Carbide Capital Inc. : Carbide Absolute Return Program

Year-to-Date: 0.39%
Jan Performance: -0.39%

Min Investment: $ 200k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 15.10%
Sharpe (RFR=1%): 0.02
CAROR: -0.02%

Assets: $ 3.6M
Worst DD: -36.90
S&P Correlation: 0.38

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Growth of 1,000 - VAMI

Monthly Performance

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	Jan	Qtr	YTD	1yr	3yr	5yr	10yr	Since 9/2014
Carbide Absolute Return Program	-0.39	1.01	-0.39	6.62	-23.81	-4.71	-	-0.09
S&P 500	-0.16	6.19	-0.16	19.27	40.10	60.04	-	61.88
+/- S&P 500	-0.23	-5.18	-0.23	-12.65	-63.91	-64.74	-	-61.97

Strategy Description

Summary

The 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%

Summary

Investment Strategy

CC 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 Management

Portfolio 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.

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Index: Chart Type:

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:

Monthly Annual

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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
-36.90	12	-	12/1/2017	12/1/2018
-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

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
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

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-31.42	2	1/1/2018	2/1/2018
-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
-0.39	1	1/1/2020	1/1/2020
-0.17	1	6/1/2015	6/1/2015
-0.14	1	5/1/2019	5/1/2019

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	65.00	63.00	60.00	54.00	48.00	42.00	30.00	18.00
Percent Profitable	84.62	85.71	75.00	62.96	50.00	42.86	23.33	11.11
Average Period Return	0.11	0.28	0.33	-0.20	-0.64	-2.31	-3.46	-8.25
Average Gain	1.14	2.82	5.66	11.29	19.66	27.02	34.59	7.89
Average Loss	-5.52	-14.94	-15.67	-19.73	-20.95	-24.31	-15.04	-10.27
Best Period	3.82	6.14	9.96	18.74	26.26	34.37	40.98	7.90
Worst Period	-30.66	-30.59	-29.08	-36.90	-34.19	-31.20	-23.81	-12.47
Standard Deviation	4.36	7.71	10.92	16.63	22.16	26.41	23.44	6.21
Gain Standard Deviation	0.62	1.25	1.98	3.74	2.70	2.85	14.06	0.01
Loss Standard Deviation	9.54	12.07	11.17	10.46	11.65	7.72	8.34	2.14
Sharpe Ratio (1%)	0.01	0.00	-0.02	-0.07	-0.10	-0.16	-0.28	-1.98
Average Gain / Average Loss	0.21	0.19	0.36	0.57	0.94	1.11	2.30	0.77
Profit / Loss Ratio	1.13	1.13	1.08	0.97	0.94	0.83	0.70	0.10
Downside Deviation (10%)	4.25	7.47	10.55	16.29	21.73	26.74	28.00	30.40
Downside Deviation (5%)	4.18	7.17	9.72	14.06	17.81	20.70	17.36	13.65
Downside Deviation (0%)	4.16	7.10	9.51	13.52	16.86	19.24	14.98	9.87
Sortino Ratio (10%)	-0.07	-0.13	-0.20	-0.32	-0.38	-0.47	-0.69	-0.98
Sortino Ratio (5%)	0.01	0.00	-0.02	-0.09	-0.12	-0.21	-0.37	-0.90
Sortino Ratio (0%)	0.03	0.04	0.03	-0.01	-0.04	-0.12	-0.23	-0.84

Top Performer Badges

Index	Award Type	Rank	Performance	Period
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	6	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	0.45	4/2019
Option Strategy Index	Month	7	0.53	3/2019
Option Strategy Index	Month	7	0.55	2/2019
Option Strategy Index	Month	7	0.55	2/2019
Option Strategy Index	Month	7	0.55	2/2019
Option Strategy Index	Month	4	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	7	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	7	1.18	4/2018
Option Strategy Index	Month	6	1.25	3/2018
Option Strategy Index	Month	7	-1.09	1/2018
IASG CTA Index	Sharpe	2	2.68	2016 - 2017
Option Strategy Index	Month	3	1.21	12/2017
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
Stock Index Trader Index	Month	7	1.01	2/2017
Option Strategy Index	Month	7	1.01	2/2017
Option Strategy Index	Month	8	0.87	12/2016
Stock Index Trader 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.

^#5

Top Performer

OPTION STRATEGY INDEX

DECEMBER
2019

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More Programs by Carbide Capital Inc.

Program Name	CAROR
Carbide Macro Program	-
Carbide Absolute Return Program	-0.02%
Carbide Hedge Progam	-1.94%

IASG Activity

Blends 147
Portfolios 16
Watchlists 33

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Carbide Capital Inc. : Carbide Absolute Return Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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