Program Details
Global Macro Tactical Opportunities (Futures Only)
Manager: Anton Barinov
Address: 89 University Road, Brookline, MA, 02445, U.S.A.
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Overview
| Program Type: | CTA |
| Inception Date: | Nov 1, 2024 |
| AUM: | $10,123,606 |
| QEP: | Yes |
| Incentive Fee: | 20% |
| Annual Mgt Fee: | 0% |
| Min Investment: | $1,000,000 |
| Disclosure Doc: | View |
| Performance |
Program |
S&P 500 |
| Total ROR: | 1.24% | 3.44% |
| Annual ROR: | 15.94% | 50.03% |
| YTD: | 0.00% | 0.00% |
| 1 Year: | 1.24% | 23.73% |
| Alpha: | 1.24 | |
| Beta: | 0.00 | |
| Statistics |
Program |
S&P 500 |
| Average Monthly Gain: | 1.24% | 5.73% |
| Average Monthly Loss: | N/A | 0% |
| Winning Months: | 1 | 1 |
| Losing Months: | 0 | 0 |
| Current DD: | 0.00 | |
| Max DD: | 0.00 | 0.00 |
| Sharpe Ratio (RF 1%): | 0 | |
| Annualized Std Dev: | | |
Methodology
| Discretionary: | 100% |
| Systematic: | 0% |
Strategy
| Strategy | Single Strategy |
| Directional | Long / Short |
| Holding Period | Short Term |
| --------------------- | ------ |
| Counter Trend: | 20% |
| Mean Reversion: | 15% |
| Momentum: | 40% |
| Option Purchase: | 15% |
| Technical Analysis: | 5% |
| Trend Following: | 5% |
Monthly Returns as Percentage by Year
| Jan | Feb | Mar | Apr | May | Jun | Jul |
Aug | Sep | Oct | Nov | Dec | YTD |
|---|
| 2024 | | | | | | | | | | | 1.24 | | 1.24 |
PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.
Program Info
Global Macro Tactical Opportunities (Futures Only) focuses on G20 equity and bond indices, as well as currencies and commodities. The strategy excludes the short selling of options.
The strategy involves tactical directional trades, focused on key turning points in market narratives. All decisions are discretionary, taken by the Portfolio Manager. Investment decisions factor in economic fundamentals, price action, investor sentiment and positioning, as well as potential price catalysts.
At any moment in time, a portfolio is concentrated in 1-3 macro themes, each expressed with 1-5 various instruments. The strategy targets 20%+ gross annual returns with <10% volatility, uncorrelated to equity, bond, or commodity markets.
Company Info
Ahead Capital Management LLC is a Global Macro investment firm, based in Brookline, MA, USA
Registered CTA and CPO, NFA Member (ID 0556742) as of June 13, 2023
Manager Info
Mar 2020 - Present: Global Macro Portfolio Manager
Jul 2016 - Mar 2020: Financial advisor to high-net-worth individuals
Jul 2008 - Jun 2016: Senior Analyst, Associate, Vice President, Director at Renaissance Capital, an emerging markets investment bank
Aug 2006 - Jun 2008: Analyst at Citigroup
May 2005 - Jul 2006: Intern at Royal Dutch Shell
