XML 36 R24.htm IDEA: XBRL DOCUMENT v3.19.3
Fair Value Measurements (Details) - USD ($)
Sep. 30, 2019
Dec. 31, 2018
Fair Value Measurements    
Investments Owned, Fair Value $ 47,504,843 $ 60,736,458
Amount of transfers among Levels 1, 2, and 3 0 0
Recurring basis    
Fair Value Measurements    
Total - Assets 57,294,004 66,874,383
Recurring basis | Futures Contracts    
Fair Value Measurements    
Open derivative contracts, fair value (35,812) 1,727,541
Recurring basis | Forward Contracts    
Fair Value Measurements    
Open derivative contracts, fair value 96,101 (41,428)
Recurring basis | Swap Contracts    
Fair Value Measurements    
Open derivative contracts, fair value 2,693,923 1,933,109
Recurring basis | U.S. money market fund    
Fair Value Measurements    
Cash and cash equivalents 7,034,949 2,518,703
Recurring basis | U.S. Government-sponsored enterprises    
Fair Value Measurements    
Investments Owned, Fair Value 29,544,246 41,635,179
Recurring basis | U.S. Government securities    
Fair Value Measurements    
Investments Owned, Fair Value 12,957,197 14,752,579
Recurring basis | U.S. Exchange Traded Funds    
Fair Value Measurements    
Investments Owned, Fair Value 5,003,400 4,348,700
Recurring basis | Level 1    
Fair Value Measurements    
Total - Assets 12,002,537 8,594,944
Recurring basis | Level 1 | Futures Contracts    
Fair Value Measurements    
Open derivative contracts, fair value (35,812) 1,727,541
Recurring basis | Level 1 | U.S. money market fund    
Fair Value Measurements    
Cash and cash equivalents 7,034,949 2,518,703
Recurring basis | Level 1 | U.S. Exchange Traded Funds    
Fair Value Measurements    
Investments Owned, Fair Value 5,003,400 4,348,700
Recurring basis | Level 2    
Fair Value Measurements    
Total - Assets 45,291,467 58,279,439
Recurring basis | Level 2 | Forward Contracts    
Fair Value Measurements    
Open derivative contracts, fair value 96,101 (41,428)
Recurring basis | Level 2 | Swap Contracts    
Fair Value Measurements    
Open derivative contracts, fair value 2,693,923 1,933,109
Recurring basis | Level 2 | U.S. Government-sponsored enterprises    
Fair Value Measurements    
Investments Owned, Fair Value 29,544,246 41,635,179
Recurring basis | Level 2 | U.S. Government securities    
Fair Value Measurements    
Investments Owned, Fair Value $ 12,957,197 $ 14,752,579