Aventis Asset Management LLC : Aventis Diversified Commodity Fund (Barbarian Program) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 8.77% Feb Performance -0.21% Min Investment $ 8,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.96% Sharpe (RFR=1%) 0.50 CAROR 6.02% Assets $ 0k Worst DD -27.17 S&P Correlation 0.08 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 2020 1yr 3yr 5yr 10yr Since9/2006 Aventis Diversified Commodity Fund (Barbarian Program) -0.21 - -8.77 -8.77 -16.64 -14.89 -17.88 98.93 S&P 500 -8.41 - -8.56 6.09 23.71 38.95 164.71 178.27 +/- S&P 500 8.20 - -0.21 -14.86 -40.35 -53.84 -182.59 -79.34 Strategy Description SummaryAventis Asset Management is a fundamental, discretionary commodity manager. We are tactical, opportunistic, research driven, and seasoned with experience in all market conditions. With an institutionalized back office, risk management process, and business infrastructure, Aventis... Read More Account & Fees Type Managed Account Minimum Investment $ 8,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 3200 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 20.87% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 30.00% 1-3 Months 60.00% 1-30 Days 10.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 100.00% Composition Energy 38.00% Grains 36.00% Softs 16.00% Livestock 7.00% Industrial Metals 3.00% SummaryAventis Asset Management is a fundamental, discretionary commodity manager. We are tactical, opportunistic, research driven, and seasoned with experience in all market conditions. With an institutionalized back office, risk management process, and business infrastructure, Aventis has been able to provide positive uncorrelated risk adjusted annual returns for our investors since inception (Sept 2006). The Aventis team is comprised of 12 professionals with offices in the Chicago and New York. Mr. Paul Kim (CEO/Head Trader) has over 30 years of experience as a commercial cash trader with Cargill, an independent floor trader on the CBOT, and as a professional money manager. Aventis Diversified Commodity Fund employs a fundamental, discretionary strategy with a technical overlay and strictly trades exchange traded futures and options on futures in markets such as grains, energies, softs, meats and metals. Investment StrategyAventis Diversified Commodity Fund employs a fundamental, discretionary strategy focused on trading physical commodity futures & options on futures. The trading edge is achieved through rigorous fundamental research and proprietary technical models overlaid with strict risk management policies on a position, sector, and portfolio basis. Approximately 40-50% of the strategy is spread based (relative value) including calendar, inter-market, inter-commodity and option spreads; 40-50% of the strategy is directional in nature utilizing futures, spreads, and options; and 5%-10% of the strategy is involved in short term trading. Mr. Paul Kim (CEO/Head Trader) is a seasoned trader and is able to execute on fundamental biases as well as incorporating technical analysis using many different strategies. Mr. Kim has over 30 years experience in the commercial and cash commodity business-first with Cargill as a cash grain trader for 7 years, then as an independent floor trader on the CBOT for 11years, and as a money manager for the past 10 years. Aventis Asset Management LLC has a diverse team of 12 professionals with offices in Chicago and New York.Risk ManagementRisk exposure is managed at multiple levels and across multiple time horizons. Maximum risk exposure (limit) as a percentage of NAV is establish for each new position, then on an aggregate basis for the fund portfolio as well as the overall strategy. Limits as a percentage of NAV are also set on a daily basis and monthly basis. Proprietary risk management software allows all traders to see PNL within trade, sector, and theme. In addition, Chief Risk Officer has authority to liquidate positions. 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 -27.17 102 - 8/1/2011 2/1/2020 -20.86 8 22 6/1/2008 2/1/2009 -4.76 2 1 11/1/2006 1/1/2007 -1.70 1 1 1/1/2008 2/1/2008 -1.36 1 2 5/1/2011 6/1/2011 -1.19 1 2 4/1/2007 5/1/2007 -0.29 1 1 1/1/2011 2/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 68.30 8 6/1/2007 1/1/2008 23.31 4 3/1/2008 6/1/2008 18.20 4 3/1/2016 6/1/2016 16.40 6 8/1/2010 1/1/2011 12.31 3 4/1/2010 6/1/2010 12.08 3 2/1/2007 4/1/2007 10.16 3 3/1/2011 5/1/2011 9.75 3 9/1/2006 11/1/2006 6.54 5 5/1/2014 9/1/2014 5.73 2 9/1/2019 10/1/2019 5.48 1 3/1/2019 3/1/2019 5.20 3 6/1/2012 8/1/2012 4.66 3 1/1/2018 3/1/2018 4.61 4 3/1/2009 6/1/2009 4.20 2 6/1/2013 7/1/2013 3.65 1 2/1/2010 2/1/2010 3.46 2 12/1/2016 1/1/2017 3.32 1 7/1/2017 7/1/2017 3.28 1 1/1/2009 1/1/2009 2.83 2 12/1/2013 1/1/2014 2.77 2 9/1/2009 10/1/2009 2.25 1 1/1/2015 1/1/2015 2.21 1 1/1/2019 1/1/2019 2.11 2 1/1/2013 2/1/2013 1.76 2 7/1/2011 8/1/2011 1.70 1 12/1/2009 12/1/2009 1.67 2 9/1/2013 10/1/2013 1.38 2 10/1/2011 11/1/2011 1.32 3 3/1/2017 5/1/2017 1.04 2 3/1/2015 4/1/2015 1.03 1 4/1/2012 4/1/2012 0.95 1 11/1/2014 11/1/2014 0.84 1 7/1/2018 7/1/2018 0.70 1 9/1/2016 9/1/2016 0.65 2 1/1/2012 2/1/2012 0.63 1 5/1/2018 5/1/2018 0.52 1 4/1/2013 4/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -19.87 6 7/1/2008 12/1/2008 -13.39 4 11/1/2019 2/1/2020 -11.83 10 5/1/2015 2/1/2016 -9.60 5 8/1/2018 12/1/2018 -6.51 2 7/1/2016 8/1/2016 -6.37 1 6/1/2018 6/1/2018 -5.95 4 9/1/2012 12/1/2012 -5.52 1 5/1/2013 5/1/2013 -5.23 5 4/1/2019 8/1/2019 -4.86 2 10/1/2016 11/1/2016 -4.76 2 12/1/2006 1/1/2007 -4.69 5 8/1/2017 12/1/2017 -4.37 1 2/1/2009 2/1/2009 -4.29 3 2/1/2014 4/1/2014 -3.86 2 7/1/2009 8/1/2009 -3.82 1 3/1/2010 3/1/2010 -3.57 1 9/1/2011 9/1/2011 -3.10 1 12/1/2011 12/1/2011 -2.74 1 8/1/2013 8/1/2013 -2.60 1 6/1/2017 6/1/2017 -2.55 1 12/1/2014 12/1/2014 -2.51 1 5/1/2012 5/1/2012 -2.35 1 2/1/2017 2/1/2017 -2.15 1 10/1/2014 10/1/2014 -1.87 1 11/1/2009 11/1/2009 -1.70 1 2/1/2008 2/1/2008 -1.36 1 6/1/2011 6/1/2011 -1.28 1 7/1/2010 7/1/2010 -1.19 1 5/1/2007 5/1/2007 -0.63 1 11/1/2013 11/1/2013 -0.53 1 4/1/2018 4/1/2018 -0.43 1 3/1/2013 3/1/2013 -0.35 1 2/1/2019 2/1/2019 -0.33 1 3/1/2012 3/1/2012 -0.29 1 2/1/2011 2/1/2011 -0.15 1 2/1/2015 2/1/2015 -0.11 1 1/1/2010 1/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods162.00160.00157.00151.00145.00139.00127.00115.00103.00 Percent Profitable53.7055.6353.5052.9846.2149.6448.8253.9152.43 Average Period Return0.481.543.467.5810.1410.7114.0620.7524.07 Average Gain2.625.7110.5319.5529.3128.0535.3045.1453.71 Average Loss-2.03-3.69-4.68-5.90-6.32-6.38-6.20-7.78-8.61 Best Period13.3531.7062.73101.80115.58120.4388.74137.02173.16 Worst Period-8.58-13.21-19.87-17.21-18.37-18.31-20.73-17.58-22.82 Standard Deviation3.237.0612.8123.2228.7426.8227.7441.5447.97 Gain Standard Deviation2.606.6313.5626.4632.9428.9025.9643.5450.25 Loss Standard Deviation1.782.874.264.144.444.354.344.544.82 Sharpe Ratio (1%)0.120.180.230.280.300.320.400.400.40 Average Gain / Average Loss1.291.552.253.314.634.405.695.806.24 Profit / Loss Ratio1.511.942.593.733.984.335.436.796.88 Downside Deviation (10%)2.043.795.708.1410.8612.6716.4621.0526.16 Downside Deviation (5%)1.863.244.565.516.596.717.308.6310.03 Downside Deviation (0%)1.823.104.304.935.665.475.406.106.79 Sortino Ratio (10%)0.030.080.170.320.230.04-0.10-0.04-0.14 Sortino Ratio (5%)0.210.400.651.191.311.301.511.931.89 Sortino Ratio (0%)0.260.500.801.541.791.962.603.403.55 Top Performer Badges Index Award Type Rank Performance Period 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