Tyche Capital Advisors LLC : Global Macro Program

Year-to-Date
1.34%
Oct Performance
-0.17%
Min Investment
$ 1,000k
Mgmt. Fee
0%
Perf. Fee
20.00%
Annualized Vol
2.73%
Sharpe (RFR=1%)
0.44
CAROR
-
Assets
$ 1.0M
Worst DD
-0.98
S&P Correlation
-0.60

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
10/2018
Global Macro Program -0.17 -0.39 1.34 2.31 - - - 2.37
S&P 500 2.04 1.92 21.16 12.01 - - - 12.01
+/- S&P 500 -2.21 -2.31 -19.82 -9.70 - - - -9.64

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
-0.66 2 - 8/1/2019 10/1/2019
-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
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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
-0.10 1 6/1/2019 6/1/2019
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Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods13.0011.008.00
Percent Profitable61.5490.91100.00
Average Period Return0.180.711.70
Average Gain0.620.821.70
Average Loss-0.51-0.39
Best Period1.572.082.85
Worst Period-0.98-0.390.62
Standard Deviation0.790.770.81
Gain Standard Deviation0.650.710.81
Loss Standard Deviation0.39
Sharpe Ratio (1%)0.130.601.49
Average Gain / Average Loss1.202.09
Profit / Loss Ratio1.9320.90
Downside Deviation (10%)0.640.821.07
Downside Deviation (5%)0.430.20
Downside Deviation (0%)0.390.12
Sortino Ratio (10%)-0.35-0.63-0.72
Sortino Ratio (5%)0.232.28
Sortino Ratio (0%)0.486.00

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.