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/ Martin Fund Management LLC / Martin Fund, LP

Martin Fund Management LLC : Martin Fund, LP

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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
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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 Since
11/2014
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%
Composition Pie Chart
   

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

Monthly Annual
Reward
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Average Gain:
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Standard Deviation:
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Average Loss:
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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
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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
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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
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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.

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