GIC Trading LLC : Global Diversified Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since11/1998 Global Diversified Trading Program 2.86 2.30 - 4.91 -1.68 0.62 117.63 276.61 S&P 500 -2.64 -6.94 - -2.65 33.27 68.22 56.23 64.98 +/- S&P 500 5.50 9.23 - 7.56 -34.95 -67.60 61.41 211.63 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-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 the techniques and theories learned over the last decade and applied over the last several years. 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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods203.00201.00198.00192.00186.00180.00168.00156.00144.00 Percent Profitable50.7454.7357.0761.4671.5179.4479.1778.8590.28 Average Period Return0.842.535.1611.1516.8023.2437.9453.6269.81 Average Gain5.539.5915.0024.7528.6933.1551.6371.3179.15 Average Loss-4.00-6.00-7.92-10.54-13.05-15.06-14.05-12.34-16.87 Best Period21.2136.6049.9880.5990.67107.77119.28152.74154.19 Worst Period-13.54-19.52-21.66-27.18-30.99-31.74-39.61-25.45-30.95 Standard Deviation6.1510.5814.9422.2826.4831.8041.0448.6243.90 Gain Standard Deviation4.608.8112.0217.1821.4027.7934.3538.7635.02 Loss Standard Deviation2.964.505.237.107.909.1813.245.828.37 Sharpe Ratio (1%)0.120.220.310.460.580.670.851.021.47 Average Gain / Average Loss1.381.601.892.352.202.203.675.784.69 Profit / Loss Ratio1.431.932.523.755.528.5113.9621.5543.58 Downside Deviation (10%)3.725.727.6210.6111.8612.4115.3516.1414.93 Downside Deviation (5%)3.535.176.488.398.828.769.828.007.31 Downside Deviation (0%)3.495.046.217.878.127.978.756.265.83 Sortino Ratio (10%)0.120.230.350.580.781.051.451.992.82 Sortino Ratio (5%)0.210.440.721.211.732.423.556.208.86 Sortino Ratio (0%)0.240.500.831.422.072.924.338.5711.98 Top Performer Badges Index Award Type Rank Performance Period Diversified Trader Index Month 10 2.34 6/2015 IASG CTA Index Year Rolling 8 24.93 2000 - 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. x {{title}} x {{title}} Add Cancel