Briarwood Capital Management, Inc. : Diversified Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 4.52% Min Investment $ 3,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 11.59% Sharpe (RFR=1%) 0.46 CAROR 5.83% Assets $ 30.0M Worst DD -23.11 S&P Correlation -0.10 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since7/2001 Diversified Trading Program 4.52 - - - - 4.52 -13.01 133.88 S&P 500 0.09 - - - - 58.90 65.21 254.65 +/- S&P 500 4.43 - - - - -54.38 -78.22 -120.78 Strategy Description SummaryBCM's trading program is built around the strategies that Fred Schutzman and Paul DeMarco, Jr. have developed since 1991. These trading strategies are technical in origin and primarily trend-following in character, and are designed to identify intermediate market moves. BCM... Read More Account & Fees Type Managed Account Minimum Investment $ 3,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 900 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD -11.00% Worst Peak-to-Trough 13.00% 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 0% Systematic 100.00% Strategy Momentum 33.00% Pattern Recognition 33.00% Technical 34.00% Composition Currency Futures 23.00% Interest Rates 22.00% Grains 15.00% Softs 15.00% Energy 10.00% Industrial Metals 5.00% Precious Metals 5.00% Stock Indices 5.00% SummaryBCM's trading program is built around the strategies that Fred Schutzman and Paul DeMarco, Jr. have developed since 1991. These trading strategies are technical in origin and primarily trend-following in character, and are designed to identify intermediate market moves. BCM simultaneously trades between two and eight trading systems independently. Each system serves a unique purpose and is applied to a diversified portfolio of commodities in a predominantly quantitative or mechanical fashion. A primary focus is on controlling drawdowns. BCM will generally commit less than 6% of equity to margin. However, on special occasions, this percentage may be substantially higher or lower. Daily trading signals are systematically generated by BCM’s computerized models. Each model must have a valid concept behind its trading logic. The key determinants of a model's suitability are its impact on our overall equity curve and its risk-adjusted returns. BCM follows most commodity futures and forward markets worldwide and currently trades over 60 markets. The following groups are represented at this time: Grains, Metals, Energies, Softs, Interest Rates, Currencies and Equities. Modifications to the above are based on the result of many hours of research, amount of assets under management and liquidity concerns. There are no restrictions or limitations on what markets BCM may or may not trade. BCM will notify clients if there are material changes to the trading program. As assets under management grow, BCM may expand its currency trading. BCM does not currently trade options on futures and has no immediate plans to do so, but reserves the right to trade options at any time in the future. There are no restrictions or limitations on what commodity interests or other interests BCM may or may not trade. Research is a crucial component of our trading enterprise. This is an area where we feel that we excel. Our approach is quite different than that of most other firms, with the bottom line being hypothetical results on paper that we feel are honest and have a fair chance of being achieved in real-time. Thus far, our actual performance is matching our hypothetical test results. 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 -23.11 40 - 1/1/2013 5/1/2016 -13.00 5 6 11/1/2009 4/1/2010 -10.47 8 5 10/1/2003 6/1/2004 -10.15 4 4 10/1/2001 2/1/2002 -10.13 4 4 3/1/2008 7/1/2008 -9.04 2 10 11/1/2004 1/1/2005 -8.79 9 11 4/1/2011 1/1/2012 -6.95 2 1 9/1/2002 11/1/2002 -5.68 2 3 2/1/2003 4/1/2003 -3.73 1 5 5/1/2009 6/1/2009 -3.61 4 1 12/1/2008 4/1/2009 -2.90 1 4 9/1/2007 10/1/2007 -2.62 1 1 2/1/2006 3/1/2006 -2.58 4 3 11/1/2006 3/1/2007 -2.13 3 1 5/1/2006 8/1/2006 -1.08 1 3 12/1/2010 1/1/2011 -1.02 1 1 7/1/2003 8/1/2003 -0.71 1 1 10/1/2010 11/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 32.17 7 3/1/2002 9/1/2002 21.11 7 8/1/2005 2/1/2006 15.47 6 5/1/2010 10/1/2010 15.16 4 7/1/2001 10/1/2001 14.73 3 12/1/2002 2/1/2003 14.19 2 10/1/2004 11/1/2004 12.97 1 5/1/2009 5/1/2009 11.76 3 11/1/2012 1/1/2013 8.87 1 11/1/2009 11/1/2009 8.80 3 9/1/2006 11/1/2006 8.19 5 11/1/2007 3/1/2008 8.02 2 4/1/2006 5/1/2006 7.46 2 1/1/2016 2/1/2016 7.46 2 11/1/2008 12/1/2008 7.35 2 9/1/2003 10/1/2003 6.95 1 11/1/2015 11/1/2015 6.37 1 4/1/2011 4/1/2011 5.58 1 2/1/2012 2/1/2012 5.37 2 8/1/2008 9/1/2008 4.89 4 6/1/2007 9/1/2007 4.88 1 5/1/2003 5/1/2003 4.52 1 6/1/2016 6/1/2016 4.31 2 12/1/2003 1/1/2004 3.95 2 2/1/2005 3/1/2005 3.83 3 7/1/2012 9/1/2012 3.01 1 7/1/2004 7/1/2004 2.84 2 12/1/2001 1/1/2002 2.78 3 7/1/2009 9/1/2009 2.44 1 7/1/2003 7/1/2003 2.16 1 7/1/2011 7/1/2011 2.16 1 5/1/2005 5/1/2005 2.07 1 12/1/2013 12/1/2013 2.04 1 4/1/2007 4/1/2007 1.69 1 3/1/2013 3/1/2013 1.54 1 6/1/2014 6/1/2014 1.31 1 9/1/2015 9/1/2015 1.21 1 7/1/2013 7/1/2013 1.12 1 3/1/2015 3/1/2015 1.05 1 2/1/2014 2/1/2014 0.85 1 12/1/2010 12/1/2010 0.83 1 5/1/2013 5/1/2013 0.70 1 1/1/2007 1/1/2007 0.41 1 2/1/2011 2/1/2011 0.38 1 1/1/2015 1/1/2015 0.25 1 5/1/2012 5/1/2012 0.10 1 9/1/2013 9/1/2013 0.01 1 2/1/2009 2/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.65 3 3/1/2016 5/1/2016 -13.00 5 12/1/2009 4/1/2010 -10.13 4 4/1/2008 7/1/2008 -9.04 2 12/1/2004 1/1/2005 -8.84 5 2/1/2004 6/1/2004 -7.88 6 8/1/2011 1/1/2012 -7.13 1 11/1/2001 11/1/2001 -6.95 2 10/1/2002 11/1/2002 -6.35 3 3/1/2014 5/1/2014 -6.07 5 4/1/2015 8/1/2015 -5.92 1 2/1/2002 2/1/2002 -5.90 1 12/1/2015 12/1/2015 -5.84 1 11/1/2003 11/1/2003 -5.68 2 3/1/2003 4/1/2003 -4.83 6 7/1/2014 12/1/2014 -3.73 1 6/1/2009 6/1/2009 -3.63 2 3/1/2012 4/1/2012 -3.34 2 3/1/2009 4/1/2009 -3.08 2 5/1/2011 6/1/2011 -2.90 1 10/1/2007 10/1/2007 -2.86 1 4/1/2005 4/1/2005 -2.84 1 8/1/2013 8/1/2013 -2.71 1 6/1/2013 6/1/2013 -2.62 1 3/1/2006 3/1/2006 -2.59 2 8/1/2004 9/1/2004 -2.30 1 10/1/2012 10/1/2012 -2.26 1 12/1/2006 12/1/2006 -2.13 3 6/1/2006 8/1/2006 -2.04 1 1/1/2014 1/1/2014 -1.94 1 2/1/2013 2/1/2013 -1.58 2 10/1/2013 11/1/2013 -1.51 1 10/1/2009 10/1/2009 -1.08 1 1/1/2011 1/1/2011 -1.02 1 8/1/2003 8/1/2003 -1.02 2 2/1/2007 3/1/2007 -0.87 1 10/1/2015 10/1/2015 -0.79 1 6/1/2003 6/1/2003 -0.71 1 11/1/2010 11/1/2010 -0.56 1 4/1/2013 4/1/2013 -0.38 2 6/1/2005 7/1/2005 -0.29 1 1/1/2009 1/1/2009 -0.24 1 6/1/2012 6/1/2012 -0.22 1 5/1/2007 5/1/2007 -0.20 1 2/1/2015 2/1/2015 -0.16 1 10/1/2008 10/1/2008 -0.03 1 3/1/2011 3/1/2011 Show More Top Performer Badges Index Award Type Rank Performance Period Diversified Trader Index Month 6 7.56 12/2012 IASG CTA Index Month 7 7.56 12/2012 Systematic Trader Index Month 7 7.56 12/2012 Systematic Trader Index Month 9 2.44 7/2003 Diversified Trader Index Month 9 2.44 7/2003 Diversified Trader Index Month 9 1.29 1/2002 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