DUNN Capital Management : D'Best Futures Fund, L.P. Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 16.21% Dec Performance 9.29% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 35.07% Sharpe (RFR=1%) 0.40 CAROR 9.21% Assets $ 49.0M Worst DD -52.07 S&P Correlation -0.15 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 Since6/1994 D'Best Futures Fund, L.P. 9.29 8.64 16.21 16.21 4.88 3.22 41.83 939.80 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 195.57 736.75 +/- S&P 500 5.58 -3.05 -0.05 -0.05 -35.60 -78.68 -153.75 203.04 Strategy Description SummaryD'Best Futures Fund, L.P. is a Delaware limited partnership, which began operations in June 1994. D'Best is a multi advisor pool which allocates its assets to five systematic trading programs, all of which trade global exchange listed futures contracts.... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 25.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 4000 RT/YR/$M Avg. Margin-to-Equity 18% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Pattern Recognition 34.00% Technical 14.00% Trend-following 52.00% Composition Interest Rates 26.00% Stock Indices 20.00% Softs 14.00% Currency Futures 13.00% Energy 12.00% Grains 6.00% Livestock 4.00% Precious Metals 3.00% Industrial Metals 2.00% SummaryD'Best Futures Fund, L.P. is a Delaware limited partnership, which began operations in June 1994. D'Best is a multi advisor pool which allocates its assets to five systematic trading programs, all of which trade global exchange listed futures contracts.Investment StrategyD'Best is a multi advisor pool which allocates its assets to five systematic trading programs. Each program uses a different strategy, ranging from short-term to long-term and from trend-following to pattern recognition.Risk ManagementSince inception, all Dunn programs have targeted a 1% probability of a -20% return or worse in any rolling one-month period. 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 -52.07 54 14 2/1/2003 8/1/2007 -47.40 22 8 9/1/1998 7/1/2000 -44.88 28 - 7/1/2016 11/1/2018 -38.33 7 3 6/1/1994 1/1/1995 -34.91 14 24 9/1/2011 11/1/2012 -34.76 13 7 12/1/2008 1/1/2010 -34.14 6 3 10/1/2001 4/1/2002 -28.77 7 3 1/1/1996 8/1/1996 -26.72 2 3 9/1/2002 11/1/2002 -25.13 3 8 3/1/2015 6/1/2015 -24.75 4 3 3/1/2001 7/1/2001 -22.54 3 14 3/1/1997 6/1/1997 -12.92 5 2 1/1/2011 6/1/2011 -11.49 3 1 2/1/2016 5/1/2016 -10.22 1 2 10/1/2010 11/1/2010 -10.04 1 3 8/1/1995 9/1/1995 -6.09 1 1 4/1/1995 5/1/1995 -4.86 1 1 1/1/2015 2/1/2015 -3.01 1 1 6/1/1995 7/1/1995 -2.14 1 1 8/1/2010 9/1/2010 -0.33 1 1 1/1/1997 2/1/1997 -0.25 1 1 11/1/1996 12/1/1996 Show More Consecutive Gains Run-up Length (Mos.) Start End 108.16 5 5/1/2002 9/1/2002 81.90 3 10/1/2000 12/1/2000 77.07 6 9/1/2007 2/1/2008 70.17 3 2/1/1995 4/1/1995 70.12 5 8/1/2008 12/1/2008 69.64 7 2/1/2019 8/1/2019 57.45 3 12/1/2002 2/1/2003 56.35 4 10/1/2017 1/1/2018 55.83 3 9/1/1996 11/1/1996 52.85 3 8/1/2001 10/1/2001 45.34 3 11/1/2014 1/1/2015 44.59 2 8/1/1998 9/1/1998 41.02 5 2/1/2010 6/1/2010 31.16 4 10/1/1995 1/1/1996 30.33 2 8/1/2014 9/1/2014 28.50 2 3/1/1996 4/1/1996 26.91 5 9/1/1997 1/1/1998 26.72 1 7/1/1997 7/1/1997 26.15 3 4/1/2007 6/1/2007 26.13 2 3/1/2006 4/1/2006 26.13 3 10/1/2013 12/1/2013 23.89 5 12/1/2012 4/1/2013 22.01 3 7/1/2011 9/1/2011 21.94 4 1/1/2020 4/1/2020 21.38 3 1/1/2004 3/1/2004 20.86 2 10/1/2004 11/1/2004 19.14 2 5/1/2005 6/1/2005 18.98 2 2/1/2001 3/1/2001 17.11 2 6/1/2016 7/1/2016 16.19 3 4/1/1999 6/1/1999 16.01 1 2/1/1999 2/1/1999 15.93 1 7/1/2015 7/1/2015 15.56 1 8/1/2010 8/1/2010 15.53 2 1/1/2016 2/1/2016 14.99 1 10/1/2010 10/1/2010 13.76 1 6/1/1994 6/1/1994 13.60 1 8/1/1995 8/1/1995 13.36 2 12/1/2010 1/1/2011 12.15 1 11/1/2015 11/1/2015 11.45 2 5/1/2008 6/1/2008 11.43 1 1/1/1997 1/1/1997 11.38 2 4/1/2009 5/1/2009 11.12 1 11/1/2009 11/1/2009 10.98 1 5/1/2003 5/1/2003 10.54 2 10/1/2005 11/1/2005 9.91 2 11/1/2020 12/1/2020 8.92 2 8/1/2009 9/1/2009 8.62 1 9/1/2015 9/1/2015 8.49 1 8/1/2003 8/1/2003 8.46 1 2/1/2017 2/1/2017 7.91 1 8/1/2000 8/1/2000 7.28 1 11/1/2006 11/1/2006 7.08 1 3/1/2015 3/1/2015 7.04 1 6/1/1995 6/1/1995 6.78 1 12/1/2018 12/1/2018 6.06 1 4/1/2018 4/1/2018 5.93 1 12/1/1998 12/1/1998 5.87 1 1/1/2007 1/1/2007 5.52 2 8/1/2018 9/1/2018 5.47 1 3/1/1998 3/1/1998 5.34 1 4/1/2011 4/1/2011 4.71 1 5/1/2015 5/1/2015 4.69 2 4/1/2012 5/1/2012 4.62 1 11/1/2019 11/1/2019 4.62 1 12/1/2016 12/1/2016 4.24 2 5/1/1998 6/1/1998 4.13 1 8/1/1999 8/1/1999 3.85 1 8/1/2004 8/1/2004 3.71 1 1/1/2000 1/1/2000 3.06 1 6/1/1996 6/1/1996 2.69 1 11/1/1999 11/1/1999 2.59 1 6/1/2018 6/1/2018 2.41 1 3/1/1997 3/1/1997 2.00 2 5/1/2014 6/1/2014 1.65 1 2/1/2009 2/1/2009 1.44 1 11/1/2011 11/1/2011 1.26 1 8/1/2020 8/1/2020 1.13 1 6/1/2013 6/1/2013 1.03 1 1/1/2012 1/1/2012 0.84 1 8/1/2013 8/1/2013 0.77 1 11/1/1994 11/1/1994 0.64 1 12/1/2001 12/1/2001 0.52 1 5/1/2001 5/1/2001 0.03 1 3/1/2005 3/1/2005 Show More Consecutive Losses Run-up Length (Mos.) Start End -30.70 4 7/1/1994 10/1/1994 -30.04 6 6/1/2012 11/1/2012 -29.68 2 2/1/2018 3/1/2018 -29.68 2 7/1/2007 8/1/2007 -28.70 2 12/1/2009 1/1/2010 -28.37 6 2/1/2000 7/1/2000 -28.26 4 4/1/2004 7/1/2004 -27.28 1 2/1/1996 2/1/1996 -26.72 2 10/1/2002 11/1/2002 -25.53 4 8/1/2016 11/1/2016 -23.69 2 9/1/2019 10/1/2019 -23.36 2 7/1/1996 8/1/1996 -22.78 2 3/1/2003 4/1/2003 -22.77 2 9/1/1999 10/1/1999 -22.67 1 11/1/2001 11/1/2001 -22.54 3 4/1/1997 6/1/1997 -21.93 7 3/1/2017 9/1/2017 -21.65 2 10/1/2018 11/1/2018 -21.59 6 5/1/2006 10/1/2006 -20.94 1 8/1/1997 8/1/1997 -19.26 1 4/1/1998 4/1/1998 -19.08 1 4/1/2001 4/1/2001 -18.56 2 6/1/2003 7/1/2003 -16.78 1 1/1/1999 1/1/1999 -16.62 2 2/1/2007 3/1/2007 -15.51 1 6/1/2015 6/1/2015 -15.38 4 1/1/2002 4/1/2002 -15.37 1 4/1/2015 4/1/2015 -15.21 2 10/1/1998 11/1/1998 -14.85 4 1/1/2014 4/1/2014 -14.76 2 6/1/2009 7/1/2009 -13.23 3 12/1/2004 2/1/2005 -12.53 4 9/1/2003 12/1/2003 -12.45 3 12/1/2005 2/1/2006 -11.69 2 12/1/1994 1/1/1995 -11.49 3 3/1/2016 5/1/2016 -10.74 2 2/1/2011 3/1/2011 -10.59 1 4/1/2005 4/1/2005 -10.22 1 11/1/2010 11/1/2010 -10.04 1 9/1/1995 9/1/1995 -9.52 1 7/1/2008 7/1/2008 -9.37 1 5/1/2018 5/1/2018 -9.10 3 7/1/2005 9/1/2005 -8.79 1 10/1/2009 10/1/2009 -8.61 2 3/1/2008 4/1/2008 -8.37 1 3/1/2009 3/1/2009 -7.79 1 12/1/2015 12/1/2015 -7.51 3 5/1/2020 7/1/2020 -7.49 2 6/1/2001 7/1/2001 -7.46 1 10/1/2011 10/1/2011 -7.43 2 9/1/2020 10/1/2020 -7.38 2 5/1/2011 6/1/2011 -6.93 1 7/1/1999 7/1/1999 -6.28 1 9/1/2013 9/1/2013 -6.27 1 1/1/2009 1/1/2009 -6.09 1 5/1/1995 5/1/1995 -6.05 1 10/1/2015 10/1/2015 -5.50 1 9/1/2000 9/1/2000 -5.20 1 12/1/1999 12/1/1999 -4.86 1 2/1/2015 2/1/2015 -4.37 1 10/1/2014 10/1/2014 -4.26 2 2/1/2012 3/1/2012 -4.06 1 1/1/2019 1/1/2019 -4.05 1 5/1/2013 5/1/2013 -3.97 1 2/1/1998 2/1/1998 -3.85 1 1/1/2017 1/1/2017 -3.76 1 7/1/2014 7/1/2014 -3.76 1 7/1/2010 7/1/2010 -3.55 1 3/1/1999 3/1/1999 -3.52 1 8/1/2015 8/1/2015 -3.50 1 5/1/1996 5/1/1996 -3.06 1 7/1/2018 7/1/2018 -3.01 1 12/1/2019 12/1/2019 -3.01 1 7/1/1995 7/1/1995 -2.55 1 7/1/2013 7/1/2013 -2.14 1 9/1/2010 9/1/2010 -2.11 1 12/1/2011 12/1/2011 -2.01 1 9/1/2004 9/1/2004 -1.30 1 7/1/1998 7/1/1998 -1.27 1 1/1/2001 1/1/2001 -0.33 1 2/1/1997 2/1/1997 -0.25 1 12/1/1996 12/1/1996 -0.03 1 12/1/2006 12/1/2006 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods319.00317.00314.00308.00302.00296.00284.00272.00260.00 Percent Profitable51.7250.1653.1861.6964.9063.8572.5481.2591.54 Average Period Return1.243.667.1213.8019.4925.9737.6048.9161.57 Average Gain8.7417.4423.9531.1638.1249.4157.7763.8368.37 Average Loss-6.79-10.22-12.01-14.16-14.97-15.44-15.66-15.72-12.01 Best Period34.4281.90113.67130.77164.49236.91217.04238.86187.03 Worst Period-28.35-25.42-34.14-43.58-40.10-46.36-42.30-42.28-36.35 Standard Deviation10.1218.7824.8831.7835.6344.2651.7752.8050.20 Gain Standard Deviation7.1516.6122.3427.8230.2038.6246.6147.0746.86 Loss Standard Deviation5.716.798.1911.039.969.7510.2310.9610.18 Sharpe Ratio (1%)0.110.180.270.400.500.540.670.851.12 Average Gain / Average Loss1.291.712.002.202.553.203.694.065.69 Profit / Loss Ratio1.381.722.273.544.715.659.7417.5961.57 Downside Deviation (10%)6.389.3911.3813.7114.6416.5717.6917.4613.68 Downside Deviation (5%)6.208.8010.2211.5911.3912.0111.159.775.78 Downside Deviation (0%)6.168.659.9311.0910.6410.969.788.274.54 Sortino Ratio (10%)0.130.260.410.640.810.951.231.572.48 Sortino Ratio (5%)0.190.390.651.101.582.003.104.599.77 Sortino Ratio (0%)0.200.420.721.241.832.373.845.9113.57 Top Performer Badges Index Award Type Rank Performance Period Systematic Trader Index Month 4 8.62 9/2015 Trend Following Strategy Index Month 5 8.62 9/2015 Diversified Trader Index Month 6 8.62 9/2015 IASG CTA Index Month 7 8.62 9/2015 IASG CTA Index Month 2 15.93 7/2015 Trend Following Strategy Index Month 2 15.93 7/2015 Systematic Trader Index Month 2 15.93 7/2015 Diversified Trader Index Month 2 15.93 7/2015 Diversified Trader Index Month 5 4.71 5/2015 Trend Following Strategy Index Month 4 4.71 5/2015 Systematic Trader Index Month 6 4.71 5/2015 IASG CTA Index Month 9 4.71 5/2015 Systematic Trader Index Month 10 7.08 3/2015 Diversified Trader Index Month 10 7.08 3/2015 Trend Following Strategy Index Month 6 7.08 3/2015 Trend Following Strategy Index Month 10 13.77 1/2015 Trend Following Strategy Index Month 2 19.86 11/2014 Diversified Trader Index Month 2 19.86 11/2014 Systematic Trader Index Month 2 19.86 11/2014 IASG CTA Index Month 2 19.86 11/2014 Trend Following Strategy Index Month 5 12.72 8/2014 Diversified Trader Index Month 5 12.72 8/2014 Systematic Trader Index Month 6 12.72 8/2014 IASG CTA Index Month 7 12.72 8/2014 IASG CTA Index Annual 7 37.63 2013 Trend Following Strategy Index Month 3 11.25 11/2013 Systematic Trader Index Month 3 11.25 11/2013 Diversified Trader Index Month 3 11.25 11/2013 IASG CTA Index Month 4 11.25 11/2013 Trend Following Strategy Index Month 5 8.45 10/2013 Systematic Trader Index Month 7 8.45 10/2013 IASG CTA Index Month 10 8.45 10/2013 Diversified Trader Index Month 10 8.45 10/2013 IASG CTA Index Month 10 7.30 2/2013 Diversified Trader Index Month 8 7.30 2/2013 Trend Following Strategy Index Month 8 7.30 2/2013 Systematic Trader Index Month 6 7.30 2/2013 Trend Following Strategy Index Month 8 14.25 7/2011 Systematic Trader Index Month 8 14.25 7/2011 Diversified Trader Index Month 9 14.25 7/2011 Trend Following Strategy Index Month 5 4.37 1/2011 Trend Following Strategy Index Month 8 14.99 10/2010 Systematic Trader Index Month 10 14.99 10/2010 Diversified Trader Index Month 10 14.99 10/2010 Trend Following Strategy Index Month 7 15.56 8/2010 Systematic Trader Index Month 8 15.56 8/2010 IASG CTA Index Month 9 15.56 8/2010 Diversified Trader Index Month 7 15.56 8/2010 Trend Following Strategy Index Month 9 8.28 4/2010 IASG CTA Index Month 6 13.81 2/2010 Systematic Trader Index Month 4 13.81 2/2010 Diversified Trader Index Month 3 13.81 2/2010 Trend Following Strategy Index Month 2 13.81 2/2010 IASG CTA Index Annual 4 126.74 2008 Trend Following Strategy Index Month 6 14.06 11/2008 IASG CTA Index Month 8 14.06 11/2008 Systematic Trader Index Month 8 14.06 11/2008 Diversified Trader Index Month 8 14.06 11/2008 Trend Following Strategy Index Month 9 7.36 5/2008 Trend Following Strategy Index Month 10 16.15 1/2008 Trend Following Strategy Index Month 9 7.36 6/2007 Diversified Trader Index Month 5 11.28 5/2007 IASG CTA Index Month 6 11.28 5/2007 Systematic Trader Index Month 5 11.28 5/2007 Trend Following Strategy Index Month 3 11.28 5/2007 Trend Following Strategy Index Month 7 5.87 1/2007 Diversified Trader Index Month 10 5.87 1/2007 Diversified Trader Index Month 10 7.28 11/2006 Systematic Trader Index Month 9 7.28 11/2006 Trend Following Strategy Index Month 8 7.28 11/2006 Diversified Trader Index Month 7 3.10 10/2005 Trend Following Strategy Index Month 7 3.10 10/2005 Systematic Trader Index Month 10 3.10 10/2005 IASG CTA Index Month 6 12.26 5/2005 Trend Following Strategy Index Month 6 12.26 5/2005 Systematic Trader Index Month 6 12.26 5/2005 Diversified Trader Index Month 6 12.26 5/2005 Trend Following Strategy Index Month 3 10.75 10/2004 Diversified Trader Index Month 4 10.75 10/2004 IASG CTA Index Month 5 10.75 10/2004 Systematic Trader Index Month 4 10.75 10/2004 Trend Following Strategy Index Month 10 3.85 8/2004 Systematic Trader Index Month 6 17.11 2/2004 Trend Following Strategy Index Month 6 17.11 2/2004 Diversified Trader Index Month 6 17.11 2/2004 IASG CTA Index Month 7 17.11 2/2004 IASG CTA Index Month 6 8.49 8/2003 Trend Following Strategy Index Month 4 8.49 8/2003 Diversified Trader Index Month 5 8.49 8/2003 Systematic Trader Index Month 3 8.49 8/2003 Systematic Trader Index Month 5 16.62 2/2003 Trend Following Strategy Index Month 5 16.62 2/2003 IASG CTA Index Month 6 16.62 2/2003 Diversified Trader Index Month 6 16.62 2/2003 Trend Following Strategy Index Month 10 12.07 1/2003 Trend Following Strategy Index Month 10 20.47 12/2002 IASG CTA Index Annual 7 55.49 2002 IASG CTA Index 3 Year 4 125.31 1999 - 2002 IASG CTA Index Month 2 18.10 9/2002 Trend Following Strategy Index Month 2 18.10 9/2002 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