The Abundance Fund, LLC : The Abundance Fund, LLC

Year-to-Date: N / A
Aug Performance: 0.23%

Min Investment: $ 25k
Mgmt. Fee: 3.00%
Perf. Fee: 15.00%

Annualized Vol: 33.49%
Sharpe (RFR=1%): 0.43
CAROR: 10.91%

Assets: $ 1.5M
Worst DD: -44.97
S&P Correlation: -0.15

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	Aug	Qtr	YTD	1yr	3yr	5yr	10yr	Since 5/2003
The Abundance Fund, LLC	0.23	-	-	-	-	-	-	113.74
S&P 500	-4.74	-	-	-	-	-	-	321.28
+/- S&P 500	4.97	-	-	-	-	-	-	-207.55

Strategy Description

Summary

Futures Fund (futures only)diversified among energy, currencies, metals, financials, grains and soft commodities. Trading program researched and developed by Alan Whitman on the markets back to 1973.... Read More

Account & Fees

Type	Fund
Minimum Investment	$ 25k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee	3.00%
Performance Fee	15.00%
Average Commission	$9.00
Available to US Investors	Yes

Subscriptions

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

Trading

Trading Frequency	2300 RT/YR/$M
Avg. Margin-to-Equity	25%
Targeted Worst DD	-25.00%
Worst Peak-to-Trough	44.92%
Sector Focus	Diversified Traders

Holding Periods

Over 12 Months	0%
4-12 Months	10.00%
1-3 Months	90.00%
1-30 Days
Intraday	0%

Decision-Making

Discretionary	0%
Systematic	100.00%

Strategy

Trend-following: 100.00%

Composition

Currency Futures: 15.00%
Energy: 15.00%
Grains: 15.00%
Interest Rates: 14.00%
Softs: 14.00%
Precious Metals: 11.00%
Industrial Metals: 6.00%
Livestock: 5.00%
Stock Indices: 5.00%

Summary

Futures Fund (futures only)diversified among energy, currencies, metals, financials, grains and soft commodities. Trading program researched and developed by Alan Whitman on the markets back to 1973.

Investment Strategy

Systematic trend-following trading program(combination of major long-term and short-term trends).

Risk Management

Percentage of assets risked per trade. Stops are used for exit of trades. Maximum percentage amount of total portfolio at risk is capped.

Compare to:

{{result.name}} {{result.description}}

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
-44.97	16	6	4/1/2006	8/1/2007
-23.27	8	2	10/1/2004	6/1/2005
-21.37	6	-	12/1/2008	6/1/2009
-17.74	5	3	2/1/2008	7/1/2008
-14.67	1	6	3/1/2004	4/1/2004
-12.28	6	1	9/1/2005	3/1/2006
-8.08	3	2	5/1/2003	8/1/2003
-4.36	1	1	1/1/2004	2/1/2004
-0.06	1	1	10/1/2003	11/1/2003

Consecutive Gains

Run-up	Length (Mos.)	Start	End
125.17	6	9/1/2007	2/1/2008
55.44	3	7/1/2005	9/1/2005
44.47	5	8/1/2008	12/1/2008
25.84	2	9/1/2004	10/1/2004
15.97	1	4/1/2006	4/1/2006
15.93	2	10/1/2009	11/1/2009
11.37	1	9/1/2006	9/1/2006
11.01	1	5/1/2003	5/1/2003
10.41	2	12/1/2003	1/1/2004
9.39	2	9/1/2003	10/1/2003
9.18	2	7/1/2009	8/1/2009
8.84	1	5/1/2004	5/1/2004
8.69	1	3/1/2004	3/1/2004
8.56	2	2/1/2005	3/1/2005
8.26	1	11/1/2005	11/1/2005
8.05	1	1/1/2006	1/1/2006
6.89	1	7/1/2004	7/1/2004
3.66	1	1/1/2007	1/1/2007
2.35	1	6/1/2008	6/1/2008
2.21	1	6/1/2010	6/1/2010
2.14	1	11/1/2006	11/1/2006
1.09	1	5/1/2009	5/1/2009
0.90	1	6/1/2007	6/1/2007
0.76	1	1/1/2010	1/1/2010
0.38	1	2/1/2009	2/1/2009
0.23	1	8/1/2010	8/1/2010

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-24.92	2	7/1/2007	8/1/2007
-22.25	4	5/1/2006	8/1/2006
-18.59	3	4/1/2005	6/1/2005
-17.20	2	3/1/2009	4/1/2009
-14.67	1	4/1/2004	4/1/2004
-13.18	3	11/1/2004	1/1/2005
-12.81	4	2/1/2007	5/1/2007
-11.94	2	2/1/2006	3/1/2006
-11.74	3	3/1/2008	5/1/2008
-8.94	1	7/1/2008	7/1/2008
-8.94	1	10/1/2006	10/1/2006
-8.22	1	10/1/2005	10/1/2005
-8.08	3	6/1/2003	8/1/2003
-7.22	1	12/1/2005	12/1/2005
-7.20	1	9/1/2009	9/1/2009
-6.76	1	8/1/2004	8/1/2004
-6.67	1	6/1/2004	6/1/2004
-6.13	4	2/1/2010	5/1/2010
-4.36	1	2/1/2004	2/1/2004
-3.43	1	1/1/2009	1/1/2009
-3.09	1	6/1/2009	6/1/2009
-2.90	1	12/1/2009	12/1/2009
-1.10	1	7/1/2010	7/1/2010
-0.20	1	12/1/2006	12/1/2006
-0.06	1	11/1/2003	11/1/2003

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	88.00	86.00	83.00	77.00	71.00	65.00	53.00	41.00	29.00
Percent Profitable	48.86	54.65	53.01	66.23	71.83	86.15	88.68	97.56	100.00
Average Period Return	1.30	3.72	7.63	13.69	21.48	28.85	39.67	47.59	79.29
Average Gain	8.15	14.33	23.66	26.53	36.07	35.88	45.70	49.00	79.29
Average Loss	-5.25	-9.06	-10.46	-11.50	-15.70	-14.89	-7.58	-8.92
Best Period	45.80	62.17	125.17	86.41	159.40	129.72	129.98	98.73	104.65
Worst Period	-19.96	-24.25	-32.46	-29.22	-36.20	-41.74	-15.97	-8.92	33.98
Standard Deviation	9.67	16.95	24.68	27.23	34.37	31.15	29.91	27.29	18.00
Gain Standard Deviation	8.76	15.87	23.56	24.52	29.21	27.10	26.06	26.08	18.00
Loss Standard Deviation	4.67	5.52	7.28	7.43	9.02	14.69	5.74
Sharpe Ratio (1%)	0.13	0.20	0.29	0.47	0.58	0.86	1.23	1.59	4.12
Average Gain / Average Loss	1.55	1.58	2.26	2.31	2.30	2.41	6.03	5.49
Profit / Loss Ratio	1.48	1.91	2.55	4.52	5.86	15.00	47.22	219.68
Downside Deviation (10%)	5.22	7.84	10.14	10.52	13.26	10.93	8.52	6.62
Downside Deviation (5%)	5.04	7.26	8.98	8.41	10.26	8.14	3.98	2.03
Downside Deviation (0%)	5.00	7.12	8.70	7.91	9.55	7.57	3.10	1.39
Sortino Ratio (10%)	0.17	0.32	0.51	0.83	1.05	1.70	2.81	3.93
Sortino Ratio (5%)	0.24	0.48	0.79	1.51	1.95	3.30	9.20	21.47
Sortino Ratio (0%)	0.26	0.52	0.88	1.73	2.25	3.81	12.79	34.15

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.

Get Free Research Report on This CTA

Get additional information on The Abundance Fund, LLC, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by The Abundance Fund, LLC

Program Name	CAROR

IASG Activity

Blends 0
Portfolios 0
Watchlists 1

Find the right managed futures programs for you with our comprehensive free CTA database.

The Abundance Fund, LLC : The Abundance Fund, LLC

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

Connect With Us for Latest CTA News & Rankings

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

The Abundance Fund, LLC : The Abundance Fund, LLC

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: