Beryl Investment Group LLC : Nominal Discretionary System

archived programs
Year-to-Date
N / A
Jun Performance
-0.06%
Min Investment
$ 50k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
7.35%
Sharpe (RFR=1%)
0.29
CAROR
2.89%
Assets
$ 409k
Worst DD
-14.69
S&P Correlation
-0.06

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
7/2007
Nominal Discretionary System -0.06 -2.25 - -7.78 -13.05 -6.67 - 25.58
S&P 500 -2.10 -0.23 - 5.25 51.46 100.13 - 41.74
+/- S&P 500 2.04 -2.02 - -13.03 -64.50 -106.80 - -16.17

Strategy Description

Summary

Anthony Beryl’s main objective is to achieve the appreciation of his clients’ assets through speculative trading commodity assets. His decisions are based on a complex combination of many factors, such as technical indicators (which he bases upon research and pattern analysis of historical... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 50k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
1.00%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
3000 RT/YR/$M
Avg. Margin-to-Equity
17%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Diversified Traders

Holding Periods

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

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
50.00%
Pattern Recognition
50.00%
Strategy Pie Chart

Composition

Softs
30.00%
Currency Futures
20.00%
Grains
15.00%
Precious Metals
10.00%
Interest Rates
10.00%
Energy
5.00%
Livestock
5.00%
Other
5.00%
Composition Pie Chart

Summary

Anthony Beryl’s main objective is to achieve the appreciation of his clients’ assets through speculative trading commodity assets. His decisions are based on a complex combination of many factors, such as technical indicators (which he bases upon research and pattern analysis of historical price fluctuation, not fundamental supply and demand), money management principles, and his overall experience and judgment regarding various market factors and conditions. He relies heavily on diverse methods of technical analysis but also notes both macro- and micro-economics in his trading, thereby creating a general economic overview in his rationale for positions trades.

Investment Strategy

The Manager's main objective is to achieve the appreciation of his clients’ assets through speculative trading commodity assets.

Risk Management

Mr. Beryl’s first objective is to preserve beginning equity with pursuance of returns following a close second. In accordance with this, Mr. Beryl rarely commits more than thirty percent (30%) of an account’s Total Assets in to the investment of aggregate new positions. He trades within close parameters until reaching specific levels of profit. He may then trades these profits more aggressively in pursuit of even higher returns. His method includes a set of money management rules limiting the equity committed to each trade at every stage of the trend, and to each market and groups of markets. These rules also implement the use of occasional “stop losses” for specific positions and for each account overall. Decisions whether to trade a particular futures contract are based upon various factors, including liquidity, account size, significance in terms of desired degrees of concentration, diversification, and profit potential, both historical and at a given time. These decisions require the exercise of judgment by Mr. Beryl. The decision not to trade specific contracts for certain periods, or to reduce the number of contracts traded may result at times in missing significant profit opportunities that other traders might capture.

   

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

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
-14.69 25 - 5/1/2013 6/1/2015
-11.88 3 7 5/1/2009 8/1/2009
-5.27 4 2 11/1/2007 3/1/2008
-5.19 4 10 1/1/2011 5/1/2011
-4.37 2 2 7/1/2008 9/1/2008
-1.29 1 3 1/1/2013 2/1/2013
-0.63 1 1 4/1/2012 5/1/2012
-0.61 1 2 3/1/2010 4/1/2010
-0.58 1 3 9/1/2012 10/1/2012
-0.28 1 1 11/1/2010 12/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
23.77 8 10/1/2008 5/1/2009
11.04 2 2/1/2010 3/1/2010
8.65 7 5/1/2010 11/1/2010
7.78 4 4/1/2008 7/1/2008
6.76 3 9/1/2009 11/1/2009
5.02 6 6/1/2011 11/1/2011
4.59 5 7/1/2007 11/1/2007
3.09 4 6/1/2012 9/1/2012
2.56 3 10/1/2014 12/1/2014
2.31 3 2/1/2012 4/1/2012
2.01 1 7/1/2009 7/1/2009
1.19 1 2/1/2014 2/1/2014
1.05 1 5/1/2013 5/1/2013
0.81 1 4/1/2014 4/1/2014
0.74 1 12/1/2013 12/1/2013
0.73 1 1/1/2011 1/1/2011
0.73 1 9/1/2013 9/1/2013
0.62 3 11/1/2012 1/1/2013
0.53 1 3/1/2013 3/1/2013
0.03 1 4/1/2011 4/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.60 1 8/1/2009 8/1/2009
-9.50 6 1/1/2015 6/1/2015
-5.27 4 12/1/2007 3/1/2008
-4.71 2 10/1/2013 11/1/2013
-4.44 1 6/1/2009 6/1/2009
-4.39 2 2/1/2011 3/1/2011
-4.37 2 8/1/2008 9/1/2008
-4.30 3 6/1/2013 8/1/2013
-1.69 2 12/1/2009 1/1/2010
-1.49 5 5/1/2014 9/1/2014
-1.29 1 2/1/2013 2/1/2013
-0.87 1 1/1/2014 1/1/2014
-0.87 1 5/1/2011 5/1/2011
-0.63 1 5/1/2012 5/1/2012
-0.61 1 4/1/2010 4/1/2010
-0.58 1 10/1/2012 10/1/2012
-0.29 1 3/1/2014 3/1/2014
-0.28 1 12/1/2010 12/1/2010
-0.10 1 4/1/2013 4/1/2013
-0.02 2 12/1/2011 1/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods96.0094.0091.0085.0079.0073.0061.0049.0037.00
Percent Profitable59.3859.5758.2468.2472.1571.2372.1375.5189.19
Average Period Return0.260.791.734.016.538.6914.9419.3125.10
Average Gain1.423.265.557.9911.5114.9622.4726.7328.51
Average Loss-1.43-2.84-3.59-4.55-6.36-6.84-4.54-3.57-3.05
Best Period6.8710.8819.0624.0627.1036.3535.8643.8347.16
Worst Period-9.60-11.88-9.50-8.31-9.47-14.64-13.05-6.91-6.67
Standard Deviation2.124.156.268.259.9212.7915.9216.8416.11
Gain Standard Deviation1.303.055.266.796.709.2411.7712.0613.43
Loss Standard Deviation1.952.592.542.732.064.004.402.162.53
Sharpe Ratio (1%)0.080.130.200.360.510.520.750.911.24
Average Gain / Average Loss0.991.151.551.761.812.194.957.509.36
Profit / Loss Ratio1.451.692.163.784.695.4212.8223.1177.25
Downside Deviation (10%)1.703.074.275.817.719.6911.9513.6213.25
Downside Deviation (5%)1.562.553.103.474.295.194.613.932.77
Downside Deviation (0%)1.532.432.832.973.524.223.292.041.23
Sortino Ratio (10%)-0.09-0.14-0.17-0.17-0.14-0.16-0.07-0.16-0.19
Sortino Ratio (5%)0.110.210.400.871.171.292.593.887.21
Sortino Ratio (0%)0.170.330.611.351.852.064.549.4720.35

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 3 6.87 3/2010
Discretionary Trader Index Month 8 3.52 1/2009
Discretionary Trader Index Month 10 3.78 12/2008
Discretionary Trader Index Month 6 2.56 11/2008
IASG CTA Index Sharpe 10 2.80 2006 - 2007

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