Buttonwood LLC : Energy Diversified 1

Year-to-Date
3.87%
Oct Performance
2.72%
Min Investment
$ 100k
Mgmt. Fee
1.20%
Perf. Fee
20.00%
Annualized Vol
5.82%
Sharpe (RFR=1%)
0.95
CAROR
6.56%
Assets
$ 21.7M
Worst DD
-8.13
S&P Correlation
0.33

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
7/2014
Energy Diversified 1 2.72 4.03 3.87 0.65 8.14 24.60 - 40.32
S&P 500 2.04 1.92 21.16 12.01 41.41 48.99 - 55.73
+/- S&P 500 0.68 2.11 -17.30 -11.36 -33.27 -24.39 - -15.41

Strategy Description

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... Read More

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%
Strategy Pie Chart

Composition

Energy
100.00%
Composition Pie Chart

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.

   

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

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
-8.13 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
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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
3.08 3 1/1/2019 3/1/2019
2.92 2 8/1/2016 9/1/2016
2.88 1 1/1/2018 1/1/2018
2.51 2 11/1/2016 12/1/2016
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
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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
-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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods64.0062.0059.0053.0047.0041.0029.0017.00
Percent Profitable64.0662.9071.1981.1387.2395.12100.00100.00
Average Period Return0.541.432.534.306.338.6913.2617.80
Average Gain1.493.254.586.137.489.1513.2617.80
Average Loss-1.15-1.65-2.54-3.57-1.52-0.29
Best Period4.249.7916.1128.8925.2228.6531.7043.54
Worst Period-4.08-7.05-5.88-7.25-3.88-0.554.484.75
Standard Deviation1.683.254.916.785.856.287.2612.71
Gain Standard Deviation1.132.584.286.115.346.097.2612.71
Loss Standard Deviation1.041.411.532.511.320.36
Sharpe Ratio (1%)0.270.360.410.490.821.061.411.08
Average Gain / Average Loss1.301.971.801.724.9131.44
Profit / Loss Ratio2.323.344.457.3933.58613.02
Downside Deviation (10%)1.121.962.924.314.334.725.9310.03
Downside Deviation (5%)0.961.431.822.241.170.52
Downside Deviation (0%)0.921.311.581.860.690.09
Sortino Ratio (10%)0.120.100.02-0.16-0.29-0.33-0.42-0.37
Sortino Ratio (5%)0.480.831.121.474.1312.95
Sortino Ratio (0%)0.591.091.602.319.13101.84

Top Performer Badges

Index Award Type Rank Performance Period
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.