GIC Trading LLC : Global Diversified Trading Program

archived programs
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

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 Since
11/1998
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%
Composition Pie Chart

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.

   

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
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
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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
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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
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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.