Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Matador Holdings LLC is a momentum based registered Commodity Trading Advisor firm that focuses on short-to-medium term trends. Trades are structured primarily using futures and options on futures with the down side risk as the driving factor in how trades are placed.
Matador tracks many markets to determine tradable assets based largely on probability of profit and reasonable risk-to-reward ratio. Trades that meet our risk parameters are initiated using futures and options on futures, typically in a hedged structure.
Risk Management
The success of any trading program relies heavily on the risk management used in implementing the strategy. The Matador approach concentrates on the following concepts:
• Trades are structured based on the downside risk quantified on each trade.
•Position sizing. Conservative percentages of bankroll are allocated per trade.
•We survey a wide range of trading instruments but do not trade those which exhibit poor liquidity. We try to ensure a position can be entered easily and exited at any time.
•We trade multiple instruments simultaneously to diversify assets and pay attention to correlations between trades. We rarely trade multiple instruments from the same commodity class unless their low correlation is demonstrated.
•Diverse options strategies allow us to choose between aggressive or conservative strategies on a trade by trade basis. As a bonus, option strategies often have risk limits built into the trade.
•We dynamically manage trades. Trades can be exited or adjusted before irreparable damage is done.
AUM & Cumulative Returns
Distribution
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Reward
Matador Holdings, LLC Diversified Commodity Program
Average RoR
1.32%
Max Gain
27.44%
Gain Frequency
50.00%
Average Gain
6.75%
Gain Deviation
9.72%
Risk
Standard Deviation
9.30%
Worst Loss
-15.98%
Loss Frequency
50.00%
Average Loss
-4.10%
Loss Deviation
4.81%
Reward/Risk
Sharpe (RFR=1%)
0.13
Skewness
1.42
Kurtosis
3.71
Reward
Matador Holdings, LLC Diversified Commodity Program
Compound RoR
11.94%
Average RoR
16.71%
Max Gain
41.71%
Gain Frequency
66.67%
Average Gain
41.71%
Gain Deviation
33.68%
Risk
Standard Deviation
32.23%
Worst Loss
-15.27%
Loss Frequency
33.33%
Average Loss
-33.27%
Loss Deviation
16.67%
Reward/Risk
Sharpe (RFR=1%)
0.46
Skewness
Kurtosis
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.
Drawdown Report
Depth
Length (Months)
Recovery (Months)
Peak
Valley
-19.61
3
3
—
1/2011
-8.03
2
—
9/2011
11/2011
-3.60
2
2
4/2011
6/2011
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
27.44
1
4/2011
4/2011
22.69
3
7/2011
9/2011
8.28
3
12/2011
2/2012
2.22
1
2/2011
2/2011
0.85
1
12/2010
12/2010
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-15.98
1
11/2010
11/2010
-8.03
2
10/2011
11/2011
-5.13
1
1/2011
1/2011
-3.60
2
5/2011
6/2011
-2.68
2
3/2012
4/2012
-1.34
1
3/2011
3/2011
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Top Performer Badges
Index
Award Type
Rank
Performance
Period
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.