Cauldron Investments, LLC : Dynamic Market Opportunity

archived programs
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

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 Since
4/2014
Dynamic Market Opportunity 2.59 - - - - - - 42.71
S&P 500 1.97 - - - - - - 83.91
+/- S&P 500 0.62 - - - - - - -41.20

Strategy Description

Summary

Dynamic 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%
Strategy Pie Chart

Composition

Stock Indices
95.00%
Interest Rates
5.00%
Composition Pie Chart

Summary

Dynamic 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 Strategy

Trend-following, counter-trend and premium capture in option writing.

Risk Management

Use stop point to limit loss in every trade.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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Reward
Compound RoR:
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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
-0.94 1 1 12/1/2014 1/1/2015
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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
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Consecutive Losses

Run-up Length (Mos.) Start End
-0.94 1 1/1/2015 1/1/2015
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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.