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Postrock Capital Management 

AgMeat Spread Program

Manager: Drew Axsom

Address: 141 W. Jackson Blvd Ste 3100, Chicago, IL, 60604, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:May 2, 2008
AUM:$652,922
QEP:No
Incentive Fee:25%
Annual Mgt Fee:2%
Min Investment:$25,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:15.96%74.34%
Annual ROR:3.34%13.15%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:0.12
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:3.97%3278.90%
Average Monthly Loss:-4.35%-3.31%
Winning Months:3140
Losing Months:2314
Current DD:28.251.98
Max DD:29.8542.70
Sharpe Ratio (RF 1%):0.12
Annualized Std Dev:19.03

Methodology

Discretionary:95%
Systematic:5%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Arbitrage:25%
Fundamentals:25%
Mean Reversion:25%
Technical Analysis:25%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20122.36-5.152.31-0.500.62-1.10-17.762.60-0.15-0.15-17.26
20112.734.284.670.85-6.155.965.59-2.90-5.28-2.370.50-3.902.97
20107.990.476.467.05-3.353.131.5810.52-7.152.900.461.1934.39
2009-2.463.341.48-1.35-5.75-4.48-12.555.84-7.3512.48-5.101.12-15.91
20080.345.465.2710.02-0.433.46-1.24-3.4120.43

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Postrock Capital Management, LLC (PCM) is responsible for determining and implementing the trading strategy. The trading strategy draws upon the
judgment and experience of the Principals, as well as on their knowledge of the fundamental and technical factors affecting the grain and livestock
markets. The trading strategy attempts to identify trading opportunities with the highest probability of success with the lowest risk. The approach is
primarily guided by observation of spreads within the grain and livestock markets. PCM believes that the spread markets provide numerous trading
opportunities as speculators, hedgers, and commercial interests move commodity positions from one contract month, commodity, or commodity class to
another.

Company Info

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Manager Info

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