Molinero Capital Management LLP : Briarwood Molinero Combined Futures Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Since7/2005 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 SummaryThe 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... Read More 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% SummaryThe 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: {{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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods138.00136.00133.00127.00121.00115.00103.0091.0079.00 Percent Profitable50.0055.8856.3963.7868.6067.8367.9665.9367.09 Average Period Return0.361.112.495.498.6811.2113.1313.3914.41 Average Gain3.225.618.8413.3216.9519.8023.6523.5224.22 Average Loss-2.57-4.58-5.72-8.29-9.38-6.90-9.17-6.21-5.58 Best Period11.3927.0737.3040.3243.4843.5652.9548.4552.93 Worst Period-6.60-13.06-16.13-23.15-22.21-14.60-19.19-14.47-15.63 Standard Deviation3.536.599.8313.4916.3816.9420.1717.8019.99 Gain Standard Deviation2.274.717.829.6712.4113.5215.4112.9817.11 Loss Standard Deviation1.833.474.796.256.374.585.464.074.26 Sharpe Ratio (1%)0.080.130.200.330.440.540.500.520.47 Average Gain / Average Loss1.251.221.551.611.812.872.583.784.34 Profit / Loss Ratio1.291.552.002.833.956.055.477.338.85 Downside Deviation (10%)2.434.496.278.8710.3910.5615.1517.6422.33 Downside Deviation (5%)2.243.945.176.727.055.677.556.476.65 Downside Deviation (0%)2.193.814.916.226.334.686.014.314.00 Sortino Ratio (10%)-0.02-0.030.000.060.100.09-0.17-0.46-0.59 Sortino Ratio (5%)0.120.220.390.671.021.621.341.441.40 Sortino Ratio (0%)0.160.290.510.881.372.402.183.103.60 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. x {{title}} x {{title}} Add Cancel