Briarwood Capital Management, Inc. : Diversified 2XL Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -11.87% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 21.86% Sharpe (RFR=1%) 0.40 CAROR 7.64% Assets $ 0k Worst DD -38.72 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since11/2004 Diversified 2XL -11.87 - - - - - -27.23 131.68 S&P 500 6.60 - - - - - 59.04 274.09 +/- S&P 500 -18.47 - - - - - -86.27 -142.41 Strategy Description SummaryBriarwood Capital Management employs a proprietary investment strategy across a well-diversified mix of traditional commodity and financial futures markets. In the 2XL Series, Briarwood seeks superior risk-adjusted returns through a leveraged managed futures investment vehicle. The... Read More Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1800 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD -24.00% Worst Peak-to-Trough 24.69% 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 5.00% Systematic 95.00% Strategy Trend-following 95.00% Other 5.00% 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% SummaryBriarwood Capital Management employs a proprietary investment strategy across a well-diversified mix of traditional commodity and financial futures markets. In the 2XL Series, Briarwood seeks superior risk-adjusted returns through a leveraged managed futures investment vehicle. The 2XL Series historically has demonstrated a low correlation to tradional stock and bond investments. It is the opinion of Briarwood Capital Management that the 2XL Series will continue to demonstrate such low correlation. The 2XL Series fund does employ leverage and its volatility may not be suitable for all potential investors. Briarwood also offers other investment vehicles, such as separately managed accounts, whose information is not included on this page. Please contact Briarwood Capital Management for further information on the 2XL Series or any of Briarwood's investment offerings.Investment StrategyBriarwood Capital Management’s 2XL Series participates in select long term and intermediate term trends in the futures markets. The managed futures strategy employed by the 2XL Series is composed of three separate proprietary investing models working in tandem. One model identifies long term trading opportunities and signals participation in major trends. This long term trend model is complemented by two intermediate term trading models that attempt to capture statistically profitable medium term trends through the use of sophisticated pattern recognition trend-following techniques. Risk ManagementTo help limit downside volatility, Briarwood employs a risk management overlay that helps evaluate the risk/reward profile of each trade as well as the risk/reward profile of all open positions. While there is no guarantee against losses, Briarwood Capital Management does invest exclusively in exchange-traded futures contracts to help facilitate liquidity. 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 -38.72 35 - 1/1/2013 12/1/2015 -24.63 5 12 11/1/2009 4/1/2010 -20.12 4 4 3/1/2008 7/1/2008 -18.03 9 11 4/1/2011 1/1/2012 -16.21 2 10 11/1/2004 1/1/2005 -8.90 4 1 12/1/2008 4/1/2009 -7.86 1 3 5/1/2009 6/1/2009 -5.81 1 4 9/1/2007 10/1/2007 -4.90 3 1 5/1/2006 8/1/2006 -4.43 1 1 2/1/2006 3/1/2006 -3.89 4 1 11/1/2006 3/1/2007 -3.18 1 1 9/1/2009 10/1/2009 -0.22 1 1 4/1/2007 5/1/2007 Show More Consecutive Gains Run-up Length (Mos.) Start End 41.94 7 8/1/2005 2/1/2006 31.28 6 5/1/2010 10/1/2010 31.18 1 5/1/2009 5/1/2009 26.26 3 11/1/2012 1/1/2013 18.68 3 9/1/2006 11/1/2006 18.54 1 11/1/2004 11/1/2004 17.21 1 11/1/2009 11/1/2009 16.71 2 11/1/2008 12/1/2008 16.34 5 11/1/2007 3/1/2008 15.19 1 11/1/2015 11/1/2015 14.66 2 1/1/2016 2/1/2016 13.56 2 4/1/2006 5/1/2006 13.18 1 4/1/2011 4/1/2011 12.63 1 2/1/2012 2/1/2012 11.86 2 8/1/2008 9/1/2008 10.45 4 6/1/2007 9/1/2007 9.37 3 7/1/2009 9/1/2009 8.21 3 7/1/2012 9/1/2012 7.84 2 2/1/2005 3/1/2005 4.65 1 5/1/2005 5/1/2005 4.29 1 7/1/2011 7/1/2011 4.27 1 4/1/2007 4/1/2007 4.06 1 12/1/2013 12/1/2013 3.35 1 6/1/2014 6/1/2014 3.06 1 3/1/2013 3/1/2013 2.59 1 9/1/2015 9/1/2015 2.57 1 3/1/2015 3/1/2015 2.17 1 7/1/2013 7/1/2013 2.03 1 2/1/2014 2/1/2014 1.44 1 12/1/2010 12/1/2010 1.39 1 5/1/2013 5/1/2013 1.30 1 1/1/2007 1/1/2007 0.76 1 1/1/2015 1/1/2015 0.76 1 2/1/2011 2/1/2011 0.22 1 5/1/2012 5/1/2012 0.08 1 9/1/2013 9/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -24.63 5 12/1/2009 4/1/2010 -20.12 4 4/1/2008 7/1/2008 -16.21 2 12/1/2004 1/1/2005 -16.15 6 8/1/2011 1/1/2012 -15.05 5 4/1/2015 8/1/2015 -13.60 1 12/1/2015 12/1/2015 -13.54 3 3/1/2014 5/1/2014 -11.87 1 3/1/2016 3/1/2016 -11.19 6 7/1/2014 12/1/2014 -8.90 4 1/1/2009 4/1/2009 -8.02 2 3/1/2012 4/1/2012 -7.86 1 6/1/2009 6/1/2009 -6.47 1 4/1/2005 4/1/2005 -6.27 2 5/1/2011 6/1/2011 -5.81 1 10/1/2007 10/1/2007 -5.61 1 8/1/2013 8/1/2013 -5.47 1 6/1/2013 6/1/2013 -4.90 3 6/1/2006 8/1/2006 -4.74 1 10/1/2012 10/1/2012 -4.43 1 3/1/2006 3/1/2006 -4.25 1 1/1/2014 1/1/2014 -3.72 1 2/1/2013 2/1/2013 -3.59 1 12/1/2006 12/1/2006 -3.35 2 10/1/2013 11/1/2013 -3.18 1 10/1/2009 10/1/2009 -2.95 1 10/1/2015 10/1/2015 -2.33 1 1/1/2011 1/1/2011 -1.91 2 6/1/2005 7/1/2005 -1.60 2 2/1/2007 3/1/2007 -1.27 1 11/1/2010 11/1/2010 -1.18 1 4/1/2013 4/1/2013 -0.56 1 6/1/2012 6/1/2012 -0.40 1 2/1/2015 2/1/2015 -0.22 1 5/1/2007 5/1/2007 -0.12 1 3/1/2011 3/1/2011 -0.10 1 10/1/2008 10/1/2008 Show More Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Month 1 17.44 12/2012 Trend Following Strategy Index Month 1 17.44 12/2012 Systematic Trader Index Month 1 17.44 12/2012 Diversified Trader Index Month 1 17.44 12/2012 IASG CTA Index Month 3 12.63 2/2012 Trend Following Strategy Index Month 3 12.63 2/2012 Diversified Trader Index Month 3 12.63 2/2012 Systematic Trader Index Month 3 12.63 2/2012 Trend Following Strategy Index Month 8 6.19 6/2010 Diversified Trader Index Month 10 10.47 5/2010 Systematic Trader Index Month 3 31.18 5/2009 Diversified Trader Index Month 5 31.18 5/2009 IASG CTA Index Month 6 31.18 5/2009 Trend Following Strategy Index Month 3 31.18 5/2009 Trend Following Strategy Index Month 7 13.48 11/2008 Systematic Trader Index Month 9 13.48 11/2008 Diversified Trader Index Month 9 13.48 11/2008 IASG CTA Index Month 10 13.48 11/2008 Trend Following Strategy Index Month 9 11.21 8/2008 Diversified Trader Index Month 9 11.21 8/2008 IASG CTA Index Month 10 7.46 3/2008 Diversified Trader Index Month 6 7.46 3/2008 Systematic Trader Index Month 8 7.46 3/2008 Trend Following Strategy Index Month 5 7.46 3/2008 Trend Following Strategy Index Month 8 5.64 9/2006 Diversified Trader Index Month 9 5.64 9/2006 Systematic Trader Index Month 3 6.69 5/2006 Trend Following Strategy Index Month 2 6.69 5/2006 Diversified Trader Index Month 3 6.69 5/2006 IASG CTA Index Month 4 6.69 5/2006 Trend Following Strategy Index Month 8 1.49 2/2006 Trend Following Strategy Index Month 9 10.46 1/2006 Systematic Trader Index Month 10 10.46 1/2006 Diversified Trader Index Month 10 10.46 1/2006 IASG CTA Index Month 7 4.57 10/2005 Trend Following Strategy Index Month 4 4.57 10/2005 Diversified Trader Index Month 4 4.57 10/2005 Systematic Trader Index Month 6 4.57 10/2005 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