Sunrise Capital Partners : Sunrise Expanded Diversified Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Mar Qtr 2020 1yr 3yr 5yr 10yr Since1/1989 Sunrise Expanded Diversified Program 0.00 - - - - 0.76 -14.79 1,069.84 S&P 500 -0.04 - - - - 67.75 66.26 1,149.69 +/- S&P 500 0.04 - - - - -66.99 -81.06 -79.85 Strategy Description Investment StrategyThe 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 StrategyThe 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. 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 -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 Show More 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 Show More 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 Show More 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 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 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 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 5 161.36 1988 - 1991 IASG CTA Index Annual 2 33.53 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 1990 IASG CTA Index Annual 6 54.12 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 1989 Diversified Trader Index Month 6 19.05 12/1989 IASG CTA Index Annual 6 27.01 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. x {{title}} x {{title}} Add Cancel