514 Capital Partners : 514 Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 10.66% Dec Performance 0.34% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 16.47% Sharpe (RFR=1%) 0.64 CAROR 10.68% Assets $ 23.5M Worst DD -33.79 S&P Correlation 0.05 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since11/2013 514 Fund 0.34 -0.21 10.66 10.66 28.11 6.71 - 106.92 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 - 105.88 +/- S&P 500 -3.37 -11.89 -5.60 -5.60 -12.37 -75.18 - 1.04 Strategy Description SummaryWe develop quantitative models that trade over 25 major liquid global markets namely fixed income, indices, currencies, and commodities. 514 Fund, the firm’s flagship Fund, trades in markets that present the best asymmetrical risk/reward characteristics. The Fund seeks to achieve... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 3.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $1.89 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1004 RT/YR/$M Avg. Margin-to-Equity 7% Targeted Worst DD -25.00% Worst Peak-to-Trough 33.80% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 1.00% 1-3 Months 3.00% 1-30 Days 61.00% Intraday 35.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Interest Rates 46.00% Currency FX 29.00% Stock Indices 11.00% Precious Metals 10.00% Energy 4.00% SummaryWe develop quantitative models that trade over 25 major liquid global markets namely fixed income, indices, currencies, and commodities. 514 Fund, the firm’s flagship Fund, trades in markets that present the best asymmetrical risk/reward characteristics. The Fund seeks to achieve capital appreciation through an attractive risk-adjusted return while bearing a low correlation to traditional equity and fixed income investments. It follows a predominantly trend-following, systematic trading strategy that aims to capture performance from both long and short positions.Investment StrategyWe start with the principle that market participants drive prices. Through the use of market sentiment indicators, we design different models that aim to capture this relationship. Our systematic models track how these indicators evolve over time and continuously re-adjust themselves accordingly. We spend our time assessing new strategies, new markets, and new time-frames. Our research objective is to find incremental improvements that contribute to the overall statistical robustness of our system. We are agnostic to fundamental data.Risk ManagementOur trading edge must be protected through proper risk management. In that way, we seek to optimize our systems to capture better asymmetrical risk/reward opportunities. Once we identify, quantify, and parameterize the risks, we can achieve more stability in our performance across different market conditions. 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 -33.79 19 - 8/1/2015 3/1/2017 -6.51 2 1 11/1/2013 1/1/2014 -6.03 2 4 3/1/2014 5/1/2014 -4.11 1 1 5/1/2015 6/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 80.31 10 8/1/2014 5/1/2015 23.13 2 2/1/2014 3/1/2014 19.81 7 4/1/2018 10/1/2018 16.01 5 11/1/2019 3/1/2020 13.34 4 5/1/2019 8/1/2019 12.12 6 6/1/2017 11/1/2017 11.01 2 7/1/2015 8/1/2015 8.86 2 6/1/2020 7/1/2020 8.31 1 1/1/2018 1/1/2018 5.18 1 2/1/2016 2/1/2016 4.52 1 7/1/2016 7/1/2016 4.46 2 11/1/2020 12/1/2020 3.23 3 10/1/2016 12/1/2016 2.93 1 11/1/2013 11/1/2013 2.54 1 6/1/2014 6/1/2014 1.82 1 4/1/2017 4/1/2017 1.65 1 1/1/2019 1/1/2019 1.49 1 11/1/2015 11/1/2015 0.09 1 5/1/2016 5/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.16 2 12/1/2015 1/1/2016 -10.26 2 3/1/2016 4/1/2016 -8.77 3 1/1/2017 3/1/2017 -8.68 3 2/1/2019 4/1/2019 -8.27 2 9/1/2019 10/1/2019 -8.16 2 8/1/2016 9/1/2016 -7.92 3 8/1/2020 10/1/2020 -6.78 2 2/1/2018 3/1/2018 -6.51 2 12/1/2013 1/1/2014 -6.30 1 6/1/2016 6/1/2016 -6.12 2 9/1/2015 10/1/2015 -6.03 2 4/1/2014 5/1/2014 -5.55 2 4/1/2020 5/1/2020 -4.35 2 11/1/2018 12/1/2018 -4.11 1 6/1/2015 6/1/2015 -2.06 1 12/1/2017 12/1/2017 -0.26 1 5/1/2017 5/1/2017 -0.17 1 7/1/2014 7/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods86.0084.0081.0075.0069.0063.0051.0039.0027.00 Percent Profitable60.4757.1466.6768.0076.8174.6076.4774.3674.07 Average Period Return0.962.936.4413.9118.1216.9118.9026.4136.95 Average Gain3.809.0113.9326.8529.6629.0027.6939.2950.54 Average Loss-3.40-5.17-8.53-13.58-20.08-18.61-9.65-10.92-1.87 Best Period19.0039.8368.2590.65125.53105.3758.0081.8097.41 Worst Period-8.31-11.86-17.96-26.16-32.98-29.91-19.79-15.45-3.84 Standard Deviation4.759.6316.8429.3235.9330.6920.8728.4734.74 Gain Standard Deviation3.748.3615.5326.5432.7925.5114.9920.6430.03 Loss Standard Deviation2.062.825.608.659.929.636.383.741.32 Sharpe Ratio (1%)0.180.280.350.440.460.490.760.790.92 Average Gain / Average Loss1.121.741.631.981.481.562.873.6026.98 Profit / Loss Ratio1.712.323.274.204.894.589.3210.4377.10 Downside Deviation (10%)2.714.577.1211.5814.2315.3713.3017.0517.03 Downside Deviation (5%)2.533.996.109.5411.3811.416.847.803.63 Downside Deviation (0%)2.493.845.869.0610.7210.495.545.821.14 Sortino Ratio (10%)0.200.370.560.770.740.430.240.290.55 Sortino Ratio (5%)0.350.670.971.351.461.312.322.878.77 Sortino Ratio (0%)0.380.761.101.541.691.613.414.5432.42 Top Performer Badges Index Award Type Rank Performance Period Systematic Trader Index Month 8 4.53 6/2020 IASG CTA Index Month 10 4.53 6/2020 Trend Following Strategy Index Month 2 4.53 6/2020 Diversified Trader Index Month 3 4.53 6/2020 Trend Following Strategy Index Month 10 5.39 2/2020 Trend Following Strategy Index Month 8 2.40 11/2019 Trend Following Strategy Index Month 10 5.62 6/2019 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