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Martin Fund Management

Martin Options Program QEP only

Investment Strategy

Martin Options Program (MOP) utilizes option spreads structures to profit from macro opportunities in the Softs (Coffee Sugar Cocoa), Grains (Corn Soybeans Wheat) and Precious Metals (Gold) commodity sectors. The program recognizes that many of these commodities are at or near 30+ year lows; with a major post-COVID crisis demand surge on the horizon, the program seeks significant opportunities using options structures within a robust multi-layered risk management system. The program also recognizes the increased volatility in these markets given many new factors (China trade war/deal, COVID-19, EM currency routs); the program seeks to benefit from this volatility within a systematic risk protocol. MOP targets a 15% volatility, annual return goals of +20%, with a target Sharpe ratio of 1.5+ or better. Strategy capacity USD 2B.

Performance (VAMI)

Monthly Returns

Fund Manager

Martin Fund Management LLC, lead by David S Martin, Founder and CIO. 

General Information

Inception DateMay 2020
Minimum Investment1,000,000 USD
Management Fee1.50%
Performance Fee20.00%
Highwater MarkYes
Phone5613313859
E-mail[email protected]
Websitewww.martinfundmanagement.com

Statistics

Total Return Cumulative 228.14%
Sharpe Ratio 1.26
Sortino Ratio 2.76
Winning Months (%) 62.50%
Correlation vs. S&P 500 TR 0.07

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -3.50 1.60 16.83 5.13 20.42
2023 4.64 -0.93 -4.36 -0.11 0.88 10.13 4.07 -4.85 -3.04 1.50 1.71 21.35 32.35
2022 1.73 0.17 -5.23 0.69 1.84 -0.22 -6.95 11.05 -2.78 -16.65 1.03 -1.52 -17.68
2021 15.38 10.34 -5.25 16.25 2.51 -2.74 18.53 2.83 0.56 -0.49 5.42 -0.73 78.45
2020 4.58 -2.19 11.35 -2.60 0.06 0.15 3.13 22.25 40.16
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
No data filled

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

AUM

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

No data filled

Return Statistics

Last Month 5.13%
Year To Date 20.42%
3 Month ROR 24.79%
12 Months ROR 60.92%
36 Month ROR 66.95%
Total Return Cumulative 228.14%
Total Return Annualized 34.59%
Best Month 22.25%
Winning Months (%) 62.50%
Gain Deviation 6.93

Risk Statistics

Standard Deviation Annualized 26.45%
Max Drawdown (Monthly) -20.15%
Max Drawdown Length 16
Worst Month -16.65%
Losing Months (%) 37.50%
Average Losing Month -3.56%
Loss Deviation 3.70
Correlation vs S&P 500 0.07
Correlation vs DJ/CS MF 0.17

Risk/Reward Statistics

Sharpe Ratio 1.26
Sortino Ratio 2.76
Omega Ratio 2.14
Skewness 0.77
Kurtosis 1.14

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -20.15% 8 8 09/2022 12/2023
2 -9.77% 5 1 03/2022 08/2022
3 -5.25% 1 1 03/2021 04/2021
4 -3.50% 1 2 01/2024 03/2024
5 -2.74% 1 1 06/2021 07/2021

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 22.25%-16.65%2.78%0.96%5.13%62.50%
3 Months 55.64%-18.13%8.18%4.81%24.79%71.74%
6 Months 76.79%-17.78%16.49%9.55%48.63%74.42%
1 Year 119.76%-17.68%32.53%22.94%60.92%67.57%
2 Years 143.21%-10.88%45.46%20.74%34.92%84.00%
3 Years 121.47%49.72%90.77%95.95%66.95%100.00%
5 Years ------

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg34.59%132.96%388.20%1371.26%4164.30%217760.50%
% Positive62.50%71.74%74.42%67.57%84.00%100.00%
Avg. Pos. Period6.59%13.94%25.38%54.63%55.74%90.77%
Avg. Neg. Period-3.56%-6.45%-9.39%-13.51%-8.50% -
Sharpe Ratio1.262.002.362.452.9516.44
Sortino Ratio2.765.748.3710.7136.570.00
Standard Deviation7.63%14.18%24.20%46.06%53.41%19.13%
Downside Deviation3.15%4.41%5.85%8.12%3.48%0.00%
No data filled

Company Information

Minimum Investment1,000,000 USD (notional funding: 30.00%)
AUM98,000,000 USD
Management Fee1.50%
Performance Fee20.00%
Highwater MarkYes
RT per Million -
Margin to Equity -
Legal StructureManaged Account
Investment RestrictionOnly for Qualified Eligible Persons

Company Information

CompanyMartin Fund Management
PrincipalDavid Stephen Martin
Phone5613313859
E-mail[email protected]
License NumberNFA
LocationPalm Beach, United States
Performance Compiled byEisner Amper

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -3.50 1.60 16.83 5.13 20.42
2023 4.64 -0.93 -4.36 -0.11 0.88 10.13 4.07 -4.85 -3.04 1.50 1.71 21.35 32.35
2022 1.73 0.17 -5.23 0.69 1.84 -0.22 -6.95 11.05 -2.78 -16.65 1.03 -1.52 -17.68
2021 15.38 10.34 -5.25 16.25 2.51 -2.74 18.53 2.83 0.56 -0.49 5.42 -0.73 78.45
2020 4.58 -2.19 11.35 -2.60 0.06 0.15 3.13 22.25 40.16
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.

Strategy Description

Martin Options Program (MOP) utilizes option spreads structures to profit from macro opportunities in the Softs (Coffee Sugar Cocoa), Grains (Corn Soybeans Wheat) and Precious Metals (Gold) commodity sectors. The program recognizes that many of these commodities are at or near 30+ year lows; with a major post-COVID crisis demand surge on the horizon, the program seeks significant opportunities using options structures within a robust multi-layered risk management system. The program also recognizes the increased volatility in these markets given many new factors (China trade war/deal, COVID-19, EM currency routs); the program seeks to benefit from this volatility within a systematic risk protocol. MOP targets a 15% volatility, annual return goals of +20%, with a target Sharpe ratio of 1.5+ or better. Strategy capacity USD 2B.

Return Statistics

Last Month 5.13%
Year To Date 20.42%
3 Month ROR 24.79%
12 Months ROR 60.92%
36 Month ROR 66.95%
Total Return Cumulative 228.14%
Total Return Annualized 34.59%
Best Month 22.25%
Winning Months (%) 62.50%
Gain Deviation 6.93

Risk Statistics

Standard Deviation Annualized 26.45%
Max Drawdown (Monthly) -20.15%
Max Drawdown Length 16
Worst Month -16.65%
Losing Months (%) 37.50%
Average Losing Month -3.56%
Loss Deviation 3.70
Correlation vs S&P 500 0.07
Correlation vs DJ/CS MF 0.17

Risk/Reward Statistics

Sharpe Ratio 1.26
Sortino Ratio 2.76
Omega Ratio 2.14
Skewness 0.77
Kurtosis 1.14

Performance (VAMI)

Fund Manager

Martin Fund Management LLC, lead by David S Martin, Founder and CIO. 

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -20.15% 8 8 09/2022 12/2023
2 -9.77% 5 1 03/2022 08/2022
3 -5.25% 1 1 03/2021 04/2021
4 -3.50% 1 2 01/2024 03/2024
5 -2.74% 1 1 06/2021 07/2021

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 22.25%-16.65%2.78%0.96%5.13%62.50%
3 Months 55.64%-18.13%8.18%4.81%24.79%71.74%
6 Months 76.79%-17.78%16.49%9.55%48.63%74.42%
1 Year 119.76%-17.68%32.53%22.94%60.92%67.57%
2 Years 143.21%-10.88%45.46%20.74%34.92%84.00%
3 Years 121.47%49.72%90.77%95.95%66.95%100.00%
5 Years ------

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg34.59%132.96%388.20%1371.26%4164.30%217760.50%
% Positive62.50%71.74%74.42%67.57%84.00%100.00%
Avg. Pos. Period6.59%13.94%25.38%54.63%55.74%90.77%
Avg. Neg. Period-3.56%-6.45%-9.39%-13.51%-8.50% -
Sharpe Ratio1.262.002.362.452.9516.44
Sortino Ratio2.765.748.3710.7136.570.00
Standard Deviation7.63%14.18%24.20%46.06%53.41%19.13%
Downside Deviation3.15%4.41%5.85%8.12%3.48%0.00%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.