Carbide Capital Inc. : Carbide Absolute Return Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 3.25% Mar Performance 1.05% Min Investment $ 200k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.37% Sharpe (RFR=1%) 0.01 CAROR -0.04% Assets $ 963k Worst DD -40.97 S&P Correlation 0.42 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since9/2014 Carbide Absolute Return Program 1.05 3.25 3.25 15.91 -1.47 -16.05 - -0.25 S&P 500 4.24 9.21 9.21 58.70 55.31 97.12 - 105.86 +/- S&P 500 -3.19 -5.95 -5.95 -42.79 -56.77 -113.17 - -106.11 Strategy Description SummaryThe Carbide Absolute Return Program seeks to produce positive risk adjusted returns through a long/short options strategy focused on equity indices. The CIO was formerly the head trader for a well known multi-billion dollar hedge fund. ... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $11.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -20.00% Worst Peak-to-Trough -36.90% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 3.00% 1-30 Days 95.00% Intraday 2.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-purchasing 5.00% Option-spreads 15.00% Option-writing 80.00% Composition Stock Indices 100.00% SummaryThe Carbide Absolute Return Program seeks to produce positive risk adjusted returns through a long/short options strategy focused on equity indices. The CIO was formerly the head trader for a well known multi-billion dollar hedge fund. Investment StrategyCC utilizes both fundamental and technical analysis to identify trading opportunities in the futures and options markets. It employs fundamental top-down/bottom-up analysis of the broad financial markets to identify which instruments offer the best investment opportunities. Additionally, CC employs a series of proprietary models and technical indicators to identify the specific contracts that offer the most advantageous trading opportunities.Risk ManagementPortfolio is stress tested under various price and vol assumptions to estimate drawdowns and margin to equity ratios. Portfolio is managed to avoid margin calls and optimize risk/return characteristics. 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 -40.97 27 - 12/1/2017 3/1/2020 -3.76 1 2 7/1/2015 8/1/2015 -1.01 1 1 10/1/2014 11/1/2014 -0.77 1 1 5/1/2016 6/1/2016 -0.17 1 1 5/1/2015 6/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 20.37 18 7/1/2016 12/1/2017 16.34 9 9/1/2015 5/1/2016 15.91 12 4/1/2020 3/1/2021 8.76 7 3/1/2018 9/1/2018 6.08 6 12/1/2014 5/1/2015 5.57 7 6/1/2019 12/1/2019 3.44 4 1/1/2019 4/1/2019 3.21 2 9/1/2014 10/1/2014 1.43 1 11/1/2018 11/1/2018 0.75 1 7/1/2015 7/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -31.42 2 1/1/2018 2/1/2018 -14.21 3 1/1/2020 3/1/2020 -11.69 1 10/1/2018 10/1/2018 -5.56 1 12/1/2018 12/1/2018 -3.76 1 8/1/2015 8/1/2015 -1.01 1 11/1/2014 11/1/2014 -0.77 1 6/1/2016 6/1/2016 -0.17 1 6/1/2015 6/1/2015 -0.14 1 5/1/2019 5/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods79.003.006.0012.0018.0024.0036.0048.0060.00 Percent Profitable84.81100.00100.00100.0033.3362.5016.6720.8336.67 Average Period Return0.102.154.088.95-3.610.26-4.45-20.57-7.22 Average Gain1.162.154.088.951.493.074.555.5612.11 Average Loss-5.80-6.16-4.43-6.25-27.45-18.42 Best Period3.823.257.0515.912.305.897.419.1222.69 Worst Period-30.661.000.962.12-12.24-9.15-14.99-35.59-27.58 Standard Deviation4.151.132.294.514.694.305.3514.0515.82 Gain Standard Deviation0.591.132.294.510.621.942.452.657.01 Loss Standard Deviation8.673.552.673.674.004.50 Sharpe Ratio (1%)0.001.681.561.76-1.09-0.41-1.40-1.75-0.78 Average Gain / Average Loss0.200.240.690.730.200.66 Profit / Loss Ratio1.110.121.160.150.050.38 Downside Deviation (10%)4.040.130.630.9012.1010.8420.8944.3638.22 Downside Deviation (5%)3.976.854.279.0928.2619.06 Downside Deviation (0%)3.955.743.126.5924.6715.08 Sortino Ratio (10%)-0.087.002.564.37-0.93-0.92-0.97-0.95-0.91 Sortino Ratio (5%)0.00-0.75-0.41-0.82-0.87-0.65 Sortino Ratio (0%)0.03-0.630.08-0.68-0.83-0.48 Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 5 1.17 2/2021 Stock Index Trader Index Month 7 1.00 1/2021 Option Strategy Index Month 2 1.00 1/2021 Option Strategy Index Month 4 1.48 12/2020 Option Strategy Index Month 3 1.19 11/2020 Option Strategy Index Month 3 0.96 10/2020 Stock Index Trader Index Month 8 0.96 10/2020 Stock Index Trader Index Month 9 1.45 9/2020 Option Strategy Index Month 2 1.45 9/2020 Option Strategy Index Month 2 1.45 9/2020 Stock Index Trader Index Month 9 1.45 9/2020 Discretionary Trader Index Month 10 1.45 9/2020 Option Strategy Index Month 4 0.93 8/2020 Option Strategy Index Month 2 1.37 7/2020 Option Strategy Index Month 4 0.33 6/2020 Option Strategy Index Month 2 1.82 5/2020 Discretionary Trader Index Month 9 1.82 5/2020 Stock Index Trader Index Month 9 1.82 5/2020 Stock Index Trader Index Month 10 2.12 4/2020 Option Strategy Index Month 1 2.12 4/2020 Option Strategy Index Month 1 2.12 4/2020 Stock Index Trader Index Month 10 2.12 4/2020 Option Strategy Index Month 8 -5.91 3/2020 Option Strategy Index Month 6 -8.46 2/2020 Option Strategy Index Month 10 -0.39 1/2020 Option Strategy Index Month 5 0.83 12/2019 Option Strategy Index Month 5 0.57 11/2019 Option Strategy Index Month 4 0.88 10/2019 Option Strategy Index Month 7 0.78 9/2019 Option Strategy Index Month 4 0.73 8/2019 Option Strategy Index Month 6 0.68 7/2019 Option Strategy Index Month 4 0.97 6/2019 Discretionary Trader Index Month 10 0.97 6/2019 Option Strategy Index Month 7 -0.14 5/2019 Option Strategy Index Month 7 0.45 4/2019 Option Strategy Index Month 7 0.53 3/2019 Option Strategy Index Month 7 0.55 2/2019 Option Strategy Index Month 5 1.87 1/2019 Option Strategy Index Month 4 1.43 11/2018 Option Strategy Index Month 8 0.78 9/2018 Option Strategy Index Month 4 0.75 8/2018 Option Strategy Index Month 3 1.89 7/2018 Option Strategy Index Month 7 1.29 6/2018 Stock Index Trader Index Month 10 1.29 6/2018 Option Strategy Index Month 3 1.31 5/2018 Option Strategy Index Month 7 1.18 4/2018 Option Strategy Index Month 6 1.25 3/2018 Option Strategy Index Month 7 -1.09 1/2018 Option Strategy Index Month 3 1.21 12/2017 IASG CTA Index Sharpe 2 2.68 2017 Option Strategy Index Month 7 0.45 11/2017 Option Strategy Index Month 5 1.01 10/2017 Option Strategy Index Month 8 0.70 9/2017 Option Strategy Index Month 8 0.74 8/2017 Option Strategy Index Month 6 1.03 7/2017 Option Strategy Index Month 4 1.53 6/2017 Stock Index Trader Index Month 9 1.53 6/2017 Option Strategy Index Month 10 1.02 5/2017 Option Strategy Index Month 10 1.08 4/2017 Option Strategy Index Month 7 1.01 2/2017 Stock Index Trader Index Month 7 1.01 2/2017 Stock Index Trader Index Month 8 0.87 12/2016 Option Strategy Index Month 8 0.87 12/2016 Option Strategy Index Month 5 1.52 11/2016 Option Strategy Index Month 7 1.29 10/2016 Stock Index Trader Index Month 9 1.29 10/2016 Option Strategy Index Month 7 0.66 9/2016 Stock Index Trader Index Month 5 2.11 7/2016 Option Strategy Index Month 1 2.11 7/2016 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