Brisslen Capital Management, LLC : Brisslen Energy Strategy - Proprietary Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 51.12% Sep Performance 6.86% Min Investment $ 250k Mgmt. Fee 1.00% Perf. Fee 15.00% Annualized Vol 20.58% Sharpe (RFR=1%) 0.46 CAROR 8.82% Assets $ 327k Worst DD -31.51 S&P Correlation 0.17 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since1/2016 Brisslen Energy Strategy - Proprietary 6.86 15.44 51.12 6.18 24.96 - - 37.28 S&P 500 1.72 1.19 18.74 2.15 35.89 - - 49.30 +/- S&P 500 5.14 14.25 32.38 4.03 -10.93 - - -12.01 Strategy Description SummaryFundamental/Technical: Henry Hub Natural Gas and WTI Crude Oil... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 250k CTA Max Funding Factor 4.00 Management Fee 1.00% Performance Fee 15.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity 3% Targeted Worst DD -15.00% Worst Peak-to-Trough 32.69% Sector Focus Energy Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 65.00% 1-30 Days 35.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 50.00% Technical 50.00% Composition Energy 100.00% SummaryFundamental/Technical: Henry Hub Natural Gas and WTI Crude OilInvestment StrategyBrisslen applies a fundamental supply and demand foundation to a technical methodology while operating within a framework of rigorous risk management infrastructure. Brisslen trades long/short natural gas and crude oil futures to capture directional and relative value opportunities which should provide for returns that are uncorrelated to other asset classes.Risk ManagementDrawdown -4.99% Max MTE 15.00% Drawdown -5.00% Max MTE 11.250% Drawdown -7.50% Max MTE 7.500% Drawdown -10.00% Max MTE 3.750% 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 -31.51 5 9 7/1/2018 12/1/2018 -5.94 1 1 1/1/2017 2/1/2017 -3.80 1 1 9/1/2016 10/1/2016 -2.41 3 1 10/1/2017 1/1/2018 -0.77 1 1 4/1/2016 5/1/2016 -0.32 2 1 1/1/0001 2/1/2016 -0.04 1 1 5/1/2018 6/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 28.45 2 1/1/2019 2/1/2019 17.75 2 8/1/2019 9/1/2019 14.01 8 3/1/2017 10/1/2017 13.60 1 5/1/2019 5/1/2019 8.49 3 11/1/2016 1/1/2017 8.19 4 2/1/2018 5/1/2018 8.10 4 6/1/2016 9/1/2016 2.75 2 3/1/2016 4/1/2016 2.22 1 7/1/2018 7/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -31.51 5 8/1/2018 12/1/2018 -9.65 2 3/1/2019 4/1/2019 -5.94 1 2/1/2017 2/1/2017 -3.80 1 10/1/2016 10/1/2016 -2.66 2 6/1/2019 7/1/2019 -2.41 3 11/1/2017 1/1/2018 -0.77 1 5/1/2016 5/1/2016 -0.32 2 1/1/2016 2/1/2016 -0.04 1 6/1/2018 6/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods45.0043.0040.0034.0028.0022.00 Percent Profitable60.0081.4077.5070.5967.8668.18 Average Period Return0.882.073.374.147.8410.12 Average Gain3.734.807.8610.5915.9118.27 Average Loss-3.61-9.91-12.10-11.34-9.21-7.37 Best Period22.3221.4630.9017.2823.1927.74 Worst Period-15.38-29.74-29.99-26.08-24.67-20.31 Standard Deviation5.948.2511.0811.3813.4414.40 Gain Standard Deviation5.074.576.354.665.828.30 Loss Standard Deviation4.4910.279.996.507.206.44 Sharpe Ratio (1%)0.130.220.260.280.470.56 Average Gain / Average Loss1.030.480.650.931.732.48 Profit / Loss Ratio1.642.122.242.243.655.31 Downside Deviation (10%)3.646.358.239.5010.3210.77 Downside Deviation (5%)3.516.037.467.487.196.28 Downside Deviation (0%)3.485.957.277.006.495.35 Sortino Ratio (10%)0.130.130.11-0.090.02-0.01 Sortino Ratio (5%)0.230.300.380.420.881.29 Sortino Ratio (0%)0.250.350.460.591.211.89 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