2,303.36 Date: 1/31/2014
Perf: $2,202.70 Date: 12/31/2013
Perf: $2,281.64 Date: 11/30/2013
Perf: $2,225.34 Date: 10/31/2013
Perf: $2,159.48 Date: 9/30/2013
Perf: $2,064.51 Date: 8/31/2013
Perf: $2,001.66 Date: 7/31/2013
Perf: $2,061.44 Date: 6/30/2013
Perf: $1,961.59 Date: 5/31/2013
Perf: $1,988.24 Date: 4/30/2013
Perf: $1,942.78 Date: 3/31/2013
Perf: $1,905.99 Date: 2/28/2013
Perf: $1,837.10 Date: 1/31/2013
Perf: $1,812.45 Date: 12/31/2012
Perf: $1,723.19 Date: 11/30/2012
Perf: $1,707.65 Date: 10/31/2012
Perf: $1,697.80 Date: 9/30/2012
Perf: $1,729.80 Date: 8/31/2012
Perf: $1,686.30 Date: 7/31/2012
Perf: $1,649.19 Date: 6/30/2012
Perf: $1,626.58 Date: 5/31/2012
Perf: $1,562.22 Date: 4/30/2012
Perf: $1,662.11 Date: 3/31/2012
Perf: $1,672.65 Date: 2/29/2012
Perf: $1,619.37 Date: 1/31/2012
Perf: $1,552.31 Date: 12/31/2011
Perf: $1,485.75 Date: 11/30/2011
Perf: $1,470.75 Date: 10/31/2011
Perf: $1,473.99 Date: 9/30/2011
Perf: $1,328.76 Date: 8/31/2011
Perf: $1,429.23 Date: 7/31/2011
Perf: $1,511.29 Date: 6/30/2011
Perf: $1,542.61 Date: 5/31/2011
Perf: $1,568.81 Date: 4/30/2011
Perf: $1,586.74 Date: 3/31/2011
Perf: $1,541.12 Date: 2/28/2011
Perf: $1,540.51 Date: 1/31/2011
Perf: $1,489.42 Date: 12/31/2010
Perf: $1,454.94 Date: 11/30/2010
Perf: $1,363.83 Date: 10/31/2010
Perf: $1,363.70 Date: 9/30/2010
Perf: $1,313.65 Date: 8/31/2010
Perf: $1,206.07 Date: 7/31/2010
Perf: $1,263.03 Date: 6/30/2010
Perf: $1,180.29 Date: 5/31/2010
Perf: $1,245.43 Date: 4/30/2010
Perf: $1,353.58 Date: 3/31/2010
Perf: $1,332.52 Date: 2/28/2010
Perf: $1,256.74 Date: 1/31/2010
Perf: $1,218.95 Date: 12/31/2009
Perf: $1,264.47 Date: 11/30/2009
Perf: $1,240.53 Date: 10/31/2009
Perf: $1,170.31 Date: 9/30/2009
Perf: $1,192.49 Date: 8/31/2009
Perf: $1,149.61 Date: 7/31/2009
Perf: $1,109.56 Date: 6/30/2009
Perf: $1,031.57 Date: 5/31/2009
Perf: $1,029.51 Date: 4/30/2009
Perf: $975.01 Date: 3/31/2009
Perf: $889.85 Date: 2/28/2009
Perf: $818.18 Date: 1/31/2009
Perf: $915.70 Date: 12/31/2008
Perf: $1,000.00 Date: 8/31/2020
Perf: $2,310.17 Date: 7/31/2020
Perf: $2,310.64 Date: 6/30/2020
Perf: $2,348.68 Date: 5/31/2020
Perf: $2,317.17 Date: 4/30/2020
Perf: $2,304.50 Date: 3/31/2020
Perf: $2,279.20 Date: 2/29/2020
Perf: $2,477.93 Date: 1/31/2020
Perf: $2,516.68 Date: 12/31/2019
Perf: $2,532.13 Date: 11/30/2019
Perf: $2,552.81 Date: 10/31/2019
Perf: $2,522.54 Date: 9/30/2019
Perf: $2,532.67 Date: 8/31/2019
Perf: $2,516.06 Date: 7/31/2019
Perf: $2,525.91 Date: 6/30/2019
Perf: $2,535.55 Date: 5/31/2019
Perf: $2,580.71 Date: 4/30/2019
Perf: $2,533.59 Date: 3/31/2019
Perf: $2,552.47 Date: 2/28/2019
Perf: $2,558.61 Date: 1/31/2019
Perf: $2,470.90 Date: 12/31/2018
Perf: $2,462.28 Date: 11/30/2018
Perf: $2,454.92 Date: 10/31/2018
Perf: $2,471.23 Date: 9/30/2018
Perf: $2,433.75 Date: 8/31/2018
Perf: $2,434.48 Date: 7/31/2018
Perf: $2,389.08 Date: 6/30/2018
Perf: $2,434.61 Date: 5/31/2018
Perf: $2,320.89 Date: 4/30/2018
Perf: $2,350.27 Date: 3/31/2018
Perf: $2,321.71 Date: 2/28/2018
Perf: $2,311.08 Date: 1/31/2018
Perf: $2,388.96 Date: 12/31/2017
Perf: $2,363.90 Date: 11/30/2017
Perf: $2,382.24 Date: 10/31/2017
Perf: $2,493.19 Date: 9/30/2017
Perf: $2,527.31 Date: 8/31/2017
Perf: $2,508.50 Date: 7/31/2017
Perf: $2,532.30 Date: 6/30/2017
Perf: $2,511.45 Date: 5/31/2017
Perf: $2,440.44 Date: 4/30/2017
Perf: $2,426.12 Date: 3/31/2017
Perf: $2,469.84 Date: 2/28/2017
Perf: $2,436.70 Date: 1/31/2017
Perf: $2,380.29 Date: 12/31/2016
Perf: $2,466.87 Date: 11/30/2016
Perf: $2,478.52 Date: 10/31/2016
Perf: $2,469.39 Date: 9/30/2016
Perf: $2,528.81 Date: 8/31/2016
Perf: $2,321.93 Date: 7/31/2016
Perf: $2,253.43 Date: 6/30/2016
Perf: $2,425.39 Date: 5/31/2016
Perf: $2,210.52 Date: 4/30/2016
Perf: $2,274.90 Date: 3/31/2016
Perf: $2,600.78 Date: 2/29/2016
Perf: $2,666.92 Date: 1/31/2016
Perf: $2,578.73 Date: 12/31/2015
Perf: $2,569.48 Date: 11/30/2015
Perf: $2,332.92 Date: 10/31/2015
Perf: $2,237.17 Date: 9/30/2015
Perf: $2,340.13 Date: 8/31/2015
Perf: $2,300.79 Date: 7/31/2015
Perf: $2,327.09 Date: 6/30/2015
Perf: $2,280.34 Date: 5/31/2015
Perf: $2,500.92 Date: 4/30/2015
Perf: $2,466.88 Date: 3/31/2015
Perf: $2,499.88 Date: 2/28/2015
Perf: $2,492.90 Date: 1/31/2015
Perf: $2,546.89 Date: 12/31/2014
Perf: $2,600.19 Date: 11/30/2014
Perf: $2,638.45 Date: 10/31/2014
Perf: $2,667.53 Date: 9/30/2014
Perf: $2,177.22 Date: 8/31/2014
Perf: $2,185.74 Date: 7/31/2014
Perf: $1,950.34 Date: 6/30/2014
Perf: $1,937.74 Date: 5/31/2014
Perf: $1,916.85 Date: 4/30/2014
Perf: $1,932.31 Date: 3/31/2014
Perf: $1,936.18 Date: 2/28/2014
Perf: $1,978.12 Date: 1/31/2014
Perf: $1,966.32 Date: 12/31/2013
Perf: $2,045.26 Date: 11/30/2013
Perf: $1,960.57 Date: 10/31/2013
Perf: $2,047.16 Date: 9/30/2013
Perf: $1,979.27 Date: 8/31/2013
Perf: $1,969.03 Date: 7/31/2013
Perf: $1,992.95 Date: 6/30/2013
Perf: $1,950.81 Date: 5/31/2013
Perf: $1,950.81 Date: 4/30/2013
Perf: $1,971.91 Date: 3/31/2013
Perf: $2,019.78 Date: 2/28/2013
Perf: $1,992.29 Date: 1/31/2013
Perf: $1,916.95 Date: 12/31/2012
Perf: $1,894.41 Date: 11/30/2012
Perf: $1,930.51 Date: 10/31/2012
Perf: $1,867.39 Date: 9/30/2012
Perf: $1,869.82 Date: 8/31/2012
Perf: $1,865.53 Date: 7/31/2012
Perf: $1,894.52 Date: 6/30/2012
Perf: $1,666.10 Date: 5/31/2012
Perf: $1,533.45 Date: 4/30/2012
Perf: $1,554.28 Date: 3/31/2012
Perf: $1,541.33 Date: 2/29/2012
Perf: $1,550.79 Date: 1/31/2012
Perf: $1,546.62 Date: 12/31/2011
Perf: $1,560.03 Date: 11/30/2011
Perf: $1,566.14 Date: 10/31/2011
Perf: $1,563.48 Date: 9/30/2011
Perf: $1,558.18 Date: 8/31/2011
Perf: $1,589.98 Date: 7/31/2011
Perf: $1,570.35 Date: 6/30/2011
Perf: $1,558.97 Date: 5/31/2011
Perf: $1,488.99 Date: 4/30/2011
Perf: $1,496.32 Date: 3/31/2011
Perf: $1,456.70 Date: 2/28/2011
Perf: $1,409.21 Date: 1/31/2011
Perf: $1,418.14 Date: 12/31/2010
Perf: $1,423.55 Date: 11/30/2010
Perf: $1,403.35 Date: 10/31/2010
Perf: $1,419.24 Date: 9/30/2010
Perf: $1,422.37 Date: 8/31/2010
Perf: $1,581.82 Date: 7/31/2010
Perf: $1,609.67 Date: 6/30/2010
Perf: $1,651.79 Date: 5/31/2010
Perf: $1,574.48 Date: 4/30/2010
Perf: $1,560.13 Date: 3/31/2010
Perf: $1,453.58 Date: 2/28/2010
Perf: $1,465.89 Date: 1/31/2010
Perf: $1,466.19 Date: 12/31/2009
Perf: $1,430.42 Date: 11/30/2009
Perf: $1,397.31 Date: 10/31/2009
Perf: $1,330.64 Date: 9/30/2009
Perf: $1,284.40 Date: 8/31/2009
Perf: $1,357.29 Date: 7/31/2009
Perf: $1,233.90 Date: 6/30/2009
Perf: $1,180.99 Date: 5/31/2009
Perf: $1,155.91 Date: 4/30/2009
Perf: $1,091.92 Date: 3/31/2009
Perf: $1,035.98 Date: 2/28/2009
Perf: $1,018.36 Date: 1/31/2009
Perf: $1,004.50 Date: 12/31/2008
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 12/08 - 08/20
Date: 8/31/2020
Return: -0.02 % Date: 7/31/2020
Return: -1.62 % Date: 6/30/2020
Return: 1.36 % Date: 5/31/2020
Return: 0.55 % Date: 4/30/2020
Return: 1.11 % Date: 3/31/2020
Return: -8.02 % Date: 2/29/2020
Return: -1.54 % Date: 1/31/2020
Return: -0.61 % Date: 12/31/2019
Return: -0.81 % Date: 11/30/2019
Return: 1.20 % Date: 10/31/2019
Return: -0.40 % Date: 9/30/2019
Return: 0.66 % Date: 8/31/2019
Return: -0.39 % Date: 7/31/2019
Return: -0.38 % Date: 6/30/2019
Return: -1.75 % Date: 5/31/2019
Return: 1.86 % Date: 4/30/2019
Return: -0.74 % Date: 3/31/2019
Return: -0.24 % Date: 2/28/2019
Return: 3.55 % Date: 1/31/2019
Return: 0.35 % Date: 12/31/2018
Return: 0.30 % Date: 11/30/2018
Return: -0.66 % Date: 10/31/2018
Return: 1.54 % Date: 9/30/2018
Return: -0.03 % Date: 8/31/2018
Return: 1.90 % Date: 7/31/2018
Return: -1.87 % Date: 6/30/2018
Return: 4.90 % Date: 5/31/2018
Return: -1.25 % Date: 4/30/2018
Return: 1.23 % Date: 3/31/2018
Return: 0.46 % Date: 2/28/2018
Return: -3.26 % Date: 1/31/2018
Return: 1.06 % Date: 12/31/2017
Return: -0.77 % Date: 11/30/2017
Return: -4.45 % Date: 10/31/2017
Return: -1.35 % Date: 9/30/2017
Return: 0.75 % Date: 8/31/2017
Return: -0.94 % Date: 7/31/2017
Return: 0.83 % Date: 6/30/2017
Return: 2.91 % Date: 5/31/2017
Return: 0.59 % Date: 4/30/2017
Return: -1.77 % Date: 3/31/2017
Return: 1.36 % Date: 2/28/2017
Return: 2.37 % Date: 1/31/2017
Return: -3.51 % Date: 12/31/2016
Return: -0.47 % Date: 11/30/2016
Return: 0.37 % Date: 10/31/2016
Return: -2.35 % Date: 9/30/2016
Return: 8.91 % Date: 8/31/2016
Return: 3.04 % Date: 7/31/2016
Return: -7.09 % Date: 6/30/2016
Return: 9.72 % Date: 5/31/2016
Return: -2.83 % Date: 4/30/2016
Return: -12.53 % Date: 3/31/2016
Return: -2.48 % Date: 2/29/2016
Return: 3.42 % Date: 1/31/2016
Return: 0.36 % Date: 12/31/2015
Return: 10.14 % Date: 11/30/2015
Return: 4.28 % Date: 10/31/2015
Return: -4.40 % Date: 9/30/2015
Return: 1.71 % Date: 8/31/2015
Return: -1.13 % Date: 7/31/2015
Return: 2.05 % Date: 6/30/2015
Return: -8.82 % Date: 5/31/2015
Return: 1.38 % Date: 4/30/2015
Return: -1.32 % Date: 3/31/2015
Return: 0.28 % Date: 2/28/2015
Return: -2.12 % Date: 1/31/2015
Return: -2.05 % Date: 12/31/2014
Return: -1.45 % Date: 11/30/2014
Return: -1.09 % Date: 10/31/2014
Return: 22.52 % Date: 9/30/2014
Return: -0.39 % Date: 8/31/2014
Return: 12.07 % Date: 7/31/2014
Return: 0.65 % Date: 6/30/2014
Return: 1.09 % Date: 5/31/2014
Return: -0.80 % Date: 4/30/2014
Return: -0.20 % Date: 3/31/2014
Return: -2.12 % Date: 2/28/2014
Return: 0.60 % Date: 1/31/2014
Return: -3.86 % Date: 12/31/2013
Return: 4.32 % Date: 11/30/2013
Return: -4.23 % Date: 10/31/2013
Return: 3.43 % Date: 9/30/2013
Return: 0.52 % Date: 8/31/2013
Return: -1.20 % Date: 7/31/2013
Return: 2.16 % Date: 6/30/2013
Return: 0.00 % Date: 5/31/2013
Return: -1.07 % Date: 4/30/2013
Return: -2.37 % Date: 3/31/2013
Return: 1.38 % Date: 2/28/2013
Return: 3.93 % Date: 1/31/2013
Return: 1.19 % Date: 12/31/2012
Return: -1.87 % Date: 11/30/2012
Return: 3.38 % Date: 10/31/2012
Return: -0.13 % Date: 9/30/2012
Return: 0.23 % Date: 8/31/2012
Return: -1.53 % Date: 7/31/2012
Return: 13.71 % Date: 6/30/2012
Return: 8.65 % Date: 5/31/2012
Return: -1.34 % Date: 4/30/2012
Return: 0.84 % Date: 3/31/2012
Return: -0.61 % Date: 2/29/2012
Return: 0.27 % Date: 1/31/2012
Return: -0.86 % Date: 12/31/2011
Return: -0.39 % Date: 11/30/2011
Return: 0.17 % Date: 10/31/2011
Return: 0.34 % Date: 9/30/2011
Return: -2.00 % Date: 8/31/2011
Return: 1.25 % Date: 7/31/2011
Return: 0.73 % Date: 6/30/2011
Return: 4.70 % Date: 5/31/2011
Return: -0.49 % Date: 4/30/2011
Return: 2.72 % Date: 3/31/2011
Return: 3.37 % Date: 2/28/2011
Return: -0.63 % Date: 1/31/2011
Return: -0.38 % Date: 12/31/2010
Return: 1.44 % Date: 11/30/2010
Return: -1.12 % Date: 10/31/2010
Return: -0.22 % Date: 9/30/2010
Return: -10.08 % Date: 8/31/2010
Return: -1.73 % Date: 7/31/2010
Return: -2.55 % Date: 6/30/2010
Return: 4.91 % Date: 5/31/2010
Return: 0.92 % Date: 4/30/2010
Return: 7.33 % Date: 3/31/2010
Return: -0.84 % Date: 2/28/2010
Return: -0.02 % Date: 1/31/2010
Return: 2.50 % Date: 12/31/2009
Return: 2.37 % Date: 11/30/2009
Return: 5.01 % Date: 10/31/2009
Return: 3.60 % Date: 9/30/2009
Return: -5.37 % Date: 8/31/2009
Return: 10.00 % Date: 7/31/2009
Return: 4.48 % Date: 6/30/2009
Return: 2.17 % Date: 5/31/2009
Return: 5.86 % Date: 4/30/2009
Return: 5.40 % Date: 3/31/2009
Return: 1.73 % Date: 2/28/2009
Return: 1.38 % Date: 1/31/2009
Return: 0.45 % Date: 12/31/2008
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 12/08 - 08/20
Return: -8.00 %
Count: 1 Return: -7.00 %
Count: 1 Return: -13.00 %
Count: 1 Return: -9.00 %
Count: 1 Return: 23.00 %
Count: 1 Return: 12.00 %
Count: 1 Return: -4.00 %
Count: 5 Return: 14.00 %
Count: 1 Return: 9.00 %
Count: 2 Return: 3.00 %
Count: 7 Return: -10.00 %
Count: 1 Return: -2.00 %
Count: 15 Return: -3.00 %
Count: 3 Return: 7.00 %
Count: 1 Return: -1.00 %
Count: 21 Return: -5.00 %
Count: 1 Return: 10.00 %
Count: 3 Return: 4.00 %
Count: 6 Return: 6.00 %
Count: 1 Return: 5.00 %
Count: 5 Return: 2.00 %
Count: 11 Return: 1.00 %
Count: 24 Return: 0.00 %
Count: 28

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 12/08 - 08/20
Date: 8/31/2020
Drawdown: -13.40 % Date: 7/31/2020
Drawdown: -13.38 % Date: 6/30/2020
Drawdown: -11.95 % Date: 5/31/2020
Drawdown: -13.13 % Date: 4/30/2020
Drawdown: -13.61 % Date: 3/31/2020
Drawdown: -14.56 % Date: 2/29/2020
Drawdown: -7.11 % Date: 1/31/2020
Drawdown: -5.65 % Date: 12/31/2019
Drawdown: -5.08 % Date: 11/30/2019
Drawdown: -4.30 % Date: 10/31/2019
Drawdown: -5.44 % Date: 9/30/2019
Drawdown: -5.06 % Date: 8/31/2019
Drawdown: -5.68 % Date: 7/31/2019
Drawdown: -5.31 % Date: 6/30/2019
Drawdown: -4.95 % Date: 5/31/2019
Drawdown: -3.25 % Date: 4/30/2019
Drawdown: -5.02 % Date: 3/31/2019
Drawdown: -4.31 % Date: 2/28/2019
Drawdown: -4.08 % Date: 1/31/2019
Drawdown: -7.37 % Date: 12/31/2018
Drawdown: -7.69 % Date: 11/30/2018
Drawdown: -7.97 % Date: 10/31/2018
Drawdown: -7.36 % Date: 9/30/2018
Drawdown: -8.76 % Date: 8/31/2018
Drawdown: -8.74 % Date: 7/31/2018
Drawdown: -10.44 % Date: 6/30/2018
Drawdown: -8.73 % Date: 5/31/2018
Drawdown: -12.99 % Date: 4/30/2018
Drawdown: -11.89 % Date: 3/31/2018
Drawdown: -12.96 % Date: 2/28/2018
Drawdown: -13.36 % Date: 1/31/2018
Drawdown: -10.44 % Date: 12/31/2017
Drawdown: -11.38 % Date: 11/30/2017
Drawdown: -10.69 % Date: 10/31/2017
Drawdown: -6.54 % Date: 9/30/2017
Drawdown: -5.26 % Date: 8/31/2017
Drawdown: -5.96 % Date: 7/31/2017
Drawdown: -5.07 % Date: 6/30/2017
Drawdown: -5.85 % Date: 5/31/2017
Drawdown: -8.51 % Date: 4/30/2017
Drawdown: -9.05 % Date: 3/31/2017
Drawdown: -7.41 % Date: 2/28/2017
Drawdown: -8.65 % Date: 1/31/2017
Drawdown: -10.77 % Date: 12/31/2016
Drawdown: -7.52 % Date: 11/30/2016
Drawdown: -7.09 % Date: 10/31/2016
Drawdown: -7.43 % Date: 9/30/2016
Drawdown: -5.20 % Date: 8/31/2016
Drawdown: -12.96 % Date: 7/31/2016
Drawdown: -15.52 % Date: 6/30/2016
Drawdown: -9.08 % Date: 5/31/2016
Drawdown: -17.13 % Date: 4/30/2016
Drawdown: -14.72 % Date: 3/31/2016
Drawdown: -2.50 % Date: 2/29/2016
Drawdown: -0.02 % Date: 1/31/2016
Drawdown: -3.33 % Date: 12/31/2015
Drawdown: -3.68 % Date: 11/30/2015
Drawdown: -12.54 % Date: 10/31/2015
Drawdown: -16.13 % Date: 9/30/2015
Drawdown: -12.27 % Date: 8/31/2015
Drawdown: -13.75 % Date: 7/31/2015
Drawdown: -12.76 % Date: 6/30/2015
Drawdown: -14.51 % Date: 5/31/2015
Drawdown: -6.25 % Date: 4/30/2015
Drawdown: -7.52 % Date: 3/31/2015
Drawdown: -6.28 % Date: 2/28/2015
Drawdown: -6.55 % Date: 1/31/2015
Drawdown: -4.52 % Date: 12/31/2014
Drawdown: -2.52 % Date: 11/30/2014
Drawdown: -1.09 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: -0.39 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -4.73 % Date: 6/30/2014
Drawdown: -5.35 % Date: 5/31/2014
Drawdown: -6.37 % Date: 4/30/2014
Drawdown: -5.61 % Date: 3/31/2014
Drawdown: -5.42 % Date: 2/28/2014
Drawdown: -3.37 % Date: 1/31/2014
Drawdown: -3.95 % Date: 12/31/2013
Drawdown: -0.09 % Date: 11/30/2013
Drawdown: -4.23 % Date: 10/31/2013
Drawdown: 0.00 % Date: 9/30/2013
Drawdown: -2.01 % Date: 8/31/2013
Drawdown: -2.51 % Date: 7/31/2013
Drawdown: -1.33 % Date: 6/30/2013
Drawdown: -3.41 % Date: 5/31/2013
Drawdown: -3.41 % Date: 4/30/2013
Drawdown: -2.37 % Date: 3/31/2013
Drawdown: 0.00 % Date: 2/28/2013
Drawdown: 0.00 % Date: 1/31/2013
Drawdown: -0.70 % Date: 12/31/2012
Drawdown: -1.87 % Date: 11/30/2012
Drawdown: 0.00 % Date: 10/31/2012
Drawdown: -1.43 % Date: 9/30/2012
Drawdown: -1.30 % Date: 8/31/2012
Drawdown: -1.53 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: -7.16 % Date: 4/30/2012
Drawdown: -5.90 % Date: 3/31/2012
Drawdown: -6.69 % Date: 2/29/2012
Drawdown: -6.11 % Date: 1/31/2012
Drawdown: -6.37 % Date: 12/31/2011
Drawdown: -5.55 % Date: 11/30/2011
Drawdown: -5.19 % Date: 10/31/2011
Drawdown: -5.35 % Date: 9/30/2011
Drawdown: -5.67 % Date: 8/31/2011
Drawdown: -3.74 % Date: 7/31/2011
Drawdown: -4.93 % Date: 6/30/2011
Drawdown: -5.62 % Date: 5/31/2011
Drawdown: -9.86 % Date: 4/30/2011
Drawdown: -9.41 % Date: 3/31/2011
Drawdown: -11.81 % Date: 2/28/2011
Drawdown: -14.69 % Date: 1/31/2011
Drawdown: -14.14 % Date: 12/31/2010
Drawdown: -13.82 % Date: 11/30/2010
Drawdown: -15.04 % Date: 10/31/2010
Drawdown: -14.08 % Date: 9/30/2010
Drawdown: -13.89 % Date: 8/31/2010
Drawdown: -4.24 % Date: 7/31/2010
Drawdown: -2.55 % Date: 6/30/2010
Drawdown: 0.00 % Date: 5/31/2010
Drawdown: 0.00 % Date: 4/30/2010
Drawdown: 0.00 % Date: 3/31/2010
Drawdown: -0.86 % Date: 2/28/2010
Drawdown: -0.02 % Date: 1/31/2010
Drawdown: 0.00 % Date: 12/31/2009
Drawdown: 0.00 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: -1.96 % Date: 9/30/2009
Drawdown: -5.37 % Date: 8/31/2009
Drawdown: 0.00 % Date: 7/31/2009
Drawdown: 0.00 % Date: 6/30/2009
Drawdown: 0.00 % Date: 5/31/2009
Drawdown: 0.00 % Date: 4/30/2009
Drawdown: 0.00 % Date: 3/31/2009
Drawdown: 0.00 % Date: 2/28/2009
Drawdown: 0.00 % Date: 1/31/2009
Drawdown: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  County Cork LLC
Address: 5215 Old Orchard Rd, Suite 630
City: Skokie
State: IL
Zip: 60077
Country: United States

Key People

Name:  Robert J. O'Brien Jr.
Position:  Principal
Biography: 

Robert J. O’Brien, Jr.is County Cork LLC’s Chairman and CEO and the Manager of County Cork Asset Management LLC (“CCAM”), an affiliate of County Cork LLC. Mr. O’Brien has been registered as an Associated Person with County Cork LLC since May8, 2002. Mr. O’Brien is one of County Cork LLC’s trading principals and is primarily responsible for review and acceptance of trading-related decisions, including money management, portfolio selection, and halt trading decisions.


Name:  Thomas Senft
Position:  Principal
Biography: 

Thomas W. Senft is the Chief Operating Officer of County Cork LLC since August, 2011. Mr. Senft is responsible for the CTA’s operations and risk management.


Additional Information

 Futures Sectors Traded
 Grains Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Technical Yes 
 Discretionary Yes 
 Sector Specialist Yes 
 Pattern Recognition Yes 
 Arbitrage Yes 
 Options Writing Yes 
 Other Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 United States Yes 
 Latin America Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Intra-Week Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $500,000 
 Margin / Equity Ratio: 9% 
 Managed Account Availability: Open 
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