Laurel Ridge Capital Partners LLC : LRMFF Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 4.47% Apr Performance -2.03% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 15.61% Sharpe (RFR=1%) 0.74 CAROR 12.05% Assets $ 2.5M Worst DD -14.18 S&P Correlation 0.19 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since1/2014 LRMFF -2.03 -2.03 4.47 3.34 7.64 44.46 - 105.59 S&P 500 12.68 -9.71 -9.85 -1.14 20.91 38.23 - 72.15 +/- S&P 500 -14.71 7.68 14.32 4.48 -13.27 6.23 - 33.44 Strategy Description SummaryLaurel Ridge Managed Futures Fund LP (the “Fund”) is a diversified commodity pool. We employ a multi-strategy, systematic trading program using trend following strategies based on proprietary algorithms trading commodity futures. We seek to generate absolute returns that are not correlated... Read More Account & Fees Type Fund Minimum Investment $ 1,000k Trading Level Incremental Increase $ 250k 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 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 688 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD -5.00% Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 4.00% 1-30 Days 96.00% Intraday 0% Decision-Making Discretionary 3.00% Systematic 97.00% Strategy Momentum 8.00% Option-purchasing 2.00% Pattern Recognition 25.00% Seasonal/cyclical 20.00% Spreading/hedging 20.00% Trend-following 25.00% Composition Precious Metals 18.00% Energy 18.00% Currency FX 15.00% Grains 15.00% Livestock 15.00% Softs 12.00% Interest Rates 7.00% SummaryLaurel Ridge Managed Futures Fund LP (the “Fund”) is a diversified commodity pool. We employ a multi-strategy, systematic trading program using trend following strategies based on proprietary algorithms trading commodity futures. We seek to generate absolute returns that are not correlated to the equity markets. Investment StrategyThe Fund uses a multi-strategy, systematic approach that consists of four primary trend following and mean reversion strategies that are based on our own proprietary algorithms. • Trend Following: short, medium, long term • Mean Reversion Strategy • Seasonal Trends • Commitment of Traders (COT) Trends . Risk ManagementSignals are automatically generated by the proprietary algorithms for both entries and exits. The Fund employs numerous risk management techniques including hedging techniques and each position taken is sized to attempt avoiding exposure greater than 2% of the entire portfolio. 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 -14.18 3 4 10/1/2015 1/1/2016 -12.24 15 13 10/1/2017 1/1/2019 -9.34 2 1 1/1/0001 2/1/2014 -7.83 1 1 11/1/2014 12/1/2014 -7.77 3 4 1/1/2017 4/1/2017 -5.33 4 1 6/1/2016 10/1/2016 -3.39 2 3 5/1/2014 7/1/2014 -2.71 1 1 3/1/2014 4/1/2014 -2.54 1 1 5/1/2015 6/1/2015 -2.03 1 - 3/1/2020 4/1/2020 -1.93 1 1 7/1/2015 8/1/2015 -0.18 1 1 11/1/2016 12/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 33.96 5 2/1/2016 6/1/2016 26.07 5 1/1/2015 5/1/2015 16.58 1 5/1/2014 5/1/2014 13.77 6 5/1/2017 10/1/2017 13.42 2 10/1/2014 11/1/2014 12.51 6 10/1/2019 3/1/2020 12.48 2 9/1/2015 10/1/2015 10.45 1 3/1/2014 3/1/2014 6.38 1 6/1/2019 6/1/2019 5.68 1 11/1/2016 11/1/2016 4.92 1 1/1/2017 1/1/2017 4.34 1 7/1/2015 7/1/2015 3.74 3 2/1/2019 4/1/2019 2.39 1 8/1/2014 8/1/2014 0.91 1 12/1/2015 12/1/2015 0.56 2 10/1/2018 11/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -11.70 1 1/1/2016 1/1/2016 -9.34 2 1/1/2014 2/1/2014 -7.83 1 12/1/2014 12/1/2014 -7.77 3 2/1/2017 4/1/2017 -6.72 11 11/1/2017 9/1/2018 -6.44 2 12/1/2018 1/1/2019 -6.25 3 7/1/2019 9/1/2019 -5.33 4 7/1/2016 10/1/2016 -3.68 1 11/1/2015 11/1/2015 -3.39 2 6/1/2014 7/1/2014 -2.71 1 4/1/2014 4/1/2014 -2.54 1 6/1/2015 6/1/2015 -2.03 1 4/1/2020 4/1/2020 -1.93 1 8/1/2015 8/1/2015 -1.38 1 9/1/2014 9/1/2014 -0.79 1 5/1/2019 5/1/2019 -0.18 1 12/1/2016 12/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods5.0076.0074.0071.0065.0059.0053.0041.0029.00 Percent Profitable100.0051.3262.1667.6172.3177.9783.02100.00100.00 Average Period Return68.691.053.506.5912.8719.0025.1939.5353.83 Average Gain68.694.127.5410.8418.9725.5331.4139.5353.83 Average Loss-2.89-4.20-2.75-3.07-4.12-5.19 Best Period78.4816.5825.2732.1846.3868.1469.35117.48113.03 Worst Period60.41-11.70-14.18-6.72-6.53-8.96-9.111.2315.28 Standard Deviation6.794.517.209.0214.9920.9225.2433.4928.03 Gain Standard Deviation6.793.775.717.8713.1919.0623.1533.4928.03 Loss Standard Deviation2.523.412.261.803.323.34 Sharpe Ratio (1%)9.060.210.450.680.790.840.921.091.78 Average Gain / Average Loss1.431.793.956.176.206.05 Profit / Loss Ratio1.993.939.9716.1121.9429.60 Downside Deviation (10%)2.503.423.034.466.057.226.021.16 Downside Deviation (5%)2.352.962.032.333.043.250.36 Downside Deviation (0%)2.312.851.821.862.452.50 Sortino Ratio (10%)0.260.661.361.771.882.073.9527.72 Sortino Ratio (5%)0.411.103.005.095.767.14100.81 Sortino Ratio (0%)0.461.223.636.927.7710.08 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