Greenwave Capital Management : Greenwave Flaghship (Futures Only) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 0.03% Min Investment $ 10,000k Mgmt. Fee 0.25% Perf. Fee 20.00% Annualized Vol 0.81% Sharpe (RFR=1%) -0.61 CAROR 0.50% Assets $ 397.0M Worst DD -0.79 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since7/2008 Greenwave Flaghship (Futures Only) 0.03 - - - 0.06 0.36 3.31 5.69 S&P 500 1.31 - - - 35.72 52.80 198.70 238.94 +/- S&P 500 -1.28 - - - -35.66 -52.44 -195.39 -233.25 Strategy Description SummaryGreenwave Capital Management’s Flagship strategy is a Short Term Tactical Discretionary Global Macro strategy with an emphasis on G20 Currencies. The strategy combines medium to long term fundamental and technical analysis with short term trading in order to adapt to changing market... Read More Account & Fees Type Managed Account Minimum Investment $ 10,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 0.25% Performance Fee 20.00% Average Commission $1.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 400 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 20.00% Intraday 80.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Counter-trend 20.00% Fundamental 50.00% Option-purchasing 5.00% Seasonal/cyclical 5.00% Spreading/hedging 5.00% Trend-following 15.00% Composition Currency FX 95.00% Stock Indices 2.00% Precious Metals 1.00% Energy 1.00% Interest Rates 1.00% SummaryGreenwave Capital Management’s Flagship strategy is a Short Term Tactical Discretionary Global Macro strategy with an emphasis on G20 Currencies. The strategy combines medium to long term fundamental and technical analysis with short term trading in order to adapt to changing market environments. The key differentiators include low downside volatility, low historical drawdowns, and low margin use. The returns are uncorrelated to actively managed FX, Macro, CTA, and equity strategies. GCM engages in rigorous risk management with a focus on liquid markets and defined risk. Jamie Charles (CIO) has over 30 years of experience trading global markets.Risk ManagementGreenwave Capital offers twenty-four risk management. Position sizing is constantly adjusted according to volatility and liquidity of the market traded. Defined Stop Loss limits are applied to every position, risking no more than 12-15 bps of the account’s trading level on an individual trade. Stops are placed on every position at initiation. Correlations and relationships among trades and strategies are actively monitored. A dynamic risk budget is utilized based on risk/reward, performance, liquidity, conviction, and market environment. Planned trading strategies are used for “Fat Tail” events, Fed Moves, and key economic data. 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 -0.79 11 16 1/1/2009 12/1/2009 -0.74 3 1 5/1/2011 8/1/2011 -0.46 12 15 5/1/2013 5/1/2014 -0.35 3 6 5/1/2012 8/1/2012 -0.30 6 - 10/1/2018 4/1/2019 -0.21 3 8 9/1/2017 12/1/2017 -0.20 2 1 8/1/2015 10/1/2015 -0.19 1 1 8/1/2008 9/1/2008 -0.17 1 1 8/1/2016 9/1/2016 -0.15 2 4 12/1/2016 2/1/2017 -0.12 2 2 2/1/2016 4/1/2016 -0.07 1 2 10/1/2008 11/1/2008 -0.03 2 1 11/1/2015 1/1/2016 -0.01 1 1 8/1/2018 9/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 2.35 2 9/1/2011 10/1/2011 1.06 1 10/1/2008 10/1/2008 0.95 6 12/1/2011 5/1/2012 0.70 2 12/1/2008 1/1/2009 0.66 2 9/1/2009 10/1/2009 0.57 2 7/1/2008 8/1/2008 0.54 4 2/1/2011 5/1/2011 0.44 6 11/1/2012 4/1/2013 0.44 3 1/1/2010 3/1/2010 0.36 3 9/1/2014 11/1/2014 0.32 3 10/1/2016 12/1/2016 0.30 1 11/1/2015 11/1/2015 0.29 2 7/1/2015 8/1/2015 0.29 2 8/1/2010 9/1/2010 0.29 1 4/1/2009 4/1/2009 0.28 5 5/1/2017 9/1/2017 0.20 1 5/1/2015 5/1/2015 0.19 3 5/1/2019 7/1/2019 0.18 3 11/1/2013 1/1/2014 0.18 1 2/1/2016 2/1/2016 0.15 3 4/1/2018 6/1/2018 0.15 3 5/1/2016 7/1/2016 0.14 1 3/1/2015 3/1/2015 0.12 2 5/1/2010 6/1/2010 0.12 1 8/1/2018 8/1/2018 0.11 1 11/1/2010 11/1/2010 0.11 1 1/1/2018 1/1/2018 0.08 1 3/1/2017 3/1/2017 0.08 1 10/1/2018 10/1/2018 0.03 1 7/1/2014 7/1/2014 0.02 1 9/1/2012 9/1/2012 0.01 1 12/1/2018 12/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -0.74 3 6/1/2011 8/1/2011 -0.67 4 5/1/2009 8/1/2009 -0.66 2 11/1/2009 12/1/2009 -0.41 2 2/1/2009 3/1/2009 -0.41 6 5/1/2013 10/1/2013 -0.35 3 6/1/2012 8/1/2012 -0.30 4 1/1/2019 4/1/2019 -0.26 3 12/1/2014 2/1/2015 -0.23 5 2/1/2014 6/1/2014 -0.22 1 4/1/2015 4/1/2015 -0.21 3 10/1/2017 12/1/2017 -0.20 2 9/1/2015 10/1/2015 -0.19 1 9/1/2008 9/1/2008 -0.17 2 8/1/2016 9/1/2016 -0.17 2 12/1/2010 1/1/2011 -0.15 2 1/1/2017 2/1/2017 -0.14 1 4/1/2010 4/1/2010 -0.12 2 3/1/2016 4/1/2016 -0.11 1 10/1/2010 10/1/2010 -0.08 2 2/1/2018 3/1/2018 -0.07 1 7/1/2010 7/1/2010 -0.07 1 11/1/2008 11/1/2008 -0.06 1 7/1/2018 7/1/2018 -0.04 1 4/1/2017 4/1/2017 -0.03 1 6/1/2015 6/1/2015 -0.03 2 12/1/2015 1/1/2016 -0.02 1 8/1/2014 8/1/2014 -0.01 1 11/1/2018 11/1/2018 -0.01 1 9/1/2018 9/1/2018 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