Commonwealth Avenue Asset Management Private Limited : CAAMCO Absolute Return Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.90% Jan Performance 1.90% Min Investment $ 250k Mgmt. Fee 1.50% Perf. Fee 18.00% Annualized Vol 54.65% Sharpe (RFR=1%) 1.25 CAROR - Assets $ 1.6M Worst DD -17.55 S&P Correlation -0.24 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 Since12/2019 CAAMCO Absolute Return Strategy 1.90 - 1.90 24.87 - - - 93.77 S&P 500 -1.11 - -1.11 15.15 - - - 34.35 +/- S&P 500 3.01 - 3.01 9.71 - - - 59.42 Strategy Description SummaryThe CAAMCO ABSOLUTE RETURN STRATEGY (CARS) is a managed account strategy driven by a combination of higher frequency trades and longer holding position trades typically in the opposite direction. ... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 250k CTA Max Funding Factor Management Fee 1.50% Performance Fee 18.00% Average Commission $2.00 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 500 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD -25.00% Worst Peak-to-Trough 12.70% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 10.00% Intraday 90.00% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Pattern Recognition 100.00% Composition Stock Indices 100.00% SummaryThe CAAMCO ABSOLUTE RETURN STRATEGY (CARS) is a managed account strategy driven by a combination of higher frequency trades and longer holding position trades typically in the opposite direction. Investment StrategyThe strategy make investments in exchange-listed instruments globally and its objective is to achieve absolute returns over various market conditions through highly active management. Investment decision making are based on pattern recognition research.Risk ManagementKey risk management metric is the use of Margin / Equity Ratio to control intraday market exposure. The strategy aims to achieve an average net return between 10% and 30% per annum, with worst drawdown capped under 30%. Reference Indexes include: EMB, Macro & CTA indexes, and SPY. 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 -17.55 1 1 1/1/2020 2/1/2020 -8.00 2 - 9/1/2020 11/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 141.62 7 3/1/2020 9/1/2020 5.06 2 12/1/2020 1/1/2021 0.63 2 12/1/2019 1/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.55 1 2/1/2020 2/1/2020 -8.00 2 10/1/2020 11/1/2020 Show More 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