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Caravan Wealth Management 

Commodity Options

Manager: Martin Caminos

Address: 6864 NW 113 Pl, Doral, FL, 33178, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:May 1, 2018
AUM:$91,180
QEP:No
Incentive Fee:25%
Annual Mgt Fee:0%
Min Investment:$50,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-17.97%115.46%
Annual ROR:-19.44%131.03%
YTD:0.00%19.62%
1 Year:0.00%24.91%
Alpha:-1.52
Beta:-0.09
Statistics Program S&P 500
Average Monthly Gain:0.41%2.66%
Average Monthly Loss:-10.56%-8.00%
Winning Months:99
Losing Months:22
Current DD:20.912.73
Max DD:20.9113.86
Sharpe Ratio (RF 1%):-0.95
Annualized Std Dev:21.42

Methodology

Discretionary:100%
Systematic:0%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Fundamentals:30%
Option Writing:40%
Technical Analysis:30%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20190.000.000.000.00
20180.540.250.210.380.911.38-20.14-0.97-17.97

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Caravan Wealth Management strategy is simple and focused on writing options in a carefully balanced mix of commodity assets such as grains, energy, metals, currencies, softs and (depending on the market conditions) also stock indexes. The asset selection mix and the trade strategies applied depend on fundamentals, technical analysis and seasonality. Future contracts are only used as a hedge in case a commodity position needs to be Delta balanced. The option expiration time frame varies from 60 to 180 days, and they are generally bought back when 80% of maximum profit is reached to secure profits and leave margin available for the next trade.

Company Info

Caravan Wealth Management is a commodity trading advisor firm based in Miami, Florida which focuses on trading options to diversify and increase the probability of profit. Caravan clients are based in the United States and Latin America.

Caravan Wealth Management does not charge clients with a management fee based on the amount of funds under management, and only charges 25% incentive fee of the quarterly profit calculated with the high-water mark system.

Manager Info

Mr. Caminos has been trading options since 2010 with his personal investments; he has also taken several online courses and live training session focusing on stocks, options, futures, currencies and portfolio management. In 2017, he passed the Series 3 examination and soon after registered as a Commodity Trading Advisor with the National Futures Association. He is fluent in English, Spanish and Portuguese.