361 Capital LLC : 361 Managed Futures Strategy Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.68% Feb Performance 0.39% Min Investment $ 3k Mgmt. Fee 1.93% Perf. Fee Annualized Vol 7.33% Sharpe (RFR=1%) 0.07 CAROR 1.26% Assets $ 23.7M Worst DD -21.58 S&P Correlation 0.27 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since1/2012 361 Managed Futures Strategy Fund 0.39 0.00 0.68 6.88 -8.47 -4.26 - 12.13 S&P 500 5.94 8.65 4.76 33.19 44.98 101.57 - 227.37 +/- S&P 500 -5.55 -8.65 -4.08 -26.31 -53.45 -105.83 - -215.23 Strategy Description SummaryThe 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% SummaryThe 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.Investment StrategySeeks positive absolute returns that have a low correlation to the returns of broad stock and bond markets. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) 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 (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 Show More 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 6.40 5 5/1/2020 9/1/2020 6.14 4 11/1/2012 2/1/2013 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 1.47 4 11/1/2020 2/1/2021 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 Show More 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 -0.48 1 10/1/2020 10/1/2020 -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 Show More 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. x {{title}} x {{title}} Add Cancel