Sunrise Capital Partners : Sunrise Expanded Diversified Program

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

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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	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

Compare to:

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	339.00	337.00	334.00	328.00	322.00	316.00	304.00	292.00	280.00
Percent Profitable	53.98	56.08	63.77	70.73	73.60	79.43	84.54	82.53	82.86
Average Period Return	0.89	2.71	5.10	10.54	15.77	20.55	32.07	43.53	55.45
Average Gain	4.59	9.14	11.61	18.35	24.70	28.21	39.90	55.28	69.57
Average Loss	-3.51	-5.54	-6.37	-8.34	-9.11	-9.00	-10.76	-11.98	-12.80
Best Period	32.54	47.39	62.55	117.32	126.83	114.18	173.62	208.26	177.04
Worst Period	-20.34	-24.52	-21.90	-21.66	-26.43	-24.16	-26.16	-24.01	-22.15
Standard Deviation	5.87	10.39	12.44	18.97	23.16	24.72	34.82	41.23	44.01
Gain Standard Deviation	4.87	8.75	10.50	16.96	20.28	21.74	32.03	35.46	34.14
Loss Standard Deviation	3.48	5.28	5.20	5.52	6.51	6.76	7.77	7.07	5.08
Sharpe Ratio (1%)	0.14	0.24	0.37	0.50	0.62	0.75	0.83	0.96	1.14
Average Gain / Average Loss	1.31	1.65	1.82	2.20	2.71	3.13	3.71	4.61	5.44
Profit / Loss Ratio	1.56	2.12	3.21	5.32	7.56	12.10	20.28	21.81	26.28
Downside Deviation (10%)	3.52	5.67	6.18	7.87	9.30	9.61	11.69	14.72	17.29
Downside Deviation (5%)	3.36	5.17	5.18	5.86	6.39	5.85	6.22	7.31	7.70
Downside Deviation (0%)	3.32	5.05	4.94	5.40	5.74	5.09	5.20	5.80	5.69
Sortino Ratio (10%)	0.14	0.26	0.42	0.70	0.88	1.07	1.39	1.49	1.61
Sortino Ratio (5%)	0.24	0.48	0.89	1.63	2.23	3.17	4.67	5.40	6.54
Sortino Ratio (0%)	0.27	0.54	1.03	1.95	2.75	4.04	6.17	7.51	9.74

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.

^#9

Top Performer

DIVERSIFIED TRADER INDEX

JUNE
1998

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Sunrise Capital Partners : Sunrise Expanded Diversified Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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