e360 Power LLC : Flagship Strategy

Year-to-Date
51.35%
Oct Performance
-8.21%
Min Investment
$ 10,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
28.36%
Sharpe (RFR=1%)
0.70
CAROR
18.08%
Assets
$ 45.2M
Worst DD
-54.62
S&P Correlation
-0.16

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
11/2009
Flagship Strategy -8.21 -2.76 51.35 59.68 187.38 51.74 351.18 522.44
S&P 500 -2.77 -0.04 1.21 7.65 26.97 55.66 173.50 227.14
+/- S&P 500 -5.44 -2.72 50.14 52.03 160.41 -3.92 177.68 295.30

Strategy Description

Investment Strategy

e360 Power, LLC is an Austin, TX based asset management firm founded in 2009 designed to generate superior absolute returns through niche fundamental discretionary trading strategies in the North American electricity and natural gas markets. e360 Power, LLC focuses on bespoke... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 10,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
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

Fundamental
100.00%
Strategy Pie Chart

Composition

Energy
100.00%
Composition Pie Chart

Investment Strategy

e360 Power, LLC is an Austin, TX based asset management firm founded in 2009 designed to generate superior absolute returns through niche fundamental discretionary trading strategies in the North American electricity and natural gas markets. e360 Power, LLC focuses on bespoke financial energy exposures and offers its LP's returns that are not correlated to public markets. e360 Power's professionals have nearly 100 years of combined experience in deal structuring and risk management for hedge funds, private equity funds, investment banks and power generation businesses. Performance from November 2009 - January 2011 are taken from Managed Accounts and are net of all fees and expenses on an indicative 2/20 basis.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-54.62 22 25 2/1/2016 12/1/2017
-28.72 7 13 12/1/2011 7/1/2012
-22.43 3 6 4/1/2014 7/1/2014
-16.24 6 - 4/1/2020 10/1/2020
-11.83 3 4 11/1/2010 2/1/2011
-4.31 2 1 7/1/2015 9/1/2015
-4.03 1 1 11/1/2015 12/1/2015
-3.38 4 1 3/1/2010 7/1/2010
-3.14 1 2 3/1/2015 4/1/2015
-2.15 1 2 1/1/0001 11/1/2009
-0.93 1 1 1/1/2015 2/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
117.68 6 11/1/2019 4/1/2020
116.02 12 5/1/2013 4/1/2014
66.84 8 5/1/2011 12/1/2011
30.54 3 4/1/2019 6/1/2019
28.07 1 12/1/2018 12/1/2018
26.11 1 1/1/2018 1/1/2018
24.74 4 8/1/2010 11/1/2010
19.11 2 12/1/2014 1/1/2015
19.07 3 10/1/2016 12/1/2016
18.37 2 1/1/2016 2/1/2016
16.98 4 12/1/2009 3/1/2010
16.32 1 8/1/2012 8/1/2012
11.54 2 10/1/2015 11/1/2015
11.48 1 3/1/2012 3/1/2012
11.28 3 5/1/2015 7/1/2015
10.11 4 11/1/2012 2/1/2013
9.82 3 8/1/2014 10/1/2014
7.95 2 3/1/2018 4/1/2018
7.35 2 7/1/2016 8/1/2016
7.27 1 3/1/2011 3/1/2011
6.54 1 8/1/2017 8/1/2017
6.22 2 3/1/2017 4/1/2017
5.94 1 9/1/2020 9/1/2020
4.52 3 6/1/2018 8/1/2018
3.15 1 8/1/2019 8/1/2019
1.75 1 10/1/2018 10/1/2018
1.63 1 3/1/2015 3/1/2015
1.23 1 7/1/2020 7/1/2020
1.14 1 5/1/2016 5/1/2016
0.73 1 6/1/2010 6/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-28.81 1 6/1/2016 6/1/2016
-22.43 3 5/1/2014 7/1/2014
-21.18 4 4/1/2012 7/1/2012
-20.12 2 1/1/2017 2/1/2017
-20.04 3 5/1/2017 7/1/2017
-18.88 2 1/1/2012 2/1/2012
-17.71 4 9/1/2017 12/1/2017
-17.44 1 11/1/2018 11/1/2018
-14.70 2 3/1/2016 4/1/2016
-11.83 3 12/1/2010 2/1/2011
-8.21 1 10/1/2020 10/1/2020
-8.18 2 9/1/2012 10/1/2012
-8.15 1 8/1/2020 8/1/2020
-7.77 3 1/1/2019 3/1/2019
-7.36 2 5/1/2020 6/1/2020
-6.32 2 9/1/2019 10/1/2019
-6.10 1 4/1/2011 4/1/2011
-5.56 2 3/1/2013 4/1/2013
-4.31 2 8/1/2015 9/1/2015
-4.14 1 2/1/2018 2/1/2018
-4.03 1 12/1/2015 12/1/2015
-3.14 1 4/1/2015 4/1/2015
-2.95 2 4/1/2010 5/1/2010
-2.82 1 9/1/2018 9/1/2018
-2.81 1 9/1/2016 9/1/2016
-2.53 1 7/1/2019 7/1/2019
-2.15 1 11/1/2009 11/1/2009
-1.16 1 7/1/2010 7/1/2010
-0.93 1 2/1/2015 2/1/2015
-0.19 1 5/1/2018 5/1/2018
-0.16 1 11/1/2014 11/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods132.00130.00127.00121.00115.00109.0097.0085.0073.00
Percent Profitable59.0962.3170.8772.7371.3073.3972.1672.9493.15
Average Period Return1.735.4511.5523.2933.6741.7158.4476.3796.25
Average Gain6.6514.0821.7838.5454.7664.6790.07108.94103.86
Average Loss-5.38-8.82-13.34-17.39-18.75-21.63-23.56-11.43-7.19
Best Period28.0755.99117.68160.80199.89169.25188.90212.40283.08
Worst Period-28.81-34.37-34.07-40.52-46.12-47.20-42.70-22.14-18.50
Standard Deviation8.1914.7723.6536.7047.8952.3667.1170.9380.39
Gain Standard Deviation5.9110.6819.7230.9239.8940.7650.8554.1078.00
Loss Standard Deviation5.267.939.9310.3013.0815.049.496.806.62
Sharpe Ratio (1%)0.200.350.470.610.670.760.831.021.13
Average Gain / Average Loss1.231.601.632.222.922.993.829.5314.44
Profit / Loss Ratio1.782.643.975.917.268.259.9125.69196.36
Downside Deviation (10%)4.987.8310.0412.8415.7218.1721.3917.8610.01
Downside Deviation (5%)4.837.369.1510.9712.8614.3814.878.773.61
Downside Deviation (0%)4.797.258.9310.5112.1813.5113.376.882.44
Sortino Ratio (10%)0.260.540.901.421.661.732.003.076.85
Sortino Ratio (5%)0.340.711.212.032.502.763.738.2525.23
Sortino Ratio (0%)0.360.751.292.212.763.094.3711.1039.48

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.