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Ahead Capital Management LLC

Global Macro QEP only

Investment Strategy

Global Macro focuses on event-driven directional trades in G-5 sovereign bonds and equity indexes, as well as currencies and commodities. The strategy is fully discretionary.


We identify 1-3 month fundamental trends in all major macro instruments, and then the future events that could accelerate, weaken or reverse any of those trends.


We structure our trades around such future events. Trade types we look at are as follows:

1. Entering a trade after an event that we believe should impact a short-term trend significantly (therefore, not immediately priced in by the market);

2. Entering and exiting a trade before an important event to play market's pre-positioning for the event, such as shorts or longs accumulation or short covering;

3. Entering a trade before an important event and exiting it after the event to capture price movement caused by the event. 


Average trade duration is 3 days.

Performance (VAMI)

Monthly Returns

Fund Manager

Anton Barinov (40)

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

 

Fund Information

Inception DateNov 2024
Minimum Investment100,000 USD
Management Fee0.50%
Performance Fee20.00%
Highwater MarkYes
Phone+1 (561) 377 9319
E-mail[email protected]
Websiteaheadcapital.us

Statistics

Total Return Cumulative -0.59%
Sharpe Ratio 0.00
Sortino Ratio -3.46
Winning Months (%) 0.00%
Correlation vs. S&P 500 TR -

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.59 -0.59
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)

Chart not applicable - performance history is less than 12 months

Risk/Return Comparison

Drawdown

Instruments

No data filled

Return Statistics

Last Month -
Year To Date -0.59%
3 Month ROR -
12 Months ROR -
36 Month ROR -
Total Return Cumulative -0.59%
Total Return Annualized -6.85%
Best Month -0.59%
Winning Months (%) 0.00%
Gain Deviation 0.00

Risk Statistics

Standard Deviation Annualized 0.00%
Max Drawdown (Monthly) -0.59%
Max Drawdown # of Months 1
Worst Month -0.59%
Losing Months (%) 100.00%
Average Losing Month -0.59%
Loss Deviation 0.00
Correlation vs S&P 500 0.00
Correlation vs DJ/CS MF 0.00

Risk/Reward Statistics

Sharpe Ratio 0.00
Sortino Ratio -3.46
Omega Ratio 0.00
Skewness 0.00
Kurtosis 0.00

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -0.59% 1 0 11/2024 -
2 - - - - -
3 - - - - -
4 - - - - -
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month -0.59%-0.59%-0.59%-0.59%-0.59%0.00%
3 Months ------
6 Months ------
1 Year ------
2 Years ------
3 Years ------
5 Years ------

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg-6.85% - - - - -
% Positive0.00% - - - - -
Avg. Pos. Period - - - - - -
Avg. Neg. Period-0.59% - - - - -
Sharpe Ratio0.00 - - - - -
Sortino Ratio-3.46 - - - - -
Standard Deviation0.00% - - - - -
Downside Deviation0.59% - - - - -
No data filled

Fund Information

Minimum Investment100,000 USD (notional funding: 50.00%)
AUM248,524 USD
Management Fee0.50%
Performance Fee20.00%
Highwater MarkYes
RT per Million650
Margin to Equity30.00%
Legal StructureFund
Investment RestrictionOnly for Qualified Eligible Persons

Company Information

CompanyAhead Capital Management LLC
PrincipalAnton Barinov
Phone+1 (561) 377 9319
E-mail[email protected]
Company Regulator + License No.NFA 0556742
LocationBrookline, United States
Performance Compiled byCompliance Supervisors International

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -0.59 -0.59
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

Global Macro focuses on event-driven directional trades in G-5 sovereign bonds and equity indexes, as well as currencies and commodities. The strategy is fully discretionary.


We identify 1-3 month fundamental trends in all major macro instruments, and then the future events that could accelerate, weaken or reverse any of those trends.


We structure our trades around such future events. Trade types we look at are as follows:

1. Entering a trade after an event that we believe should impact a short-term trend significantly (therefore, not immediately priced in by the market);

2. Entering and exiting a trade before an important event to play market's pre-positioning for the event, such as shorts or longs accumulation or short covering;

3. Entering a trade before an important event and exiting it after the event to capture price movement caused by the event. 


Average trade duration is 3 days.

Return Statistics

Last Month -
Year To Date -0.59%
3 Month ROR -
12 Months ROR -
36 Month ROR -
Total Return Cumulative -0.59%
Total Return Annualized -6.85%
Best Month -0.59%
Winning Months (%) 0.00%
Gain Deviation 0.00

Risk Statistics

Standard Deviation Annualized 0.00%
Max Drawdown (Monthly) -0.59%
Max Drawdown # of Months 1
Worst Month -0.59%
Losing Months (%) 100.00%
Average Losing Month -0.59%
Loss Deviation 0.00
Correlation vs S&P 500 0.00
Correlation vs DJ/CS MF 0.00

Risk/Reward Statistics

Sharpe Ratio 0.00
Sortino Ratio -3.46
Omega Ratio 0.00
Skewness 0.00
Kurtosis 0.00

Monthly Returns

Performance (VAMI)

Fund Manager

Anton Barinov (40)

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

 

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 -0.59% 1 0 11/2024 -
2 - - - - -
3 - - - - -
4 - - - - -
5 - - - - -

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month -0.59%-0.59%-0.59%-0.59%-0.59%0.00%
3 Months ------
6 Months ------
1 Year ------
2 Years ------
3 Years ------
5 Years ------

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg-6.85% - - - - -
% Positive0.00% - - - - -
Avg. Pos. Period - - - - - -
Avg. Neg. Period-0.59% - - - - -
Sharpe Ratio0.00 - - - - -
Sortino Ratio-3.46 - - - - -
Standard Deviation0.00% - - - - -
Downside Deviation0.59% - - - - -

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Chart not applicable - performance history is less than 12 months

Instruments

AUM

For the latest performance, please scan the image above with a QR Reader.
No data filled
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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.