Martin Fund Management LLC : Martin Fund One Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance 0.00% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 57.30% Sharpe (RFR=1%) 1.10 CAROR 63.32% Assets $ 6.8M Worst DD -33.50 S&P Correlation 0.06 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 Nov Qtr 2020 1yr 3yr 5yr 10yr Since1/2013 Martin Fund One 0.00 - - - - - - 318.21 S&P 500 0.05 - - - - - - 148.17 +/- S&P 500 -0.05 - - - - - - 170.04 Strategy Description SummaryThe program MARTIN FUND ONE seeks to generate outsized annual returns of 15%-20%, in excess of the S&P Goldman Sachs Commodity Index (S&P GSCI), employing short- to medium-term trading programs with low macro correlation and disciplined risk management... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 10000 RT/YR/$M Avg. Margin-to-Equity 40% Targeted Worst DD -20.00% Worst Peak-to-Trough 19.80% Sector Focus Arbitrage & Spread Traders Holding Periods Over 12 Months 0% 4-12 Months 25.00% 1-3 Months 50.00% 1-30 Days 25.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Option-spreads 30.00% Spreading/hedging 70.00% Composition Softs 100.00% SummaryThe program MARTIN FUND ONE seeks to generate outsized annual returns of 15%-20%, in excess of the S&P Goldman Sachs Commodity Index (S&P GSCI), employing short- to medium-term trading programs with low macro correlation and disciplined risk managementInvestment StrategyThe Advisor’s proprietary trading program MARTIN FUND ONE encompasses three discretionary trading strategies: STRATEGY 1: Use of options spreads to express the Advisor’s opinion on major market trends - Buy or sell to benefit from major market trends based on predetermined and limited risk parameters - Confirm trends using preset fundamental statistics related to certified stocks and crop forecasts STRATEGY 2: Arbitrage of futures spreads and spread butterflies - Buy one futures spread and sell another related futures spread, grounded in predetermined risk parameters, to benefit from both seasonal and time-to-expiration based price ranges - Exit the position before expiration of the front month futures contract STRATEGY 3: event trading of S&P GSCI futures roll - Massive flows of capital move through the market, trading out of the expiring front month futures contract and into the next contract. - Entry and exit from this trade incorporates key data CFTC-reported Non-commercial Fund position Open Interest Current-spread-price to full-carry-price ratios Days to First Notice Day / Expiration Stop losses - Fixed dollar value stops to limit losses - Trailing stops to benefit from larger profitable movesRisk ManagementThe Advisor seeks to maintain at least a 2:1 profit-to-loss ratio The Advisor employs stop-loss orders to limit risk consistent with this predetermined level Minimum account $500,000 subject to waiver or reduction in the Advisor's sole discretion. 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 -33.50 9 - 12/1/2014 9/1/2015 -22.21 2 1 12/1/2013 2/1/2014 -19.80 3 1 2/1/2013 5/1/2013 -11.37 2 1 8/1/2013 10/1/2013 -4.94 1 2 8/1/2014 9/1/2014 -0.40 1 1 1/1/0001 1/1/2013 -0.20 1 1 6/1/2013 7/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 295.67 6 3/1/2014 8/1/2014 51.04 2 11/1/2013 12/1/2013 35.50 1 6/1/2013 6/1/2013 19.40 1 8/1/2013 8/1/2013 14.30 3 10/1/2014 12/1/2014 7.80 1 2/1/2013 2/1/2013 3.90 1 3/1/2015 3/1/2015 3.00 1 5/1/2015 5/1/2015 1.03 1 10/1/2015 10/1/2015 0.08 1 7/1/2015 7/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -22.21 2 1/1/2014 2/1/2014 -19.80 3 3/1/2013 5/1/2013 -17.80 2 8/1/2015 9/1/2015 -17.61 2 1/1/2015 2/1/2015 -11.37 2 9/1/2013 10/1/2013 -7.39 1 6/1/2015 6/1/2015 -4.94 1 9/1/2014 9/1/2014 -1.00 1 4/1/2015 4/1/2015 -0.40 1 1/1/2013 1/1/2013 -0.20 1 7/1/2013 7/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods35.0033.0030.0024.0018.00 Percent Profitable51.4363.6466.6783.33100.00 Average Period Return5.3118.3049.16143.66294.55 Average Gain16.2835.6780.81177.67294.55 Average Loss-6.69-12.10-14.12-26.37 Best Period46.93112.60295.67355.63616.74 Worst Period-13.44-19.80-23.03-32.2436.75 Standard Deviation16.5436.8174.26124.52149.52 Gain Standard Deviation16.2735.6272.32107.07149.52 Loss Standard Deviation4.527.077.113.99 Sharpe Ratio (1%)0.320.490.661.151.96 Average Gain / Average Loss2.432.955.726.74 Profit / Loss Ratio2.745.1611.4433.69 Downside Deviation (10%)5.649.0110.3412.88 Downside Deviation (5%)5.458.499.3011.26 Downside Deviation (0%)5.418.369.0410.86 Sortino Ratio (10%)0.871.894.5210.76 Sortino Ratio (5%)0.962.135.2312.67 Sortino Ratio (0%)0.982.195.4413.23 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