ReSolve Asset Management Inc. : Resolve Acorn Diversified Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 10.46% Oct Performance -0.03% Min Investment $ 10k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 15.01% Sharpe (RFR=1%) 0.21 CAROR 3.09% Assets $ 21.3M Worst DD -50.29 S&P Correlation -0.05 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since7/2005 Resolve Acorn Diversified Program -0.03 -0.36 10.46 10.77 -32.99 -33.18 -11.46 54.78 S&P 500 2.04 1.92 21.16 12.01 41.41 48.99 190.12 143.58 +/- S&P 500 -2.07 -2.28 -10.70 -1.24 -74.40 -82.17 -201.58 -88.80 Strategy Description SummaryThe objective of the Acorn Diversified Program is to deliver long‐term capital appreciation as well as a diversification benefit through low correlation to equity, bond and real estate investments. Acorn Global Investments, founded in 2005, is an alternative investment manager that... Read More Account & Fees Type Fund Minimum Investment $ 10k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 4000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 1.00% 1-3 Months 20.00% 1-30 Days 79.00% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Counter-trend 20.00% Trend-following 80.00% Composition Currency Futures 13.00% Precious Metals 13.00% Energy 13.00% Interest Rates 13.00% Grains 12.00% Livestock 12.00% Softs 12.00% Stock Indices 12.00% SummaryThe objective of the Acorn Diversified Program is to deliver long‐term capital appreciation as well as a diversification benefit through low correlation to equity, bond and real estate investments. Acorn Global Investments, founded in 2005, is an alternative investment manager that identifies early stage opportunities in global futures markets. With institutional infrastructure and extensive experience, we serve institutions, advisors and individuals from around the world. Acorn has two offices in Canada, located in Oakville, Ontario, and in Montreal, Quebec.Investment StrategyPlease visit www.acorn.ca for further details. The Acorn Diversified Program is available through a Canadian Trust, U.S. LLC, and Managed Accounts.Risk ManagementPlease visit www.acorn.ca for further details. 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 -50.29 35 - 2/1/2016 1/1/2019 -22.96 4 15 4/1/2006 8/1/2006 -18.41 21 12 7/1/2008 4/1/2010 -16.93 12 12 4/1/2011 4/1/2012 -11.76 7 4 3/1/2015 10/1/2015 -11.03 4 3 2/1/2014 6/1/2014 -7.19 4 5 5/1/2013 9/1/2013 -7.02 1 2 9/1/2005 10/1/2005 -5.51 2 1 3/1/2008 5/1/2008 -0.44 1 1 11/1/2007 12/1/2007 -0.40 1 1 9/1/2014 10/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 38.41 6 11/1/2005 4/1/2006 30.27 3 1/1/2008 3/1/2008 23.58 4 8/1/2007 11/1/2007 17.26 5 9/1/2006 1/1/2007 16.72 5 11/1/2014 3/1/2015 16.22 5 10/1/2013 2/1/2014 13.89 2 1/1/2016 2/1/2016 12.58 3 7/1/2014 9/1/2014 12.00 3 8/1/2010 10/1/2010 10.71 3 3/1/2013 5/1/2013 10.03 1 5/1/2012 5/1/2012 9.90 3 6/1/2019 8/1/2019 9.89 1 9/1/2012 9/1/2012 9.24 2 6/1/2008 7/1/2008 8.36 3 7/1/2005 9/1/2005 8.24 3 4/1/2007 6/1/2007 7.92 3 2/1/2019 4/1/2019 7.56 1 12/1/2010 12/1/2010 7.51 1 1/1/2013 1/1/2013 7.46 2 7/1/2011 8/1/2011 6.18 1 4/1/2011 4/1/2011 5.25 1 10/1/2008 10/1/2008 4.72 2 7/1/2015 8/1/2015 4.56 1 11/1/2015 11/1/2015 4.41 2 5/1/2010 6/1/2010 3.92 2 8/1/2009 9/1/2009 3.80 1 8/1/2018 8/1/2018 3.76 1 6/1/2016 6/1/2016 2.97 1 11/1/2016 11/1/2016 2.65 1 3/1/2010 3/1/2010 2.62 1 2/1/2011 2/1/2011 2.32 1 1/1/2018 1/1/2018 2.30 1 12/1/2018 12/1/2018 2.21 1 12/1/2009 12/1/2009 1.59 1 7/1/2012 7/1/2012 1.06 1 3/1/2012 3/1/2012 0.72 1 11/1/2011 11/1/2011 0.21 2 7/1/2013 8/1/2013 0.17 1 4/1/2018 4/1/2018 0.12 1 5/1/2015 5/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -34.93 13 12/1/2016 12/1/2017 -22.96 4 5/1/2006 8/1/2006 -13.24 2 8/1/2008 9/1/2008 -12.24 4 7/1/2016 10/1/2016 -11.03 4 3/1/2014 6/1/2014 -9.59 2 9/1/2015 10/1/2015 -9.57 2 5/1/2011 6/1/2011 -9.51 3 9/1/2018 11/1/2018 -8.52 2 2/1/2007 3/1/2007 -7.66 3 12/1/2011 2/1/2012 -7.63 3 3/1/2016 5/1/2016 -7.47 2 10/1/2009 11/1/2009 -7.19 1 9/1/2013 9/1/2013 -7.02 1 10/1/2005 10/1/2005 -6.18 2 9/1/2011 10/1/2011 -5.51 2 4/1/2008 5/1/2008 -4.90 3 10/1/2012 12/1/2012 -4.86 3 5/1/2018 7/1/2018 -4.68 9 11/1/2008 7/1/2009 -4.50 1 2/1/2013 2/1/2013 -4.39 2 1/1/2010 2/1/2010 -4.35 1 7/1/2007 7/1/2007 -3.96 1 6/1/2015 6/1/2015 -3.38 2 9/1/2019 10/1/2019 -3.36 2 2/1/2018 3/1/2018 -3.34 1 12/1/2015 12/1/2015 -3.07 1 4/1/2015 4/1/2015 -3.06 1 4/1/2012 4/1/2012 -2.82 1 4/1/2010 4/1/2010 -2.58 1 1/1/2019 1/1/2019 -2.57 1 8/1/2012 8/1/2012 -2.38 1 11/1/2010 11/1/2010 -2.21 1 6/1/2012 6/1/2012 -2.09 1 1/1/2011 1/1/2011 -1.68 1 3/1/2011 3/1/2011 -1.25 1 7/1/2010 7/1/2010 -1.05 1 5/1/2019 5/1/2019 -0.44 1 12/1/2007 12/1/2007 -0.40 1 10/1/2014 10/1/2014 -0.21 1 6/1/2013 6/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods172.00170.00167.00161.00155.00149.00137.00125.00113.00 Percent Profitable48.2648.8250.3055.2860.6567.7972.2669.6073.45 Average Period Return0.351.072.163.455.577.7311.9916.3122.16 Average Gain3.857.5611.7915.7720.0122.7028.5335.4139.26 Average Loss-3.16-5.44-7.78-11.77-16.67-23.75-31.11-27.44-25.15 Best Period12.1030.2751.3465.9372.9182.1593.4779.5585.27 Worst Period-13.80-22.29-24.06-34.54-41.20-44.18-49.22-47.68-39.95 Standard Deviation4.338.2012.7218.7423.6827.1032.7933.8333.72 Gain Standard Deviation2.965.8810.0514.7816.8916.7920.2018.6820.06 Loss Standard Deviation2.404.375.789.7612.9314.8015.2214.1510.06 Sharpe Ratio (1%)0.060.100.130.130.170.210.270.360.51 Average Gain / Average Loss1.221.391.521.341.200.960.921.291.56 Profit / Loss Ratio1.231.411.571.661.852.012.392.954.32 Downside Deviation (10%)2.975.538.1913.0117.3021.1126.2528.3828.29 Downside Deviation (5%)2.784.977.0210.7213.9616.8219.6519.0016.40 Downside Deviation (0%)2.744.836.7310.2013.2015.8418.1916.9713.92 Sortino Ratio (10%)-0.02-0.03-0.04-0.12-0.12-0.12-0.14-0.18-0.19 Sortino Ratio (5%)0.090.160.240.230.290.340.460.641.04 Sortino Ratio (0%)0.130.220.320.340.420.490.660.961.59 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 4 11.60 2/2014 Systematic Trader Index Month 5 11.60 2/2014 IASG CTA Index Month 7 11.60 2/2014 Diversified Trader Index Month 7 11.60 2/2014 Diversified Trader Index Month 4 9.96 9/2012 IASG CTA Index Month 2 9.96 9/2012 Trend Following Strategy Index Month 2 9.96 9/2012 Systematic Trader Index Month 3 9.96 9/2012 Trend Following Strategy Index Month 8 2.21 12/2009 Trend Following Strategy Index Month 5 2.02 7/2008 Trend Following Strategy Index Month 10 1.85 8/2007 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