The Abundance Fund, LLC : The Abundance Fund, LLC Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 2020 1yr 3yr 5yr 10yr Since5/2003 The Abundance Fund, LLC 0.23 - - - - - - 113.74 S&P 500 -4.74 - - - - - - 285.77 +/- S&P 500 4.97 - - - - - - -172.03 Strategy Description SummaryFutures 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% SummaryFutures 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 StrategySystematic trend-following trading program(combination of major long-term and short-term trends).Risk ManagementPercentage 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: 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel