Adamah Capital LLC : Global Macro Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 0.00% Min Investment $ 450k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 5.16% Sharpe (RFR=1%) -1.25 CAROR -5.44% Assets $ 500k Worst DD -30.45 S&P Correlation 0.12 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since3/2011 Global Macro Program 0.00 - - - - -9.52 - -27.86 S&P 500 1.82 - - - - 78.02 - 161.27 +/- S&P 500 -1.82 - - - - -87.54 - -189.12 Strategy Description SummaryAdamah’s Global Macro program combines concepts of post-Modern Portfolio Theory, rigorous risk management, and robust quantitative trading systems. The program applies machine-learning techniques and achieves diversification from both timeframe and market sectors.... Read More Account & Fees Type Managed Account Minimum Investment $ 450k Trading Level Incremental Increase $ 450k CTA Max Funding Factor 2.50 Management Fee 2.00% Performance Fee 20.00% Average Commission $14.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1600 RT/YR/$M Avg. Margin-to-Equity 11% Targeted Worst DD -29.00% Worst Peak-to-Trough 5.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 2.00% 4-12 Months 10.00% 1-3 Months 33.00% 1-30 Days 50.00% Intraday 5.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 10.00% Momentum 20.00% Pattern Recognition 20.00% Technical 20.00% Trend-following 20.00% Other 10.00% Composition Interest Rates 17.00% Stock Indices 17.00% Currency Futures 15.00% Precious Metals 10.00% Energy 10.00% Industrial Metals 8.00% Grains 8.00% Livestock 5.00% Softs 5.00% VIX 5.00% SummaryAdamah’s Global Macro program combines concepts of post-Modern Portfolio Theory, rigorous risk management, and robust quantitative trading systems. The program applies machine-learning techniques and achieves diversification from both timeframe and market sectors.Investment StrategyAdamah’s Global Macro program combines the firm’s quantitative trading programs (Diversified, Short-Term & Asset Allocator) into a well-diversified global macro strategy. The Global Macro program offers broad diversification across trading strategies, time-frames, and major market sectors. The program trades the major liquid futures markets including stock indices, currencies, bonds, metals, energy, agriculture, softs & meats.Risk ManagementAdamah believes that risk management is at least as important as trade signal generation. Risk is controlled on a variety of levels, including the trade/market, sector, and portfolio level. Several proprietary measures of risk are used to monitor volatility and “range.” Risk per trade is computed dynamically, but is typically less than the 1%-1.5% range. 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 -30.45 67 - 4/1/2011 11/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.73 2 3/1/2011 4/1/2011 3.44 3 11/1/2014 1/1/2015 3.22 2 6/1/2012 7/1/2012 2.82 2 1/1/2016 2/1/2016 2.21 2 6/1/2015 7/1/2015 1.70 1 6/1/2014 6/1/2014 1.50 2 3/1/2013 4/1/2013 1.50 1 11/1/2015 11/1/2015 1.10 1 4/1/2012 4/1/2012 1.00 2 10/1/2011 11/1/2011 1.00 1 5/1/2016 5/1/2016 1.00 1 12/1/2012 12/1/2012 0.70 1 7/1/2016 7/1/2016 0.60 1 9/1/2014 9/1/2014 0.50 1 1/1/2014 1/1/2014 0.20 1 4/1/2014 4/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -12.67 5 5/1/2011 9/1/2011 -6.82 5 8/1/2016 12/1/2016 -6.53 8 5/1/2013 12/1/2013 -4.44 4 8/1/2012 11/1/2012 -4.27 2 3/1/2016 4/1/2016 -4.24 3 8/1/2015 10/1/2015 -3.97 4 12/1/2011 3/1/2012 -3.36 4 2/1/2015 5/1/2015 -3.30 1 5/1/2012 5/1/2012 -2.00 1 5/1/2014 5/1/2014 -1.30 1 10/1/2014 10/1/2014 -1.00 1 12/1/2015 12/1/2015 -1.00 2 1/1/2013 2/1/2013 -0.80 2 7/1/2014 8/1/2014 -0.60 2 2/1/2014 3/1/2014 -0.40 1 6/1/2016 6/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods70.0068.0065.0059.0053.0047.0035.0023.00 Percent Profitable34.2927.9413.8511.861.890.000.000.00 Average Period Return-0.45-1.45-2.61-4.44-6.12-7.66-11.56-14.95 Average Gain1.091.191.400.750.36 Average Loss-1.38-2.48-3.25-5.14-6.24-7.66-11.56-14.95 Best Period2.103.442.601.240.36-0.98-5.77-10.14 Worst Period-5.10-8.41-12.58-14.63-18.32-17.10-22.43-23.12 Standard Deviation1.492.452.883.493.663.704.113.22 Gain Standard Deviation0.590.770.690.43 Loss Standard Deviation1.122.082.563.113.583.704.113.22 Sharpe Ratio (1%)-0.36-0.69-1.08-1.56-2.08-2.61-3.55-5.91 Average Gain / Average Loss0.790.480.430.150.06 Profit / Loss Ratio0.450.190.070.020.00 Downside Deviation (10%)1.633.615.8310.0514.1818.2827.6236.64 Downside Deviation (5%)1.422.904.206.458.4410.3415.1419.27 Downside Deviation (0%)1.372.733.835.627.118.4912.2515.28 Sortino Ratio (10%)-0.53-0.74-0.87-0.94-0.97-0.98-0.99-1.00 Sortino Ratio (5%)-0.38-0.59-0.74-0.84-0.90-0.94-0.96-0.99 Sortino Ratio (0%)-0.33-0.53-0.68-0.79-0.86-0.90-0.94-0.98 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