PRIM' Alternative Investment : PRIM Energies

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

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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	Jun	Qtr	2020	1yr	3yr	5yr	10yr	Since 5/2005
PRIM Energies	2.37	-	-	-	-	-	12.11	14.95
S&P 500	-1.50	-	-	-	-	-	64.80	211.98
+/- S&P 500	3.87	-	-	-	-	-	-52.70	-197.03

Strategy Description

Summary

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%

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.

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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

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Sharpe Ratio: (RF=1%)
Skewness:
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Reward
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Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	98.00	96.00	93.00	87.00	81.00	75.00	63.00	51.00	39.00
Percent Profitable	56.12	60.42	59.14	55.17	61.73	61.33	42.86	29.41	25.64
Average Period Return	0.54	1.98	3.81	6.23	6.37	7.02	2.69	-8.51	-12.48
Average Gain	6.40	12.57	19.03	29.74	28.48	32.17	45.54	33.44	10.74
Average Loss	-6.96	-14.19	-18.22	-22.71	-29.28	-32.89	-29.46	-25.99	-20.49
Best Period	25.69	38.21	50.45	94.83	132.50	86.83	110.39	83.70	22.72
Worst Period	-33.81	-57.36	-69.24	-63.90	-59.65	-63.17	-51.16	-55.29	-51.18
Standard Deviation	8.76	17.49	24.67	34.54	39.08	37.06	43.45	33.17	18.35
Gain Standard Deviation	4.80	9.74	13.09	23.23	30.36	20.37	30.76	29.94	7.99
Loss Standard Deviation	6.70	13.98	20.50	21.80	20.96	16.55	12.71	12.05	13.31
Sharpe Ratio (1%)	0.05	0.10	0.13	0.15	0.12	0.14	-0.01	-0.38	-0.96
Average Gain / Average Loss	0.92	0.89	1.04	1.31	0.97	0.98	1.55	1.29	0.52
Profit / Loss Ratio	1.18	1.35	1.51	1.61	1.57	1.55	1.16	0.54	0.18
Downside Deviation (10%)	6.56	13.02	18.50	23.50	26.20	28.71	35.51	41.51	44.01
Downside Deviation (5%)	6.40	12.56	17.62	21.43	22.92	23.94	26.32	27.15	24.81
Downside Deviation (0%)	6.36	12.45	17.40	20.94	22.15	22.81	24.20	24.01	20.96
Sortino Ratio (10%)	0.02	0.06	0.07	0.05	-0.05	-0.11	-0.37	-0.72	-0.91
Sortino Ratio (5%)	0.07	0.14	0.19	0.24	0.21	0.21	-0.01	-0.46	-0.71
Sortino Ratio (0%)	0.09	0.16	0.22	0.30	0.29	0.31	0.11	-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.

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PRIM' Alternative Investment : PRIM Energies

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

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PRIM' Alternative Investment : PRIM Energies

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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