Crabel Capital Management, LLC

Advanced Trend Program *QEP*


Monthly Performance (%)

Date Range: 03/14 - 08/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 5.41 4.36 7.71 -0.25 -4.42 -2.21 2.40 -0.96   12.04 
2019 -6.81 0.36 6.22 1.21 3.60 -0.03 5.03 8.62 -4.94 -5.97 0.99 -3.69  3.28 
2018 8.86 -10.68 -0.30 0.54 -7.31 -0.23 -1.50 2.98 -1.07 -3.95 -2.15 1.28  -13.90 
2017 -3.01 4.86 -1.53 -3.06 -0.82 -2.99 3.11 1.91 -1.62 5.83 2.30 2.86  7.53 
2016 8.33 2.66 -5.85 -5.16 0.32 6.22 1.67 -4.26 -0.08 -5.44 -6.40 1.21  -7.81 
2015 15.17 -1.24 4.02 -4.91 1.21 -5.79 5.80 -0.93 3.85 -4.24 1.87 -1.01  12.76 
2014 -0.23 1.63 1.26 -3.79 4.90 8.27 8.99 13.59 8.69  50.97 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

The Advanced Trend Program is designed to capture long-term classic managed futures trend following returns in an efficient manner. While pursuing a high correlation to longer term trend following, this is not a “replication” vehicle. Leveraging low latency algorithmic execution and an on-going research initiative, the program seeks to consistently improve on producing best-thinking in trend capture in liquid markets. An annualized volatility of 15% is targeted for the program. Risk management is incorporated within the portfolio and strategy designs of the program. All strategies have stop loss provisions. Risk is allocated to four sectors: stock indices, interest rates, currencies and commodities. Within each sector, risk is allocated as evenly as liquidity permits to the North American, European and Asian geographic regions and likewise as equally as possible to the individual markets within those sectors/regions. The opportunity seen in one sector relative to another could weight one sector more highly than another for a portion of time, assuming equal opportunity the sectors pursue an equal risk balance.

Performance Statistics

Date Range: 03/14 - 08/20
  Program S&P 500 Coquest 40 
Total Return 68.13% 115.03% 16.95% 
Annualized Return 8.43% 12.50% 2.44% 
Annualized Std. Deviation 17.03% 13.67% 8.27% 
Correlation -0.19 0.83 
Sharpe Ratio (rf=2.5%) 0.35 0.73 -0.01 
Worst Month -10.68% -12.35% -6.10% 
Date of Worst Month 02/2018 03/2020 02/2018 
Worst Drawdown -28.48% -19.60% -13.63% 
Date of Worst Drawdown 2/16 - 1/19 12/19 - 3/20 3/15 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 03/14 - 08/20
Year or YTD Program S&P 500 Coquest 40 
2020 12.04 9.75 -1.80 
2019 3.28 31.50 7.53 
2018 -13.90 -4.38 -4.29 
2017 7.53 21.84 1.24 
2016 -7.81 11.98 -3.13 
2015 12.76 1.41 0.09 
2014 50.97 11.68 19.65 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 03/14 - 08/20
Date: 8/31/2020
Perf: $1,187.05 Date: 7/31/2020
Perf: $1,200.62 Date: 6/30/2020
Perf: $1,178.12 Date: 5/31/2020
Perf: $1,193.39 Date: 4/30/2020
Perf: $1,207.52 Date: 3/31/2020
Perf: $1,203.55 Date: 2/29/2020
Perf: $1,202.83 Date: 1/31/2020
Perf: $1,221.02 Date: 12/31/2019
Perf: $1,208.81 Date: 11/30/2019
Perf: $1,216.35 Date: 10/31/2019
Perf: $1,204.55 Date: 9/30/2019
Perf: $1,231.77 Date: 8/31/2019
Perf: $1,266.86 Date: 7/31/2019
Perf: $1,222.61 Date: 6/30/2019
Perf: $1,182.29 Date: 5/31/2019
Perf: $1,159.11 Date: 4/30/2019
Perf: $1,182.28 Date: 3/31/2019
Perf: $1,150.64 Date: 2/28/2019
Perf: $1,110.76 Date: 1/31/2019
Perf: $1,103.70 Date: 12/31/2018
Perf: $1,124.16 Date: 11/30/2018
Perf: $1,119.46 Date: 10/31/2018
Perf: $1,133.05 Date: 9/30/2018
Perf: $1,161.75 Date: 8/31/2018
Perf: $1,167.00 Date: 7/31/2018
Perf: $1,137.98 Date: 6/30/2018
Perf: $1,146.58 Date: 5/31/2018
Perf: $1,137.03 Date: 4/30/2018
Perf: $1,151.89 Date: 3/31/2018
Perf: $1,139.58 Date: 2/28/2018
Perf: $1,140.61 Date: 1/31/2018
Perf: $1,214.70 Date: 12/31/2017
Perf: $1,174.53 Date: 11/30/2017
Perf: $1,161.87 Date: 10/31/2017
Perf: $1,160.36 Date: 9/30/2017
Perf: $1,113.70 Date: 8/31/2017
Perf: $1,137.70 Date: 7/31/2017
Perf: $1,119.13 Date: 6/30/2017
Perf: $1,114.78 Date: 5/31/2017
Perf: $1,148.31 Date: 4/30/2017
Perf: $1,146.13 Date: 3/31/2017
Perf: $1,153.05 Date: 2/28/2017
Perf: $1,170.13 Date: 1/31/2017
Perf: $1,145.17 Date: 12/31/2016
Perf: $1,160.13 Date: 11/30/2016
Perf: $1,151.38 Date: 10/31/2016
Perf: $1,164.19 Date: 9/30/2016
Perf: $1,195.02 Date: 8/31/2016
Perf: $1,210.64 Date: 7/31/2016
Perf: $1,244.11 Date: 6/30/2016
Perf: $1,231.54 Date: 5/31/2016
Perf: $1,181.34 Date: 4/30/2016
Perf: $1,202.38 Date: 3/31/2016
Perf: $1,233.34 Date: 2/29/2016
Perf: $1,269.78 Date: 1/31/2016
Perf: $1,239.29 Date: 12/31/2015
Perf: $1,197.61 Date: 11/30/2015
Perf: $1,225.81 Date: 10/31/2015
Perf: $1,185.39 Date: 9/30/2015
Perf: $1,206.38 Date: 8/31/2015
Perf: $1,180.75 Date: 7/31/2015
Perf: $1,201.54 Date: 6/30/2015
Perf: $1,156.33 Date: 5/31/2015
Perf: $1,219.76 Date: 4/30/2015
Perf: $1,228.60 Date: 3/31/2015
Perf: $1,277.93 Date: 2/28/2015
Perf: $1,250.30 Date: 1/31/2015
Perf: $1,252.30 Date: 12/31/2014
Perf: $1,196.54 Date: 11/30/2014
Perf: $1,175.85 Date: 10/31/2014
Perf: $1,109.81 Date: 9/30/2014
Perf: $1,093.74 Date: 8/31/2014
Perf: $1,077.68 Date: 7/31/2014
Perf: $1,033.94 Date: 6/30/2014
Perf: $1,042.28 Date: 5/31/2014
Perf: $1,033.39 Date: 4/30/2014
Perf: $1,007.60 Date: 3/31/2014
Perf: $1,000.00 Date: 8/31/2020
Perf: $2,132.36 Date: 7/31/2020
Perf: $1,989.33 Date: 6/30/2020
Perf: $1,883.12 Date: 5/31/2020
Perf: $1,846.38 Date: 4/30/2020
Perf: $1,762.48 Date: 3/31/2020
Perf: $1,562.21 Date: 2/29/2020
Perf: $1,782.33 Date: 1/31/2020
Perf: $1,942.17 Date: 12/31/2019
Perf: $1,942.94 Date: 11/30/2019
Perf: $1,885.99 Date: 10/31/2019
Perf: $1,819.92 Date: 9/30/2019
Perf: $1,781.27 Date: 8/31/2019
Perf: $1,748.57 Date: 7/31/2019
Perf: $1,776.64 Date: 6/30/2019
Perf: $1,751.42 Date: 5/31/2019
Perf: $1,636.08 Date: 4/30/2019
Perf: $1,747.01 Date: 3/31/2019
Perf: $1,679.01 Date: 2/28/2019
Perf: $1,647.06 Date: 1/31/2019
Perf: $1,595.83 Date: 12/31/2018
Perf: $1,477.49 Date: 11/30/2018
Perf: $1,624.15 Date: 10/31/2018
Perf: $1,591.68 Date: 9/30/2018
Perf: $1,708.54 Date: 8/31/2018
Perf: $1,698.86 Date: 7/31/2018
Perf: $1,645.22 Date: 6/30/2018
Perf: $1,586.22 Date: 5/31/2018
Perf: $1,576.44 Date: 4/30/2018
Perf: $1,539.34 Date: 3/31/2018
Perf: $1,533.52 Date: 2/28/2018
Perf: $1,573.48 Date: 1/31/2018
Perf: $1,633.77 Date: 12/31/2017
Perf: $1,545.23 Date: 11/30/2017
Perf: $1,528.26 Date: 10/31/2017
Perf: $1,482.74 Date: 9/30/2017
Perf: $1,448.98 Date: 8/31/2017
Perf: $1,419.74 Date: 7/31/2017
Perf: $1,415.35 Date: 6/30/2017
Perf: $1,386.78 Date: 5/31/2017
Perf: $1,378.24 Date: 4/30/2017
Perf: $1,359.07 Date: 3/31/2017
Perf: $1,345.22 Date: 2/28/2017
Perf: $1,343.61 Date: 1/31/2017
Perf: $1,292.30 Date: 12/31/2016
Perf: $1,268.21 Date: 11/30/2016
Perf: $1,243.58 Date: 10/31/2016
Perf: $1,199.21 Date: 9/30/2016
Perf: $1,221.44 Date: 8/31/2016
Perf: $1,221.20 Date: 7/31/2016
Perf: $1,219.49 Date: 6/30/2016
Perf: $1,176.09 Date: 5/31/2016
Perf: $1,173.04 Date: 4/30/2016
Perf: $1,152.30 Date: 3/31/2016
Perf: $1,147.82 Date: 2/29/2016
Perf: $1,074.94 Date: 1/31/2016
Perf: $1,076.34 Date: 12/31/2015
Perf: $1,132.52 Date: 11/30/2015
Perf: $1,150.70 Date: 10/31/2015
Perf: $1,147.25 Date: 9/30/2015
Perf: $1,057.96 Date: 8/31/2015
Perf: $1,084.76 Date: 7/31/2015
Perf: $1,154.36 Date: 6/30/2015
Perf: $1,130.62 Date: 5/31/2015
Perf: $1,152.99 Date: 4/30/2015
Perf: $1,138.30 Date: 3/31/2015
Perf: $1,127.48 Date: 2/28/2015
Perf: $1,145.58 Date: 1/31/2015
Perf: $1,083.29 Date: 12/31/2014
Perf: $1,116.80 Date: 11/30/2014
Perf: $1,119.59 Date: 10/31/2014
Perf: $1,090.27 Date: 9/30/2014
Perf: $1,064.30 Date: 8/31/2014
Perf: $1,079.41 Date: 7/31/2014
Perf: $1,037.89 Date: 6/30/2014
Perf: $1,052.42 Date: 5/31/2014
Perf: $1,031.07 Date: 4/30/2014
Perf: $1,007.40 Date: 3/31/2014
Perf: $1,000.00 Date: 8/31/2020
Perf: $1,681.26 Date: 7/31/2020
Perf: $1,697.56 Date: 6/30/2020
Perf: $1,657.77 Date: 5/31/2020
Perf: $1,695.24 Date: 4/30/2020
Perf: $1,773.63 Date: 3/31/2020
Perf: $1,778.08 Date: 2/29/2020
Perf: $1,650.80 Date: 1/31/2020
Perf: $1,581.83 Date: 12/31/2019
Perf: $1,500.65 Date: 11/30/2019
Perf: $1,558.14 Date: 10/31/2019
Perf: $1,542.87 Date: 9/30/2019
Perf: $1,640.83 Date: 8/31/2019
Perf: $1,726.10 Date: 7/31/2019
Perf: $1,589.11 Date: 6/30/2019
Perf: $1,513.01 Date: 5/31/2019
Perf: $1,513.46 Date: 4/30/2019
Perf: $1,460.87 Date: 3/31/2019
Perf: $1,443.41 Date: 2/28/2019
Perf: $1,358.88 Date: 1/31/2019
Perf: $1,354.01 Date: 12/31/2018
Perf: $1,452.96 Date: 11/30/2018
Perf: $1,434.59 Date: 10/31/2018
Perf: $1,466.11 Date: 9/30/2018
Perf: $1,526.41 Date: 8/31/2018
Perf: $1,542.92 Date: 7/31/2018
Perf: $1,498.27 Date: 6/30/2018
Perf: $1,521.08 Date: 5/31/2018
Perf: $1,524.59 Date: 4/30/2018
Perf: $1,644.83 Date: 3/31/2018
Perf: $1,635.99 Date: 2/28/2018
Perf: $1,640.92 Date: 1/31/2018
Perf: $1,837.12 Date: 12/31/2017
Perf: $1,687.60 Date: 11/30/2017
Perf: $1,640.68 Date: 10/31/2017
Perf: $1,603.79 Date: 9/30/2017
Perf: $1,515.44 Date: 8/31/2017
Perf: $1,540.39 Date: 7/31/2017
Perf: $1,511.52 Date: 6/30/2017
Perf: $1,465.93 Date: 5/31/2017
Perf: $1,511.12 Date: 4/30/2017
Perf: $1,523.61 Date: 3/31/2017
Perf: $1,571.70 Date: 2/28/2017
Perf: $1,596.12 Date: 1/31/2017
Perf: $1,522.15 Date: 12/31/2016
Perf: $1,569.39 Date: 11/30/2016
Perf: $1,550.62 Date: 10/31/2016
Perf: $1,656.65 Date: 9/30/2016
Perf: $1,751.96 Date: 8/31/2016
Perf: $1,753.36 Date: 7/31/2016
Perf: $1,831.37 Date: 6/30/2016
Perf: $1,801.29 Date: 5/31/2016
Perf: $1,695.81 Date: 4/30/2016
Perf: $1,690.40 Date: 3/31/2016
Perf: $1,782.37 Date: 2/29/2016
Perf: $1,893.12 Date: 1/31/2016
Perf: $1,844.07 Date: 12/31/2015
Perf: $1,702.27 Date: 11/30/2015
Perf: $1,719.64 Date: 10/31/2015
Perf: $1,688.07 Date: 9/30/2015
Perf: $1,762.82 Date: 8/31/2015
Perf: $1,697.46 Date: 7/31/2015
Perf: $1,713.40 Date: 6/30/2015
Perf: $1,619.47 Date: 5/31/2015
Perf: $1,719.00 Date: 4/30/2015
Perf: $1,698.45 Date: 3/31/2015
Perf: $1,786.15 Date: 2/28/2015
Perf: $1,717.12 Date: 1/31/2015
Perf: $1,738.68 Date: 12/31/2014
Perf: $1,509.66 Date: 11/30/2014
Perf: $1,388.96 Date: 10/31/2014
Perf: $1,222.79 Date: 9/30/2014
Perf: $1,121.92 Date: 8/31/2014
Perf: $1,036.23 Date: 7/31/2014
Perf: $987.83 Date: 6/30/2014
Perf: $1,026.74 Date: 5/31/2014
Perf: $1,013.96 Date: 4/30/2014
Perf: $997.70 Date: 3/31/2014
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 03/14 - 08/20
Date: 8/31/2020
Return: -0.96 % Date: 7/31/2020
Return: 2.40 % Date: 6/30/2020
Return: -2.21 % Date: 5/31/2020
Return: -4.42 % Date: 4/30/2020
Return: -0.25 % Date: 3/31/2020
Return: 7.71 % Date: 2/29/2020
Return: 4.36 % Date: 1/31/2020
Return: 5.41 % Date: 12/31/2019
Return: -3.69 % Date: 11/30/2019
Return: 0.99 % Date: 10/31/2019
Return: -5.97 % Date: 9/30/2019
Return: -4.94 % Date: 8/31/2019
Return: 8.62 % Date: 7/31/2019
Return: 5.03 % Date: 6/30/2019
Return: -0.03 % Date: 5/31/2019
Return: 3.60 % Date: 4/30/2019
Return: 1.21 % Date: 3/31/2019
Return: 6.22 % Date: 2/28/2019
Return: 0.36 % Date: 1/31/2019
Return: -6.81 % Date: 12/31/2018
Return: 1.28 % Date: 11/30/2018
Return: -2.15 % Date: 10/31/2018
Return: -3.95 % Date: 9/30/2018
Return: -1.07 % Date: 8/31/2018
Return: 2.98 % Date: 7/31/2018
Return: -1.50 % Date: 6/30/2018
Return: -0.23 % Date: 5/31/2018
Return: -7.31 % Date: 4/30/2018
Return: 0.54 % Date: 3/31/2018
Return: -0.30 % Date: 2/28/2018
Return: -10.68 % Date: 1/31/2018
Return: 8.86 % Date: 12/31/2017
Return: 2.86 % Date: 11/30/2017
Return: 2.30 % Date: 10/31/2017
Return: 5.83 % Date: 9/30/2017
Return: -1.62 % Date: 8/31/2017
Return: 1.91 % Date: 7/31/2017
Return: 3.11 % Date: 6/30/2017
Return: -2.99 % Date: 5/31/2017
Return: -0.82 % Date: 4/30/2017
Return: -3.06 % Date: 3/31/2017
Return: -1.53 % Date: 2/28/2017
Return: 4.86 % Date: 1/31/2017
Return: -3.01 % Date: 12/31/2016
Return: 1.21 % Date: 11/30/2016
Return: -6.40 % Date: 10/31/2016
Return: -5.44 % Date: 9/30/2016
Return: -0.08 % Date: 8/31/2016
Return: -4.26 % Date: 7/31/2016
Return: 1.67 % Date: 6/30/2016
Return: 6.22 % Date: 5/31/2016
Return: 0.32 % Date: 4/30/2016
Return: -5.16 % Date: 3/31/2016
Return: -5.85 % Date: 2/29/2016
Return: 2.66 % Date: 1/31/2016
Return: 8.33 % Date: 12/31/2015
Return: -1.01 % Date: 11/30/2015
Return: 1.87 % Date: 10/31/2015
Return: -4.24 % Date: 9/30/2015
Return: 3.85 % Date: 8/31/2015
Return: -0.93 % Date: 7/31/2015
Return: 5.80 % Date: 6/30/2015
Return: -5.79 % Date: 5/31/2015
Return: 1.21 % Date: 4/30/2015
Return: -4.91 % Date: 3/31/2015
Return: 4.02 % Date: 2/28/2015
Return: -1.24 % Date: 1/31/2015
Return: 15.17 % Date: 12/31/2014
Return: 8.69 % Date: 11/30/2014
Return: 13.59 % Date: 10/31/2014
Return: 8.99 % Date: 9/30/2014
Return: 8.27 % Date: 8/31/2014
Return: 4.90 % Date: 7/31/2014
Return: -3.79 % Date: 6/30/2014
Return: 1.26 % Date: 5/31/2014
Return: 1.63 % Date: 4/30/2014
Return: -0.23 % Date: 3/31/2014
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 03/14 - 08/20
Return: -7.00 %
Count: 2 Return: -11.00 %
Count: 1 Return: -2.00 %
Count: 5 Return: -3.00 %
Count: 3 Return: 3.00 %
Count: 4 Return: 6.00 %
Count: 4 Return: -6.00 %
Count: 4 Return: -5.00 %
Count: 4 Return: 4.00 %
Count: 4 Return: -1.00 %
Count: 6 Return: 15.00 %
Count: 1 Return: 14.00 %
Count: 1 Return: 9.00 %
Count: 4 Return: 8.00 %
Count: 3 Return: 5.00 %
Count: 4 Return: -4.00 %
Count: 6 Return: 1.00 %
Count: 7 Return: 2.00 %
Count: 6 Return: 0.00 %
Count: 9

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 03/14 - 08/20
Date: 8/31/2020
Drawdown: -11.19 % Date: 7/31/2020
Drawdown: -10.33 % Date: 6/30/2020
Drawdown: -12.43 % Date: 5/31/2020
Drawdown: -10.45 % Date: 4/30/2020
Drawdown: -6.31 % Date: 3/31/2020
Drawdown: -6.08 % Date: 2/29/2020
Drawdown: -12.80 % Date: 1/31/2020
Drawdown: -16.44 % Date: 12/31/2019
Drawdown: -20.73 % Date: 11/30/2019
Drawdown: -17.69 % Date: 10/31/2019
Drawdown: -18.50 % Date: 9/30/2019
Drawdown: -13.33 % Date: 8/31/2019
Drawdown: -8.82 % Date: 7/31/2019
Drawdown: -16.06 % Date: 6/30/2019
Drawdown: -20.08 % Date: 5/31/2019
Drawdown: -20.05 % Date: 4/30/2019
Drawdown: -22.83 % Date: 3/31/2019
Drawdown: -23.76 % Date: 2/28/2019
Drawdown: -28.22 % Date: 1/31/2019
Drawdown: -28.48 % Date: 12/31/2018
Drawdown: -23.25 % Date: 11/30/2018
Drawdown: -24.22 % Date: 10/31/2018
Drawdown: -22.56 % Date: 9/30/2018
Drawdown: -19.37 % Date: 8/31/2018
Drawdown: -18.50 % Date: 7/31/2018
Drawdown: -20.86 % Date: 6/30/2018
Drawdown: -19.65 % Date: 5/31/2018
Drawdown: -19.47 % Date: 4/30/2018
Drawdown: -13.12 % Date: 3/31/2018
Drawdown: -13.58 % Date: 2/28/2018
Drawdown: -13.32 % Date: 1/31/2018
Drawdown: -2.96 % Date: 12/31/2017
Drawdown: -10.86 % Date: 11/30/2017
Drawdown: -13.33 % Date: 10/31/2017
Drawdown: -15.28 % Date: 9/30/2017
Drawdown: -19.95 % Date: 8/31/2017
Drawdown: -18.63 % Date: 7/31/2017
Drawdown: -20.16 % Date: 6/30/2017
Drawdown: -22.57 % Date: 5/31/2017
Drawdown: -20.18 % Date: 4/30/2017
Drawdown: -19.52 % Date: 3/31/2017
Drawdown: -16.98 % Date: 2/28/2017
Drawdown: -15.69 % Date: 1/31/2017
Drawdown: -19.60 % Date: 12/31/2016
Drawdown: -17.10 % Date: 11/30/2016
Drawdown: -18.09 % Date: 10/31/2016
Drawdown: -12.49 % Date: 9/30/2016
Drawdown: -7.46 % Date: 8/31/2016
Drawdown: -7.38 % Date: 7/31/2016
Drawdown: -3.26 % Date: 6/30/2016
Drawdown: -4.85 % Date: 5/31/2016
Drawdown: -10.42 % Date: 4/30/2016
Drawdown: -10.71 % Date: 3/31/2016
Drawdown: -5.85 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: -4.70 % Date: 11/30/2015
Drawdown: -3.72 % Date: 10/31/2015
Drawdown: -5.49 % Date: 9/30/2015
Drawdown: -1.31 % Date: 8/31/2015
Drawdown: -4.97 % Date: 7/31/2015
Drawdown: -4.07 % Date: 6/30/2015
Drawdown: -9.33 % Date: 5/31/2015
Drawdown: -3.76 % Date: 4/30/2015
Drawdown: -4.91 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -1.24 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: 0.00 % Date: 9/30/2014
Drawdown: 0.00 % Date: 8/31/2014
Drawdown: 0.00 % Date: 7/31/2014
Drawdown: -3.79 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: -0.23 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Crabel Capital Management, LLC
Address: 10250 Constellation Blvd, Suite 2650
City: Los Angeles
State: CA
Zip: 90067
Country: USA

Key People

Name:  Toby Crabel
Position:  Principal
Biography: 


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Instruments Traded
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $10,000,000 
 Margin / Equity Ratio: 24% 
 Managed Account Availability: Open 
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