Sunrise Capital Partners : Sunrise Evolution Program

Year-to-Date
4.13%
Apr Performance
0.04%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
9.69%
Sharpe (RFR=1%)
-0.07
CAROR
-0.11%
Assets
$ 674.4M
Worst DD
-29.65
S&P Correlation
0.36

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
1/2013
Sunrise Evolution Program 0.04 -2.38 -4.13 -19.19 -23.61 -17.13 - -0.72
S&P 500 3.93 8.94 17.51 11.24 41.19 54.79 - 94.65
+/- S&P 500 -3.89 -11.32 -21.64 -30.44 -64.80 -71.92 - -95.37

Strategy Description

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,... 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%
Strategy Pie Chart

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%
Composition Pie Chart

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%.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-29.65 48 - 3/1/2015 3/1/2019
-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
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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
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
3.60 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
0.76 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
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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
-3.78 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
-1.45 2 3/1/2017 4/1/2017
-0.85 2 12/1/2016 1/1/2017
-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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods76.0074.0071.0065.0059.0053.0041.0029.00
Percent Profitable52.6348.6554.9346.1547.4645.2851.2265.52
Average Period Return0.030.04-0.100.531.161.490.160.91
Average Gain2.063.994.948.6911.1013.6311.6610.27
Average Loss-2.23-3.71-6.23-6.46-7.82-8.55-11.92-16.88
Best Period6.8513.3016.2623.0226.5639.3129.0527.54
Worst Period-8.96-16.56-20.04-21.51-19.39-22.25-25.14-29.65
Standard Deviation2.805.237.449.8911.8614.4014.0116.26
Gain Standard Deviation1.693.384.406.898.2711.597.698.34
Loss Standard Deviation1.903.675.525.895.916.657.1712.15
Sharpe Ratio (1%)-0.02-0.04-0.08-0.05-0.03-0.04-0.21-0.19
Average Gain / Average Loss0.931.080.791.351.421.590.980.61
Profit / Loss Ratio1.031.020.971.151.281.321.031.16
Downside Deviation (10%)2.234.396.929.5412.1415.0320.6326.06
Downside Deviation (5%)2.053.845.816.947.979.1911.5314.06
Downside Deviation (0%)2.013.715.556.377.067.969.6512.00
Sortino Ratio (10%)-0.17-0.27-0.37-0.47-0.53-0.58-0.76-0.79
Sortino Ratio (5%)-0.03-0.06-0.10-0.07-0.04-0.06-0.25-0.22
Sortino Ratio (0%)0.010.01-0.020.080.160.190.020.08

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.