Scully Capital Management, LLC : Poniente Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 5.05% Min Investment $ 2,500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 20.16% Sharpe (RFR=1%) 0.61 CAROR 11.90% Assets $ 18.0M Worst DD -24.04 S&P Correlation -0.13 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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since1/1999 Poniente Program 5.05 - - - - - -1.24 315.67 S&P 500 -5.68 - - - - - 7.52 204.32 +/- S&P 500 10.73 - - - - - -8.76 111.35 Strategy Description SummaryThe Poniente Program seeks to exploit behavior-induced market inefficiencies in global futures and foreign exchange markets. We believe that superior long-term results can be achieved by systematically exploiting the tendency of investors to under-react, over-react or become complacent... Read More Account & Fees Type Managed Account Minimum Investment $ 2,500k Trading Level Incremental Increase $ 100k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD -35.00% Worst Peak-to-Trough 24.04% Sector Focus Diversified Traders Holding Periods Over 12 Months 1.00% 4-12 Months 38.00% 1-3 Months 61.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Trend-following 100.00% Composition SummaryThe Poniente Program seeks to exploit behavior-induced market inefficiencies in global futures and foreign exchange markets. We believe that superior long-term results can be achieved by systematically exploiting the tendency of investors to under-react, over-react or become complacent to information.Investment StrategyThe Program employs a highly disciplined, rule-based trading approach that leads to consistent, rational trading decisions despite often irrational market conditions. The Poniente Program emphasizes medium to long term trading across a diverse spectrum of markets.Risk ManagementLong or short positions are initiated where risk is determined to be low relative to potential returns. The Poniente Program employs sophisticated market-specific and inter-market risk management strategies in an effort to mitigate portfolio volatility and drawdown. 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 -24.04 5 6 11/1/2009 4/1/2010 -22.04 21 31 5/1/2003 2/1/2005 -18.13 10 15 4/1/2001 2/1/2002 -16.15 3 - 4/1/2011 7/1/2011 -14.85 5 3 2/1/2008 7/1/2008 -12.49 4 1 12/1/2008 4/1/2009 -10.23 4 2 5/1/2009 9/1/2009 -9.26 1 3 12/1/2010 1/1/2011 -4.52 5 2 7/1/1999 12/1/1999 -3.17 1 4 6/1/2000 7/1/2000 -2.62 1 1 10/1/2010 11/1/2010 -0.91 1 1 2/1/1999 3/1/1999 -0.54 1 1 5/1/1999 6/1/1999 -0.38 1 1 1/1/2001 2/1/2001 Show More Consecutive Gains Run-up Length (Mos.) Start End 83.74 6 9/1/2007 2/1/2008 65.03 5 8/1/2008 12/1/2008 27.54 3 8/1/2010 10/1/2010 20.36 2 4/1/2003 5/1/2003 18.70 6 1/1/2000 6/1/2000 16.50 2 10/1/2009 11/1/2009 15.81 1 5/1/2009 5/1/2009 15.17 3 11/1/2000 1/1/2001 12.61 1 4/1/2011 4/1/2011 12.46 1 2/1/2003 2/1/2003 12.42 4 3/1/2002 6/1/2002 11.21 4 8/1/2005 11/1/2005 9.25 4 3/1/2005 6/1/2005 9.17 1 12/1/2010 12/1/2010 9.07 4 11/1/2006 2/1/2007 7.59 4 4/1/2007 7/1/2007 7.45 2 10/1/2004 11/1/2004 7.06 2 3/1/2001 4/1/2001 6.52 2 5/1/2010 6/1/2010 6.23 2 11/1/2002 12/1/2002 6.22 1 4/1/2006 4/1/2006 5.10 1 10/1/2001 10/1/2001 5.05 1 8/1/2011 8/1/2011 4.99 2 4/1/1999 5/1/1999 4.47 1 2/1/2004 2/1/2004 4.20 2 1/1/1999 2/1/1999 4.19 1 8/1/2001 8/1/2001 3.31 1 2/1/2011 2/1/2011 3.26 1 5/1/2008 5/1/2008 2.99 1 8/1/2000 8/1/2000 2.74 1 8/1/2002 8/1/2002 2.59 1 7/1/1999 7/1/1999 2.54 1 7/1/2004 7/1/2004 2.27 1 2/1/2006 2/1/2006 1.88 1 6/1/2001 6/1/2001 1.70 1 2/1/2009 2/1/2009 1.66 1 7/1/2009 7/1/2009 1.61 1 9/1/2003 9/1/2003 1.19 1 12/1/2003 12/1/2003 0.97 2 8/1/2006 9/1/2006 0.85 1 5/1/2004 5/1/2004 0.65 1 11/1/1999 11/1/1999 Show More Consecutive Losses Run-up Length (Mos.) Start End -24.04 5 12/1/2009 4/1/2010 -16.15 3 5/1/2011 7/1/2011 -15.04 4 11/1/2001 2/1/2002 -11.40 3 12/1/2004 2/1/2005 -10.28 2 3/1/2008 4/1/2008 -10.13 2 9/1/2002 10/1/2002 -9.91 2 3/1/2009 4/1/2009 -9.35 3 6/1/2003 8/1/2003 -9.26 1 1/1/2011 1/1/2011 -8.09 2 6/1/2008 7/1/2008 -7.67 2 8/1/2009 9/1/2009 -6.77 3 5/1/2006 7/1/2006 -6.48 1 8/1/2007 8/1/2007 -6.44 2 10/1/2003 11/1/2003 -6.30 1 7/1/2001 7/1/2001 -4.99 1 3/1/2003 3/1/2003 -4.49 1 1/1/2009 1/1/2009 -4.36 1 6/1/2009 6/1/2009 -4.32 1 3/1/2006 3/1/2006 -4.05 2 3/1/2004 4/1/2004 -4.03 1 5/1/2001 5/1/2001 -3.95 1 1/1/2004 1/1/2004 -3.95 1 9/1/2001 9/1/2001 -3.58 2 12/1/2005 1/1/2006 -3.17 1 7/1/2000 7/1/2000 -3.09 1 3/1/2007 3/1/2007 -3.05 1 6/1/2004 6/1/2004 -3.04 3 8/1/1999 10/1/1999 -2.81 2 9/1/2000 10/1/2000 -2.72 2 8/1/2004 9/1/2004 -2.62 1 11/1/2010 11/1/2010 -2.51 1 1/1/2003 1/1/2003 -2.39 1 7/1/2005 7/1/2005 -2.16 1 12/1/1999 12/1/1999 -2.08 1 7/1/2002 7/1/2002 -1.35 1 10/1/2006 10/1/2006 -1.19 1 7/1/2010 7/1/2010 -0.91 1 3/1/1999 3/1/1999 -0.54 1 6/1/1999 6/1/1999 -0.43 1 3/1/2011 3/1/2011 -0.38 1 2/1/2001 2/1/2001 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods152.00150.00147.00141.00135.00129.00117.00105.0093.00 Percent Profitable55.2662.0062.5970.2180.7488.3788.0393.3397.85 Average Period Return1.103.306.8814.4522.1330.8350.1669.5980.23 Average Gain4.798.6014.3323.4829.2635.6757.5775.0082.00 Average Loss-3.46-5.35-5.57-6.85-7.77-6.00-4.32-6.13-0.60 Best Period26.1546.3883.7493.35150.80165.90182.74205.46207.94 Worst Period-9.87-19.75-23.19-19.67-16.79-15.20-9.44-9.95-1.04 Standard Deviation5.8210.5915.5923.3034.1842.6455.2769.2871.05 Gain Standard Deviation5.089.7715.1322.0934.3043.0654.8668.5770.79 Loss Standard Deviation2.494.304.365.005.153.912.612.830.63 Sharpe Ratio (1%)0.170.290.410.580.600.680.850.951.06 Average Gain / Average Loss1.391.612.573.433.765.9513.3212.23137.06 Profit / Loss Ratio1.712.624.308.0815.7845.2197.98171.206236.18 Downside Deviation (10%)3.074.835.597.057.376.558.5710.2610.34 Downside Deviation (5%)2.894.344.565.074.643.032.702.801.07 Downside Deviation (0%)2.844.214.314.614.072.421.731.720.11 Sortino Ratio (10%)0.230.430.791.341.973.144.014.685.09 Sortino Ratio (5%)0.350.701.402.654.459.5117.4323.4269.98 Sortino Ratio (0%)0.390.781.603.135.4412.7529.0140.41734.57 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