The Abundance Fund, LLC : The Abundance Fund, LLC

archived programs
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

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 - - - - - 0.00 113.74
S&P 500 -4.74 - - - - - -30.86 259.50
+/- S&P 500 4.97 - - - - - 30.86 -145.77

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%
Strategy Pie Chart

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%
Composition Pie Chart

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.

   

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
-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
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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
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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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods88.0086.0083.0077.0071.0065.0053.0041.0029.00
Percent Profitable48.8654.6553.0166.2371.8386.1588.6897.56100.00
Average Period Return1.303.727.6313.6921.4828.8539.6747.5979.29
Average Gain8.1514.3323.6626.5336.0735.8845.7049.0079.29
Average Loss-5.25-9.06-10.46-11.50-15.70-14.89-7.58-8.92
Best Period45.8062.17125.1786.41159.40129.72129.9898.73104.65
Worst Period-19.96-24.25-32.46-29.22-36.20-41.74-15.97-8.9233.98
Standard Deviation9.6716.9524.6827.2334.3731.1529.9127.2918.00
Gain Standard Deviation8.7615.8723.5624.5229.2127.1026.0626.0818.00
Loss Standard Deviation4.675.527.287.439.0214.695.74
Sharpe Ratio (1%)0.130.200.290.470.580.861.231.594.12
Average Gain / Average Loss1.551.582.262.312.302.416.035.49
Profit / Loss Ratio1.481.912.554.525.8615.0047.22219.68
Downside Deviation (10%)5.227.8410.1410.5213.2610.938.526.62
Downside Deviation (5%)5.047.268.988.4110.268.143.982.03
Downside Deviation (0%)5.007.128.707.919.557.573.101.39
Sortino Ratio (10%)0.170.320.510.831.051.702.813.93
Sortino Ratio (5%)0.240.480.791.511.953.309.2021.47
Sortino Ratio (0%)0.260.520.881.732.253.8112.7934.15

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.