Carbide Capital Inc. : Carbide Macro Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.65% Jan Performance 0.65% Min Investment $ 200k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 4.94% Sharpe (RFR=1%) 0.10 CAROR - Assets $ 100k Worst DD -3.96 S&P Correlation 0.70 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since12/2018 Carbide Macro Program 0.65 - 0.65 -0.71 - - - 0.23 S&P 500 -0.16 - -0.16 19.27 - - - 39.62 +/- S&P 500 0.81 - 0.81 -19.98 - - - -39.39 Strategy Description SummaryThe Carbide Macro Program trades futures and options on equity and volatility indices. Commodities, currencies, and interest rate futures and options will be traded as well. This strategy seeks positive risk adjusted returns by employing both long and short options strategies. The... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 50k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $11.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -20.00% Worst Peak-to-Trough -3.96% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 5.00% 1-30 Days 95.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic Strategy Option-purchasing 5.00% Option-spreads 15.00% Option-writing 80.00% Composition Stock Indices 94.00% Industrial Metals 1.00% Precious Metals 1.00% Energy 1.00% Grains 1.00% Interest Rates 1.00% VIX 1.00% SummaryThe Carbide Macro Program trades futures and options on equity and volatility indices. Commodities, currencies, and interest rate futures and options will be traded as well. This strategy seeks positive risk adjusted returns by employing both long and short options strategies. The program will generally have a short equity options bias and a long commodities options bias. 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. Positions will be rolled or hedged (to the extent possible) when the overall portfolio is down 5-10% on a monthly basis. 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 -3.96 1 7 1/1/0001 12/1/2018 -1.35 4 - 8/1/2019 12/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 5.12 8 1/1/2019 8/1/2019 0.65 1 1/1/2020 1/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -3.96 1 12/1/2018 12/1/2018 -1.35 4 9/1/2019 12/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods11.0012.009.00 Percent Profitable81.8266.6777.78 Average Period Return0.120.571.49 Average Gain0.631.352.03 Average Loss-2.15-0.99-0.37 Best Period1.572.474.06 Worst Period-3.96-2.15-0.71 Standard Deviation1.431.341.64 Gain Standard Deviation0.380.671.44 Loss Standard Deviation2.560.830.49 Sharpe Ratio (1%)0.030.240.61 Average Gain / Average Loss0.291.375.54 Profit / Loss Ratio1.322.7419.40 Downside Deviation (10%)1.341.381.73 Downside Deviation (5%)1.230.820.46 Downside Deviation (0%)1.200.700.24 Sortino Ratio (10%)-0.21-0.47-0.56 Sortino Ratio (5%)0.030.392.15 Sortino Ratio (0%)0.100.816.27 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