Macrocapital Limited

Macrocapital AVS MacroClosed

Year-to-Date
N/A
Dec-0.34%
Minimum Investment
$100k
Management Fee1.50%
Performance Fee20.00%
Annualized Volatility15.86%
Sharpe (RFR=1%)0.94
CAROR15.78%
AUM$149K
Worst Drawdown-10.09
S&P Correlation0.13
Annualized Vol
15.86%
Sharpe (RFR=1%)
0.94
CAROR
15.78%
Worst DD
-10.09
S&P Correlation
0.13
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0Jan '21Jul '21Jan '22Jul '22Jan '23Jul '23ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllDec 1, 2020Dec 1, 2023Jan '21Apr '21Jul '21Oct '21Jan '22Apr '22Jul '22Oct '22Jan '23Apr '23Jul '23Oct '239701.09k1.22k1.34k1.47k1.59k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
20232.231.20-0.541.60-0.740.94-2.201.15-1.300.56-0.17-0.342.32-2.36
20226.227.703.071.415.52-2.42-0.98-2.14-4.911.720.713.6120.41-10.09
2021-2.931.983.942.311.92-1.87-1.23-2.621.491.26-1.6223.0325.96-5.62

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
Dec
Qtr
YTD
1yr
3yr
5yr
10yr
Since 12/2020
Macrocapital AVS Macro-0.34-0.510.0959.8755.19
S&P 5004.4211.2424.2424.2426.9930.47
+/- S&P 500-4.76-11.74-24.24-24.1532.8824.72

Strategy

Created with Highcharts 9.1.0

Composition

Created with Highcharts 9.1.0
Stock Indicies50.00%
Other20.00%
Currency FX10.00%
VIX10.00%
Energy10.00%
Account & Fees
TypeManaged Account
Minimum Investment
$100k
Management Fee1.50%
Performance Fee20.00%
Available to US InvestorsNo
Investor RequirementsAccredited Investors
High Water Markyes
Subscription FrequencyDaily
Redemption FrequencyDaily
Decision-Making
Trading
Trading Frequency0 RT/YR/$M
Avg. Margin-Equity Ratio20.00%
Targeted Worst DD-20.00%
Worst Peak-to-Trough30.00%
Sector FocusDiversified Traders
Holding Periods
Over 12 Months10.00%
4-12 Months40.00%
1-3 Months40.00%
1-30 Days10.00%
Intraday0.00%