David Derwin - PI Financial Corp. : Diversified Pattern & Trend Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -0.24% Min Investment $ 200k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 4.08% Sharpe (RFR=1%) -1.85 CAROR - Assets $ 1.8M Worst DD -6.37 S&P Correlation -0.07 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 Since5/2015 Diversified Pattern & Trend -0.24 - - - - -0.84 - -5.92 S&P 500 6.60 - - - - 55.32 - 74.46 +/- S&P 500 -6.84 - - - - -56.16 - -80.37 Strategy Description SummaryA lower volatility, fully diversified commodity futures investment program capturing recurring price patterns that develop into profitable trends. ... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 3.00 Management Fee 0% Performance Fee 20.00% Average Commission $14.00 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 600 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD -8.00% Worst Peak-to-Trough 10.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 7.00% 1-3 Months 33.00% 1-30 Days 57.00% Intraday 3.00% Decision-Making Discretionary 30.00% Systematic 70.00% Strategy Momentum 15.00% Option-writing 15.00% Pattern Recognition 20.00% Spreading/hedging 10.00% Technical 10.00% Trend-following 30.00% Composition Grains 18.00% Currency Futures 16.00% Interest Rates 16.00% Softs 14.00% Stock Indices 10.00% Energy 8.00% Precious Metals 6.00% Livestock 6.00% Industrial Metals 4.00% VIX 2.00% SummaryA lower volatility, fully diversified commodity futures investment program capturing recurring price patterns that develop into profitable trends. Investment StrategyA lower volatility, fully diversified commodity futures investment program capturing recurring price patterns that develop into profitable trends. We are targeting a lower downside volatility strategy. The ability to manage risk and control drawdowns is the foundation of our proactive commodity futures investment program. It's not about having more; it's about having unique and different opportunities that can potentially profit in any economic environment. Our Diversified Pattern/Trend Over 50 global futures markets across 8 different sectors: (Grains, Livestock, Food/Fibre, Metals, Energy, Currencies, Bonds/Interest Rates, Stocks Indices) Long and short positions giving the ability to gain from both up and down markets. Various Timeframes: short, medium and longer-term holding periods Price Patterns: For 20 years, our team has focused on prices to build awareness of recurring patterns when entering and exiting positions. Numerous studies support price pattern analysis in the investment decision making process. Once a high probability pattern emerges, our trend analysis research & strategies are applied to the developing trend. Risk Management1) Strict position sizing 2) maximum risk per trade using stop losses and 3) overall portfolio exposure limits provide the risk management infrastructure for our program. 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 -6.37 10 - 5/1/2015 3/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 0.48 1 5/1/2015 5/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.37 10 6/1/2015 3/1/2016 Show More Time Windows Analysis 1 Month3 Month Number of Periods11.009.00 Percent Profitable9.090.00 Average Period Return-0.55-1.95 Average Gain0.48 Average Loss-0.72-1.95 Best Period0.48-0.22 Worst Period-3.89-4.20 Standard Deviation1.181.64 Gain Standard Deviation Loss Standard Deviation1.241.64 Sharpe Ratio (1%)-0.53-1.35 Average Gain / Average Loss0.67 Profit / Loss Ratio0.07 Downside Deviation (10%)1.473.53 Downside Deviation (5%)1.282.69 Downside Deviation (0%)1.242.49 Sortino Ratio (10%)-0.65-0.90 Sortino Ratio (5%)-0.49-0.82 Sortino Ratio (0%)-0.44-0.78 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