Grains
Foremost Capital CTA Report Report Start Date: Jan-2012 - Report End Date: Oct-2017
Opus Futures, LLC / Advanced Ag
Fundamental / Grains & Oilseeds
Performance Since January 2012 Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
2012
-3.21%
-3.16%
5.56%
22.42%
-25.35%
33.54%
33.95%
12.11%
-12.28%
0.54%
1.33%
3.53% 4.71%
2013
-3.26%
10.58%
2.50%
1.89%
-10.92%
4.88%
7.43%
4.23%
13.90%
4.24%
3.60%
2014
2.19%
-6.90%
-8.25%
-1.70%
-13.66%
4.00%
13.60%
10.61%
2.65%
-21.04%
0.03%
4.37%
2015
13.00%
-13.36%
7.98%
5.50%
10.28%
-2.83%
5.14%
3.01%
0.15%
-1.30%
-9.04%
10.36%
2016
-6.32%
6.93%
-7.02%
-0.45%
6.36%
9.28%
-10.38%
-7.93%
-0.82%
-3.64%
-5.72%
4.64%
2017
4.91%
-1.73%
3.47%
2.39%
-4.82%
18.00%
4.86%
3.16%
0.43%
0.92%
2012
2013
2014
2015
2016
2017 YTD
ROR
67.78%
50.53%
-18.08%
28.43%
-16.16%
34.49%
Max DD
-25.35%
-10.92%
-27.50%
-13.36%
-25.65%
-4.82%
The Notes Below Are An Integral Part of this Report | Track Record Compiled By: In-house Program Description: Opus trades futures on a wide range of markets, including agriculture, finance, energy, and others. The program' s primary focus is in agricultural commodities, and specifically grains and oilseeds. Mr. Zelinski has gained a thorough knowledge of these markets while working with Nesvick Trading Group as the primary research analyst for grain and oilseed markets. Mr. Zelinski has traveled around the country to study crop development, as well as to gain a knowledge of US cash grain and oilseed markets. Mr. Zelinski's fundamental analysis also includes forecasting US and world supply and demand tables, monitoring of US and world weather, studying domestic and international freight values, and tracking underlying cash values associated with agricultural futures markets.
Trading Strategy
Investment Information Program Start Date Percent Discretionary Percent Systematic Minimum Investment Management Fee Incentive Fee Margin Round Turns per Million Currency NFA No:
Market Segment
Mar-2011 100% 0% 100,000 2.00% 20.00% 0.21 4,321 US Dollar #0427604
VA MI, A UM & Worst Drawdown (since Jan 2012) $ 4 ,0 0 0
2013
2014
2015
2016
$40
2017
VA MI
$ 2 ,5 8 0 $24
$ 2 ,4 0 0 $ 1 ,6 0 0
$16
$ 1 ,8 7 1
$ 1 ,0 0 0 $800 $0
$8
Q1
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
A s s ets U nder M anagement
Program Statistics
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
A ssets in Millions
$32
$ 3 ,2 0 0
$0
V A M I (Red L ine I ndic ates M ax D rawdown)
Annualized Statistics
Peak-to-Valley Drawdown (1) (Jan 2014 - May 2014)
-27.50%
Annualized Compounded ROR (2)
20.70%
Worst Monthly Return (May 2012)
-25.35%
Standard Deviation
34.61%
Current Losing Streak
0.00%
36 Month Calmar Ratio (3)
0.58
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN. Foremost Capital | 28 N. Bennett Street, Geneva, IL 60134 888-818-0880 Email: [email protected] | Web Address: http://www.ForemostCM.com
Foremost Capital CTA Report Report Start Date: Jan-2012 - Report End Date: Oct-2017
Time Window Analysis
Historical Drawdown and Recoveries***
Length
Best
Average
Worst
Start
Depth
Length
Recovery
End
1 mo
34%
2.1%
-25.4%
Feb-14
-27.50%
4 mo
14 mo
Jul-15
3 mo
100.5%
6.4%
-22.1%
Jul-16
-25.65%
5 mo
8 mo
Jul-17
6 mo
93.5%
12.1%
-23%
May-12
-25.35%
1 mo
2 mo
Jul-12
12 mo
91.5%
18.4%
-18.1%
Sep-12
-12.28%
1 mo
6 mo
Mar-13
18 mo
166.7%
26.7%
-16.3%
May-13
-10.92%
1 mo
2 mo
Jul-13
24 mo
166.6%
33.6%
-9%
Oct-15
-10.22%
2 mo
7 mo
Jun-16
36 mo
181.4%
49.3%
-11.8%
Comparisons
Program
AG CTA Index
SP 500 TR
Annualized Compound ROR
20.70%
1.49%
15.49%
Cumulative Return
199.64%
8.99%
131.70%
Cumulative VAMI (5)
2996
1090
2317
Largest Monthly Gain
33.95%
2.94%
8.43%
Largest Monthly Loss
-25.35%
-2.49%
-6.03%
Correlation
—
0.125
-0.024
Last 12 Months
32.68%
1.89%
23.63%
Last 36 Months
51.19%
3.28%
35.93%
Growth of $1,000 VA MI - Program vs. Benchmarks (since Jan 2012) $3,000
2013
2014
2015
2016
2017
VA MI
$2,400
$1,800
$1,200 $1,000 $600
$0
Q1
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Program
Q3
Q4
Q1
AG C TA Inde x
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
SP 500 TR
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN. Foremost Capital | 28 N. Bennett Street, Geneva, IL 60134 888-818-0880 Email: [email protected] | Web Address: http://www.ForemostCM.com
Foremost Capital CTA Report Report Start Date: Jan-2012 - Report End Date: Oct-2017
+ NOTES: ** The drawdown begins in the month listed as start. The length in months of the drawdown is listed under length. The recovery begins in the following month, and the length of the recovery period is listed under recovery. The date listed as end is the month that the program recovered from the drawdown. Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility. Statistical Notes 1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2012-01-31 to 2017-10-31 2. The Annualized Compounded ROR is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 3. Calmar Ratio Uses last 36 months of Data ROR = Rate of Return AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index. SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends. This report has been prepared from information provided by the Trader and is believed to be reliable. This report should be read in conjunction with the Trader's Disclosure Document.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. Foremost Capital | 28 N. Bennett Street, Geneva, IL 60134 888-818-0880 Email: [email protected] | Web Address: http://www.ForemostCM.com
Opus Futures, LLC / Advanced Ag
Fundamental / Grains & Oilseeds
Performance Since January 2012 Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
2012
-3.21%
-3.16%
5.56%
22.42%
-25.35%
33.54%
33.95%
12.11%
-12.28%
0.54%
1.33%
3.53% 4.71%
2013
-3.26%
10.58%
2.50%
1.89%
-10.92%
4.88%
7.43%
4.23%
13.90%
4.24%
3.60%
2014
2.19%
-6.90%
-8.25%
-1.70%
-13.66%
4.00%
13.60%
10.61%
2.65%
-21.04%
0.03%
4.37%
2015
13.00%
-13.36%
7.98%
5.50%
10.28%
-2.83%
5.14%
3.01%
0.15%
-1.30%
-9.04%
10.36%
2016
-6.32%
6.93%
-7.02%
-0.45%
6.36%
9.28%
-10.38%
-7.93%
-0.82%
-3.64%
-5.72%
4.64%
2017
4.91%
-1.73%
3.47%
2.39%
-4.82%
18.00%
4.86%
3.16%
0.43%
0.92%
2012
2013
2014
2015
2016
2017 YTD
ROR
67.78%
50.53%
-18.08%
28.43%
-16.16%
34.49%
Max DD
-25.35%
-10.92%
-27.50%
-13.36%
-25.65%
-4.82%
The Notes Below Are An Integral Part of this Report | Track Record Compiled By: In-house Program Description: Opus trades futures on a wide range of markets, including agriculture, finance, energy, and others. The program' s primary focus is in agricultural commodities, and specifically grains and oilseeds. Mr. Zelinski has gained a thorough knowledge of these markets while working with Nesvick Trading Group as the primary research analyst for grain and oilseed markets. Mr. Zelinski has traveled around the country to study crop development, as well as to gain a knowledge of US cash grain and oilseed markets. Mr. Zelinski's fundamental analysis also includes forecasting US and world supply and demand tables, monitoring of US and world weather, studying domestic and international freight values, and tracking underlying cash values associated with agricultural futures markets.
Trading Strategy
Investment Information Program Start Date Percent Discretionary Percent Systematic Minimum Investment Management Fee Incentive Fee Margin Round Turns per Million Currency NFA No:
Market Segment
Mar-2011 100% 0% 100,000 2.00% 20.00% 0.21 4,321 US Dollar #0427604
VA MI, A UM & Worst Drawdown (since Jan 2012) $ 4 ,0 0 0
2013
2014
2015
2016
$40
2017
VA MI
$ 2 ,5 8 0 $24
$ 2 ,4 0 0 $ 1 ,6 0 0
$16
$ 1 ,8 7 1
$ 1 ,0 0 0 $800 $0
$8
Q1
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
A s s ets U nder M anagement
Program Statistics
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
A ssets in Millions
$32
$ 3 ,2 0 0
$0
V A M I (Red L ine I ndic ates M ax D rawdown)
Annualized Statistics
Peak-to-Valley Drawdown (1) (Jan 2014 - May 2014)
-27.50%
Annualized Compounded ROR (2)
20.70%
Worst Monthly Return (May 2012)
-25.35%
Standard Deviation
34.61%
Current Losing Streak
0.00%
36 Month Calmar Ratio (3)
0.58
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN. Foremost Capital | 28 N. Bennett Street, Geneva, IL 60134 888-818-0880 Email: [email protected] | Web Address: http://www.ForemostCM.com
Foremost Capital CTA Report Report Start Date: Jan-2012 - Report End Date: Oct-2017
Time Window Analysis
Historical Drawdown and Recoveries***
Length
Best
Average
Worst
Start
Depth
Length
Recovery
End
1 mo
34%
2.1%
-25.4%
Feb-14
-27.50%
4 mo
14 mo
Jul-15
3 mo
100.5%
6.4%
-22.1%
Jul-16
-25.65%
5 mo
8 mo
Jul-17
6 mo
93.5%
12.1%
-23%
May-12
-25.35%
1 mo
2 mo
Jul-12
12 mo
91.5%
18.4%
-18.1%
Sep-12
-12.28%
1 mo
6 mo
Mar-13
18 mo
166.7%
26.7%
-16.3%
May-13
-10.92%
1 mo
2 mo
Jul-13
24 mo
166.6%
33.6%
-9%
Oct-15
-10.22%
2 mo
7 mo
Jun-16
36 mo
181.4%
49.3%
-11.8%
Comparisons
Program
AG CTA Index
SP 500 TR
Annualized Compound ROR
20.70%
1.49%
15.49%
Cumulative Return
199.64%
8.99%
131.70%
Cumulative VAMI (5)
2996
1090
2317
Largest Monthly Gain
33.95%
2.94%
8.43%
Largest Monthly Loss
-25.35%
-2.49%
-6.03%
Correlation
—
0.125
-0.024
Last 12 Months
32.68%
1.89%
23.63%
Last 36 Months
51.19%
3.28%
35.93%
Growth of $1,000 VA MI - Program vs. Benchmarks (since Jan 2012) $3,000
2013
2014
2015
2016
2017
VA MI
$2,400
$1,800
$1,200 $1,000 $600
$0
Q1
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Program
Q3
Q4
Q1
AG C TA Inde x
Q2
Q3
Q4
Q1
Q2
Q3
Q4
Q1
Q2
Q3
SP 500 TR
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING SOLELY ON THE PAST PERFORMANCE PRESENTED HEREIN. Foremost Capital | 28 N. Bennett Street, Geneva, IL 60134 888-818-0880 Email: [email protected] | Web Address: http://www.ForemostCM.com
Foremost Capital CTA Report Report Start Date: Jan-2012 - Report End Date: Oct-2017
+ NOTES: ** The drawdown begins in the month listed as start. The length in months of the drawdown is listed under length. The recovery begins in the following month, and the length of the recovery period is listed under recovery. The date listed as end is the month that the program recovered from the drawdown. Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility. Statistical Notes 1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2012-01-31 to 2017-10-31 2. The Annualized Compounded ROR is the average return of an investment over a number of years. It smoothes out returns by assuming constant growth. 3. Calmar Ratio Uses last 36 months of Data ROR = Rate of Return AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index. SP 500 TR: The S&P 500 indices are designed to reflect all sectors of the U.S. equity markets. The S&P 500 includes 500 blue chip, large cap stocks, which together represent about 75% of the total U.S. equities market. Companies eligible for addition to the S&P 500 have market capitalization of at least US$3.5 billion. The TR Index accounts for the reinvestment of dividends. This report has been prepared from information provided by the Trader and is believed to be reliable. This report should be read in conjunction with the Trader's Disclosure Document.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. Foremost Capital | 28 N. Bennett Street, Geneva, IL 60134 888-818-0880 Email: [email protected] | Web Address: http://www.ForemostCM.com
