Tyche Capital Advisors LLC : Global Macro Program

Year-to-Date
0.49%
May Performance
-0.12%
Min Investment
$ 1,000k
Mgmt. Fee
0%
Perf. Fee
20.00%
Annualized Vol
2.21%
Sharpe (RFR=1%)
0.29
CAROR
-
Assets
$ 1.0M
Worst DD
-0.98
S&P Correlation
-0.45

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
10/2018
Global Macro Program -0.12 -0.12 0.49 -0.05 - - - 2.72
S&P 500 4.53 3.05 -5.77 10.62 - - - 20.62
+/- S&P 500 -4.65 -3.17 6.26 -10.67 - - - -17.90

Strategy Description

Investment Strategy

Tyche Capital Advisors, LLC (the Advisor or TCA), a registered commodity trading advisor, is currently offering trading programs to qualified investors. Through its trading programs, TCA will engage in speculative trading of futures and options contracts offered on the... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 4.00
Management Fee 0%
Performance Fee 20.00%
Average Commission
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 1700 RT/YR/$M
Avg. Margin-to-Equity 3%
Targeted Worst DD -4.00%
Worst Peak-to-Trough 0.98%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 30.00%
1-30 Days 60.00%
Intraday 10.00%

Decision-Making

Discretionary 80.00%
Systematic 20.00%

Strategy

Counter-trend
30.00%
Momentum
20.00%
Trend-following
50.00%
Strategy Pie Chart

Composition

Interest Rates
30.00%
Stock Indices
30.00%
Currency Futures
15.00%
Industrial Metals
5.00%
Precious Metals
5.00%
Energy
5.00%
Grains
5.00%
Livestock
5.00%
Composition Pie Chart

Investment Strategy

Tyche Capital Advisors, LLC (the Advisor or TCA), a registered commodity trading advisor, is currently offering trading programs to qualified investors. Through its trading programs, TCA will engage in speculative trading of futures and options contracts offered on the United States commodity exchanges and overseas futures exchanges.

Tyche Capital Advisors, LLC (the Advisor or TCA) is organized as a New York State limited liability company since April 24, 2007 and is registered with the CTFC as a commodity trading advisor (CTA) since April 29, 2009 and is a Member of National Futures Association (NFA) since April 29, 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.

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
-0.98 1 1 3/1/2019 4/1/2019
-0.83 1 2 12/1/2018 1/1/2019
-0.81 4 - 8/1/2019 12/1/2019
-0.10 1 1 5/1/2019 6/1/2019
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Consecutive Gains

Run-up Length (Mos.) Start End
1.57 1 5/1/2019 5/1/2019
1.50 2 2/1/2019 3/1/2019
1.01 3 10/1/2018 12/1/2018
0.87 2 7/1/2019 8/1/2019
0.61 4 1/1/2020 4/1/2020
0.02 1 11/1/2019 11/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-0.98 1 4/1/2019 4/1/2019
-0.83 1 1/1/2019 1/1/2019
-0.66 2 9/1/2019 10/1/2019
-0.17 1 12/1/2019 12/1/2019
-0.12 1 5/1/2020 5/1/2020
-0.10 1 6/1/2019 6/1/2019
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods20.0018.0015.009.00
Percent Profitable65.0083.3386.67100.00
Average Period Return0.140.450.931.84
Average Gain0.430.631.141.84
Average Loss-0.41-0.45-0.44
Best Period1.572.082.852.54
Worst Period-0.98-0.64-0.530.45
Standard Deviation0.640.721.050.74
Gain Standard Deviation0.560.640.970.74
Loss Standard Deviation0.370.170.13
Sharpe Ratio (1%)0.080.280.411.14
Average Gain / Average Loss1.051.412.58
Profit / Loss Ratio1.957.0416.77
Downside Deviation (10%)0.561.001.853.23
Downside Deviation (5%)0.350.300.380.18
Downside Deviation (0%)0.310.190.16
Sortino Ratio (10%)-0.48-0.77-0.84-0.98
Sortino Ratio (5%)0.150.681.114.56
Sortino Ratio (0%)0.432.365.64

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.