Crabel Capital Management, LLC

Crabel Advanced Trend Program *QEP*


Monthly Performance (%)

Date Range: 03/14 - 06/22
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2022 2.57 3.18 8.61 6.07 -0.53 4.12 -4.82   20.18 
2021 -0.67 3.51 0.51 3.18 2.81 -4.42 -3.15 -0.74 -1.80 8.15 -7.99 1.52  -0.08 
2020 5.41 4.36 7.71 -0.25 -4.42 -2.21 2.40 -0.96 -2.45 -0.40 4.88 8.24  23.57 
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

Crabel Advanced Trend is a portfolio of systematic trading strategies designed to efficiently capture long-term trend following returns across a diverse set of global futures and foreign exchange instruments. The program aims to generate greater alpha and deliver a more competitive risk-adjusted return than the broader trend following industry. In pursuing this objective, Crabel Advanced Trend employs multiple price-based strategies engineered to identify and profit from continuations in price movement across approximately 200 markets globally. The program seeks to mitigate downside risk by dynamically sizing trades relative to market volatility, actively employing the use of stops on all trades throughout the portfolio, and effectively diversifying overall portfolio volatility across market sectors and geographic regions. Individual positions are generally held for 35-45 days, and the portfolio in aggregate targets an annualized standard deviation of 15% in the 1x (Class H) version.

Performance Statistics

Date Range: 03/14 - 06/22
  Program S&P 500 Coquest 40 
Total Return 133.98% 139.03% 51.42% 
Annualized Return 10.85% 11.02% 5.10% 
Annualized Std. Deviation 16.54% 14.40% 8.20% 
Correlation -0.10 0.83 
Sharpe Ratio (rf=2.5%) 0.51 0.59 0.32 
Worst Month -10.68% -12.35% -6.10% 
Date of Worst Month 02/2018 03/2020 02/2018 
Worst Drawdown -28.48% -19.95% -13.63% 
Date of Worst Drawdown 2/16 - 1/19 12/21 - 6/22 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 - 06/22
Year or YTD Program S&P 500 Coquest 40 
2022 20.18 -19.95 18.50 
2021 -0.08 28.72 6.26 
2020 23.57 18.40 0.97 
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 - 06/22
Date: 6/30/2022
Perf: $1,536.94 Date: 5/31/2022
Perf: $1,517.82 Date: 4/30/2022
Perf: $1,524.98 Date: 3/31/2022
Perf: $1,446.17 Date: 2/28/2022
Perf: $1,350.42 Date: 1/31/2022
Perf: $1,321.22 Date: 12/31/2021
Perf: $1,296.97 Date: 11/30/2021
Perf: $1,295.67 Date: 10/31/2021
Perf: $1,328.62 Date: 9/30/2021
Perf: $1,302.70 Date: 8/31/2021
Perf: $1,296.22 Date: 7/31/2021
Perf: $1,295.96 Date: 6/30/2021
Perf: $1,290.28 Date: 5/31/2021
Perf: $1,295.20 Date: 4/30/2021
Perf: $1,276.57 Date: 3/31/2021
Perf: $1,254.49 Date: 2/28/2021
Perf: $1,237.90 Date: 1/31/2021
Perf: $1,209.48 Date: 12/31/2020
Perf: $1,220.58 Date: 11/30/2020
Perf: $1,176.24 Date: 10/31/2020
Perf: $1,165.98 Date: 9/30/2020
Perf: $1,169.72 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: 6/30/2022
Perf: $2,370.37 Date: 5/31/2022
Perf: $2,583.51 Date: 4/30/2022
Perf: $2,578.86 Date: 3/31/2022
Perf: $2,825.22 Date: 2/28/2022
Perf: $2,724.16 Date: 1/31/2022
Perf: $2,808.12 Date: 12/31/2021
Perf: $2,961.21 Date: 11/30/2021
Perf: $2,834.24 Date: 10/31/2021
Perf: $2,853.93 Date: 9/30/2021
Perf: $2,666.98 Date: 8/31/2021
Perf: $2,797.04 Date: 7/31/2021
Perf: $2,714.52 Date: 6/30/2021
Perf: $2,651.41 Date: 5/31/2021
Perf: $2,591.04 Date: 4/30/2021
Perf: $2,573.03 Date: 3/31/2021
Perf: $2,442.60 Date: 2/28/2021
Perf: $2,340.10 Date: 1/31/2021
Perf: $2,277.25 Date: 12/31/2020
Perf: $2,300.48 Date: 11/30/2020
Perf: $2,215.41 Date: 10/31/2020
Perf: $1,996.77 Date: 9/30/2020
Perf: $2,051.33 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: 7/31/2022
Perf: $2,227.01 Date: 6/30/2022
Perf: $2,339.78 Date: 5/31/2022
Perf: $2,247.20 Date: 4/30/2022
Perf: $2,259.17 Date: 3/31/2022
Perf: $2,129.89 Date: 2/28/2022
Perf: $1,961.04 Date: 1/31/2022
Perf: $1,900.60 Date: 12/31/2021
Perf: $1,852.98 Date: 11/30/2021
Perf: $1,825.24 Date: 10/31/2021
Perf: $1,983.74 Date: 9/30/2021
Perf: $1,834.25 Date: 8/31/2021
Perf: $1,867.87 Date: 7/31/2021
Perf: $1,881.79 Date: 6/30/2021
Perf: $1,943.00 Date: 5/31/2021
Perf: $2,032.85 Date: 4/30/2021
Perf: $1,977.29 Date: 3/31/2021
Perf: $1,916.35 Date: 2/28/2021
Perf: $1,906.63 Date: 1/31/2021
Perf: $1,841.97 Date: 12/31/2020
Perf: $1,854.40 Date: 11/30/2020
Perf: $1,713.23 Date: 10/31/2020
Perf: $1,633.51 Date: 9/30/2020
Perf: $1,640.07 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 - 06/22
Date: 7/31/2022
Return: -4.82 % Date: 6/30/2022
Return: 4.12 % Date: 5/31/2022
Return: -0.53 % Date: 4/30/2022
Return: 6.07 % Date: 3/31/2022
Return: 8.61 % Date: 2/28/2022
Return: 3.18 % Date: 1/31/2022
Return: 2.57 % Date: 12/31/2021
Return: 1.52 % Date: 11/30/2021
Return: -7.99 % Date: 10/31/2021
Return: 8.15 % Date: 9/30/2021
Return: -1.80 % Date: 8/31/2021
Return: -0.74 % Date: 7/31/2021
Return: -3.15 % Date: 6/30/2021
Return: -4.42 % Date: 5/31/2021
Return: 2.81 % Date: 4/30/2021
Return: 3.18 % Date: 3/31/2021
Return: 0.51 % Date: 2/28/2021
Return: 3.51 % Date: 1/31/2021
Return: -0.67 % Date: 12/31/2020
Return: 8.24 % Date: 11/30/2020
Return: 4.88 % Date: 10/31/2020
Return: -0.40 % Date: 9/30/2020
Return: -2.45 % 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 - 06/22
Return: -8.00 %
Count: 1 Return: -7.00 %
Count: 2 Return: -11.00 %
Count: 1 Return: -2.00 %
Count: 7 Return: -3.00 %
Count: 4 Return: 3.00 %
Count: 8 Return: 6.00 %
Count: 5 Return: -6.00 %
Count: 4 Return: -5.00 %
Count: 5 Return: 4.00 %
Count: 6 Return: -1.00 %
Count: 9 Return: 15.00 %
Count: 1 Return: 14.00 %
Count: 1 Return: 9.00 %
Count: 5 Return: 8.00 %
Count: 5 Return: 5.00 %
Count: 5 Return: -4.00 %
Count: 7 Return: 1.00 %
Count: 8 Return: 2.00 %
Count: 7 Return: 0.00 %
Count: 10

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 - 06/22
Date: 7/31/2022
Drawdown: -4.82 % Date: 6/30/2022
Drawdown: 0.00 % Date: 5/31/2022
Drawdown: -0.53 % Date: 4/30/2022
Drawdown: 0.00 % Date: 3/31/2022
Drawdown: 0.00 % Date: 2/28/2022
Drawdown: -3.53 % Date: 1/31/2022
Drawdown: -6.51 % Date: 12/31/2021
Drawdown: -8.85 % Date: 11/30/2021
Drawdown: -10.21 % Date: 10/31/2021
Drawdown: -2.42 % Date: 9/30/2021
Drawdown: -9.77 % Date: 8/31/2021
Drawdown: -8.12 % Date: 7/31/2021
Drawdown: -7.43 % Date: 6/30/2021
Drawdown: -4.42 % Date: 5/31/2021
Drawdown: 0.00 % Date: 4/30/2021
Drawdown: 0.00 % Date: 3/31/2021
Drawdown: 0.00 % Date: 2/28/2021
Drawdown: 0.00 % Date: 1/31/2021
Drawdown: -2.70 % Date: 12/31/2020
Drawdown: -2.05 % Date: 11/30/2020
Drawdown: -9.50 % Date: 10/31/2020
Drawdown: -13.71 % Date: 9/30/2020
Drawdown: -13.37 % 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: 1999 Avenue of the Stars, Suite 2550
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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