HASAFUMA : Micro Macro

Closed to new investments
Year-to-Date
2.68%
May Performance
9.30%
Min Investment
$ 20k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
15.33%
Sharpe (RFR=1%)
-0.73
CAROR
-10.75%
Assets
$ 50k
Worst DD
-63.65
S&P Correlation
-0.04

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
6/2013
Micro Macro 9.30 9.61 -2.68 -26.25 -31.21 -39.34 - -59.76
S&P 500 0.55 10.31 15.56 42.58 60.44 104.89 - 167.47
+/- S&P 500 8.75 -0.70 -18.25 -68.82 -91.64 -144.23 - -227.23

Strategy Description

Summary

Micro Macro Micro trends in Macro instruments Micro Macro is a systematic trend following program that follow short term momentum moves up and down in a wide range of financial markets, correlated and uncorrelated. The trend this strategy follow normally last between 1-3 days. It... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 20k
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 Yes
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 5000 RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 100.00%
Intraday 0%

Decision-Making

Discretionary 10.00%
Systematic 90.00%

Strategy

Momentum
100.00%
Strategy Pie Chart

Composition

Currency Futures
10.00%
Industrial Metals
10.00%
Precious Metals
10.00%
Energy
10.00%
Grains
10.00%
Interest Rates
10.00%
Livestock
10.00%
Softs
10.00%
Stock Indices
10.00%
Other
10.00%
Composition Pie Chart

Summary

Micro Macro Micro trends in Macro instruments Micro Macro is a systematic trend following program that follow short term momentum moves up and down in a wide range of financial markets, correlated and uncorrelated. The trend this strategy follow normally last between 1-3 days. It is a model that seeks to profit from micro trends in macro instruments. The model has no correlation to any market indices; the performance depends entirely on the manager’s ability to follow a trend, regardless of market conditions. Micro Macro is for investors who are seeking to diversify a long term trend following portfolio with an uncorrelated short term model. The program can also be a standalone investment that has no correlation with any other investment vehicle.

   

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
-63.65 -1 - 1/1/0001 3/1/2021
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Consecutive Gains

Run-up Length (Mos.) Start End
24.04 4 10/1/2013 1/1/2014
15.42 6 1/1/2016 6/1/2016
13.52 1 2/1/2020 2/1/2020
10.72 2 4/1/2021 5/1/2021
9.35 1 7/1/2020 7/1/2020
5.29 1 4/1/2015 4/1/2015
3.55 1 8/1/2016 8/1/2016
3.51 2 12/1/2014 1/1/2015
1.63 1 9/1/2014 9/1/2014
1.15 2 2/1/2018 3/1/2018
1.04 1 6/1/2019 6/1/2019
0.69 1 12/1/2020 12/1/2020
0.64 1 4/1/2014 4/1/2014
0.30 2 11/1/2017 12/1/2017
0.23 1 12/1/2019 12/1/2019
0.22 3 11/1/2018 1/1/2019
0.21 2 3/1/2017 4/1/2017
0.18 2 6/1/2017 7/1/2017
0.10 1 7/1/2015 7/1/2015
0.06 1 7/1/2018 7/1/2018
0.03 1 9/1/2018 9/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-30.32 4 8/1/2020 11/1/2020
-20.52 4 6/1/2013 9/1/2013
-16.35 4 5/1/2014 8/1/2014
-16.25 5 8/1/2015 12/1/2015
-12.11 3 1/1/2021 3/1/2021
-11.31 6 9/1/2016 2/1/2017
-10.24 2 10/1/2014 11/1/2014
-9.53 5 7/1/2019 11/1/2019
-7.51 4 3/1/2020 6/1/2020
-6.16 2 5/1/2015 6/1/2015
-6.08 2 2/1/2014 3/1/2014
-5.10 2 2/1/2015 3/1/2015
-4.05 4 2/1/2019 5/1/2019
-2.33 3 8/1/2017 10/1/2017
-1.63 3 4/1/2018 6/1/2018
-1.29 1 5/1/2017 5/1/2017
-1.23 1 7/1/2016 7/1/2016
-0.24 1 10/1/2018 10/1/2018
-0.11 1 1/1/2018 1/1/2018
-0.09 1 1/1/2020 1/1/2020
-0.07 1 8/1/2018 8/1/2018
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Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 7 9.35 7/2020

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