CRG Partners : Investment Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 YTD 1yr 3yr 5yr 10yr Since1/1995 Investment Program -0.06 - - - - - - 389.11 S&P 500 -0.60 - - - - - - 762.98 +/- S&P 500 0.54 - - - - - - -373.87 Strategy Description 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,... Read More 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: 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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods159.00157.00154.00148.00142.00136.00124.00112.00100.00 Percent Profitable59.1263.6968.8378.3884.5195.5994.3597.32100.00 Average Period Return1.103.296.1812.7419.4626.1138.9556.8477.92 Average Gain3.837.9611.3117.7023.7827.5241.6958.4877.92 Average Loss-2.84-4.90-5.16-5.25-4.15-4.53-6.82-2.64 Best Period17.4737.2635.5567.2588.80103.78113.17124.87160.64 Worst Period-10.63-15.60-14.37-16.50-7.95-9.82-10.17-4.1628.51 Standard Deviation4.578.5210.0115.2119.7522.3222.6326.5729.81 Gain Standard Deviation3.676.947.4013.2518.4421.8020.2124.9929.81 Loss Standard Deviation2.293.183.594.401.722.943.461.46 Sharpe Ratio (1%)0.220.360.570.770.911.081.591.992.44 Average Gain / Average Loss1.351.622.193.375.746.086.1122.16 Profit / Loss Ratio1.952.854.8412.2131.30131.71102.18805.04 Downside Deviation (10%)2.544.154.725.245.014.106.064.60 Downside Deviation (5%)2.373.633.733.542.331.492.481.11 Downside Deviation (0%)2.333.513.503.161.761.111.790.47 Sortino Ratio (10%)0.270.500.791.482.373.873.837.67 Sortino Ratio (5%)0.430.841.523.327.7116.1514.5147.39 Sortino Ratio (0%)0.470.941.774.0311.0523.6221.76119.90 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. x {{title}} x {{title}} Add Cancel