Katonah Capital Partners Management LLC

KCP Laplace Strategy *QEP*


Monthly Performance (%)

Date Range: 06/16 - 11/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 1.78 3.51 1.48 -0.41 3.03 -1.25 -2.14 1.24 -2.09 2.58 1.50   9.41 
2017 2.00 0.68 0.88 -0.21 2.35 0.29 -0.01 1.11 0.17 -0.44 -0.64 -1.49  4.72 
2016 0.75 -0.40 -0.11 0.51 0.11 0.10  0.96 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

Katonah Capital Partners is a systematic futures Hedge Fund trading globally across four asset classes (Equities, Forex, Bonds and Commodities) spread out over G7, Australia, New Zealand & Switzerland. The evolutionary quantitative strategy being offered has taken over two years to develop - a proprietary machine learning framework that learns and evolves with markets/economic conditions over time. The strategy is very efficient in usage of capital and exhibits non-correlated returns.

Performance Statistics

Date Range: 06/16 - 11/18
  Program S&P 500 Altegris 40 
Total Return 15.68% 38.46% -5.24% 
Annualized Return 6.21% 13.90% -2.13% 
Annualized Std. Deviation 4.83% 8.47% 7.66% 
Correlation -0.28 -0.28 
Sharpe Ratio (rf=2.5%) 0.77 1.35 -0.60 
Worst Month -2.14% -6.84% -6.10% 
Date of Worst Month 07/2018 10/2018 02/2018 
Worst Drawdown -4.21% -6.84% -10.48% 
Date of Worst Drawdown 5/18 - 9/18 9/18 - 10/18 7/16 - 9/17 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 06/16 - 11/18

Year or YTD Program S&P 500 Altegris 40 
2018 9.41 5.11 -4.69 
2017 4.72 21.84 1.24 
2016 0.96 7.83 -5.80 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 06/16 - 11/18
Date: 11/30/2018
Perf: $908.99 Date: 10/31/2018
Perf: $920.03 Date: 9/30/2018
Perf: $943.33 Date: 8/31/2018
Perf: $947.59 Date: 7/31/2018
Perf: $924.03 Date: 6/30/2018
Perf: $931.01 Date: 5/31/2018
Perf: $923.25 Date: 4/30/2018
Perf: $935.32 Date: 3/31/2018
Perf: $925.33 Date: 2/28/2018
Perf: $926.16 Date: 1/31/2018
Perf: $986.33 Date: 12/31/2017
Perf: $953.71 Date: 11/30/2017
Perf: $943.43 Date: 10/31/2017
Perf: $942.20 Date: 9/30/2017
Perf: $904.31 Date: 8/31/2017
Perf: $923.80 Date: 7/31/2017
Perf: $908.72 Date: 6/30/2017
Perf: $905.19 Date: 5/31/2017
Perf: $932.41 Date: 4/30/2017
Perf: $930.65 Date: 3/31/2017
Perf: $936.26 Date: 2/28/2017
Perf: $950.14 Date: 1/31/2017
Perf: $929.86 Date: 12/31/2016
Perf: $942.02 Date: 11/30/2016
Perf: $934.91 Date: 10/31/2016
Perf: $945.31 Date: 9/30/2016
Perf: $970.34 Date: 8/31/2016
Perf: $983.03 Date: 7/31/2016
Perf: $1,010.20 Date: 6/30/2016
Perf: $1,000.00 Date: 11/30/2018
Perf: $1,380.97 Date: 10/31/2018
Perf: $1,353.36 Date: 9/30/2018
Perf: $1,452.73 Date: 8/31/2018
Perf: $1,444.49 Date: 7/31/2018
Perf: $1,398.89 Date: 6/30/2018
Perf: $1,348.72 Date: 5/31/2018
Perf: $1,340.41 Date: 4/30/2018
Perf: $1,308.86 Date: 3/31/2018
Perf: $1,303.91 Date: 2/28/2018
Perf: $1,337.89 Date: 1/31/2018
Perf: $1,389.15 Date: 12/31/2017
Perf: $1,313.87 Date: 11/30/2017
Perf: $1,299.44 Date: 10/31/2017
Perf: $1,260.74 Date: 9/30/2017
Perf: $1,232.03 Date: 8/31/2017
Perf: $1,207.16 Date: 7/31/2017
Perf: $1,203.43 Date: 6/30/2017
Perf: $1,179.14 Date: 5/31/2017
Perf: $1,171.88 Date: 4/30/2017
Perf: $1,155.58 Date: 3/31/2017
Perf: $1,143.80 Date: 2/28/2017
Perf: $1,142.43 Date: 1/31/2017
Perf: $1,098.81 Date: 12/31/2016
Perf: $1,078.32 Date: 11/30/2016
Perf: $1,057.38 Date: 10/31/2016
Perf: $1,019.66 Date: 9/30/2016
Perf: $1,038.56 Date: 8/31/2016
Perf: $1,038.35 Date: 7/31/2016
Perf: $1,036.90 Date: 6/30/2016
Perf: $1,000.00 Date: 11/30/2018
Perf: $1,156.77 Date: 10/31/2018
Perf: $1,139.68 Date: 9/30/2018
Perf: $1,111.01 Date: 8/31/2018
Perf: $1,134.73 Date: 7/31/2018
Perf: $1,120.83 Date: 6/30/2018
Perf: $1,145.34 Date: 5/31/2018
Perf: $1,159.84 Date: 4/30/2018
Perf: $1,125.73 Date: 3/31/2018
Perf: $1,130.36 Date: 2/28/2018
Perf: $1,113.88 Date: 1/31/2018
Perf: $1,076.11 Date: 12/31/2017
Perf: $1,057.29 Date: 11/30/2017
Perf: $1,073.28 Date: 10/31/2017
Perf: $1,080.19 Date: 9/30/2017
Perf: $1,084.97 Date: 8/31/2017
Perf: $1,083.13 Date: 7/31/2017
Perf: $1,071.24 Date: 6/30/2017
Perf: $1,071.34 Date: 5/31/2017
Perf: $1,068.24 Date: 4/30/2017
Perf: $1,043.72 Date: 3/31/2017
Perf: $1,045.91 Date: 2/28/2017
Perf: $1,036.79 Date: 1/31/2017
Perf: $1,029.79 Date: 12/31/2016
Perf: $1,009.60 Date: 11/30/2016
Perf: $1,008.59 Date: 10/31/2016
Perf: $1,007.48 Date: 9/30/2016
Perf: $1,002.37 Date: 8/31/2016
Perf: $1,003.47 Date: 7/31/2016
Perf: $1,007.50 Date: 6/30/2016
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 06/16 - 11/18
Date: 11/30/2018
Return: 1.50 % Date: 10/31/2018
Return: 2.58 % Date: 9/30/2018
Return: -2.09 % Date: 8/31/2018
Return: 1.24 % Date: 7/31/2018
Return: -2.14 % Date: 6/30/2018
Return: -1.25 % Date: 5/31/2018
Return: 3.03 % Date: 4/30/2018
Return: -0.41 % Date: 3/31/2018
Return: 1.48 % Date: 2/28/2018
Return: 3.51 % Date: 1/31/2018
Return: 1.78 % Date: 12/31/2017
Return: -1.49 % Date: 11/30/2017
Return: -0.64 % Date: 10/31/2017
Return: -0.44 % Date: 9/30/2017
Return: 0.17 % Date: 8/31/2017
Return: 1.11 % Date: 7/31/2017
Return: -0.01 % Date: 6/30/2017
Return: 0.29 % Date: 5/31/2017
Return: 2.35 % Date: 4/30/2017
Return: -0.21 % Date: 3/31/2017
Return: 0.88 % Date: 2/28/2017
Return: 0.68 % Date: 1/31/2017
Return: 2.00 % Date: 12/31/2016
Return: 0.10 % Date: 11/30/2016
Return: 0.11 % Date: 10/31/2016
Return: 0.51 % Date: 9/30/2016
Return: -0.11 % Date: 8/31/2016
Return: -0.40 % Date: 7/31/2016
Return: 0.75 % Date: 6/30/2016
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 06/16 - 11/18
Return: -2.00 %
Count: 2 Return: 3.00 %
Count: 2 Return: 4.00 %
Count: 1 Return: -1.00 %
Count: 3 Return: 2.00 %
Count: 3 Return: 1.00 %
Count: 8 Return: 0.00 %
Count: 11
Note: All performance data is since program inception.

Underwater Curve

Date Range: 06/16 - 11/18
Date: 11/30/2018
Drawdown: -0.26 % Date: 10/31/2018
Drawdown: -1.74 % Date: 9/30/2018
Drawdown: -4.21 % Date: 8/31/2018
Drawdown: -2.16 % Date: 7/31/2018
Drawdown: -3.36 % Date: 6/30/2018
Drawdown: -1.25 % Date: 5/31/2018
Drawdown: 0.00 % Date: 4/30/2018
Drawdown: -0.41 % Date: 3/31/2018
Drawdown: 0.00 % Date: 2/28/2018
Drawdown: 0.00 % Date: 1/31/2018
Drawdown: -0.82 % Date: 12/31/2017
Drawdown: -2.55 % Date: 11/30/2017
Drawdown: -1.08 % Date: 10/31/2017
Drawdown: -0.44 % Date: 9/30/2017
Drawdown: 0.00 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: -0.01 % Date: 6/30/2017
Drawdown: 0.00 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: -0.21 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: 0.00 % Date: 1/31/2017
Drawdown: 0.00 % Date: 12/31/2016
Drawdown: 0.00 % Date: 11/30/2016
Drawdown: 0.00 % Date: 10/31/2016
Drawdown: 0.00 % Date: 9/30/2016
Drawdown: -0.51 % Date: 8/31/2016
Drawdown: -0.40 % Date: 7/31/2016
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Katonah Capital Partners Management LLC
Address: 237 Increase Miller Road
City: Katonah
State: NY
Zip: 10536
Country: United States

Key People

Name:  Vivian Oberoi
Position:  Portfolio Manager
Biography: 

Vivin Oberoi was at Bridgewater Associates from 1993-2003 where he was involved in the modelling of financial market futures and back testing of trading models. Vivin was the head of Global Macro/Portfolio Manager at Telluride Asset Management from 2003 – 2014.


Name:  Al Vinjamur
Position:  Portfolio Manager
Biography: 

Al Vinjamur was the Founder/Portfolio Manager of SAC Synapse, the first quantitative trading group at SAC Capital and amongst the pioneers in the industry. Synapse was consistently amongst the top producing groups within SAC.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Energies Yes 
 Investment Methodology
 Systematic Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Investment Terms & Information
 Managed Account Minimum: $20,000,000 
 Margin / Equity Ratio: 5% 
 Managed Account Availability: Open