Cauldron Investments, LLC : Dynamic Market Opportunity Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 2.59% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.22% Sharpe (RFR=1%) 2.86 CAROR - Assets $ 6.4M Worst DD -0.94 S&P Correlation 0.56 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since4/2014 Dynamic Market Opportunity 2.59 - - - - - - 42.71 S&P 500 1.97 - - - - - - 83.91 +/- S&P 500 0.62 - - - - - - -41.20 Strategy Description SummaryDynamic Marketing Opportunity program is a more aggressive, more discretionary version of Cauldron's Stock Index Plus program. It will trade more aggressively when opportunity present at the turning point and preserve capital otherwise. this program is to be used in a new fund starting... Read More Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $7.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 12 Trading Trading Frequency 1500 RT/YR/$M Avg. Margin-to-Equity 40% Targeted Worst DD -30.00% Worst Peak-to-Trough 30.00% Sector Focus Stock Index Traders Holding Periods Over 12 Months 20.00% 4-12 Months 20.00% 1-3 Months 20.00% 1-30 Days 30.00% Intraday 10.00% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Counter-trend 25.00% Option-purchasing 10.00% Option-writing 25.00% Trend-following 40.00% Composition Stock Indices 95.00% Interest Rates 5.00% SummaryDynamic Marketing Opportunity program is a more aggressive, more discretionary version of Cauldron's Stock Index Plus program. It will trade more aggressively when opportunity present at the turning point and preserve capital otherwise. this program is to be used in a new fund starting in 2015, Cauldron will take $3 million dollar minimum separately managed account.Investment StrategyTrend-following, counter-trend and premium capture in option writing.Risk ManagementUse stop point to limit loss in every 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 -0.94 1 1 12/1/2014 1/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 28.06 9 4/1/2014 12/1/2014 12.50 6 2/1/2015 7/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -0.94 1 1/1/2015 1/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods16.0014.0011.00 Percent Profitable93.75100.00100.00 Average Period Return2.286.2811.82 Average Gain2.496.2811.82 Average Loss-0.94 Best Period9.6314.3926.45 Worst Period-0.940.164.49 Standard Deviation2.664.586.73 Gain Standard Deviation2.614.586.73 Loss Standard Deviation Sharpe Ratio (1%)0.831.321.68 Average Gain / Average Loss2.65 Profit / Loss Ratio39.80 Downside Deviation (10%)0.350.28 Downside Deviation (5%)0.260.02 Downside Deviation (0%)0.24 Sortino Ratio (10%)5.3217.72 Sortino Ratio (5%)8.59256.10 Sortino Ratio (0%)9.70 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