Briarwood Capital Management, Inc. : Diversified 2XL

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

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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	2020	1yr	3yr	5yr	10yr	Since 11/2004
Diversified 2XL	-11.87	-	-	-	-	1.05	-24.12	131.68
S&P 500	6.60	-	-	-	-	55.32	59.04	216.68
+/- S&P 500	-18.47	-	-	-	-	-54.27	-83.16	-85.00

Strategy Description

Summary

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%

Summary

Briarwood 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 Strategy

Briarwood 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 Management

To 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.

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Index: Chart Type:

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:

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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	137.00	135.00	132.00	126.00	120.00	114.00	102.00	90.00	78.00
Percent Profitable	48.91	52.59	61.36	66.67	75.83	78.07	75.49	77.78	83.33
Average Period Return	0.80	2.19	4.58	10.07	15.41	20.95	34.05	50.35	67.41
Average Gain	5.37	8.76	12.54	21.02	25.99	32.55	50.34	69.42	83.83
Average Loss	-3.57	-5.11	-8.08	-11.83	-17.82	-20.33	-16.14	-16.40	-14.69
Best Period	31.18	27.86	41.38	51.11	70.53	83.54	102.00	156.95	172.89
Worst Period	-13.60	-19.33	-17.91	-22.74	-30.61	-32.87	-37.59	-28.87	-24.91
Standard Deviation	6.31	8.96	12.86	19.69	24.69	29.76	36.43	48.58	58.38
Gain Standard Deviation	5.53	6.70	9.53	14.09	17.60	21.98	25.24	36.99	49.46
Loss Standard Deviation	3.10	4.25	4.63	6.56	9.31	11.23	9.65	7.58	7.44
Sharpe Ratio (1%)	0.11	0.22	0.32	0.46	0.56	0.64	0.85	0.95	1.07
Average Gain / Average Loss	1.51	1.71	1.55	1.78	1.46	1.60	3.12	4.23	5.71
Profit / Loss Ratio	1.44	1.90	2.47	3.55	4.58	5.70	9.60	14.82	28.53
Downside Deviation (10%)	3.59	5.25	7.16	10.44	13.36	15.31	16.59	18.49	19.03
Downside Deviation (5%)	3.41	4.70	6.05	8.30	10.51	11.66	10.58	10.26	8.63
Downside Deviation (0%)	3.37	4.56	5.77	7.79	9.85	10.82	9.26	8.48	6.67
Sortino Ratio (10%)	0.11	0.18	0.29	0.49	0.58	0.70	1.10	1.56	2.09
Sortino Ratio (5%)	0.21	0.41	0.67	1.09	1.32	1.62	2.93	4.51	7.22
Sortino Ratio (0%)	0.24	0.48	0.79	1.29	1.56	1.94	3.68	5.94	10.11

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.

^#1

Top Performer

IASG CTA INDEX

DECEMBER
2012

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Briarwood Capital Management, Inc. : Diversified 2XL

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

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Briarwood Capital Management, Inc. : Diversified 2XL

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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