Evertrend Asset LLC : everTrend Global, LLC

archived programs
Year-to-Date
N / A
Apr Performance
0.00%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
0.00%
Assets
$ 0k
Worst DD
N/A
S&P Correlation
0.00

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
7/2011
everTrend Global, LLC 0.00 - - - - - - 0.00
S&P 500 0.62 - - - - - - 168.07
+/- S&P 500 -0.62 - - - - - - -168.07

Strategy Description

Summary

everTrend Global is a macro fund designed to provide investors with an uncorrelated, flexible and diversified investment vehicle.... Read More

Account & Fees

Type Fund
Minimum Investment $ 100k
Trading Level Incremental Increase $ 50k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
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 Any Investor
Lock-up Period 0

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD -20.00%
Worst Peak-to-Trough 20.00%
Sector Focus Diversified Traders

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Summary

everTrend Global is a macro fund designed to provide investors with an uncorrelated, flexible and diversified investment vehicle.

Investment Strategy

EverTrend Global is a macro managed futures fund dedicated to providing investors with global exposure to a broad range of asset classes.

Risk Management

Multi Faceted Risk Management at the per trade and portfolio level Market Diversification Pre Defined Stop Loss Levels, which have limitations Consistent Money Management

   

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:
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Risk
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
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Average Gain:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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

Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

Run-up Length (Mos.) Start End
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods34.0032.0029.0023.0017.00
Percent Profitable0.000.000.000.000.00
Average Period Return0.000.000.000.000.00
Average Gain
Average Loss
Best Period0.000.000.000.000.00
Worst Period0.000.000.000.000.00
Standard Deviation0.000.000.000.000.00
Gain Standard Deviation
Loss Standard Deviation
Sharpe Ratio (1%)
Average Gain / Average Loss
Profit / Loss Ratio
Downside Deviation (10%)0.411.232.475.007.59
Downside Deviation (5%)0.080.250.501.001.50
Downside Deviation (0%)
Sortino Ratio (10%)-1.00-1.00-1.00-1.00-1.00
Sortino Ratio (5%)-1.00-1.00-1.00-1.00-1.00
Sortino Ratio (0%)

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.