Sunrise Capital Partners : Sunrise Expanded Diversified Program

archived programsClosed to new investments
Year-to-Date
N / A
Mar Performance
0.00%
Min Investment
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
20.32%
Sharpe (RFR=1%)
0.48
CAROR
9.10%
Assets
$ 0k
Worst DD
-29.83
S&P Correlation
-0.07

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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since
1/1989
Sunrise Expanded Diversified Program 0.00 0.00 - -3.18 2.68 -14.36 16.51 1,069.84
S&P 500 -0.04 5.53 - 14.71 26.19 67.75 66.26 694.14
+/- S&P 500 0.04 -5.53 - -17.89 -23.51 -82.11 -49.75 375.70

Strategy Description

Investment Strategy

The Sunrise Expanded Diversified Program 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... Read More

Account & Fees

Type
Managed Account
Minimum Investment
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
No

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
4-12 Months
1-3 Months
1-30 Days
Intraday

Decision-Making

Discretionary
Systematic

Strategy

Composition

Investment Strategy

The Sunrise Expanded Diversified Program 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.

   

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
-29.83 9 30 7/1/1993 4/1/1994
-28.14 39 - 11/1/2009 2/1/2013
-26.48 4 4 12/1/1991 4/1/1992
-25.01 2 4 6/1/1991 8/1/1991
-24.42 4 3 6/1/1989 10/1/1989
-20.34 1 3 1/1/1989 2/1/1989
-19.32 2 5 6/1/2007 8/1/2007
-18.78 3 1 11/1/1990 2/1/1991
-17.81 5 4 8/1/1992 1/1/1993
-15.13 16 10 3/1/2004 7/1/2005
-13.47 4 5 10/1/2001 2/1/2002
-10.91 5 6 1/1/2000 6/1/2000
-9.94 1 2 4/1/1990 5/1/1990
-9.41 7 3 2/1/2003 9/1/2003
-8.61 2 2 9/1/2002 11/1/2002
-7.59 2 2 1/1/2007 3/1/2007
-7.00 2 2 6/1/2008 8/1/2008
-6.25 1 5 3/1/2001 4/1/2001
-6.21 4 3 5/1/2006 9/1/2006
-5.92 3 4 7/1/1997 10/1/1997
-5.68 2 3 9/1/1998 11/1/1998
-5.56 4 4 12/1/2008 4/1/2009
-5.27 4 3 6/1/1999 10/1/1999
-3.90 2 2 2/1/2008 4/1/2008
-2.86 1 1 5/1/1997 6/1/1997
-1.44 1 1 2/1/1999 3/1/1999
-1.34 1 1 4/1/1991 5/1/1991
-1.20 1 1 4/1/1999 5/1/1999
-0.74 1 1 1/1/1990 2/1/1990
-0.61 1 1 6/1/1998 7/1/1998
-0.53 1 1 9/1/2009 10/1/2009
-0.46 1 1 3/1/1997 4/1/1997
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Consecutive Gains

Run-up Length (Mos.) Start End
50.35 4 5/1/1992 8/1/1992
48.76 6 6/1/1990 11/1/1990
43.74 2 11/1/1991 12/1/1991
41.63 3 11/1/1989 1/1/1990
41.38 4 3/1/1989 6/1/1989
39.49 6 9/1/2007 2/1/2008
29.30 7 9/1/1996 3/1/1997
28.55 6 10/1/2000 3/1/2001
28.24 2 3/1/1991 4/1/1991
27.76 3 2/1/1995 4/1/1995
24.32 7 3/1/2002 9/1/2002
21.50 3 12/1/2002 2/1/2003
21.23 4 4/1/1993 7/1/1993
20.59 8 11/1/1997 6/1/1998
20.49 4 12/1/2003 3/1/2004
19.42 4 9/1/2008 12/1/2008
18.02 3 9/1/1994 11/1/1994
17.57 2 5/1/1994 6/1/1994
17.39 1 2/1/1993 2/1/1993
16.91 3 8/1/2001 10/1/2001
15.63 2 3/1/1990 4/1/1990
14.36 3 3/1/1996 5/1/1996
13.95 4 11/1/2014 2/1/2015
13.51 1 1/1/1989 1/1/1989
13.06 2 8/1/1998 9/1/1998
11.70 3 4/1/2007 6/1/2007
11.51 1 12/1/1993 12/1/1993
11.17 4 10/1/2006 1/1/2007
11.13 3 8/1/2010 10/1/2010
10.56 4 9/1/2004 12/1/2004
9.98 6 8/1/2005 1/1/2006
9.67 3 10/1/2013 12/1/2013
9.61 1 6/1/1991 6/1/1991
9.33 3 12/1/2010 2/1/2011
7.67 3 3/1/2006 5/1/2006
6.82 4 3/1/2013 6/1/2013
6.69 1 7/1/2012 7/1/2012
6.49 2 8/1/2014 9/1/2014
6.27 3 7/1/2011 9/1/2011
5.98 1 10/1/2003 10/1/2003
5.95 1 7/1/1997 7/1/1997
5.74 2 12/1/1995 1/1/1996
5.44 3 7/1/2009 9/1/2009
5.33 2 4/1/2003 5/1/2003
5.31 2 5/1/2008 6/1/2008
5.14 1 2/1/1999 2/1/1999
4.83 2 11/1/2016 12/1/2016
4.72 1 9/1/1991 9/1/1991
4.49 1 11/1/2009 11/1/2009
4.40 1 4/1/2011 4/1/2011
4.39 1 5/1/1997 5/1/1997
4.36 1 11/1/1999 11/1/1999
4.36 2 7/1/2000 8/1/2000
4.18 1 4/1/1999 4/1/1999
4.06 3 1/1/2016 3/1/2016
3.78 1 1/1/2000 1/1/2000
3.67 1 1/1/2013 1/1/2013
3.27 1 5/1/2001 5/1/2001
2.87 3 4/1/2014 6/1/2014
2.86 1 5/1/2009 5/1/2009
2.68 2 11/1/2011 12/1/2011
2.51 1 12/1/1998 12/1/1998
2.37 1 3/1/2010 3/1/2010
2.18 1 6/1/1999 6/1/1999
1.91 1 3/1/2012 3/1/2012
1.88 1 12/1/2001 12/1/2001
1.69 1 11/1/1992 11/1/1992
1.57 1 11/1/2015 11/1/2015
1.55 1 7/1/2016 7/1/2016
1.00 1 9/1/2015 9/1/2015
0.77 1 2/1/2014 2/1/2014
0.75 1 10/1/1995 10/1/1995
0.42 1 9/1/1999 9/1/1999
0.19 1 3/1/1994 3/1/1994
0.18 1 8/1/2003 8/1/2003
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Consecutive Losses

Run-up Length (Mos.) Start End
-29.04 4 8/1/1993 11/1/1993
-26.48 4 1/1/1992 4/1/1992
-25.01 2 7/1/1991 8/1/1991
-24.42 4 7/1/1989 10/1/1989
-20.34 1 2/1/1989 2/1/1989
-19.32 2 7/1/2007 8/1/2007
-18.78 3 12/1/1990 2/1/1991
-16.65 4 4/1/2010 7/1/2010
-14.76 2 7/1/1994 8/1/1994
-13.88 5 4/1/2004 8/1/2004
-13.26 5 8/1/2012 12/1/2012
-12.63 3 4/1/2012 6/1/2012
-12.50 6 3/1/2015 8/1/2015
-11.68 2 12/1/1992 1/1/1993
-11.35 2 12/1/1994 1/1/1995
-10.91 5 2/1/2000 6/1/2000
-10.87 7 1/1/2005 7/1/2005
-10.33 1 11/1/2001 11/1/2001
-9.94 1 5/1/1990 5/1/1990
-9.24 5 5/1/1995 9/1/1995
-8.61 2 10/1/2002 11/1/2002
-8.48 2 9/1/1992 10/1/1992
-7.59 2 2/1/2007 3/1/2007
-7.39 2 5/1/2011 6/1/2011
-7.09 1 4/1/1994 4/1/1994
-7.02 3 12/1/2009 2/1/2010
-7.00 2 7/1/2008 8/1/2008
-6.82 1 10/1/2011 10/1/2011
-6.25 1 4/1/2001 4/1/2001
-6.21 4 6/1/2006 9/1/2006
-6.15 1 3/1/2003 3/1/2003
-5.92 3 8/1/1997 10/1/1997
-5.80 1 2/1/1996 2/1/1996
-5.68 2 10/1/1998 11/1/1998
-5.56 4 1/1/2009 4/1/2009
-5.55 1 1/1/2014 1/1/2014
-5.49 1 2/1/2013 2/1/2013
-5.31 2 6/1/2003 7/1/2003
-5.28 2 1/1/2002 2/1/2002
-5.20 3 4/1/2016 6/1/2016
-4.75 3 7/1/2013 9/1/2013
-4.73 2 1/1/1994 2/1/1994
-4.08 1 10/1/1999 10/1/1999
-4.06 3 8/1/2016 10/1/2016
-4.00 1 10/1/2014 10/1/2014
-3.90 2 3/1/2008 4/1/2008
-3.40 1 9/1/2003 9/1/2003
-3.34 2 1/1/2012 2/1/2012
-3.15 1 10/1/2015 10/1/2015
-2.88 2 6/1/2001 7/1/2001
-2.86 1 6/1/1997 6/1/1997
-2.31 1 10/1/1991 10/1/1991
-2.20 1 12/1/1999 12/1/1999
-1.81 3 6/1/1996 8/1/1996
-1.71 1 11/1/2010 11/1/2010
-1.66 1 3/1/1993 3/1/1993
-1.66 2 7/1/1999 8/1/1999
-1.59 1 12/1/2015 12/1/2015
-1.44 1 3/1/1999 3/1/1999
-1.34 1 5/1/1991 5/1/1991
-1.28 1 9/1/2000 9/1/2000
-1.20 1 5/1/1999 5/1/1999
-1.14 1 3/1/2011 3/1/2011
-1.08 1 11/1/2003 11/1/2003
-0.88 1 3/1/2014 3/1/2014
-0.88 1 1/1/1999 1/1/1999
-0.84 1 11/1/1995 11/1/1995
-0.74 1 2/1/1990 2/1/1990
-0.61 1 7/1/1998 7/1/1998
-0.60 1 7/1/2014 7/1/2014
-0.53 1 10/1/2009 10/1/2009
-0.46 1 4/1/1997 4/1/1997
-0.28 1 6/1/2009 6/1/2009
-0.04 1 2/1/2006 2/1/2006
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods339.00337.00334.00328.00322.00316.00304.00292.00280.00
Percent Profitable53.9856.0863.7770.7373.6079.4384.5482.5382.86
Average Period Return0.892.715.1010.5415.7720.5532.0743.5355.45
Average Gain4.599.1411.6118.3524.7028.2139.9055.2869.57
Average Loss-3.51-5.54-6.37-8.34-9.11-9.00-10.76-11.98-12.80
Best Period32.5447.3962.55117.32126.83114.18173.62208.26177.04
Worst Period-20.34-24.52-21.90-21.66-26.43-24.16-26.16-24.01-22.15
Standard Deviation5.8710.3912.4418.9723.1624.7234.8241.2344.01
Gain Standard Deviation4.878.7510.5016.9620.2821.7432.0335.4634.14
Loss Standard Deviation3.485.285.205.526.516.767.777.075.08
Sharpe Ratio (1%)0.140.240.370.500.620.750.830.961.14
Average Gain / Average Loss1.311.651.822.202.713.133.714.615.44
Profit / Loss Ratio1.562.123.215.327.5612.1020.2821.8126.28
Downside Deviation (10%)3.525.676.187.879.309.6111.6914.7217.29
Downside Deviation (5%)3.365.175.185.866.395.856.227.317.70
Downside Deviation (0%)3.325.054.945.405.745.095.205.805.69
Sortino Ratio (10%)0.140.260.420.700.881.071.391.491.61
Sortino Ratio (5%)0.240.480.891.632.233.174.675.406.54
Sortino Ratio (0%)0.270.541.031.952.754.046.177.519.74

Top Performer Badges

Index Award Type Rank Performance Period
Diversified Trader Index Month 9 3.34 6/1998
Diversified Trader Index Month 2 1.59 4/1998
IASG CTA Index Month 7 1.59 4/1998
Diversified Trader Index Month 10 3.28 2/1998
IASG CTA Index Month 8 4.39 5/1997
Diversified Trader Index Month 5 4.39 5/1997
Diversified Trader Index Month 7 -0.46 4/1997
IASG CTA Index Month 9 8.59 2/1997
Diversified Trader Index Month 9 8.59 2/1997
Diversified Trader Index Month 5 2.73 12/1996
IASG CTA Index Month 5 2.73 12/1996
Diversified Trader Index Month 4 0.11 5/1996
IASG CTA Index Month 7 0.11 5/1996
IASG CTA Index Month 6 0.75 10/1995
Diversified Trader Index Month 6 0.75 10/1995
Diversified Trader Index Month 10 -1.94 7/1995
IASG CTA Index Month 9 19.10 3/1995
Diversified Trader Index Month 8 19.10 3/1995
IASG CTA Index 5 Year Rolling 9 110.29 1989 - 1994
IASG CTA Index Month 3 10.82 10/1994
Diversified Trader Index Month 2 10.82 10/1994
IASG CTA Index Month 5 11.77 6/1994
Diversified Trader Index Month 5 11.77 6/1994
Diversified Trader Index Month 6 -1.30 1/1994
IASG CTA Index Month 7 -1.30 1/1994
Diversified Trader Index Month 6 11.51 12/1993
IASG CTA Index Month 6 11.51 12/1993
IASG CTA Index 5 Year Rolling 9 162.96 1988 - 1993
IASG CTA Index Month 7 10.22 7/1993
Diversified Trader Index Month 7 10.22 7/1993
Diversified Trader Index Month 9 2.47 6/1993
Diversified Trader Index Month 2 17.39 2/1993
IASG CTA Index Month 2 17.39 2/1993
IASG CTA Index 3 Year Rolling 3 103.90 1989 - 1992
IASG CTA Index Month 1 15.72 8/1992
Diversified Trader Index Month 1 15.72 8/1992
Diversified Trader Index Month 7 14.92 7/1992
IASG CTA Index Month 7 14.92 7/1992
Diversified Trader Index Month 8 10.83 6/1992
IASG CTA Index Month 8 10.83 6/1992
Diversified Trader Index Month 3 2.01 5/1992
IASG CTA Index Month 4 2.01 5/1992
IASG CTA Index Month 5 32.54 12/1991
IASG CTA Index 3 Year Rolling 5 161.36 1988 - 1991
IASG CTA Index Year Rolling 2 33.53 1990 - 1991
Diversified Trader Index Month 5 32.54 12/1991
Diversified Trader Index Month 1 8.45 11/1991
IASG CTA Index Month 1 8.45 11/1991
IASG CTA Index Month 9 4.72 9/1991
Diversified Trader Index Month 9 4.72 9/1991
IASG CTA Index Month 4 9.61 6/1991
Diversified Trader Index Month 4 9.61 6/1991
IASG CTA Index Month 10 -1.34 5/1991
Diversified Trader Index Month 8 -1.34 5/1991
Diversified Trader Index Month 1 3.18 4/1991
IASG CTA Index Month 2 3.18 4/1991
Diversified Trader Index Month 1 24.29 3/1991
IASG CTA Index Month 1 24.29 3/1991
Diversified Trader Index Month 10 -1.60 2/1991
IASG CTA Index Sharpe 9 1.07 1989 - 1990
IASG CTA Index Year Rolling 6 54.12 1989 - 1990
Diversified Trader Index Month 10 0.21 11/1990
IASG CTA Index Month 10 0.20 10/1990
Diversified Trader Index Month 9 0.20 10/1990
Diversified Trader Index Month 3 9.84 9/1990
IASG CTA Index Month 3 9.84 9/1990
Diversified Trader Index Month 8 14.16 8/1990
IASG CTA Index Month 8 14.16 8/1990
IASG CTA Index Month 6 12.61 7/1990
Diversified Trader Index Month 6 12.61 7/1990
Diversified Trader Index Month 6 4.92 6/1990
IASG CTA Index Month 7 4.92 6/1990
IASG CTA Index Month 8 -9.94 5/1990
Diversified Trader Index Month 8 -9.94 5/1990
IASG CTA Index Month 8 8.92 4/1990
Diversified Trader Index Month 7 8.92 4/1990
IASG CTA Index Month 9 6.16 3/1990
Diversified Trader Index Month 9 6.16 3/1990
IASG CTA Index Month 3 7.75 1/1990
Diversified Trader Index Month 3 7.75 1/1990
IASG CTA Index Sharpe 8 0.71 1988 - 1989
Diversified Trader Index Month 6 19.05 12/1989
IASG CTA Index Year Rolling 6 27.01 1988 - 1989
IASG CTA Index Month 6 19.05 12/1989
IASG CTA Index Month 3 10.41 11/1989
Diversified Trader Index Month 2 10.41 11/1989
Diversified Trader Index Month 2 -3.68 10/1989
IASG CTA Index Month 3 -3.68 10/1989
Diversified Trader Index Month 2 -6.07 8/1989
IASG CTA Index Month 3 -6.07 8/1989
IASG CTA Index Month 7 0.02 6/1989
Diversified Trader Index Month 6 0.02 6/1989
Diversified Trader Index Month 6 24.91 5/1989
IASG CTA Index Month 6 24.91 5/1989
Diversified Trader Index Month 2 0.04 4/1989
IASG CTA Index Month 2 0.04 4/1989
Diversified Trader Index Month 6 13.12 3/1989
IASG CTA Index Month 7 13.12 3/1989
Diversified Trader Index Month 10 -20.34 2/1989
Diversified Trader Index Month 6 0.00 1/1989

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