Molinero Capital Management LLP : Briarwood Molinero Combined Futures Program

Year-to-Date: N / A
Dec Performance: 0.00%

Min Investment: $ 1,500k
Mgmt. Fee: 1.00%
Perf. Fee: 20.00%

Annualized Vol: 12.24%
Sharpe (RFR=1%): 0.27
CAROR: 3.66%

Assets: $ 30.0M
Worst DD: -25.18
S&P Correlation: -0.10

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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	Since 7/2005
Briarwood Molinero Combined Futures Program	0.00	-	-	-	-	-17.96	-6.40	51.20
S&P 500	1.82	-	-	-	-	78.02	57.83	201.19
+/- S&P 500	-1.82	-	-	-	-	-95.98	-64.23	-149.99

Strategy Description

Summary

Account & Fees

Type	Managed Account
Minimum Investment	$ 1,500k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor	2.50
Management Fee	1.00%
Performance Fee	20.00%
Average Commission	$1.50
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	2100 RT/YR/$M
Avg. Margin-to-Equity	12%
Targeted Worst DD	-25.00%
Worst Peak-to-Trough	22.00%
Sector Focus	Diversified Traders

Holding Periods

Over 12 Months	0%
4-12 Months	5.00%
1-3 Months	15.00%
1-30 Days	80.00%
Intraday	0%

Decision-Making

Discretionary	0%
Systematic	100.00%

Strategy

Counter-trend: 30.00%
Pattern Recognition: 30.00%
Technical: 10.00%
Trend-following: 30.00%

Composition

Currency Futures: 25.00%
Interest Rates: 25.00%
Stock Indices: 20.00%
Energy: 8.00%
Softs: 5.00%
VIX: 5.00%
Industrial Metals: 4.00%
Precious Metals: 4.00%
Grains: 4.00%

Summary

The Briarwood Molinero Combined Futures Program trades the combination (with equal weights) of the trading models in Briarwood Diversified and in Molinero Global Markets levered at 1.5x. For instance, a $10MM investment in the Combined Futures program would reflect a $7.5MM investment in Briarwood Diversified and another $7.5MM in Molinero Global Markets. The performance displayed in this report is the hypothetical composite track record as if you had invested in both BriarwoodDiversified and MolineroGlobalMarkets as follows 1.5x[50%BriarwoodDiversified+50%MolineroGlobalMarkets].

Compare to:

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Index: Chart Type:

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:

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
-25.18	9	-	2/1/2016	11/1/2016
-23.15	12	33	4/1/2011	4/1/2012
-15.66	12	14	2/1/2009	2/1/2010
-10.71	3	8	3/1/2015	6/1/2015
-6.60	3	5	4/1/2006	7/1/2006
-6.36	2	2	6/1/2007	8/1/2007
-5.93	3	5	2/1/2008	5/1/2008
-3.92	1	3	9/1/2005	10/1/2005
-3.09	2	1	1/1/2007	3/1/2007
-2.37	3	1	10/1/2007	1/1/2008
-0.74	1	1	7/1/2005	8/1/2005
-0.57	1	1	1/1/2006	2/1/2006
-0.26	1	1	11/1/2008	12/1/2008

Consecutive Gains

Run-up	Length (Mos.)	Start	End
42.29	10	6/1/2014	3/1/2015
16.54	4	10/1/2006	1/1/2007
12.07	3	4/1/2007	6/1/2007
10.74	4	7/1/2010	10/1/2010
10.20	2	9/1/2007	10/1/2007
9.99	4	11/1/2012	2/1/2013
9.66	2	1/1/2016	2/1/2016
9.48	3	9/1/2008	11/1/2008
8.58	1	5/1/2012	5/1/2012
8.10	2	3/1/2006	4/1/2006
7.45	3	11/1/2005	1/1/2006
6.27	2	3/1/2010	4/1/2010
6.23	1	7/1/2015	7/1/2015
6.13	1	2/1/2008	2/1/2008
6.03	3	10/1/2013	12/1/2013
5.27	1	4/1/2013	4/1/2013
5.13	2	1/1/2009	2/1/2009
5.12	1	11/1/2015	11/1/2015
5.12	1	9/1/2005	9/1/2005
4.73	1	4/1/2011	4/1/2011
4.50	1	12/1/2010	12/1/2010
4.09	1	9/1/2012	9/1/2012
3.86	2	6/1/2008	7/1/2008
3.41	1	2/1/2011	2/1/2011
2.70	1	7/1/2011	7/1/2011
2.37	1	7/1/2005	7/1/2005
2.32	1	11/1/2009	11/1/2009
2.24	1	8/1/2006	8/1/2006
2.18	1	9/1/2015	9/1/2015
2.18	1	7/1/2012	7/1/2012
1.79	1	5/1/2015	5/1/2015
1.77	1	6/1/2016	6/1/2016
1.74	2	8/1/2009	9/1/2009
0.52	1	2/1/2014	2/1/2014
0.34	1	12/1/2011	12/1/2011
0.02	1	6/1/2006	6/1/2006

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-15.45	6	7/1/2016	12/1/2016
-13.06	3	3/1/2016	5/1/2016
-12.47	5	3/1/2009	7/1/2009
-10.88	4	1/1/2012	4/1/2012
-10.36	4	8/1/2011	11/1/2011
-9.42	5	5/1/2013	9/1/2013
-6.66	2	5/1/2011	6/1/2011
-6.60	3	12/1/2009	2/1/2010
-6.60	1	6/1/2015	6/1/2015
-6.60	1	6/1/2012	6/1/2012
-6.36	2	7/1/2007	8/1/2007
-6.08	1	4/1/2015	4/1/2015
-5.93	3	3/1/2008	5/1/2008
-5.71	2	5/1/2010	6/1/2010
-5.43	1	10/1/2015	10/1/2015
-4.26	1	1/1/2014	1/1/2014
-3.92	1	10/1/2005	10/1/2005
-3.60	1	5/1/2006	5/1/2006
-3.27	1	10/1/2012	10/1/2012
-3.13	1	7/1/2006	7/1/2006
-3.09	2	2/1/2007	3/1/2007
-3.01	1	12/1/2015	12/1/2015
-2.98	1	8/1/2012	8/1/2012
-2.37	3	11/1/2007	1/1/2008
-2.06	1	8/1/2008	8/1/2008
-1.59	3	3/1/2014	5/1/2014
-1.51	1	11/1/2010	11/1/2010
-1.37	1	3/1/2013	3/1/2013
-0.89	1	10/1/2009	10/1/2009
-0.85	1	3/1/2011	3/1/2011
-0.74	1	8/1/2005	8/1/2005
-0.66	1	1/1/2011	1/1/2011
-0.57	1	2/1/2006	2/1/2006
-0.47	1	8/1/2015	8/1/2015
-0.33	1	9/1/2006	9/1/2006
-0.26	1	12/1/2008	12/1/2008

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	138.00	136.00	133.00	127.00	121.00	115.00	103.00	91.00	79.00
Percent Profitable	50.00	55.88	56.39	63.78	68.60	67.83	67.96	65.93	67.09
Average Period Return	0.36	1.11	2.49	5.49	8.68	11.21	13.13	13.39	14.41
Average Gain	3.22	5.61	8.84	13.32	16.95	19.80	23.65	23.52	24.22
Average Loss	-2.57	-4.58	-5.72	-8.29	-9.38	-6.90	-9.17	-6.21	-5.58
Best Period	11.39	27.07	37.30	40.32	43.48	43.56	52.95	48.45	52.93
Worst Period	-6.60	-13.06	-16.13	-23.15	-22.21	-14.60	-19.19	-14.47	-15.63
Standard Deviation	3.53	6.59	9.83	13.49	16.38	16.94	20.17	17.80	19.99
Gain Standard Deviation	2.27	4.71	7.82	9.67	12.41	13.52	15.41	12.98	17.11
Loss Standard Deviation	1.83	3.47	4.79	6.25	6.37	4.58	5.46	4.07	4.26
Sharpe Ratio (1%)	0.08	0.13	0.20	0.33	0.44	0.54	0.50	0.52	0.47
Average Gain / Average Loss	1.25	1.22	1.55	1.61	1.81	2.87	2.58	3.78	4.34
Profit / Loss Ratio	1.29	1.55	2.00	2.83	3.95	6.05	5.47	7.33	8.85
Downside Deviation (10%)	2.43	4.49	6.27	8.87	10.39	10.56	15.15	17.64	22.33
Downside Deviation (5%)	2.24	3.94	5.17	6.72	7.05	5.67	7.55	6.47	6.65
Downside Deviation (0%)	2.19	3.81	4.91	6.22	6.33	4.68	6.01	4.31	4.00
Sortino Ratio (10%)	-0.02	-0.03	0.00	0.06	0.10	0.09	-0.17	-0.46	-0.59
Sortino Ratio (5%)	0.12	0.22	0.39	0.67	1.02	1.62	1.34	1.44	1.40
Sortino Ratio (0%)	0.16	0.29	0.51	0.88	1.37	2.40	2.18	3.10	3.60

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.

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More Programs by Molinero Capital Management LLP

Program Name	CAROR
Global Markets Program	3.05%

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Molinero Capital Management LLP : Briarwood Molinero Combined Futures Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Molinero Capital Management LLP : Briarwood Molinero Combined Futures Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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