Caravan Wealth Management : Commodity Options Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -0.97% Min Investment $ 50k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 25.25% Sharpe (RFR=1%) -1.08 CAROR - Assets $ 91k Worst DD -20.91 S&P Correlation -0.18 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 2020 1yr 3yr 5yr 10yr Since5/2018 Commodity Options -0.97 - - - - - - -17.97 S&P 500 -9.18 - - - - - - 38.83 +/- S&P 500 8.21 - - - - - - -56.80 Strategy Description SummaryCaravan Wealth Management is a commodity trading advisor firm based in Miami, Florida which focuses on trading options to diversify and increase the probability of profit. Caravan clients are based in the United States and Latin America. Caravan Wealth Management does not... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 0% Performance Fee 25.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 1-7 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 144 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -3.00% Worst Peak-to-Trough 4.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 100.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 40.00% Seasonal/cyclical 40.00% Technical 20.00% Composition Energy 40.00% Currency Futures 25.00% Precious Metals 20.00% Interest Rates 15.00% SummaryCaravan Wealth Management is a commodity trading advisor firm based in Miami, Florida which focuses on trading options to diversify and increase the probability of profit. Caravan clients are based in the United States and Latin America. Caravan Wealth Management does not charge clients with a management fee based on the amount of funds under management, and only charges 25% incentive fee of the quarterly profit calculated with the high-water mark system. Investment StrategyThe primary investment objective of the CARAVAN TRADING SYSTEM is to collect premiums from writing options on the S&P 500 index mini futures (/ES) and certain commodities futures such as Crude Oil, Natural Gas, Soybeans, Corn, Wheat, Coffee and Cocoa. The Trading Advisor intends to implement an options trading strategy through writing (selling) call and put option contracts. Writing Options on the S&P Mini Futures and commodities: The Trading Advisor intends to implement an options strategy that initially determines the near-term trading range for the S&P 500 Index, based upon the previous 3-6 months movement and for the commodities based on worldwide seasonality and supply / demand situations. A variety of indicators are used including 20, 50, 200 day moving averages, relative strength indicators, VIX, open interests, linear regression analysis among several others. Many other non-market indicators are also considered, including political and macroeconomic events. Generally, options are written near the peak (calls) and the troughs (puts) of the market with 5% probabilities of being in the money at expiration. Options Contracts are for a set period of time generally between 60 and 90 days before expiration. In order to maintain high probability of profit and maximize number of events, options are written every other week for S&P 500 mini futures and once a month for commodities.Risk ManagementThe option expiration time frame varies from 60 to 180 days, and they are generally bought back when 80% of maximum profit is reached to secure profits and leave margin available for the next trade. 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 -20.91 2 - 10/1/2018 12/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.72 6 5/1/2018 10/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -20.91 2 11/1/2018 12/1/2018 Show More Time Windows Analysis 1 Month3 Month Number of Periods8.006.00 Percent Profitable75.0066.67 Average Period Return-2.18-5.35 Average Gain0.611.51 Average Loss-10.56-19.06 Best Period1.382.69 Worst Period-20.14-19.82 Standard Deviation7.2910.65 Gain Standard Deviation0.450.84 Loss Standard Deviation13.561.08 Sharpe Ratio (1%)-0.31-0.53 Average Gain / Average Loss0.060.08 Profit / Loss Ratio0.170.16 Downside Deviation (10%)7.2811.72 Downside Deviation (5%)7.1611.16 Downside Deviation (0%)7.1311.01 Sortino Ratio (10%)-0.36-0.56 Sortino Ratio (5%)-0.32-0.50 Sortino Ratio (0%)-0.31-0.49 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