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Tlaloc Capital, LLC 

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%383.00%
Annual ROR:4.63%15.91%
YTD:0.00%18.42%
1 Year:0.00%31.72%
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:8585
Losing Months:4343
Current DD:12.640.00
Max DD:14.7820.00
Sharpe Ratio (RF 1%):0.38
Annualized Std Dev:9.51

Methodology

Discretionary:100%
Systematic:0%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Counter Trend:10%
Fundamentals:70%
Quantitative:20%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20200.49-0.83-1.51-2.780.791.38-3.444.54-1.55-3.62-4.92-11.20
20190.81-3.79-3.46-0.9913.671.830.04-2.471.240.81-0.690.867.03
20181.131.020.771.531.66-8.814.83-3.63-2.473.501.14-0.47-0.53
20170.530.570.240.761.211.240.17-0.990.26-0.230.19-0.563.42
20160.11-0.24-0.030.262.92-9.811.60-1.472.260.840.340.85-2.94
20152.30-2.012.130.590.93-5.121.040.37-0.030.29-1.690.30-1.13
20140.18-1.31-2.42-0.400.550.571.732.572.78-6.00-0.60-0.35-2.97
20130.900.150.991.451.691.800.77-0.172.100.110.290.1710.71
20120.080.341.250.68-0.722.423.010.43-1.830.530.18-0.416.03
20112.530.35-0.143.721.75-0.593.611.79-3.470.711.020.7012.43
20105.74-0.038.37-0.026.35-0.557.301.841.8634.83

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).