e360 Power, LLC

e360 Power Strategy


Monthly Performance (%)

Date Range: 10/09 - 11/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 26.11 -4.14 2.94 4.87 -0.19 2.77 0.96 0.74 -2.82 1.75 -17.77   10.70 
2017 -13.91 -7.21 5.02 1.14 -7.48 -5.57 -8.48 6.57 -2.64 -9.09 -4.78 -2.36  -40.50 
2016 4.40 13.38 -6.42 -8.85 1.14 -28.81 5.87 1.40 -2.81 1.38 5.46 11.39  -9.67 
2015 6.65 -0.93 1.63 -3.14 0.21 8.14 2.69 -1.87 -2.49 7.95 3.33 -4.03  18.56 
2014 14.33 3.71 0.90 18.62 -3.75 -8.39 -12.03 1.24 6.82 1.55 -0.16 11.68  34.79 
2013 0.09 2.27 -2.78 -2.86 13.82 3.78 5.07 2.52 0.22 3.47 9.62 5.24  47.15 
2012 -17.03 -2.23 11.48 -0.28 -2.16 -14.58 -5.42 16.32 -4.85 -3.50 1.87 5.59  -18.11 
2011 -2.69 -6.96 7.27 -6.10 11.36 5.76 5.32 3.34 10.75 3.53 3.68 9.49  52.15 
2010 3.69 6.22 4.38 -2.23 -0.74 0.73 -1.16 7.29 8.02 5.65 1.88 -2.61  34.95 
2009 -2.15 1.75  -0.44 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The investment objective of the firm is to generate superior absolute returns from the North American energy markets with a discretionary fundamental strategy. The US power markets offer a unique and uncorrelated opportunity among commodity investments. Power markets demonstrate lower levels of efficiency compared to more established commodity markets. Importantly, there is no power Exchange Traded Fund and power is not part of the GSCI or similar index. e360 Power’s Portfolio Managers were among the first to trade the US power markets and have traded through numerous market cycles. Constant dislocations in the underlying physical market and the clear connection in power to price driven fundamentals provide numerous trading opportunities. The Manager anticipates a high degree of monthly volatility and engages in speculative trading of futures and option contracts and other derivative instruments on power, natural gas and related products.

Performance Statistics

Date Range: 10/09 - 11/18
  Program S&P 500 Altegris 40 
Total Return 134.22% 216.35% 5.49% 
Annualized Return 9.82% 13.39% 0.59% 
Annualized Std. Deviation 26.39% 11.90% 8.74% 
Correlation -0.06 0.00 
Sharpe Ratio (rf=2.5%) 0.28 0.92 -0.22 
Worst Month -28.81% -7.99% -6.10% 
Date of Worst Month 06/2016 05/2010 02/2018 
Worst Drawdown -54.60% -16.26% -15.74% 
Date of Worst Drawdown 2/16 - 12/17 4/11 - 9/11 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 10/09 - 11/18

Year or YTD Program S&P 500 Altegris 40 
2018 10.70 5.11 -4.69 
2017 -40.50 21.84 1.24 
2016 -9.67 11.98 -3.13 
2015 18.56 1.41 0.09 
2014 34.79 13.69 15.75 
2013 47.15 32.41 -2.45 
2012 -18.11 15.98 -4.75 
2011 52.15 2.12 -3.23 
2010 34.95 15.06 11.33 
2009 -0.44 8.05 -0.13 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 10/09 - 11/18
Date: 11/30/2018
Perf: $1,082.66 Date: 10/31/2018
Perf: $1,095.81 Date: 9/30/2018
Perf: $1,123.56 Date: 8/31/2018
Perf: $1,128.64 Date: 7/31/2018
Perf: $1,100.57 Date: 6/30/2018
Perf: $1,108.89 Date: 5/31/2018
Perf: $1,099.65 Date: 4/30/2018
Perf: $1,114.03 Date: 3/31/2018
Perf: $1,102.12 Date: 2/28/2018
Perf: $1,103.12 Date: 1/31/2018
Perf: $1,174.78 Date: 12/31/2017
Perf: $1,135.93 Date: 11/30/2017
Perf: $1,123.68 Date: 10/31/2017
Perf: $1,122.22 Date: 9/30/2017
Perf: $1,077.09 Date: 8/31/2017
Perf: $1,100.31 Date: 7/31/2017
Perf: $1,082.34 Date: 6/30/2017
Perf: $1,078.14 Date: 5/31/2017
Perf: $1,110.56 Date: 4/30/2017
Perf: $1,108.46 Date: 3/31/2017
Perf: $1,115.15 Date: 2/28/2017
Perf: $1,131.67 Date: 1/31/2017
Perf: $1,107.53 Date: 12/31/2016
Perf: $1,122.00 Date: 11/30/2016
Perf: $1,113.54 Date: 10/31/2016
Perf: $1,125.92 Date: 9/30/2016
Perf: $1,155.74 Date: 8/31/2016
Perf: $1,170.85 Date: 7/31/2016
Perf: $1,203.21 Date: 6/30/2016
Perf: $1,191.06 Date: 5/31/2016
Perf: $1,142.51 Date: 4/30/2016
Perf: $1,162.86 Date: 3/31/2016
Perf: $1,192.80 Date: 2/29/2016
Perf: $1,228.04 Date: 1/31/2016
Perf: $1,198.56 Date: 12/31/2015
Perf: $1,158.25 Date: 11/30/2015
Perf: $1,185.52 Date: 10/31/2015
Perf: $1,146.42 Date: 9/30/2015
Perf: $1,166.72 Date: 8/31/2015
Perf: $1,141.94 Date: 7/31/2015
Perf: $1,162.05 Date: 6/30/2015
Perf: $1,118.32 Date: 5/31/2015
Perf: $1,179.66 Date: 4/30/2015
Perf: $1,188.22 Date: 3/31/2015
Perf: $1,235.92 Date: 2/28/2015
Perf: $1,209.20 Date: 1/31/2015
Perf: $1,211.14 Date: 12/31/2014
Perf: $1,157.21 Date: 11/30/2014
Perf: $1,137.20 Date: 10/31/2014
Perf: $1,073.33 Date: 9/30/2014
Perf: $1,057.79 Date: 8/31/2014
Perf: $1,042.26 Date: 7/31/2014
Perf: $999.96 Date: 6/30/2014
Perf: $1,008.02 Date: 5/31/2014
Perf: $999.43 Date: 4/30/2014
Perf: $974.48 Date: 3/31/2014
Perf: $967.13 Date: 2/28/2014
Perf: $981.66 Date: 1/31/2014
Perf: $973.67 Date: 12/31/2013
Perf: $999.77 Date: 11/30/2013
Perf: $1,001.17 Date: 10/31/2013
Perf: $983.37 Date: 9/30/2013
Perf: $961.36 Date: 8/31/2013
Perf: $967.16 Date: 7/31/2013
Perf: $986.09 Date: 6/30/2013
Perf: $994.75 Date: 5/31/2013
Perf: $1,033.93 Date: 4/30/2013
Perf: $1,080.39 Date: 3/31/2013
Perf: $1,053.22 Date: 2/28/2013
Perf: $1,038.26 Date: 1/31/2013
Perf: $1,044.32 Date: 12/31/2012
Perf: $1,024.85 Date: 11/30/2012
Perf: $1,019.85 Date: 10/31/2012
Perf: $1,017.00 Date: 9/30/2012
Perf: $1,055.20 Date: 8/31/2012
Perf: $1,072.91 Date: 7/31/2012
Perf: $1,087.70 Date: 6/30/2012
Perf: $1,044.96 Date: 5/31/2012
Perf: $1,085.79 Date: 4/30/2012
Perf: $1,065.54 Date: 3/31/2012
Perf: $1,059.19 Date: 2/29/2012
Perf: $1,083.79 Date: 1/31/2012
Perf: $1,079.36 Date: 12/31/2011
Perf: $1,075.92 Date: 11/30/2011
Perf: $1,065.69 Date: 10/31/2011
Perf: $1,062.50 Date: 9/30/2011
Perf: $1,106.31 Date: 8/31/2011
Perf: $1,106.97 Date: 7/31/2011
Perf: $1,109.19 Date: 6/30/2011
Perf: $1,070.75 Date: 5/31/2011
Perf: $1,099.34 Date: 4/30/2011
Perf: $1,140.98 Date: 3/31/2011
Perf: $1,098.15 Date: 2/28/2011
Perf: $1,115.22 Date: 1/31/2011
Perf: $1,096.57 Date: 12/31/2010
Perf: $1,111.81 Date: 11/30/2010
Perf: $1,066.07 Date: 10/31/2010
Perf: $1,105.20 Date: 9/30/2010
Perf: $1,063.92 Date: 8/31/2010
Perf: $1,044.90 Date: 7/31/2010
Perf: $1,003.36 Date: 6/30/2010
Perf: $1,016.47 Date: 5/31/2010
Perf: $1,012.62 Date: 4/30/2010
Perf: $1,037.74 Date: 3/31/2010
Perf: $1,022.00 Date: 2/28/2010
Perf: $982.97 Date: 1/31/2010
Perf: $973.82 Date: 12/31/2009
Perf: $998.69 Date: 11/30/2009
Perf: $1,040.30 Date: 10/31/2009
Perf: $1,000.00 Date: 11/30/2018
Perf: $3,223.43 Date: 10/31/2018
Perf: $3,158.99 Date: 9/30/2018
Perf: $3,390.93 Date: 8/31/2018
Perf: $3,371.71 Date: 7/31/2018
Perf: $3,265.26 Date: 6/30/2018
Perf: $3,148.15 Date: 5/31/2018
Perf: $3,128.75 Date: 4/30/2018
Perf: $3,055.12 Date: 3/31/2018
Perf: $3,043.56 Date: 2/28/2018
Perf: $3,122.88 Date: 1/31/2018
Perf: $3,242.53 Date: 12/31/2017
Perf: $3,066.80 Date: 11/30/2017
Perf: $3,033.13 Date: 10/31/2017
Perf: $2,942.79 Date: 9/30/2017
Perf: $2,875.78 Date: 8/31/2017
Perf: $2,817.74 Date: 7/31/2017
Perf: $2,809.03 Date: 6/30/2017
Perf: $2,752.33 Date: 5/31/2017
Perf: $2,735.37 Date: 4/30/2017
Perf: $2,697.34 Date: 3/31/2017
Perf: $2,669.84 Date: 2/28/2017
Perf: $2,666.64 Date: 1/31/2017
Perf: $2,564.82 Date: 12/31/2016
Perf: $2,516.99 Date: 11/30/2016
Perf: $2,468.12 Date: 10/31/2016
Perf: $2,380.06 Date: 9/30/2016
Perf: $2,424.18 Date: 8/31/2016
Perf: $2,423.70 Date: 7/31/2016
Perf: $2,420.31 Date: 6/30/2016
Perf: $2,334.18 Date: 5/31/2016
Perf: $2,328.13 Date: 4/30/2016
Perf: $2,286.96 Date: 3/31/2016
Perf: $2,278.08 Date: 2/29/2016
Perf: $2,133.43 Date: 1/31/2016
Perf: $2,136.21 Date: 12/31/2015
Perf: $2,247.69 Date: 11/30/2015
Perf: $2,283.78 Date: 10/31/2015
Perf: $2,276.94 Date: 9/30/2015
Perf: $2,099.73 Date: 8/31/2015
Perf: $2,152.90 Date: 7/31/2015
Perf: $2,291.05 Date: 6/30/2015
Perf: $2,243.93 Date: 5/31/2015
Perf: $2,288.33 Date: 4/30/2015
Perf: $2,259.18 Date: 3/31/2015
Perf: $2,237.70 Date: 2/28/2015
Perf: $2,273.62 Date: 1/31/2015
Perf: $2,150.00 Date: 12/31/2014
Perf: $2,216.49 Date: 11/30/2014
Perf: $2,222.05 Date: 10/31/2014
Perf: $2,163.84 Date: 9/30/2014
Perf: $2,112.30 Date: 8/31/2014
Perf: $2,142.29 Date: 7/31/2014
Perf: $2,059.90 Date: 6/30/2014
Perf: $2,088.72 Date: 5/31/2014
Perf: $2,046.36 Date: 4/30/2014
Perf: $1,999.38 Date: 3/31/2014
Perf: $1,984.69 Date: 2/28/2014
Perf: $1,968.16 Date: 1/31/2014
Perf: $1,882.14 Date: 12/31/2013
Perf: $1,949.60 Date: 11/30/2013
Perf: $1,901.49 Date: 10/31/2013
Perf: $1,845.21 Date: 9/30/2013
Perf: $1,764.07 Date: 8/31/2013
Perf: $1,710.36 Date: 7/31/2013
Perf: $1,761.44 Date: 6/30/2013
Perf: $1,676.13 Date: 5/31/2013
Perf: $1,698.89 Date: 4/30/2013
Perf: $1,660.05 Date: 3/31/2013
Perf: $1,628.62 Date: 2/28/2013
Perf: $1,569.75 Date: 1/31/2013
Perf: $1,548.69 Date: 12/31/2012
Perf: $1,472.42 Date: 11/30/2012
Perf: $1,459.14 Date: 10/31/2012
Perf: $1,450.72 Date: 9/30/2012
Perf: $1,478.07 Date: 8/31/2012
Perf: $1,440.89 Date: 7/31/2012
Perf: $1,409.19 Date: 6/30/2012
Perf: $1,389.87 Date: 5/31/2012
Perf: $1,334.87 Date: 4/30/2012
Perf: $1,420.23 Date: 3/31/2012
Perf: $1,429.23 Date: 2/29/2012
Perf: $1,383.71 Date: 1/31/2012
Perf: $1,326.41 Date: 12/31/2011
Perf: $1,269.53 Date: 11/30/2011
Perf: $1,256.71 Date: 10/31/2011
Perf: $1,259.48 Date: 9/30/2011
Perf: $1,135.39 Date: 8/31/2011
Perf: $1,221.24 Date: 7/31/2011
Perf: $1,291.36 Date: 6/30/2011
Perf: $1,318.12 Date: 5/31/2011
Perf: $1,340.50 Date: 4/30/2011
Perf: $1,355.82 Date: 3/31/2011
Perf: $1,316.85 Date: 2/28/2011
Perf: $1,316.32 Date: 1/31/2011
Perf: $1,272.67 Date: 12/31/2010
Perf: $1,243.20 Date: 11/30/2010
Perf: $1,165.36 Date: 10/31/2010
Perf: $1,165.24 Date: 9/30/2010
Perf: $1,122.47 Date: 8/31/2010
Perf: $1,030.55 Date: 7/31/2010
Perf: $1,079.22 Date: 6/30/2010
Perf: $1,008.52 Date: 5/31/2010
Perf: $1,064.18 Date: 4/30/2010
Perf: $1,156.59 Date: 3/31/2010
Perf: $1,138.60 Date: 2/28/2010
Perf: $1,073.85 Date: 1/31/2010
Perf: $1,041.56 Date: 12/31/2009
Perf: $1,080.46 Date: 11/30/2009
Perf: $1,060.00 Date: 10/31/2009
Perf: $1,000.00 Date: 11/30/2018
Perf: $2,342.21 Date: 10/31/2018
Perf: $2,848.37 Date: 9/30/2018
Perf: $2,799.38 Date: 8/31/2018
Perf: $2,880.61 Date: 7/31/2018
Perf: $2,859.45 Date: 6/30/2018
Perf: $2,832.26 Date: 5/31/2018
Perf: $2,755.92 Date: 4/30/2018
Perf: $2,761.17 Date: 3/31/2018
Perf: $2,632.94 Date: 2/28/2018
Perf: $2,557.75 Date: 1/31/2018
Perf: $2,668.21 Date: 12/31/2017
Perf: $2,115.78 Date: 11/30/2017
Perf: $2,166.92 Date: 10/31/2017
Perf: $2,275.70 Date: 9/30/2017
Perf: $2,503.24 Date: 8/31/2017
Perf: $2,571.12 Date: 7/31/2017
Perf: $2,412.61 Date: 6/30/2017
Perf: $2,636.16 Date: 5/31/2017
Perf: $2,791.65 Date: 4/30/2017
Perf: $3,017.35 Date: 3/31/2017
Perf: $2,983.34 Date: 2/28/2017
Perf: $2,840.74 Date: 1/31/2017
Perf: $3,061.47 Date: 12/31/2016
Perf: $3,556.12 Date: 11/30/2016
Perf: $3,192.50 Date: 10/31/2016
Perf: $3,027.21 Date: 9/30/2016
Perf: $2,986.01 Date: 8/31/2016
Perf: $3,072.34 Date: 7/31/2016
Perf: $3,029.92 Date: 6/30/2016
Perf: $2,861.93 Date: 5/31/2016
Perf: $4,020.12 Date: 4/30/2016
Perf: $3,974.81 Date: 3/31/2016
Perf: $4,360.73 Date: 2/29/2016
Perf: $4,659.90 Date: 1/31/2016
Perf: $4,109.98 Date: 12/31/2015
Perf: $3,936.77 Date: 11/30/2015
Perf: $4,102.08 Date: 10/31/2015
Perf: $3,969.88 Date: 9/30/2015
Perf: $3,677.52 Date: 8/31/2015
Perf: $3,771.43 Date: 7/31/2015
Perf: $3,843.30 Date: 6/30/2015
Perf: $3,742.62 Date: 5/31/2015
Perf: $3,460.90 Date: 4/30/2015
Perf: $3,453.65 Date: 3/31/2015
Perf: $3,565.61 Date: 2/28/2015
Perf: $3,508.42 Date: 1/31/2015
Perf: $3,541.36 Date: 12/31/2014
Perf: $3,320.54 Date: 11/30/2014
Perf: $2,973.27 Date: 10/31/2014
Perf: $2,978.03 Date: 9/30/2014
Perf: $2,932.58 Date: 8/31/2014
Perf: $2,745.34 Date: 7/31/2014
Perf: $2,711.72 Date: 6/30/2014
Perf: $3,082.55 Date: 5/31/2014
Perf: $3,364.86 Date: 4/30/2014
Perf: $3,495.96 Date: 3/31/2014
Perf: $2,947.19 Date: 2/28/2014
Perf: $2,920.90 Date: 1/31/2014
Perf: $2,816.41 Date: 12/31/2013
Perf: $2,463.41 Date: 11/30/2013
Perf: $2,340.75 Date: 10/31/2013
Perf: $2,135.33 Date: 9/30/2013
Perf: $2,063.72 Date: 8/31/2013
Perf: $2,059.19 Date: 7/31/2013
Perf: $2,008.58 Date: 6/30/2013
Perf: $1,911.66 Date: 5/31/2013
Perf: $1,842.03 Date: 4/30/2013
Perf: $1,618.37 Date: 3/31/2013
Perf: $1,666.02 Date: 2/28/2013
Perf: $1,713.66 Date: 1/31/2013
Perf: $1,675.62 Date: 12/31/2012
Perf: $1,674.11 Date: 11/30/2012
Perf: $1,585.48 Date: 10/31/2012
Perf: $1,556.38 Date: 9/30/2012
Perf: $1,612.83 Date: 8/31/2012
Perf: $1,695.04 Date: 7/31/2012
Perf: $1,457.22 Date: 6/30/2012
Perf: $1,540.73 Date: 5/31/2012
Perf: $1,803.71 Date: 4/30/2012
Perf: $1,843.53 Date: 3/31/2012
Perf: $1,848.70 Date: 2/29/2012
Perf: $1,658.33 Date: 1/31/2012
Perf: $1,696.15 Date: 12/31/2011
Perf: $2,044.30 Date: 11/30/2011
Perf: $1,867.11 Date: 10/31/2011
Perf: $1,800.84 Date: 9/30/2011
Perf: $1,739.43 Date: 8/31/2011
Perf: $1,570.60 Date: 7/31/2011
Perf: $1,519.83 Date: 6/30/2011
Perf: $1,443.06 Date: 5/31/2011
Perf: $1,364.47 Date: 4/30/2011
Perf: $1,225.28 Date: 3/31/2011
Perf: $1,304.87 Date: 2/28/2011
Perf: $1,216.44 Date: 1/31/2011
Perf: $1,307.44 Date: 12/31/2010
Perf: $1,343.58 Date: 11/30/2010
Perf: $1,379.59 Date: 10/31/2010
Perf: $1,354.13 Date: 9/30/2010
Perf: $1,281.71 Date: 8/31/2010
Perf: $1,186.55 Date: 7/31/2010
Perf: $1,105.93 Date: 6/30/2010
Perf: $1,118.91 Date: 5/31/2010
Perf: $1,110.80 Date: 4/30/2010
Perf: $1,119.08 Date: 3/31/2010
Perf: $1,144.61 Date: 2/28/2010
Perf: $1,096.58 Date: 1/31/2010
Perf: $1,032.36 Date: 12/31/2009
Perf: $995.62 Date: 11/30/2009
Perf: $978.50 Date: 10/31/2009
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 10/09 - 11/18
Date: 11/30/2018
Return: -17.77 % Date: 10/31/2018
Return: 1.75 % Date: 9/30/2018
Return: -2.82 % Date: 8/31/2018
Return: 0.74 % Date: 7/31/2018
Return: 0.96 % Date: 6/30/2018
Return: 2.77 % Date: 5/31/2018
Return: -0.19 % Date: 4/30/2018
Return: 4.87 % Date: 3/31/2018
Return: 2.94 % Date: 2/28/2018
Return: -4.14 % Date: 1/31/2018
Return: 26.11 % Date: 12/31/2017
Return: -2.36 % Date: 11/30/2017
Return: -4.78 % Date: 10/31/2017
Return: -9.09 % Date: 9/30/2017
Return: -2.64 % Date: 8/31/2017
Return: 6.57 % Date: 7/31/2017
Return: -8.48 % Date: 6/30/2017
Return: -5.57 % Date: 5/31/2017
Return: -7.48 % Date: 4/30/2017
Return: 1.14 % Date: 3/31/2017
Return: 5.02 % Date: 2/28/2017
Return: -7.21 % Date: 1/31/2017
Return: -13.91 % Date: 12/31/2016
Return: 11.39 % Date: 11/30/2016
Return: 5.46 % Date: 10/31/2016
Return: 1.38 % Date: 9/30/2016
Return: -2.81 % Date: 8/31/2016
Return: 1.40 % Date: 7/31/2016
Return: 5.87 % Date: 6/30/2016
Return: -28.81 % Date: 5/31/2016
Return: 1.14 % Date: 4/30/2016
Return: -8.85 % Date: 3/31/2016
Return: -6.42 % Date: 2/29/2016
Return: 13.38 % Date: 1/31/2016
Return: 4.40 % Date: 12/31/2015
Return: -4.03 % Date: 11/30/2015
Return: 3.33 % Date: 10/31/2015
Return: 7.95 % Date: 9/30/2015
Return: -2.49 % Date: 8/31/2015
Return: -1.87 % Date: 7/31/2015
Return: 2.69 % Date: 6/30/2015
Return: 8.14 % Date: 5/31/2015
Return: 0.21 % Date: 4/30/2015
Return: -3.14 % Date: 3/31/2015
Return: 1.63 % Date: 2/28/2015
Return: -0.93 % Date: 1/31/2015
Return: 6.65 % Date: 12/31/2014
Return: 11.68 % Date: 11/30/2014
Return: -0.16 % Date: 10/31/2014
Return: 1.55 % Date: 9/30/2014
Return: 6.82 % Date: 8/31/2014
Return: 1.24 % Date: 7/31/2014
Return: -12.03 % Date: 6/30/2014
Return: -8.39 % Date: 5/31/2014
Return: -3.75 % Date: 4/30/2014
Return: 18.62 % Date: 3/31/2014
Return: 0.90 % Date: 2/28/2014
Return: 3.71 % Date: 1/31/2014
Return: 14.33 % Date: 12/31/2013
Return: 5.24 % Date: 11/30/2013
Return: 9.62 % Date: 10/31/2013
Return: 3.47 % Date: 9/30/2013
Return: 0.22 % Date: 8/31/2013
Return: 2.52 % Date: 7/31/2013
Return: 5.07 % Date: 6/30/2013
Return: 3.78 % Date: 5/31/2013
Return: 13.82 % Date: 4/30/2013
Return: -2.86 % Date: 3/31/2013
Return: -2.78 % Date: 2/28/2013
Return: 2.27 % Date: 1/31/2013
Return: 0.09 % Date: 12/31/2012
Return: 5.59 % Date: 11/30/2012
Return: 1.87 % Date: 10/31/2012
Return: -3.50 % Date: 9/30/2012
Return: -4.85 % Date: 8/31/2012
Return: 16.32 % Date: 7/31/2012
Return: -5.42 % Date: 6/30/2012
Return: -14.58 % Date: 5/31/2012
Return: -2.16 % Date: 4/30/2012
Return: -0.28 % Date: 3/31/2012
Return: 11.48 % Date: 2/29/2012
Return: -2.23 % Date: 1/31/2012
Return: -17.03 % Date: 12/31/2011
Return: 9.49 % Date: 11/30/2011
Return: 3.68 % Date: 10/31/2011
Return: 3.53 % Date: 9/30/2011
Return: 10.75 % Date: 8/31/2011
Return: 3.34 % Date: 7/31/2011
Return: 5.32 % Date: 6/30/2011
Return: 5.76 % Date: 5/31/2011
Return: 11.36 % Date: 4/30/2011
Return: -6.10 % Date: 3/31/2011
Return: 7.27 % Date: 2/28/2011
Return: -6.96 % Date: 1/31/2011
Return: -2.69 % Date: 12/31/2010
Return: -2.61 % Date: 11/30/2010
Return: 1.88 % Date: 10/31/2010
Return: 5.65 % Date: 9/30/2010
Return: 8.02 % Date: 8/31/2010
Return: 7.29 % Date: 7/31/2010
Return: -1.16 % Date: 6/30/2010
Return: 0.73 % Date: 5/31/2010
Return: -0.74 % Date: 4/30/2010
Return: -2.23 % Date: 3/31/2010
Return: 4.38 % Date: 2/28/2010
Return: 6.22 % Date: 1/31/2010
Return: 3.69 % Date: 12/31/2009
Return: 1.75 % Date: 11/30/2009
Return: -2.15 % Date: 10/31/2009
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 10/09 - 11/18
Return: -18.00 %
Count: 1 Return: 26.00 %
Count: 1 Return: -14.00 %
Count: 1 Return: -29.00 %
Count: 1 Return: -9.00 %
Count: 2 Return: 13.00 %
Count: 1 Return: 12.00 %
Count: 1 Return: -12.00 %
Count: 1 Return: -8.00 %
Count: 2 Return: -4.00 %
Count: 3 Return: 19.00 %
Count: 1 Return: 10.00 %
Count: 1 Return: 14.00 %
Count: 2 Return: 16.00 %
Count: 1 Return: -5.00 %
Count: 3 Return: -15.00 %
Count: 1 Return: -17.00 %
Count: 1 Return: 9.00 %
Count: 1 Return: 3.00 %
Count: 7 Return: 5.00 %
Count: 6 Return: 11.00 %
Count: 4 Return: -6.00 %
Count: 3 Return: -7.00 %
Count: 3 Return: -3.00 %
Count: 9 Return: 8.00 %
Count: 3 Return: 7.00 %
Count: 5 Return: 1.00 %
Count: 9 Return: -1.00 %
Count: 3 Return: 6.00 %
Count: 5 Return: 4.00 %
Count: 7 Return: 2.00 %
Count: 7 Return: -2.00 %
Count: 7 Return: 0.00 %
Count: 7
Note: All performance data is since program inception.

Underwater Curve

Date Range: 10/09 - 11/18
Date: 11/30/2018
Drawdown: -49.74 % Date: 10/31/2018
Drawdown: -38.87 % Date: 9/30/2018
Drawdown: -39.93 % Date: 8/31/2018
Drawdown: -38.18 % Date: 7/31/2018
Drawdown: -38.64 % Date: 6/30/2018
Drawdown: -39.22 % Date: 5/31/2018
Drawdown: -40.86 % Date: 4/30/2018
Drawdown: -40.75 % Date: 3/31/2018
Drawdown: -43.50 % Date: 2/28/2018
Drawdown: -45.11 % Date: 1/31/2018
Drawdown: -42.74 % Date: 12/31/2017
Drawdown: -54.60 % Date: 11/30/2017
Drawdown: -53.50 % Date: 10/31/2017
Drawdown: -51.16 % Date: 9/30/2017
Drawdown: -46.28 % Date: 8/31/2017
Drawdown: -44.82 % Date: 7/31/2017
Drawdown: -48.23 % Date: 6/30/2017
Drawdown: -43.43 % Date: 5/31/2017
Drawdown: -40.09 % Date: 4/30/2017
Drawdown: -35.25 % Date: 3/31/2017
Drawdown: -35.98 % Date: 2/28/2017
Drawdown: -39.04 % Date: 1/31/2017
Drawdown: -34.30 % Date: 12/31/2016
Drawdown: -23.69 % Date: 11/30/2016
Drawdown: -31.49 % Date: 10/31/2016
Drawdown: -35.04 % Date: 9/30/2016
Drawdown: -35.92 % Date: 8/31/2016
Drawdown: -34.07 % Date: 7/31/2016
Drawdown: -34.98 % Date: 6/30/2016
Drawdown: -38.58 % Date: 5/31/2016
Drawdown: -13.73 % Date: 4/30/2016
Drawdown: -14.70 % Date: 3/31/2016
Drawdown: -6.42 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: -4.03 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: 0.00 % Date: 9/30/2015
Drawdown: -4.31 % Date: 8/31/2015
Drawdown: -1.87 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: 0.00 % Date: 5/31/2015
Drawdown: -2.94 % Date: 4/30/2015
Drawdown: -3.14 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -0.93 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: -5.02 % Date: 11/30/2014
Drawdown: -14.95 % Date: 10/31/2014
Drawdown: -14.82 % Date: 9/30/2014
Drawdown: -16.12 % Date: 8/31/2014
Drawdown: -21.47 % Date: 7/31/2014
Drawdown: -22.43 % Date: 6/30/2014
Drawdown: -11.83 % Date: 5/31/2014
Drawdown: -3.75 % Date: 4/30/2014
Drawdown: 0.00 % Date: 3/31/2014
Drawdown: 0.00 % Date: 2/28/2014
Drawdown: 0.00 % Date: 1/31/2014
Drawdown: 0.00 % Date: 12/31/2013
Drawdown: 0.00 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: 0.00 % Date: 9/30/2013
Drawdown: 0.00 % Date: 8/31/2013
Drawdown: 0.00 % Date: 7/31/2013
Drawdown: -1.75 % Date: 6/30/2013
Drawdown: -6.49 % Date: 5/31/2013
Drawdown: -9.89 % Date: 4/30/2013
Drawdown: -20.83 % Date: 3/31/2013
Drawdown: -18.50 % Date: 2/28/2013
Drawdown: -16.17 % Date: 1/31/2013
Drawdown: -18.03 % Date: 12/31/2012
Drawdown: -18.11 % Date: 11/30/2012
Drawdown: -22.44 % Date: 10/31/2012
Drawdown: -23.87 % Date: 9/30/2012
Drawdown: -21.11 % Date: 8/31/2012
Drawdown: -17.08 % Date: 7/31/2012
Drawdown: -28.72 % Date: 6/30/2012
Drawdown: -24.63 % Date: 5/31/2012
Drawdown: -11.77 % Date: 4/30/2012
Drawdown: -9.82 % Date: 3/31/2012
Drawdown: -9.57 % Date: 2/29/2012
Drawdown: -18.88 % Date: 1/31/2012
Drawdown: -17.03 % Date: 12/31/2011
Drawdown: 0.00 % Date: 11/30/2011
Drawdown: 0.00 % Date: 10/31/2011
Drawdown: 0.00 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: 0.00 % Date: 6/30/2011
Drawdown: 0.00 % Date: 5/31/2011
Drawdown: -1.10 % Date: 4/30/2011
Drawdown: -11.19 % Date: 3/31/2011
Drawdown: -5.42 % Date: 2/28/2011
Drawdown: -11.83 % Date: 1/31/2011
Drawdown: -5.23 % Date: 12/31/2010
Drawdown: -2.61 % Date: 11/30/2010
Drawdown: 0.00 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: 0.00 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: -3.38 % Date: 6/30/2010
Drawdown: -2.25 % Date: 5/31/2010
Drawdown: -2.95 % Date: 4/30/2010
Drawdown: -2.23 % Date: 3/31/2010
Drawdown: 0.00 % Date: 2/28/2010
Drawdown: 0.00 % Date: 1/31/2010
Drawdown: 0.00 % Date: 12/31/2009
Drawdown: -0.44 % Date: 11/30/2009
Drawdown: -2.15 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  e360 Power, LLC
Address: 98 San Jacinto Blvd, Suite 2010
City: Austin
State: TX
Zip: 78701
Country: USA

Key People

Name:  James Shrewsbury
Position:  Chief Investment Officer
Biography: 

James Shrewsbury is a co-founder and Principal of e360 Power, LLC. James is a member of the Investment Committee and a Portfolio Manager with trading responsibility across power and all related portfolios. Prior to establishing e360 Power, James was the Head of Power Trading at Griffon Energy Capital, LLC (GEC) where he was a contributor to the development and growth of the Fund. Prior to joining GEC James was the Director of East Power for American Electric Power Energy Services where he was responsible for developing the company’s presence in the northeast power markets (NYPP, NEPOOL & PJM). James was the Head of North American Soybean Trading for Continental Grain Company and held various trading roles for Continental Grain. James received a BS in Agriculture Economics from the University of Missouri, Columbia.


Name:  Juan Penelas
Position:  Chief Investment Officer
Biography: 

Juan Penelas is a co-founder and Principal of e360 Power, LLC. Juan is a member of the Investment Committee and a Portfolio Manager with trading responsibility across power and related portfolios including power volatility. Prior to establishing e360 Power, Juan was a senior power and gas trader at Griffon Energy Capital, LLC ("GEC") where he co-headed the power desk. Prior to joining GEC, Juan was the head of PJM Power Cash Trading for American Electric Power Energy Service (“AEP”). Juan has worked internationally in the energy and metal industries in a range of finance related roles. Juan has a degree in engineering (BS/MS 6 year degree) from the Universidad de Buenos Aires and an MBA from the Wharton School of the University of Pennsylvania.


Additional Information

 Futures Sectors Traded
 Energies Yes 
 Other Futures Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Discretionary Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Investment Terms & Information
 Managed Account Minimum:  
 Margin / Equity Ratio:  
 Managed Account Availability: Open