MarketCipher Partners LLC : MarketCipher Partners LLC

Year-to-Date
0.26%
Apr Performance
11.37%
Min Investment
$ 1,000k
Mgmt. Fee
0%
Perf. Fee
30.00%
Annualized Vol
10.05%
Sharpe (RFR=0%)
0.31
CAROR
3.73%
Assets
$ 4.2M
Worst DD
-12.01
S&P Correlation
0.73

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 Since
1/2018
MarketCipher Partners LLC 11.37 3.13 0.26 1.39 - - - 8.92
S&P 500 12.68 -9.71 -9.85 -1.14 - - - 3.13
+/- S&P 500 -1.31 12.84 10.11 2.52 - - - 5.79

Strategy Description

Summary

MarketCipher is an opportunistic directional macro program for investors that has adopted a hybrid investing approach by feeding human insights into artificial intelligence. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 500k
CTA Max Funding Factor 5.00
Management Fee 0%
Performance Fee 30.00%
Average Commission $2.70
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 1200 RT/YR/$M
Avg. Margin-to-Equity 3%
Targeted Worst DD -4.00%
Worst Peak-to-Trough 3.30%
Sector Focus Stock Index Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 95.00%
Intraday 5.00%

Decision-Making

Discretionary 5.00%
Systematic 95.00%

Strategy

Fundamental
20.00%
Option-purchasing
20.00%
Technical
20.00%
Trend-following
20.00%
Other
20.00%
Strategy Pie Chart

Composition

Stock Indices
90.00%
Precious Metals
5.00%
Interest Rates
5.00%
Composition Pie Chart

Summary

MarketCipher is an opportunistic directional macro program for investors that has adopted a hybrid investing approach by feeding human insights into artificial intelligence.

Investment Strategy

Investment decisions are rooted in extensive proprietary human insights. We operate at the cutting-edge of the “big data" trend. Rather than let our artificial intelligence engines bluntly ingest raw data, we have developed sets of proprietary investment drivers, relationships and rules that decipher how markets work. Our human insights are explanatory, sustainable, specific and comprehensive. They also are scalable across time horizons and asset classes, offering various paths to uncover profitable opportunities. Artificial intelligence algorithms then weigh our proprietary human insights and identify a set of real-time investment opportunities with favorable risk-reward characteristics.

Risk Management

Our principals allocate capital dynamically across markets to the best risk/reward opportunities, within pre-defined parameters (at the portfolio, asset class and instrument levels). Conviction is a function of signal strength aggregated across indicators and can be scaled up when backed by external catalysts. Risk/reward is quantified and managed in real-time, using a common sense proprietary framework. Limits are strictly and dispassionately enforced to minimize draw-downs and multi-variate stop losses** are used to preserve capital.

   

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:
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Gain Frequency:
Average Gain:
Gain Deviation:
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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:
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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
-12.01 6 - 9/1/2019 3/1/2020
-3.29 1 4 4/1/2019 5/1/2019
-1.60 2 4 2/1/2018 4/1/2018
-0.12 1 1 2/1/2019 3/1/2019
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Consecutive Gains

Run-up Length (Mos.) Start End
11.37 1 4/1/2020 4/1/2020
7.26 7 8/1/2018 2/1/2019
3.47 4 6/1/2019 9/1/2019
2.68 2 1/1/2018 2/1/2018
1.81 1 4/1/2019 4/1/2019
0.82 2 5/1/2018 6/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-12.01 6 10/1/2019 3/1/2020
-3.29 1 5/1/2019 5/1/2019
-1.60 2 3/1/2018 4/1/2018
-0.12 1 3/1/2019 3/1/2019
-0.01 1 7/1/2018 7/1/2018
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods28.0026.0023.0017.0011.00
Percent Profitable60.7157.6969.5776.4790.91
Average Period Return0.350.301.213.595.44
Average Gain1.602.173.075.966.60
Average Loss-1.59-2.25-3.05-4.10-6.21
Best Period11.373.966.639.959.36
Worst Period-7.40-9.98-12.01-10.37-6.21
Standard Deviation2.902.884.035.194.40
Gain Standard Deviation2.630.962.122.332.22
Loss Standard Deviation2.202.654.224.31
Sharpe Ratio (1%)0.090.020.180.500.89
Average Gain / Average Loss1.000.971.011.451.06
Profit / Loss Ratio1.551.322.304.7210.63
Downside Deviation (10%)1.822.803.804.924.68
Downside Deviation (5%)1.682.312.913.062.32
Downside Deviation (0%)1.652.202.732.691.87
Sortino Ratio (10%)-0.03-0.33-0.33-0.29-0.46
Sortino Ratio (5%)0.160.020.240.851.69
Sortino Ratio (0%)0.210.140.441.342.90

Top Performer Badges

Index Award Type Rank Performance Period
Systematic Trader Index Month 1 11.37 4/2020
Stock Index Trader Index Month 1 11.37 4/2020

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