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/ Molinero Capital Management LLP / Briarwood Molinero Combined Futures Program

Molinero Capital Management LLP : Briarwood Molinero Combined Futures Program

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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 YTD 1yr 3yr 5yr 10yr Since
7/2005
Briarwood Molinero Combined Futures Program 0.00 - - - - -15.45 -6.00 51.20
S&P 500 1.82 - - - - 78.02 57.83 255.79
+/- S&P 500 -1.82 - - - - -93.47 -63.82 -204.59

Strategy Description

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... 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%
Strategy Pie Chart

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%
Composition Pie Chart

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].

   

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

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
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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
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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
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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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