361 Capital LLC : 361 Managed Futures Strategy Fund

Year-to-Date: 14.74%
Aug Performance: 0.79%

Min Investment: $ 3k
Mgmt. Fee: 1.93%
Perf. Fee

Annualized Vol: 7.53%
Sharpe (RFR=1%): 0.05
CAROR: 1.11%

Assets: $ 40.1M
Worst DD: -21.58
S&P Correlation: 0.28

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Growth of 1,000 - VAMI

Monthly Performance

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD	DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index	Aug	Qtr	YTD	1yr	3yr	5yr	10yr	Since 1/2012
361 Managed Futures Strategy Fund	0.79	4.92	-14.74	-11.09	-8.54	-15.44	-	10.08
S&P 500	7.01	14.98	8.34	19.61	40.39	75.68	-	164.00
+/- S&P 500	-6.22	-10.06	-23.08	-30.70	-48.93	-91.12	-	-153.92

Strategy Description

Summary

The 361 Managed Futures Strategy Fund seeks to generate performance by employing a suite of systematic trading models that take positions (long, short, or cash) in U.S. equity index futures contracts.... Read More

Account & Fees

Type	Fund
Minimum Investment	$ 3k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee	1.93%
Performance Fee
Average Commission
Available to US Investors	Yes

Subscriptions

High Water Mark	No
Subscription Frequency	Daily
Redemption Frequency	Daily
Investor Requirements	Any Investor
Lock-up Period	0

Trading

Trading Frequency	850 RT/YR/$M
Avg. Margin-to-Equity	3%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus	Stock Index Traders

Holding Periods

Over 12 Months	0%
4-12 Months	0%
1-3 Months	0%
1-30 Days	100.00%
Intraday	0%

Decision-Making

Discretionary	0%
Systematic	100.00%

Strategy

Counter-trend: 100.00%

Composition

Stock Indices: 95.00%
VIX: 5.00%

Summary

Investment Strategy

Seeks positive absolute returns that have a low correlation to the returns of broad stock and bond markets.

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Index: Chart Type:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Compare to:

Index:

Monthly Annual

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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Reward
Compound RoR:
Average RoR:
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Average Gain:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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 (Mos.)	Recovery (Mos.)	Peak	Valley
-21.58	57	-	7/1/2015	4/1/2020
-2.87	4	2	8/1/2013	12/1/2013
-2.78	2	2	8/1/2012	10/1/2012
-2.45	7	1	2/1/2014	9/1/2014
-2.17	1	1	2/1/2013	3/1/2013
-1.62	1	1	4/1/2012	5/1/2012
-0.41	1	1	2/1/2012	3/1/2012
-0.36	1	1	4/1/2013	5/1/2013
-0.18	1	1	10/1/2014	11/1/2014
-0.09	1	1	1/1/2015	2/1/2015

Consecutive Gains

Run-up	Length (Mos.)	Start	End
10.69	6	6/1/2019	11/1/2019
7.96	10	4/1/2017	1/1/2018
7.03	1	4/1/2012	4/1/2012
6.85	5	3/1/2015	7/1/2015
6.14	4	11/1/2012	2/1/2013
5.47	4	5/1/2020	8/1/2020
5.21	2	5/1/2016	6/1/2016
4.31	2	1/1/2014	2/1/2014
4.03	2	12/1/2014	1/1/2015
3.97	3	6/1/2012	8/1/2012
3.66	3	2/1/2019	4/1/2019
3.15	1	6/1/2013	6/1/2013
2.95	1	4/1/2013	4/1/2013
2.79	1	10/1/2014	10/1/2014
2.78	4	6/1/2018	9/1/2018
2.53	1	11/1/2018	11/1/2018
1.55	1	2/1/2016	2/1/2016
1.48	1	8/1/2013	8/1/2013
0.72	1	8/1/2014	8/1/2014
0.54	1	6/1/2014	6/1/2014
0.53	1	11/1/2016	11/1/2016
0.27	1	8/1/2016	8/1/2016
0.09	1	10/1/2013	10/1/2013
0.09	1	2/1/2017	2/1/2017

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-19.57	5	12/1/2019	4/1/2020
-11.03	6	8/1/2015	1/1/2016
-5.15	1	5/1/2019	5/1/2019
-4.59	2	12/1/2018	1/1/2019
-3.56	4	2/1/2018	5/1/2018
-3.41	2	3/1/2016	4/1/2016
-3.20	1	10/1/2018	10/1/2018
-2.78	2	9/1/2012	10/1/2012
-2.30	2	12/1/2016	1/1/2017
-2.20	3	3/1/2014	5/1/2014
-2.17	1	3/1/2013	3/1/2013
-1.78	2	11/1/2013	12/1/2013
-1.62	1	5/1/2012	5/1/2012
-1.33	1	9/1/2014	9/1/2014
-1.20	1	9/1/2013	9/1/2013
-1.18	1	3/1/2017	3/1/2017
-1.06	2	9/1/2016	10/1/2016
-0.41	3	1/1/2012	3/1/2012
-0.36	1	5/1/2013	5/1/2013
-0.18	1	11/1/2014	11/1/2014
-0.18	1	7/1/2014	7/1/2014
-0.09	1	7/1/2016	7/1/2016
-0.09	1	2/1/2015	2/1/2015

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	104.00	102.00	99.00	93.00	87.00	81.00	69.00	57.00	45.00
Percent Profitable	55.77	55.88	60.61	61.29	66.67	75.31	73.91	73.68	84.44
Average Period Return	0.12	0.35	0.52	1.55	2.24	2.77	4.24	3.93	5.16
Average Gain	1.44	3.00	4.04	5.38	6.12	6.05	7.47	7.93	8.88
Average Loss	-1.74	-3.00	-4.89	-4.52	-5.50	-7.22	-4.90	-7.29	-15.04
Best Period	7.03	8.15	10.69	13.25	18.18	19.73	25.39	20.74	19.27
Worst Period	-9.24	-18.49	-19.15	-15.55	-16.05	-15.62	-11.37	-11.15	-19.34
Standard Deviation	2.17	4.17	5.72	6.04	7.03	7.67	8.81	8.28	10.25
Gain Standard Deviation	1.33	1.97	2.58	3.50	4.41	5.20	7.74	5.23	5.51
Loss Standard Deviation	1.88	3.81	4.94	3.83	4.36	4.79	3.82	3.38	4.37
Sharpe Ratio (1%)	0.02	0.02	0.00	0.09	0.11	0.10	0.14	-0.02	0.01
Average Gain / Average Loss	0.83	1.00	0.83	1.19	1.11	0.84	1.52	1.09	0.59
Profit / Loss Ratio	1.17	1.27	1.27	1.88	2.23	2.55	4.32	3.05	3.21
Downside Deviation (10%)	1.79	3.77	5.57	6.57	8.48	10.50	14.24	19.44	24.65
Downside Deviation (5%)	1.64	3.30	4.56	4.16	4.75	5.17	4.58	6.12	8.24
Downside Deviation (0%)	1.60	3.20	4.34	3.66	4.02	4.27	3.14	4.10	6.14
Sortino Ratio (10%)	-0.16	-0.23	-0.35	-0.53	-0.63	-0.71	-0.81	-0.91	-0.91
Sortino Ratio (5%)	0.02	0.03	0.00	0.13	0.16	0.15	0.26	-0.02	0.01
Sortino Ratio (0%)	0.07	0.11	0.12	0.42	0.56	0.65	1.35	0.96	0.84

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Stock Index Trader Index	Month	6	3.49	6/2020

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

^#6

Top Performer

STOCK INDEX TRADER INDEX

JUNE
2020

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More Programs by 361 Capital LLC

Program Name	CAROR
361 Global Managed Futures Strategy Fund	1.24%
361 Managed Futures Strategy Fund	1.11%

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361 Capital LLC : 361 Managed Futures Strategy Fund

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Find the right managed futures programs for you with our comprehensive free CTA database.

361 Capital LLC : 361 Managed Futures Strategy Fund

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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