Martin Fund Management LLC : Martin Fund, LP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -4.51% Min Investment $ 250k Mgmt. Fee Perf. Fee Annualized Vol 22.52% Sharpe (RFR=1%) 1.07 CAROR 25.33% Assets $ 9.5M Worst DD -19.04 S&P Correlation 0.08 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 Feb Qtr 2020 1yr 3yr 5yr 10yr Since11/2014 Martin Fund, LP -4.51 - - - - 9.08 - 69.37 S&P 500 3.72 - - - - 73.07 - 79.82 +/- S&P 500 -8.23 - - - - -63.99 - -10.45 Strategy Description Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee Performance Fee Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity Targeted Worst DD Worst Peak-to-Trough Sector Focus Arbitrage & Spread Traders Holding Periods Over 12 Months 4-12 Months 1-3 Months 1-30 Days Intraday Decision-Making Discretionary 100.00% Systematic 0% Strategy Composition Softs 100.00% 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 -19.04 6 - 8/1/2016 2/1/2017 -10.62 1 3 4/1/2016 5/1/2016 -8.63 2 1 12/1/2014 2/1/2015 -3.75 1 1 10/1/2015 11/1/2015 -0.82 1 1 5/1/2015 6/1/2015 -0.59 1 1 7/1/2015 8/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 44.51 5 12/1/2015 4/1/2016 21.51 2 11/1/2014 12/1/2014 14.67 3 6/1/2016 8/1/2016 13.58 3 3/1/2015 5/1/2015 10.13 2 9/1/2015 10/1/2015 7.18 1 7/1/2015 7/1/2015 0.42 1 1/1/2017 1/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -15.57 4 9/1/2016 12/1/2016 -10.62 1 5/1/2016 5/1/2016 -8.63 2 1/1/2015 2/1/2015 -4.51 1 2/1/2017 2/1/2017 -3.75 1 11/1/2015 11/1/2015 -0.82 1 6/1/2015 6/1/2015 -0.59 1 8/1/2015 8/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods28.0026.0023.0017.0011.00 Percent Profitable60.7176.9278.26100.00100.00 Average Period Return2.105.8914.1636.4758.02 Average Gain6.149.9220.1736.4758.02 Average Loss-4.15-7.54-7.47 Best Period15.0129.1139.0965.64104.11 Worst Period-10.62-13.47-19.047.1027.10 Standard Deviation6.509.6414.0915.7623.18 Gain Standard Deviation4.766.508.3515.7623.18 Loss Standard Deviation2.664.736.93 Sharpe Ratio (1%)0.310.590.972.252.44 Average Gain / Average Loss1.481.322.70 Profit / Loss Ratio2.294.399.72 Downside Deviation (10%)3.274.695.46 Downside Deviation (5%)3.094.284.71 Downside Deviation (0%)3.054.174.53 Sortino Ratio (10%)0.520.992.14 Sortino Ratio (5%)0.651.322.90 Sortino Ratio (0%)0.691.413.13 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