CRG Partners : Investment Program

Year-to-Date: N / A
Mar Performance: -0.06%

Min Investment: $ 1,000k
Mgmt. Fee: 0%
Perf. Fee: 0%

Annualized Vol: 15.83%
Sharpe (RFR=1%): 0.77
CAROR: 12.73%

Assets: $ 354.9M
Worst DD: -17.24
S&P Correlation: 0.03

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	Mar	Qtr	2020	1yr	3yr	5yr	10yr	Since 1/1995
Investment Program	-0.06	-	-	-	-	-	-	389.11
S&P 500	-0.60	-	-	-	-	-	-	690.24
+/- S&P 500	0.54	-	-	-	-	-	-	-301.13

Strategy Description

Summary

Account & Fees

Type	Managed Account
Minimum Investment	$ 1,000k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee	0%
Performance Fee	0%
Average Commission	$0
Available to US Investors	Request Information

Subscriptions

High Water Mark	No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period	0

Trading

Trading Frequency	0 RT/YR/$M
Avg. Margin-to-Equity	0%
Targeted Worst DD
Worst Peak-to-Trough	0%
Sector Focus	Not Specified

Holding Periods

Over 12 Months	0%
4-12 Months	0%
1-3 Months	0%
1-30 Days
Intraday	0%

Decision-Making

Discretionary	0%
Systematic	0%

Strategy

Summary

-CRG Partners is a focused Global Macro fund that trades Foreign Exchange, US Treasuries, Equity Indices and Energy. These markets provide high liquidity, low transaction costs and 24-hour access. CRG Partners is managed by an investment philosophy that is based on capital preservation, consistent absolute returns and the capturing of maximum alpha. CRG Partners trades these markets using a combined strategy of discretionary trading, quantitative models and risk management. Chuck Gruye, Chief Investment Officer, is the primary discretionary trader and he trades based upon his 25+ years of experience using technical and fundamental analysis. Discretionary traders typically trade short-term positions around a core position. The CRG Partners research team has developed 14 proprietary quantitative models, using intraday and daily price data that trade in 9 markets. These models embody Mr. Gruye's trading philosophy and risk principles of capital preservation, absolute returns, liquidity, and strict stop losses. All of CRG Partners trading is overlaid with a dynamic risk allocation model that adjusts capital allocations according to a system based on current performance versus expected returns.

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
-17.24	2	8	5/1/1995	7/1/1995
-16.50	12	7	7/1/1997	7/1/1998
-14.37	6	12	6/1/2006	12/1/2006
-13.99	12	13	4/1/2004	4/1/2005
-11.40	3	2	6/1/1999	9/1/1999
-11.33	5	3	12/1/2000	5/1/2001
-10.44	2	3	1/1/2002	3/1/2002
-8.57	3	-	12/1/2007	3/1/2008
-7.30	4	2	6/1/2000	10/1/2000
-5.48	3	2	2/1/1997	5/1/1997
-4.42	1	4	7/1/2002	8/1/2002
-3.98	1	1	5/1/2003	6/1/2003
-3.41	1	1	2/1/2000	3/1/2000
-2.18	1	1	1/1/2004	2/1/2004
-1.41	1	1	6/1/1996	7/1/1996
-0.81	2	1	1/1/2003	3/1/2003
-0.55	1	1	9/1/2003	10/1/2003
-0.32	1	1	4/1/2000	5/1/2000

Consecutive Gains

Run-up	Length (Mos.)	Start	End
43.77	5	1/1/1995	5/1/1995
37.49	5	2/1/1996	6/1/1996
30.85	7	8/1/1996	2/1/1997
19.47	8	6/1/2001	1/1/2002
18.93	4	4/1/2002	7/1/2002
18.44	5	10/1/1999	2/1/2000
16.75	3	8/1/1998	10/1/1998
16.21	3	4/1/2006	6/1/2006
15.85	7	4/1/2007	10/1/2007
14.91	6	1/1/1999	6/1/1999
14.12	2	11/1/2000	12/1/2000
13.83	2	8/1/1995	9/1/1995
13.48	2	4/1/2003	5/1/2003
13.16	5	5/1/2005	9/1/2005
12.97	3	7/1/2003	9/1/2003
12.62	2	6/1/1997	7/1/1997
11.26	2	12/1/2002	1/1/2003
9.44	3	11/1/2003	1/1/2004
8.97	1	4/1/2000	4/1/2000
6.63	2	10/1/2004	11/1/2004
6.23	1	3/1/1998	3/1/1998
4.88	1	11/1/1995	11/1/1995
4.23	1	6/1/2000	6/1/2000
3.25	2	3/1/2004	4/1/2004
2.82	1	6/1/1998	6/1/1998
2.25	1	7/1/2004	7/1/2004
2.00	2	8/1/2000	9/1/2000
1.93	2	1/1/2006	2/1/2006
1.54	1	12/1/2007	12/1/2007
1.36	1	9/1/2002	9/1/2002
1.11	2	1/1/2007	2/1/2007
0.75	2	11/1/1997	12/1/1997

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-17.24	2	6/1/1995	7/1/1995
-14.37	6	7/1/2006	12/1/2006
-11.40	3	7/1/1999	9/1/1999
-11.34	2	12/1/1995	1/1/1996
-11.33	5	1/1/2001	5/1/2001
-10.44	2	2/1/2002	3/1/2002
-10.12	3	8/1/1997	10/1/1997
-8.76	2	8/1/2004	9/1/2004
-8.67	5	12/1/2004	4/1/2005
-8.57	3	1/1/2008	3/1/2008
-7.47	2	1/1/1998	2/1/1998
-6.91	1	10/1/2000	10/1/2000
-5.75	1	7/1/1998	7/1/1998
-5.48	3	3/1/1997	5/1/1997
-5.32	2	5/1/2004	6/1/2004
-4.89	3	10/1/2005	12/1/2005
-4.67	1	3/1/2006	3/1/2006
-4.42	1	8/1/2002	8/1/2002
-3.98	1	6/1/2003	6/1/2003
-3.41	1	3/1/2000	3/1/2000
-3.19	2	4/1/1998	5/1/1998
-2.37	1	7/1/2000	7/1/2000
-2.18	1	2/1/2004	2/1/2004
-2.01	2	11/1/1998	12/1/1998
-1.41	1	7/1/1996	7/1/1996
-1.00	1	3/1/2007	3/1/2007
-0.99	1	10/1/1995	10/1/1995
-0.81	2	2/1/2003	3/1/2003
-0.80	1	11/1/2007	11/1/2007
-0.55	1	10/1/2003	10/1/2003
-0.32	1	5/1/2000	5/1/2000
-0.08	2	10/1/2002	11/1/2002

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	159.00	157.00	154.00	148.00	142.00	136.00	124.00	112.00	100.00
Percent Profitable	59.12	63.69	68.83	78.38	84.51	95.59	94.35	97.32	100.00
Average Period Return	1.10	3.29	6.18	12.74	19.46	26.11	38.95	56.84	77.92
Average Gain	3.83	7.96	11.31	17.70	23.78	27.52	41.69	58.48	77.92
Average Loss	-2.84	-4.90	-5.16	-5.25	-4.15	-4.53	-6.82	-2.64
Best Period	17.47	37.26	35.55	67.25	88.80	103.78	113.17	124.87	160.64
Worst Period	-10.63	-15.60	-14.37	-16.50	-7.95	-9.82	-10.17	-4.16	28.51
Standard Deviation	4.57	8.52	10.01	15.21	19.75	22.32	22.63	26.57	29.81
Gain Standard Deviation	3.67	6.94	7.40	13.25	18.44	21.80	20.21	24.99	29.81
Loss Standard Deviation	2.29	3.18	3.59	4.40	1.72	2.94	3.46	1.46
Sharpe Ratio (1%)	0.22	0.36	0.57	0.77	0.91	1.08	1.59	1.99	2.44
Average Gain / Average Loss	1.35	1.62	2.19	3.37	5.74	6.08	6.11	22.16
Profit / Loss Ratio	1.95	2.85	4.84	12.21	31.30	131.71	102.18	805.04
Downside Deviation (10%)	2.54	4.15	4.72	5.24	5.01	4.10	6.06	4.60
Downside Deviation (5%)	2.37	3.63	3.73	3.54	2.33	1.49	2.48	1.11
Downside Deviation (0%)	2.33	3.51	3.50	3.16	1.76	1.11	1.79	0.47
Sortino Ratio (10%)	0.27	0.50	0.79	1.48	2.37	3.87	3.83	7.67
Sortino Ratio (5%)	0.43	0.84	1.52	3.32	7.71	16.15	14.51	47.39
Sortino Ratio (0%)	0.47	0.94	1.77	4.03	11.05	23.62	21.76	119.90

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.

Get Free Research Report on This CTA

Get additional information on CRG Partners, 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 CRG Partners

Program Name	CAROR

IASG Activity

Blends 0
Portfolios 0
Watchlists 1

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

CRG Partners : Investment Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

Connect With Us for Latest CTA News & Rankings

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.

CRG Partners : Investment Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Summary

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: