GIC Trading LLC : Global Diversified Trading Program

Year-to-Date: N / A
Sep Performance: 2.86%

Min Investment: $ 500k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 21.30%
Sharpe (RFR=1%): 0.43
CAROR: 8.15%

Assets: $ 65.7M
Worst DD: -41.06
S&P Correlation: -0.20

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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	Sep	Qtr	2020	1yr	3yr	5yr	10yr	Since 11/1998
Global Diversified Trading Program	2.86	-	-	-	-	-	-11.16	276.61
S&P 500	-2.64	-	-	-	-	-	56.23	219.45
+/- S&P 500	5.50	-	-	-	-	-	-67.39	57.15

Strategy Description

Summary

-GIC, LLC trades a diversified program in a variety of markets globally. GIC's trading approach is technical in nature and predominately systematic. The systems vary from short to long term and are trend following in nature. GIC's risk management and trading approach are guided by... Read More

Account & Fees

Type	Managed Account
Minimum Investment	$ 500k
Trading Level Incremental Increase	$ 0k
CTA Max Funding Factor
Management Fee	2.00%
Performance Fee	20.00%
Average Commission	$0
Available to US Investors	Yes

Subscriptions

High Water Mark	No
Subscription Frequency
Redemption Frequency
Investor Requirements	Any Investor
Lock-up Period	0

Trading

Trading Frequency	2500 RT/YR/$M
Avg. Margin-to-Equity	0%
Targeted Worst DD
Worst Peak-to-Trough	0%
Sector Focus	Diversified Traders

Holding Periods

Over 12 Months	0%
4-12 Months	0%
1-3 Months	0%
1-30 Days	0%
Intraday	0%

Decision-Making

Discretionary	10.00%
Systematic	90.00%

Strategy

Composition

Interest Rates: 22.00%
Currency Futures: 12.00%
Grains: 12.00%
Energy: 10.00%
Softs: 10.00%
Industrial Metals: 9.00%
Precious Metals: 7.00%
Livestock: 7.00%
Stock Indices: 7.00%
Other: 4.00%

Summary

Compare to:

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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

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
-41.06	33	-	4/1/2011	1/1/2014
-26.11	18	5	4/1/1999	10/1/2000
-21.64	4	5	10/1/2001	2/1/2002
-17.61	11	10	4/1/2006	3/1/2007
-17.25	13	12	3/1/2004	4/1/2005
-17.06	13	4	5/1/2009	6/1/2010
-12.54	1	5	3/1/2001	4/1/2001
-11.13	4	7	2/1/2003	6/1/2003
-10.11	4	1	12/1/2008	4/1/2009
-9.83	1	1	2/1/1999	3/1/1999
-9.09	2	2	9/1/2002	11/1/2002
-6.79	1	1	10/1/2010	11/1/2010
-6.22	3	1	1/1/0001	1/1/1999
-6.05	1	2	6/1/2008	7/1/2008
-4.72	1	1	2/1/2011	3/1/2011
-4.56	1	2	2/1/2008	3/1/2008

Consecutive Gains

Run-up	Length (Mos.)	Start	End
50.80	5	11/1/2000	3/1/2001
46.93	5	8/1/2008	12/1/2008
36.60	3	8/1/2001	10/1/2001
33.79	5	5/1/2002	9/1/2002
31.89	4	6/1/2014	9/1/2014
27.69	3	12/1/2007	2/1/2008
25.46	4	7/1/2010	10/1/2010
21.99	3	11/1/2014	1/1/2015
20.65	3	12/1/2002	2/1/2003
20.47	3	12/1/2010	2/1/2011
20.39	2	3/1/2006	4/1/2006
18.82	4	12/1/2003	3/1/2004
18.63	1	5/1/2012	5/1/2012
16.79	1	5/1/2009	5/1/2009
12.22	3	4/1/2007	6/1/2007
11.62	1	4/1/1999	4/1/1999
11.34	1	2/1/1999	2/1/1999
10.33	2	9/1/2007	10/1/2007
9.78	1	3/1/2002	3/1/2002
9.22	1	7/1/2012	7/1/2012
7.71	1	1/1/2006	1/1/2006
7.24	2	3/1/2013	4/1/2013
7.06	1	3/1/2010	3/1/2010
6.99	1	11/1/2005	11/1/2005
6.69	3	4/1/2008	6/1/2008
6.61	1	11/1/2009	11/1/2009
6.48	1	10/1/2003	10/1/2003
6.37	1	9/1/2011	9/1/2011
5.90	1	7/1/2011	7/1/2011
5.81	2	7/1/2003	8/1/2003
5.42	1	8/1/2005	8/1/2005
5.18	1	4/1/2011	4/1/2011
5.14	1	2/1/2012	2/1/2012
5.06	2	2/1/2014	3/1/2014
5.01	1	8/1/2000	8/1/2000
4.93	1	11/1/2004	11/1/2004
4.80	2	5/1/2005	6/1/2005
4.67	2	10/1/2006	11/1/2006
3.94	2	5/1/2001	6/1/2001
3.63	1	2/1/2005	2/1/2005
3.53	2	4/1/2003	5/1/2003
3.44	2	6/1/2015	7/1/2015
3.27	4	11/1/1999	2/1/2000
3.24	2	8/1/2009	9/1/2009
2.86	1	9/1/2015	9/1/2015
2.75	1	9/1/2012	9/1/2012
2.68	1	8/1/2006	8/1/2006
2.43	1	12/1/2012	12/1/2012
2.36	1	6/1/1999	6/1/1999
2.26	1	7/1/2004	7/1/2004
1.37	1	10/1/2013	10/1/2013
1.07	1	5/1/2000	5/1/2000
0.96	1	6/1/2013	6/1/2013
0.58	1	9/1/1999	9/1/1999

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-21.64	4	11/1/2001	2/1/2002
-20.83	4	10/1/2011	1/1/2012
-15.38	4	2/1/2015	5/1/2015
-14.51	3	12/1/2009	2/1/2010
-14.47	3	7/1/2013	9/1/2013
-14.41	2	5/1/2011	6/1/2011
-14.00	3	5/1/2006	7/1/2006
-12.54	1	4/1/2001	4/1/2001
-12.47	2	10/1/2012	11/1/2012
-10.86	2	7/1/1999	8/1/1999
-10.53	3	11/1/2013	1/1/2014
-10.11	4	1/1/2009	4/1/2009
-10.01	1	3/1/2003	3/1/2003
-9.91	3	4/1/2004	6/1/2004
-9.83	1	3/1/1999	3/1/1999
-9.49	2	12/1/2004	1/1/2005
-9.48	1	6/1/2012	6/1/2012
-9.09	2	10/1/2002	11/1/2002
-8.94	4	12/1/2006	3/1/2007
-7.96	1	5/1/1999	5/1/1999
-7.60	3	4/1/2010	6/1/2010
-7.25	1	10/1/1999	10/1/1999
-6.79	1	11/1/2010	11/1/2010
-6.73	2	6/1/2009	7/1/2009
-6.61	2	9/1/2000	10/1/2000
-6.49	2	3/1/2012	4/1/2012
-6.22	3	11/1/1998	1/1/1999
-6.05	1	7/1/2008	7/1/2008
-5.80	2	3/1/2005	4/1/2005
-5.63	2	3/1/2000	4/1/2000
-5.43	1	8/1/2012	8/1/2012
-4.76	2	4/1/2014	5/1/2014
-4.72	1	3/1/2011	3/1/2011
-4.61	1	6/1/2003	6/1/2003
-4.59	1	2/1/2006	2/1/2006
-4.56	1	3/1/2008	3/1/2008
-4.53	2	9/1/2005	10/1/2005
-4.47	1	10/1/2009	10/1/2009
-3.86	2	1/1/2013	2/1/2013
-3.77	2	7/1/2007	8/1/2007
-3.56	1	7/1/2001	7/1/2001
-3.13	1	9/1/2003	9/1/2003
-3.12	3	8/1/2004	10/1/2004
-2.97	1	8/1/2011	8/1/2011
-2.92	1	10/1/2014	10/1/2014
-2.36	2	6/1/2000	7/1/2000
-2.32	1	11/1/2003	11/1/2003
-2.31	1	11/1/2007	11/1/2007
-2.30	1	12/1/2005	12/1/2005
-2.23	1	7/1/2005	7/1/2005
-2.10	1	9/1/2006	9/1/2006
-1.89	1	5/1/2013	5/1/2013
-1.60	1	8/1/2015	8/1/2015
-0.83	1	4/1/2002	4/1/2002

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	203.00	201.00	198.00	192.00	186.00	180.00	168.00	156.00	144.00
Percent Profitable	50.74	54.73	57.07	61.46	71.51	79.44	79.17	78.85	90.28
Average Period Return	0.84	2.53	5.16	11.15	16.80	23.24	37.94	53.62	69.81
Average Gain	5.53	9.59	15.00	24.75	28.69	33.15	51.63	71.31	79.15
Average Loss	-4.00	-6.00	-7.92	-10.54	-13.05	-15.06	-14.05	-12.34	-16.87
Best Period	21.21	36.60	49.98	80.59	90.67	107.77	119.28	152.74	154.19
Worst Period	-13.54	-19.52	-21.66	-27.18	-30.99	-31.74	-39.61	-25.45	-30.95
Standard Deviation	6.15	10.58	14.94	22.28	26.48	31.80	41.04	48.62	43.90
Gain Standard Deviation	4.60	8.81	12.02	17.18	21.40	27.79	34.35	38.76	35.02
Loss Standard Deviation	2.96	4.50	5.23	7.10	7.90	9.18	13.24	5.82	8.37
Sharpe Ratio (1%)	0.12	0.22	0.31	0.46	0.58	0.67	0.85	1.02	1.47
Average Gain / Average Loss	1.38	1.60	1.89	2.35	2.20	2.20	3.67	5.78	4.69
Profit / Loss Ratio	1.43	1.93	2.52	3.75	5.52	8.51	13.96	21.55	43.58
Downside Deviation (10%)	3.72	5.72	7.62	10.61	11.86	12.41	15.35	16.14	14.93
Downside Deviation (5%)	3.53	5.17	6.48	8.39	8.82	8.76	9.82	8.00	7.31
Downside Deviation (0%)	3.49	5.04	6.21	7.87	8.12	7.97	8.75	6.26	5.83
Sortino Ratio (10%)	0.12	0.23	0.35	0.58	0.78	1.05	1.45	1.99	2.82
Sortino Ratio (5%)	0.21	0.44	0.72	1.21	1.73	2.42	3.55	6.20	8.86
Sortino Ratio (0%)	0.24	0.50	0.83	1.42	2.07	2.92	4.33	8.57	11.98

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Diversified Trader Index	Month	10	2.34	6/2015
IASG CTA Index	Annual	8	24.93	2001

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

^#10

Top Performer

DIVERSIFIED TRADER INDEX

JUNE
2015

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GIC Trading LLC : Global Diversified Trading Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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GIC Trading LLC : Global Diversified Trading Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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