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Kazmarck Capital 

Opportunities Program

Manager: Alex Kazmarck

Address: 85 Broad St., Suite 28-072, New York, NY, 10004, U.S.A.

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Sep 27, 2016
AUM:$728,480
QEP:No
Incentive Fee:20%
Annual Mgt Fee:0%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:47.07%44.68%
Annual ROR:12.60%12.04%
YTD:9.44%25.14%
1 Year:10.99%13.80%
Alpha:1.23
Beta:-0.18
Statistics Program S&P 500
Average Monthly Gain:3.30%2.36%
Average Monthly Loss:-2.54%-3.49%
Winning Months:2430
Losing Months:159
Current DD:2.210.00
Max DD:6.6213.86
Sharpe Ratio (RF 1%):0.94
Annualized Std Dev:12.31

Methodology

Discretionary:100%
Systematic:0%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Counter Trend:10%
Fundamentals:25%
Mean Reversion:15%
Momentum:15%
Option Writing:15%
Pattern Recognition:5%
Technical Analysis:5%
Trend Following:10%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20196.011.470.68-5.164.45-0.360.454.22-5.123.060.019.44
20184.613.204.543.057.284.77-1.40-2.30-1.045.42-4.721.4226.95
20172.28-6.626.57-0.610.162.29-1.746.42-2.99-1.95-0.462.124.79
2016-2.564.20-1.110.611.02

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

The Opportunities Program is an absolute return, 100% discretionary Global Macro strategy that utilizes fundamental, technical, and sentiment analysis to generate uncorrelated, above average risk-adjusted returns.
The Opportunities Program trades futures and options on futures in various markets such as precious metals, energy, fx, and global indices by using a combination of futures and options contracts. Trading will only take place on US exchanges. Forward contracts will not be used. This program may be highly leveraged at times. Up to 50% of clients’ money may be invested in margin with an average margin to equity ratio of 20%. The program takes long, short, and spread positions depending on the situation and scenario analysis, as well as writing (selling) of naked and covered options. At times, the program may buy options. The strategy may be concentrated in one or several instruments at any given time based on the managers discretion. The Methodology of Trading is based on understanding underlying fundamental drivers as well as conducting technical, price action and market/sentiment analysis.
There are several ways that risk is managed. First, idiosyncratic risk is managed by the investment thesis/research and each investment has a "hard stop" at which price we consider prudent to exit the market. Portfolio risk is managed through the use of low margin-to-equity ratio and low correlation between investment ideas. Finally, market risk is managed through the understanding of market dynamics and short/medium term drivers, and their affect on the composition of the portfolio through scenario analysis.

Company Info

Kazmarck Capital is a boutique, alternative investment management firm that offers a flagship investment program in futures and options on futures as an NFA registered Commodity Trading Advisor. Founded and managed by Alex Kazmarck, the Opportunities Program is a discretionary Global Macro, absolute return strategy that utilizes fundamental, technical, and sentiment analysis to find opportunistic investment opportunities to generate above average returns in any type of market, whether falling, rising, or stagnant.

Manager Info

Alex Kazmarck is the founder and CIO of Kazmarck Capital, a Commodity Trading Advisor that offers the Opportunities Program, a discretionary trading strategy that aims to generate positive absolute returns.
Mr. Kazmarck has more than 15 years of investment experience, having invested broadly across financial markets. For the last seven years, Mr. Kazmarck has worked as Trader and Risk Manager for a private Family Office where he oversaw and helped managed almost a billion dollars in equity and futures exposure.
In September of 2016, Mr. Kazmarck launched a discretionary strategy based on his own market analysis and research, and Kazmarck Capital was born. He leverages his investment and trading experience in managing the Opportunities Program.
Concurrently, Mr. Kazmarck serves as Company Secretary and Analyst for Grid Market Research, Inc., a spin-off of the Family Office where he manages the research activities that support the Family Office investments.
Previously, Mr. Kazmarck worked as Chief Market Analyst for Vanguard Axis, providing research opinion to Traders as well as publishing several articles for FX Trader Magazine and The Technical Analyst.
Early in his career, Mr. Kazmarck held positions with Ruesch International, Travelex, and Associated Foreign Exchange, helping clients manage their foreign currency exposure by informing them of key drivers that impact price movement as well as hedging strategies to limit impact on margins.