Sunrise Capital Partners : Sunrise Evolution Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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=1%) 0.01 CAROR 0.60% Assets $ 1k Worst DD -33.08 S&P Correlation 0.34 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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since1/2013 Sunrise Evolution Program 2.08 - - - -12.29 -18.37 - 4.22 S&P 500 3.40 - - - 41.40 50.37 - 186.79 +/- S&P 500 -1.32 - - - -53.69 -68.75 - -182.57 Strategy Description SummaryThe 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,... Read More 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% SummaryThe 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 StrategyThe 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 ManagementLike 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%. 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 -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 Show More 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 Show More 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 Show More 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