Program Details
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: | 9 | 9 |
Losing Months: | 2 | 2 |
Current DD: | 20.91 | 2.73 |
Max DD: | 20.91 | 13.86 |
Sharpe Ratio (RF 1%): | -0.95 | |
Annualized Std Dev: | 21.42 | |
Methodology
Discretionary: | 100% |
Systematic: | 0% |
Strategy
Strategy | Multi-Strategy |
Directional | Long / Short |
Holding Period | Short Term |
--------------------- | ------ |
Fundamentals: | 30% |
Option Writing: | 40% |
Technical Analysis: | 30% |
Monthly Returns as Percentage by Year
| Jan | Feb | Mar | Apr | May | Jun | Jul |
Aug | Sep | Oct | Nov | Dec | YTD |
2019 | 0.00 | 0.00 | 0.00 | | | | | | | | | | 0.00 |
2018 | | | | | 0.54 | 0.25 | 0.21 | 0.38 | 0.91 | 1.38 | -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.