PRIM' Alternative Investment : PRIM Energies

archived programs
Year-to-Date
N / A
Jun Performance
2.37%
Min Investment
$ 10k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
30.34%
Sharpe (RFR=1%)
0.18
CAROR
1.72%
Assets
$ 2.5M
Worst DD
-71.64
S&P Correlation
0.49

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
5/2005
PRIM Energies 2.37 - - - - - 25.96 14.95
S&P 500 -1.50 - - - - - 64.80 179.33
+/- S&P 500 3.87 - - - - - -38.85 -164.38

Strategy Description

Summary

-Investing in PRIM' EssenCiel is equivalent to directly invest in oil and refined products, with a daily liquidity. Today supply and demand equilibrium is fragile: China and India economical development, bottlenecks on the refining and shipment capacity, geopolitical tensions and Middle... Read More

Account & Fees

Type Fund
Minimum Investment $ 10k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $0
Available to US Investors No

Subscriptions

High Water Mark No
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Energy Traders

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Composition

Energy
100.00%
Composition Pie Chart

Summary

-Investing in PRIM' EssenCiel is equivalent to directly invest in oil and refined products, with a daily liquidity. Today supply and demand equilibrium is fragile: China and India economical development, bottlenecks on the refining and shipment capacity, geopolitical tensions and Middle East fears could easily lead to a further appreciation of energy prices. Globally, energies are progressively becoming a tactical asset for future. Financially speaking, their low correlation with traditional asset classes give them a huge diversification effect that make them essential in a portfolio allocation.

   

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:
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
-71.64 8 - 6/1/2008 2/1/2009
-33.03 17 9 8/1/2005 1/1/2007
-4.20 1 1 12/1/2007 1/1/2008
-2.14 1 1 10/1/2007 11/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
55.92 5 2/1/2008 6/1/2008
44.87 4 5/1/2005 8/1/2005
42.51 6 11/1/2010 4/1/2011
33.57 4 5/1/2009 8/1/2009
24.11 2 9/1/2007 10/1/2007
18.20 3 2/1/2010 4/1/2010
18.01 3 2/1/2007 4/1/2007
17.50 2 7/1/2012 8/1/2012
17.49 2 3/1/2006 4/1/2006
12.74 2 12/1/2005 1/1/2006
12.56 2 10/1/2011 11/1/2011
11.15 2 1/1/2012 2/1/2012
10.72 2 6/1/2007 7/1/2007
10.10 1 9/1/2010 9/1/2010
9.36 3 10/1/2009 12/1/2009
8.57 1 11/1/2006 11/1/2006
7.75 3 11/1/2012 1/1/2013
7.54 1 12/1/2007 12/1/2007
5.07 1 3/1/2009 3/1/2009
3.44 1 7/1/2011 7/1/2011
3.18 1 6/1/2006 6/1/2006
2.97 2 6/1/2010 7/1/2010
2.37 1 6/1/2013 6/1/2013
0.32 1 3/1/2013 3/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-71.64 8 7/1/2008 2/1/2009
-26.37 4 7/1/2006 10/1/2006
-21.64 3 9/1/2005 11/1/2005
-17.59 4 3/1/2012 6/1/2012
-15.61 1 5/1/2010 5/1/2010
-12.49 2 8/1/2011 9/1/2011
-11.52 2 5/1/2011 6/1/2011
-11.49 2 12/1/2006 1/1/2007
-9.93 1 2/1/2006 2/1/2006
-8.86 1 1/1/2010 1/1/2010
-8.76 2 4/1/2013 5/1/2013
-6.80 1 8/1/2010 8/1/2010
-6.51 1 9/1/2009 9/1/2009
-6.05 2 9/1/2012 10/1/2012
-4.20 1 1/1/2008 1/1/2008
-4.03 1 8/1/2007 8/1/2007
-2.14 1 11/1/2007 11/1/2007
-2.04 1 2/1/2013 2/1/2013
-1.93 1 12/1/2011 12/1/2011
-1.88 1 5/1/2006 5/1/2006
-0.85 1 4/1/2009 4/1/2009
-0.80 1 5/1/2007 5/1/2007
-0.06 1 10/1/2010 10/1/2010
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods98.0096.0093.0087.0081.0075.0063.0051.0039.00
Percent Profitable56.1260.4259.1455.1761.7361.3342.8629.4125.64
Average Period Return0.541.983.816.236.377.022.69-8.51-12.48
Average Gain6.4012.5719.0329.7428.4832.1745.5433.4410.74
Average Loss-6.96-14.19-18.22-22.71-29.28-32.89-29.46-25.99-20.49
Best Period25.6938.2150.4594.83132.5086.83110.3983.7022.72
Worst Period-33.81-57.36-69.24-63.90-59.65-63.17-51.16-55.29-51.18
Standard Deviation8.7617.4924.6734.5439.0837.0643.4533.1718.35
Gain Standard Deviation4.809.7413.0923.2330.3620.3730.7629.947.99
Loss Standard Deviation6.7013.9820.5021.8020.9616.5512.7112.0513.31
Sharpe Ratio (1%)0.050.100.130.150.120.14-0.01-0.38-0.96
Average Gain / Average Loss0.920.891.041.310.970.981.551.290.52
Profit / Loss Ratio1.181.351.511.611.571.551.160.540.18
Downside Deviation (10%)6.5613.0218.5023.5026.2028.7135.5141.5144.01
Downside Deviation (5%)6.4012.5617.6221.4322.9223.9426.3227.1524.81
Downside Deviation (0%)6.3612.4517.4020.9422.1522.8124.2024.0120.96
Sortino Ratio (10%)0.020.060.070.05-0.05-0.11-0.37-0.72-0.91
Sortino Ratio (5%)0.070.140.190.240.210.21-0.01-0.46-0.71
Sortino Ratio (0%)0.090.160.220.300.290.310.11-0.35-0.60

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.