Sunrise Capital Partners : Sunrise Evolution Program

Year-to-Date: N / A
Nov Performance: 2.08%

Min Investment: $ 500k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 9.86%
Sharpe (RFR=0%): 0.01
CAROR: 0.60%

Assets: $ 1k
Worst DD: -33.08
S&P Correlation: 0.34

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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	Nov	Qtr	YTD	1yr	3yr	5yr	10yr	Since 1/2013
Sunrise Evolution Program	2.08	-	-	9.21	-19.04	-24.36	-	4.22
S&P 500	3.40	-	-	13.79	41.40	50.37	-	101.14
+/- S&P 500	-1.32	-	-	-4.58	-60.44	-74.73	-	-96.93

Strategy Description

Summary

Account & Fees

Type	Fund
Minimum Investment	$ 500k
Trading Level Incremental Increase	$ 50k
CTA Max Funding Factor
Management Fee	2.00%
Performance Fee	20.00%
Average Commission	$5.50
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	500 RT/YR/$M
Avg. Margin-to-Equity	9%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus	Diversified Traders

Holding Periods

Over 12 Months	7.00%
4-12 Months	29.00%
1-3 Months	22.00%
1-30 Days	42.00%
Intraday	0%

Decision-Making

Discretionary	0%
Systematic	100.00%

Strategy

Trend-following: 100.00%

Composition

Stock Indices: 32.00%
SSF: 18.00%
Interest Rates: 12.00%
Currency Futures: 10.00%
Industrial Metals: 8.00%
Precious Metals: 6.00%
Energy: 6.00%
Currency FX: 4.00%
Softs: 2.00%
Grains: 1.00%
Livestock: 1.00%

Summary

The Sunrise Evolution Program focuses a three decade legacy of investment success into what we believe is the most compelling and dynamic offering in our ﬁrm's rich history. Applying a unique blend of diversiﬁed systematic investment approaches across a wide range of global sectors, markets and time frames, Sunrise Evolution is designed to consistently capture an array of market inefﬁciencies and deliver to investors a regular stream of alpha that has a low correlation to traditional investment strategies.

Investment Strategy

The Sunrise Evolution Program is Sunrise’s Flagship trading program and currently follows six sectors of investable assets – equities, fixed income, metals, energy, agricultural and minor and major currencies and their cross rates (both futures and FX Forwards). Within those sectors, the Program trades a total of approximately 85 markets and market relationships. Given liquidity constraints in certain commodity markets, Sunrise may restrict money under management for this program.

Risk Management

Like any macro investment strategy, there will be periods in which our Program suffers drawdowns. We expect the maximum drawdown to be in the range of 8 to 10%.

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Index: Chart Type:

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

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
-33.08	52	-	3/1/2015	7/1/2019
-4.89	1	7	12/1/2013	1/1/2014
-4.13	1	1	1/1/2013	2/1/2013
-3.78	1	1	9/1/2014	10/1/2014
-3.15	2	1	7/1/2013	9/1/2013

Consecutive Gains

Run-up	Length (Mos.)	Start	End
14.09	5	11/1/2014	3/1/2015
13.86	5	3/1/2013	7/1/2013
10.37	3	10/1/2013	12/1/2013
7.42	4	10/1/2017	1/1/2018
7.05	1	8/1/2019	8/1/2019
6.64	2	8/1/2014	9/1/2014
5.58	3	1/1/2016	3/1/2016
5.43	1	1/1/2013	1/1/2013
4.45	4	6/1/2018	9/1/2018
3.98	2	10/1/2019	11/1/2019
3.60	3	4/1/2014	6/1/2014
2.61	1	11/1/2016	11/1/2016
2.41	1	4/1/2018	4/1/2018
1.52	1	9/1/2015	9/1/2015
1.46	1	11/1/2015	11/1/2015
1.40	1	5/1/2017	5/1/2017
1.33	1	7/1/2016	7/1/2016
1.20	1	2/1/2017	2/1/2017
0.84	1	6/1/2019	6/1/2019
0.76	1	2/1/2014	2/1/2014
0.24	1	5/1/2015	5/1/2015
0.04	1	4/1/2019	4/1/2019

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-20.04	6	10/1/2018	3/1/2019
-7.75	3	6/1/2015	8/1/2015
-7.40	2	2/1/2018	3/1/2018
-6.30	4	6/1/2017	9/1/2017
-4.89	1	1/1/2014	1/1/2014
-4.17	3	4/1/2016	6/1/2016
-4.13	1	2/1/2013	2/1/2013
-3.88	1	5/1/2019	5/1/2019
-3.78	1	10/1/2014	10/1/2014
-3.36	1	10/1/2015	10/1/2015
-3.29	1	5/1/2018	5/1/2018
-3.15	2	8/1/2013	9/1/2013
-2.82	3	8/1/2016	10/1/2016
-2.57	1	4/1/2015	4/1/2015
-1.89	1	7/1/2019	7/1/2019
-1.45	2	3/1/2017	4/1/2017
-0.85	2	12/1/2016	1/1/2017
-0.83	1	9/1/2019	9/1/2019
-0.80	1	7/1/2014	7/1/2014
-0.75	1	12/1/2015	12/1/2015
-0.55	1	3/1/2014	3/1/2014

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	83.00	81.00	78.00	72.00	66.00	60.00	48.00	36.00
Percent Profitable	53.01	49.38	55.13	41.67	42.42	40.00	43.75	52.78
Average Period Return	0.09	0.14	-0.24	-1.10	-1.06	-1.07	-3.09	-3.96
Average Gain	2.14	4.13	4.80	8.69	11.10	13.63	11.66	10.27
Average Loss	-2.23	-3.75	-6.42	-8.10	-10.01	-10.87	-14.56	-19.87
Best Period	7.05	13.30	16.26	23.02	26.56	39.31	29.05	27.54
Worst Period	-8.96	-16.56	-20.04	-23.29	-27.13	-25.87	-26.67	-30.74
Standard Deviation	2.85	5.22	7.38	10.86	13.03	15.34	15.22	17.85
Gain Standard Deviation	1.79	3.28	4.34	6.89	8.27	11.59	7.69	8.34
Loss Standard Deviation	1.86	3.54	5.34	7.10	7.37	7.84	7.79	10.46
Sharpe Ratio (1%)	0.00	-0.02	-0.10	-0.19	-0.20	-0.20	-0.40	-0.45
Average Gain / Average Loss	0.96	1.10	0.75	1.07	1.11	1.25	0.80	0.52
Profit / Loss Ratio	1.09	1.07	0.92	0.77	0.82	0.84	0.62	0.58
Downside Deviation (10%)	2.20	4.34	6.95	11.43	14.60	17.65	23.96	30.96
Downside Deviation (5%)	2.02	3.78	5.82	8.77	10.34	11.64	14.39	17.88
Downside Deviation (0%)	1.98	3.65	5.56	8.18	9.39	10.33	12.34	15.33
Sortino Ratio (10%)	-0.14	-0.25	-0.39	-0.53	-0.59	-0.64	-0.79	-0.82
Sortino Ratio (5%)	0.00	-0.03	-0.13	-0.24	-0.25	-0.26	-0.43	-0.45
Sortino Ratio (0%)	0.05	0.04	-0.04	-0.13	-0.11	-0.10	-0.25	-0.26

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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Sunrise Capital Partners : Sunrise Evolution Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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