Macrotheme Capital Management LLC : Commercial Hedge Grantor (Prop) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance -2.04% Min Investment $ 50k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 35.33% Sharpe (RFR=1%) 0.27 CAROR 4.55% Assets $ 207k Worst DD -38.93 S&P Correlation -0.05 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since7/2009 Commercial Hedge Grantor (Prop) -2.04 - - - - - -6.17 18.61 S&P 500 1.81 - - - - - 74.20 262.96 +/- S&P 500 -3.85 - - - - - -80.38 -244.36 Strategy Description SummaryMacrotheme Capital Management, LLC was formed as a Texas Limited Liability Company on June 19th, 2009. Macrotheme Capital Management, LLC became registered with the Commodity Futures Trading Commission (“CTFC”) as a Commodity Trading Advisor (“CTA”) and approved as an NFA member on... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 20.00% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 800 RT/YR/$M Avg. Margin-to-Equity 50% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 60.00% 1-3 Months 40.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-writing 85.00% Trend-following 15.00% Composition Currency Futures 20.00% Precious Metals 20.00% Energy 20.00% Interest Rates 20.00% Stock Indices 20.00% SummaryMacrotheme Capital Management, LLC was formed as a Texas Limited Liability Company on June 19th, 2009. Macrotheme Capital Management, LLC became registered with the Commodity Futures Trading Commission (“CTFC”) as a Commodity Trading Advisor (“CTA”) and approved as an NFA member on July 17th, 2009. Investment StrategyThe Commercial Hedge Grantor (CH-G) trading program is an option seller. The two major trading strategies are: 1) directional short option, and 2) strangle. The advisor uses 100% discretion in trading. Risk Management1) Covered call or put, either at the money, at the break even, or out of money (trend following). 2) Offset the short option with loss. 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 -38.93 2 - 6/1/2011 8/1/2011 -27.30 4 1 12/1/2010 4/1/2011 -5.67 1 1 10/1/2009 11/1/2009 -2.39 1 3 7/1/2010 8/1/2010 -2.04 1 1 1/1/0001 7/1/2009 -0.41 1 1 3/1/2010 4/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 54.22 2 5/1/2011 6/1/2011 32.55 5 9/1/2011 1/1/2012 13.31 4 12/1/2009 3/1/2010 9.68 3 5/1/2010 7/1/2010 7.71 3 3/1/2012 5/1/2012 7.18 3 8/1/2009 10/1/2009 5.66 4 9/1/2010 12/1/2010 3.52 5 10/1/2012 2/1/2013 2.13 1 2/1/2011 2/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -38.93 2 7/1/2011 8/1/2011 -26.98 2 3/1/2011 4/1/2011 -5.67 1 11/1/2009 11/1/2009 -5.06 2 3/1/2013 4/1/2013 -2.52 1 1/1/2011 1/1/2011 -2.39 1 8/1/2010 8/1/2010 -2.04 1 7/1/2009 7/1/2009 -1.91 1 2/1/2012 2/1/2012 -0.45 4 6/1/2012 9/1/2012 -0.41 1 4/1/2010 4/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods46.0044.0041.0035.0029.0023.00 Percent Profitable65.2268.1882.9365.7137.9365.22 Average Period Return0.892.153.536.035.865.52 Average Gain4.327.097.9115.7726.3710.37 Average Loss-6.81-8.44-17.76-12.64-6.68-3.56 Best Period44.7845.6930.0239.4144.3341.74 Worst Period-35.36-34.95-31.23-27.66-22.09-14.51 Standard Deviation10.2012.5811.6015.5317.7513.25 Gain Standard Deviation8.519.355.698.239.5313.90 Loss Standard Deviation11.0112.299.035.635.194.57 Sharpe Ratio (1%)0.080.150.260.320.250.27 Average Gain / Average Loss0.630.840.451.253.952.91 Profit / Loss Ratio1.461.802.162.392.415.46 Downside Deviation (10%)6.818.629.0610.8111.9210.02 Downside Deviation (5%)6.718.288.308.597.574.20 Downside Deviation (0%)6.698.208.118.056.593.28 Sortino Ratio (10%)0.070.110.120.10-0.15-0.47 Sortino Ratio (5%)0.120.230.360.590.580.84 Sortino Ratio (0%)0.130.260.430.750.891.68 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