Rosetta Capital Management : Macro Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.26% Feb Performance -5.16% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 23.20% Sharpe (RFR=1%) 0.22 CAROR 3.67% Assets $ 666k Worst DD -47.81 S&P Correlation -0.23 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 YTD 1yr 3yr 5yr 10yr Since1/2009 Macro Program -5.16 0.00 -0.26 6.64 -7.35 -16.54 -29.81 55.04 S&P 500 5.94 8.65 4.76 33.19 44.98 101.57 193.41 420.13 +/- S&P 500 -11.10 -8.65 -5.02 -26.55 -52.33 -118.11 -223.22 -365.09 Strategy Description SummaryThe ROSETTA MACRO PROGRAM is a fundamental discretionary program trading in grains, meats, financial instruments, stock indices, currencies, precious metals, and energy products.... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 500 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 100.00% Composition Grains 40.00% Livestock 40.00% Stock Indices 10.00% Currency Futures 5.00% Precious Metals 5.00% SummaryThe ROSETTA MACRO PROGRAM is a fundamental discretionary program trading in grains, meats, financial instruments, stock indices, currencies, precious metals, and energy products.Investment StrategyTrades are both relative value and directional depending on what the markets are rewarding, trading in the grains, meats and the macro markets. Rosetta uses fundamental supply and demand indicators such as inventory levels, government reports and information from producers/suppliers as well as consumers. This last input is sourced from the director's vast network of industry contacts developed over his 30+ years in the industry. In addition, he uses technical analysis to help manage trades. 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 -47.81 52 - 8/1/2012 12/1/2016 -17.05 3 1 2/1/2009 5/1/2009 -13.98 8 2 9/1/2011 5/1/2012 -10.06 4 4 7/1/2009 11/1/2009 -7.47 1 2 5/1/2010 6/1/2010 -6.37 3 2 12/1/2010 3/1/2011 -5.51 1 3 5/1/2011 6/1/2011 -4.72 1 1 10/1/2010 11/1/2010 -2.77 1 1 3/1/2010 4/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 51.17 2 1/1/2009 2/1/2009 37.20 2 6/1/2009 7/1/2009 23.39 6 12/1/2017 5/1/2018 21.86 4 7/1/2010 10/1/2010 20.54 3 6/1/2012 8/1/2012 20.08 5 5/1/2014 9/1/2014 16.76 2 5/1/2015 6/1/2015 14.24 1 5/1/2010 5/1/2010 13.62 1 3/1/2015 3/1/2015 12.73 1 9/1/2011 9/1/2011 11.05 2 6/1/2013 7/1/2013 10.89 2 12/1/2014 1/1/2015 10.81 3 3/1/2019 5/1/2019 9.78 2 12/1/2020 1/1/2021 8.87 1 10/1/2018 10/1/2018 8.83 3 11/1/2011 1/1/2012 8.57 2 12/1/2009 1/1/2010 8.04 1 3/1/2010 3/1/2010 7.27 2 4/1/2011 5/1/2011 6.62 1 10/1/2015 10/1/2015 6.46 1 5/1/2017 5/1/2017 6.09 3 7/1/2017 9/1/2017 5.12 1 10/1/2012 10/1/2012 4.99 1 12/1/2010 12/1/2010 4.49 1 1/1/2013 1/1/2013 4.27 1 7/1/2011 7/1/2011 3.60 1 1/1/2019 1/1/2019 3.53 1 6/1/2020 6/1/2020 3.26 3 1/1/2017 3/1/2017 3.15 1 1/1/2014 1/1/2014 3.14 1 9/1/2019 9/1/2019 2.84 1 5/1/2016 5/1/2016 2.43 1 2/1/2016 2/1/2016 1.87 1 2/1/2011 2/1/2011 1.44 1 9/1/2013 9/1/2013 1.20 1 11/1/2019 11/1/2019 0.91 1 11/1/2016 11/1/2016 0.81 1 4/1/2013 4/1/2013 0.60 1 9/1/2020 9/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -22.14 5 6/1/2016 10/1/2016 -18.62 3 7/1/2015 9/1/2015 -17.54 1 8/1/2013 8/1/2013 -17.05 3 3/1/2009 5/1/2009 -15.76 4 6/1/2018 9/1/2018 -13.82 2 10/1/2014 11/1/2014 -12.54 1 5/1/2013 5/1/2013 -11.79 1 10/1/2011 10/1/2011 -10.40 4 2/1/2012 5/1/2012 -10.07 2 10/1/2017 11/1/2017 -10.06 4 8/1/2009 11/1/2009 -9.11 1 12/1/2016 12/1/2016 -8.74 6 12/1/2019 5/1/2020 -8.09 1 2/1/2015 2/1/2015 -7.47 1 6/1/2010 6/1/2010 -7.07 3 11/1/2015 1/1/2016 -7.02 2 3/1/2016 4/1/2016 -6.76 3 10/1/2013 12/1/2013 -6.20 2 11/1/2012 12/1/2012 -6.04 3 2/1/2014 4/1/2014 -5.51 1 6/1/2011 6/1/2011 -5.36 3 6/1/2019 8/1/2019 -5.16 1 2/1/2021 2/1/2021 -5.08 2 11/1/2018 12/1/2018 -4.94 1 9/1/2012 9/1/2012 -4.77 1 1/1/2011 1/1/2011 -4.72 1 11/1/2010 11/1/2010 -4.67 1 4/1/2015 4/1/2015 -4.28 2 2/1/2013 3/1/2013 -3.48 1 3/1/2011 3/1/2011 -3.28 1 2/1/2010 2/1/2010 -2.77 1 4/1/2010 4/1/2010 -2.07 1 2/1/2019 2/1/2019 -1.83 1 6/1/2017 6/1/2017 -1.53 1 10/1/2019 10/1/2019 -1.24 2 10/1/2020 11/1/2020 -0.72 1 4/1/2017 4/1/2017 -0.42 2 7/1/2020 8/1/2020 -0.08 1 8/1/2011 8/1/2011 Show More Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 10 1.20 11/2019 Discretionary Trader Index Month 7 2.93 9/2019 Diversified Trader Index Month 4 2.93 9/2019 Discretionary Trader Index Month 7 3.86 5/2019 Diversified Trader Index Month 8 3.86 5/2019 IASG CTA Index Month 6 5.61 4/2019 Diversified Trader Index Month 6 5.61 4/2019 Discretionary Trader Index Month 2 5.61 4/2019 Diversified Trader Index Month 1 8.87 10/2018 Discretionary Trader Index Month 2 8.87 10/2018 IASG CTA Index Month 3 8.87 10/2018 Discretionary Trader Index Month 3 3.44 3/2018 Diversified Trader Index Month 3 3.44 3/2018 IASG CTA Index Month 9 3.44 3/2018 Discretionary Trader Index Month 8 3.49 2/2018 Diversified Trader Index Month 8 3.49 2/2018 Discretionary Trader Index Month 3 8.19 1/2018 Diversified Trader Index Month 3 6.34 12/2017 IASG CTA Index Month 4 6.34 12/2017 Discretionary Trader Index Month 2 6.34 12/2017 Diversified Trader Index Month 7 1.75 9/2017 Discretionary Trader Index Month 5 2.70 7/2017 IASG CTA Index Month 5 6.36 5/2017 Discretionary Trader Index Month 3 6.36 5/2017 Diversified Trader Index Month 5 6.36 5/2017 Diversified Trader Index Month 5 2.84 5/2016 IASG CTA Index Month 3 6.62 10/2015 Diversified Trader Index Month 4 6.62 10/2015 Discretionary Trader Index Month 2 6.62 10/2015 Diversified Trader Index Month 1 12.10 6/2015 IASG CTA Index Month 1 12.10 6/2015 Discretionary Trader Index Month 2 12.10 6/2015 Discretionary Trader Index Month 5 4.16 5/2015 Diversified Trader Index Month 10 4.16 5/2015 Discretionary Trader Index Month 2 13.18 3/2015 Diversified Trader Index Month 1 13.18 3/2015 IASG CTA Index Month 2 13.18 3/2015 Discretionary Trader Index Month 5 9.76 1/2015 Discretionary Trader Index Month 9 8.77 7/2014 Discretionary Trader Index Month 8 3.15 1/2014 Discretionary Trader Index Month 6 5.97 7/2013 Discretionary Trader Index Month 7 4.49 1/2013 Discretionary Trader Index Month 7 5.12 10/2012 IASG CTA Index Month 9 5.12 10/2012 Diversified Trader Index Month 8 5.12 10/2012 IASG CTA Index Month 9 13.78 6/2012 Discretionary Trader Index Month 6 13.78 6/2012 Diversified Trader Index Month 4 13.78 6/2012 Discretionary Trader Index Month 4 8.14 12/2011 Diversified Trader Index Month 6 8.14 12/2011 IASG CTA Index 3 Year 9 134.60 2008 - 2011 IASG CTA Index Month 9 8.14 12/2011 IASG CTA Index Month 9 12.73 9/2011 Diversified Trader Index Month 8 12.73 9/2011 Discretionary Trader Index Month 3 12.73 9/2011 Diversified Trader Index Month 8 4.92 5/2011 Discretionary Trader Index Month 7 4.92 5/2011 Discretionary Trader Index Month 4 9.28 8/2010 Discretionary Trader Index Month 1 14.24 5/2010 Diversified Trader Index Month 6 14.24 5/2010 IASG CTA Index Month 7 14.24 5/2010 Discretionary Trader Index Month 2 8.04 3/2010 Discretionary Trader Index Month 5 6.66 1/2010 Diversified Trader Index Month 5 6.66 1/2010 IASG CTA Index Month 9 6.66 1/2010 Discretionary Trader Index Month 10 3.67 7/2009 Diversified Trader Index Month 1 32.34 6/2009 IASG CTA Index Month 1 32.34 6/2009 Discretionary Trader Index Month 1 32.34 6/2009 Discretionary Trader Index Month 1 28.11 2/2009 IASG CTA Index Month 1 28.11 2/2009 Diversified Trader Index Month 1 28.11 2/2009 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