Buttonwood LLC : Energy Diversified 1

Year-to-Date: N / A
Dec Performance: 2.12%

Min Investment: $ 100k
Mgmt. Fee: 1.20%
Perf. Fee: 20.00%

Annualized Vol: 5.81%
Sharpe (RFR=1%): 0.94
CAROR: 6.47%

Assets: $ 20.3M
Worst DD: -8.45
S&P Correlation: 0.31

Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page

Growth of 1,000 - VAMI

Monthly Performance

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	Dec	Qtr	YTD	1yr	3yr	5yr	10yr	Since 7/2014
Energy Diversified 1	2.12	3.72	-	4.51	6.16	21.60	-	41.20
S&P 500	2.86	8.53	-	28.87	42.84	55.32	-	65.64
+/- S&P 500	-0.74	-4.81	-	-24.35	-36.68	-33.72	-	-24.44

Strategy Description

Investment Strategy

Account & Fees

Type: Fund
Minimum Investment: $ 100k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 1.20%
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: QEP
Lock-up Period: 0

Trading

Trading Frequency: 0 RT/YR/$M
Avg. Margin-to-Equity: 7%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Energy 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

Arbitrage: 100.00%

Composition

Energy: 100.00%

Investment Strategy

Energy Diversified 1 (ED1) is a discretionary program that looks for opportunities in the energy markets using spread arbitrage and directional trading strategies. ED1 is technical in nature but regularly adjusts its approach to include fundamental inputs, depending on market conditions. The manager may employ quantitative analysis of pricing data to identify and exploit price movements in the energy markets. ED1 utilizes information and analysis generated by an in-house team of highly skilled analysts and by third party specialists to generate multi-tiered trade signals and strategies which it applies to its trading decisions.

Compare to:

{{result.name}} {{result.description}}

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
-8.45	11	-	9/1/2018	8/1/2019
-3.30	8	2	6/1/2015	2/1/2016
-2.79	1	2	1/1/2018	2/1/2018
-2.69	2	6	12/1/2016	2/1/2017
-2.22	2	2	5/1/2016	7/1/2016
-0.58	1	1	6/1/2018	7/1/2018
-0.55	1	1	9/1/2016	10/1/2016
-0.47	1	1	11/1/2017	12/1/2017
-0.40	1	1	11/1/2014	12/1/2014

Consecutive Gains

Run-up	Length (Mos.)	Start	End
16.58	5	7/1/2014	11/1/2014
11.00	6	1/1/2015	6/1/2015
5.23	4	3/1/2018	6/1/2018
5.09	2	9/1/2019	10/1/2019
4.54	4	8/1/2017	11/1/2017
4.02	3	3/1/2016	5/1/2016
2.92	2	8/1/2016	9/1/2016
2.88	1	1/1/2018	1/1/2018
2.72	3	1/1/2019	3/1/2019
2.51	2	11/1/2016	12/1/2016
2.12	1	12/1/2019	12/1/2019
1.85	2	8/1/2018	9/1/2018
1.25	1	3/1/2017	3/1/2017
0.70	2	5/1/2017	6/1/2017
0.66	1	11/1/2018	11/1/2018
0.43	2	8/1/2015	9/1/2015
0.27	1	6/1/2019	6/1/2019

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-4.08	1	10/1/2018	10/1/2018
-3.73	1	12/1/2018	12/1/2018
-2.79	1	2/1/2018	2/1/2018
-2.69	2	1/1/2017	2/1/2017
-2.44	2	4/1/2019	5/1/2019
-2.39	5	10/1/2015	2/1/2016
-2.22	2	6/1/2016	7/1/2016
-1.99	2	7/1/2019	8/1/2019
-1.36	1	7/1/2015	7/1/2015
-1.12	1	11/1/2019	11/1/2019
-0.58	1	7/1/2018	7/1/2018
-0.55	1	10/1/2016	10/1/2016
-0.47	1	12/1/2017	12/1/2017
-0.46	1	7/1/2017	7/1/2017
-0.40	1	12/1/2014	12/1/2014
-0.20	1	4/1/2017	4/1/2017

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	66.00	64.00	61.00	55.00	49.00	43.00	31.00	19.00
Percent Profitable	63.64	64.06	72.13	80.00	83.67	95.35	100.00	100.00
Average Period Return	0.54	1.49	2.51	4.14	5.91	8.30	12.66	16.91
Average Gain	1.50	3.27	4.50	6.07	7.45	8.74	12.66	16.91
Average Loss	-1.15	-1.68	-2.64	-3.59	-1.96	-0.64
Best Period	4.24	9.79	16.11	28.89	25.22	28.65	31.70	43.54
Worst Period	-4.08	-7.05	-5.88	-7.57	-4.21	-0.89	4.12	4.38
Standard Deviation	1.68	3.23	4.87	6.77	6.06	6.36	7.36	12.31
Gain Standard Deviation	1.12	2.52	4.20	6.07	5.38	6.19	7.36	12.31
Loss Standard Deviation	1.02	1.43	1.61	2.60	1.18	0.36
Sharpe Ratio (1%)	0.27	0.38	0.41	0.46	0.73	0.99	1.31	1.04
Average Gain / Average Loss	1.31	1.95	1.70	1.69	3.79	13.70
Profit / Loss Ratio	2.29	3.47	4.41	6.76	19.43	280.92
Downside Deviation (10%)	1.12	1.95	2.94	4.43	4.80	5.06	6.43	10.32
Downside Deviation (5%)	0.96	1.43	1.85	2.34	1.48	0.60
Downside Deviation (0%)	0.92	1.31	1.62	1.95	0.91	0.15
Sortino Ratio (10%)	0.12	0.13	0.01	-0.19	-0.35	-0.38	-0.48	-0.45
Sortino Ratio (5%)	0.48	0.87	1.09	1.34	2.98	10.46
Sortino Ratio (0%)	0.59	1.14	1.55	2.12	6.50	56.11

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Discretionary Trader Index	Month	4	2.72	10/2019
Discretionary Trader Index	Month	10	2.31	9/2019
Discretionary Trader Index	Month	6	2.54	4/2018
Discretionary Trader Index	Month	7	2.54	4/2018

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

^#4

Top Performer

DISCRETIONARY TRADER INDEX

OCTOBER
2019

Get Free Research Report on This CTA

Get additional information on Buttonwood LLC, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by Buttonwood LLC

Program Name	CAROR
Energy Diversified 1	6.47%

IASG Activity

Blends 30
Portfolios 5
Watchlists 10

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

Buttonwood LLC : Energy Diversified 1

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: