Program Details
Numberline Macro Risk Program
Manager: John Knott
Address: 10 Vista Mill PL, The Woodlands, TX, 77382, U.S.A.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Overview
| Program Type: | CTA |
| Inception Date: | Feb 3, 2020 |
| AUM: | $1,211,418 |
| QEP: | No |
| Incentive Fee: | 20% |
| Annual Mgt Fee: | 2% |
| Min Investment: | $100,000 |
| Disclosure Doc: | View |
| Performance |
Program |
S&P 500 |
| Total ROR: | 51.18% | 78.65% |
| Annual ROR: | 9.44% | 13.50% |
| YTD: | 20.90% | 20.81% |
| 1 Year: | 18.75% | 37.40% |
| Alpha: | 0.34 | |
| Beta: | 0.62 | |
| Statistics |
Program |
S&P 500 |
| Average Monthly Gain: | 4.89% | 4.42% |
| Average Monthly Loss: | -4.67% | -5.00% |
| Winning Months: | 33 | 36 |
| Losing Months: | 22 | 19 |
| Current DD: | 0.00 | 0.00 |
| Max DD: | 42.75 | 24.77 |
| Sharpe Ratio (RF 1%): | 0.31 | |
| Annualized Std Dev: | 27.23 | |
Methodology
| Discretionary: | 100% |
| Systematic: | 0% |
Strategy
| Strategy | Single Strategy |
| Directional | Long / Short |
| Holding Period | Long Term |
| --------------------- | ------ |
| Technical Analysis: | 100% |
Monthly Returns as Percentage by Year
| Jan | Feb | Mar | Apr | May | Jun | Jul |
Aug | Sep | Oct | Nov | Dec | YTD |
|---|
| 2024 | 6.10 | 0.07 | 4.11 | -1.50 | 2.99 | 0.27 | -0.24 | 7.78 | | | | | 20.90 |
| 2023 | 13.59 | -0.32 | 13.26 | 0.60 | -0.41 | -0.96 | 0.60 | -0.86 | -5.80 | 5.30 | 3.65 | -5.23 | 23.66 |
| 2022 | -8.57 | 3.34 | 8.07 | -9.57 | 1.35 | -1.62 | 10.44 | -16.63 | -28.96 | -2.12 | 30.37 | 0.13 | -23.05 |
| 2021 | 0.96 | 10.08 | 5.32 | 2.94 | -1.92 | 3.32 | 1.95 | 0.84 | -0.35 | -0.22 | -4.36 | 2.14 | 21.93 |
| 2020 | | -0.82 | -1.20 | -7.27 | 0.17 | 10.93 | 4.93 | 0.19 | 1.36 | 0.41 | 3.71 | -3.79 | 7.79 |
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Program Info
The Numberline Macro Risk Program is a market neutral commodity strategy that uses a quantitative approach to managing risk while replicating the performance of a long only index strategy. This strategy trades equity indices, FX, rates, metals and energy. Careful attention is made to locating weakness across the commodity space to hedge downside moves in the core long asset.
Company Info
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Manager Info
John has been a trader for 24 years. He has worked for several proprietary trading firms as well as trading his own account and being a floor member of the CBOT. His experience includes trading through the tech bubble of the late 90’s, 9/11, the 2008 credit crisis, the flash crash and the COVID crisis. He holds a Series 3 license and graduated Magna Cum Laude from the University of Houston in Economics. He also received his Masters in Applied Economics from the University of Houston. John serves as the strategist and trader of the Global Macro Risk Program.
Partha Srinivasan served as the founder and CTO/VP of Software Development for a multimedia
startup and a networking startup. He has a PhD in Electrical Engineering from the Univ. of California,
Santa Barbara with experience in software development and machine learning. Partha is responsible for the collection and management of data and all the programming needs of the strategy.
