Buttonwood LLC : Energy Diversified 1 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 7.92% Dec Performance 2.62% Min Investment $ 100k Mgmt. Fee 1.20% Perf. Fee 20.00% Annualized Vol 5.82% Sharpe (RFR=1%) 0.97 CAROR 6.69% Assets $ 20.3M Worst DD -8.45 S&P Correlation 0.37 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since7/2014 Energy Diversified 1 2.62 1.45 7.92 7.92 11.66 21.62 - 52.29 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 - 92.57 +/- S&P 500 -1.09 -10.23 -8.34 -8.34 -28.82 -60.28 - -40.28 Strategy Description Investment StrategyEnergy 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% Composition Energy 100.00% Investment StrategyEnergy 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: 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 -8.45 11 10 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 -1.57 1 1 10/1/2020 11/1/2020 -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 -0.16 1 1 8/1/2020 9/1/2020 Show More 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 9.71 5 4/1/2020 8/1/2020 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 2.81 2 12/1/2019 1/1/2020 2.72 3 1/1/2019 3/1/2019 2.62 1 12/1/2020 12/1/2020 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 0.44 1 10/1/2020 10/1/2020 0.43 2 8/1/2015 9/1/2015 0.27 1 6/1/2019 6/1/2019 Show More 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 -3.59 2 2/1/2020 3/1/2020 -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 -1.57 1 11/1/2020 11/1/2020 -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 -0.16 1 9/1/2020 9/1/2020 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods78.0076.0073.0067.0061.0055.0043.0031.00 Percent Profitable64.1065.7976.7182.0981.9792.73100.00100.00 Average Period Return0.551.552.854.585.767.2811.7815.58 Average Gain1.523.254.516.317.507.9111.7815.58 Average Loss-1.17-1.70-2.64-3.39-2.18-0.83 Best Period4.249.7916.1128.8925.2228.6531.7043.54 Worst Period-4.08-7.05-5.88-7.57-5.71-1.204.124.38 Standard Deviation1.683.154.646.395.976.206.489.84 Gain Standard Deviation1.102.383.915.605.095.986.489.84 Loss Standard Deviation1.021.371.612.571.600.34 Sharpe Ratio (1%)0.280.410.510.560.710.851.351.17 Average Gain / Average Loss1.301.911.711.863.459.52 Profit / Loss Ratio2.323.675.638.5215.67121.33 Downside Deviation (10%)1.121.902.714.115.025.716.489.66 Downside Deviation (5%)0.961.381.692.141.700.80 Downside Deviation (0%)0.921.271.481.771.130.24 Sortino Ratio (10%)0.130.170.14-0.10-0.37-0.52-0.61-0.62 Sortino Ratio (5%)0.490.941.391.672.506.59 Sortino Ratio (0%)0.601.231.922.585.1030.63 Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 10 1.31 6/2020 Discretionary Trader Index Month 4 3.05 5/2020 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 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