Greenwave Capital Management, LLC

Greenwave Flagship Plus *QEP*


Monthly Performance (%)

Date Range: 05/08 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 -0.78 -1.05 -0.37 -1.13   -3.29 
2018 1.19 0.06 -0.81 0.63 0.31 0.45 -0.57 1.17 -0.11 0.86 -0.12 0.11  3.19 
2017 -0.21 -1.48 0.75 -0.35 0.70 0.52 0.30 0.93 0.44 -0.32 -1.03 -0.74  -0.52 
2016 -0.28 1.74 -0.60 -0.78 1.04 0.26 0.07 0.03 -1.70 2.33 0.87 0.21  3.17 
2015 -0.12 -1.95 1.36 -2.32 2.27 -0.34 1.74 1.04 -1.36 -0.28 2.64 -0.22  2.34 
2014 0.94 -0.47 -0.70 -0.94 -0.33 -0.28 0.38 -0.22 2.72 0.09 0.73 -0.40  1.48 
2013 0.56 0.82 0.13 0.08 0.07 -1.03 -1.03 -0.09 -0.69 -0.70 0.96 0.01  -0.93 
2012 1.89 4.24 0.23 0.26 2.24 0.00 -2.73 -0.90 -0.07 -0.09 1.03 1.37  7.55 
2011 -1.68 1.36 3.45 3.00 0.72 -0.40 -5.32 -3.68 18.54 7.62 4.75 2.31  32.82 
2010 -1.41 0.82 4.22 2.39 4.31 1.14 0.55 1.03 1.04 -0.53 0.38 -0.68  13.90 
2009 13.15 1.72 -1.42 1.34 -0.24 0.07 -2.37 -9.23 2.84 5.24 -0.49 -2.63  6.67 
2008 3.23 -5.40 2.99 -3.59 23.82 -4.30 -1.28  13.43 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

Greenwave Flagship Plus is a Discretionary Global Macro strategy with an emphasis on G20 Currencies. The strategy combines medium to long term fundamental and quantitative analysis with tactical trading to adapt to changing market conditions. Key differentiators include low downside volatility and low historical drawdowns. In order to control downside volatility, Greenwave engages in rigorous risk management with a focus on liquid markets and defined risk. The returns are uncorrelated to actively managed FX, Macro, CTA, and equity strategies.

Performance Statistics

Date Range: 05/08 - 04/19
  Program S&P 500 Altegris 40 
Total Return 107.47% 169.22% 14.87% 
Annualized Return 6.91% 9.42% 1.27% 
Annualized Std. Deviation 12.00% 14.99% 8.75% 
Correlation -0.33 0.10 
Sharpe Ratio (rf=2.5%) 0.37 0.46 -0.14 
Worst Month -9.23% -16.79% -6.10% 
Date of Worst Month 08/2009 10/2008 02/2018 
Worst Drawdown -11.62% -46.41% -15.74% 
Date of Worst Drawdown 2/09 - 8/09 5/08 - 2/09 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 05/08 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 -3.29 18.24 5.17 
2018 3.19 -4.38 -4.29 
2017 -0.52 21.84 1.24 
2016 3.17 11.98 -3.13 
2015 2.34 1.41 0.09 
2014 1.48 13.69 15.75 
2013 -0.93 32.41 -2.45 
2012 7.55 15.98 -4.75 
2011 32.82 2.12 -3.23 
2010 13.90 15.06 11.33 
2009 6.67 26.45 -7.98 
2008 13.43 -34.50 6.83 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 05/08 - 04/19
Date: 4/30/2019
Perf: $1,125.50 Date: 3/31/2019
Perf: $1,095.37 Date: 2/28/2019
Perf: $1,057.41 Date: 1/31/2019
Perf: $1,050.69 Date: 12/31/2018
Perf: $1,070.17 Date: 11/30/2018
Perf: $1,065.69 Date: 10/31/2018
Perf: $1,078.63 Date: 9/30/2018
Perf: $1,105.95 Date: 8/31/2018
Perf: $1,110.95 Date: 7/31/2018
Perf: $1,083.32 Date: 6/30/2018
Perf: $1,091.51 Date: 5/31/2018
Perf: $1,082.42 Date: 4/30/2018
Perf: $1,096.56 Date: 3/31/2018
Perf: $1,084.85 Date: 2/28/2018
Perf: $1,085.82 Date: 1/31/2018
Perf: $1,156.36 Date: 12/31/2017
Perf: $1,118.12 Date: 11/30/2017
Perf: $1,106.07 Date: 10/31/2017
Perf: $1,104.63 Date: 9/30/2017
Perf: $1,060.21 Date: 8/31/2017
Perf: $1,083.06 Date: 7/31/2017
Perf: $1,065.38 Date: 6/30/2017
Perf: $1,061.24 Date: 5/31/2017
Perf: $1,093.16 Date: 4/30/2017
Perf: $1,091.08 Date: 3/31/2017
Perf: $1,097.67 Date: 2/28/2017
Perf: $1,113.93 Date: 1/31/2017
Perf: $1,090.17 Date: 12/31/2016
Perf: $1,104.41 Date: 11/30/2016
Perf: $1,096.08 Date: 10/31/2016
Perf: $1,108.28 Date: 9/30/2016
Perf: $1,137.63 Date: 8/31/2016
Perf: $1,152.49 Date: 7/31/2016
Perf: $1,184.35 Date: 6/30/2016
Perf: $1,172.39 Date: 5/31/2016
Perf: $1,124.60 Date: 4/30/2016
Perf: $1,144.63 Date: 3/31/2016
Perf: $1,174.10 Date: 2/29/2016
Perf: $1,208.79 Date: 1/31/2016
Perf: $1,179.77 Date: 12/31/2015
Perf: $1,140.09 Date: 11/30/2015
Perf: $1,166.93 Date: 10/31/2015
Perf: $1,128.45 Date: 9/30/2015
Perf: $1,148.44 Date: 8/31/2015
Perf: $1,124.04 Date: 7/31/2015
Perf: $1,143.83 Date: 6/30/2015
Perf: $1,100.79 Date: 5/31/2015
Perf: $1,161.17 Date: 4/30/2015
Perf: $1,169.59 Date: 3/31/2015
Perf: $1,216.55 Date: 2/28/2015
Perf: $1,190.25 Date: 1/31/2015
Perf: $1,192.16 Date: 12/31/2014
Perf: $1,139.07 Date: 11/30/2014
Perf: $1,119.37 Date: 10/31/2014
Perf: $1,056.51 Date: 9/30/2014
Perf: $1,041.21 Date: 8/31/2014
Perf: $1,025.92 Date: 7/31/2014
Perf: $984.28 Date: 6/30/2014
Perf: $992.22 Date: 5/31/2014
Perf: $983.76 Date: 4/30/2014
Perf: $959.21 Date: 3/31/2014
Perf: $951.97 Date: 2/28/2014
Perf: $966.27 Date: 1/31/2014
Perf: $958.41 Date: 12/31/2013
Perf: $984.10 Date: 11/30/2013
Perf: $985.48 Date: 10/31/2013
Perf: $967.96 Date: 9/30/2013
Perf: $946.29 Date: 8/31/2013
Perf: $952.00 Date: 7/31/2013
Perf: $970.64 Date: 6/30/2013
Perf: $979.15 Date: 5/31/2013
Perf: $1,017.73 Date: 4/30/2013
Perf: $1,063.45 Date: 3/31/2013
Perf: $1,036.71 Date: 2/28/2013
Perf: $1,021.99 Date: 1/31/2013
Perf: $1,027.95 Date: 12/31/2012
Perf: $1,008.79 Date: 11/30/2012
Perf: $1,003.87 Date: 10/31/2012
Perf: $1,001.06 Date: 9/30/2012
Perf: $1,038.66 Date: 8/31/2012
Perf: $1,056.09 Date: 7/31/2012
Perf: $1,070.65 Date: 6/30/2012
Perf: $1,028.58 Date: 5/31/2012
Perf: $1,068.77 Date: 4/30/2012
Perf: $1,048.84 Date: 3/31/2012
Perf: $1,042.58 Date: 2/29/2012
Perf: $1,066.80 Date: 1/31/2012
Perf: $1,062.44 Date: 12/31/2011
Perf: $1,059.05 Date: 11/30/2011
Perf: $1,048.98 Date: 10/31/2011
Perf: $1,045.85 Date: 9/30/2011
Perf: $1,088.97 Date: 8/31/2011
Perf: $1,089.62 Date: 7/31/2011
Perf: $1,091.81 Date: 6/30/2011
Perf: $1,053.97 Date: 5/31/2011
Perf: $1,082.10 Date: 4/30/2011
Perf: $1,123.10 Date: 3/31/2011
Perf: $1,080.94 Date: 2/28/2011
Perf: $1,097.74 Date: 1/31/2011
Perf: $1,079.39 Date: 12/31/2010
Perf: $1,094.38 Date: 11/30/2010
Perf: $1,049.36 Date: 10/31/2010
Perf: $1,087.87 Date: 9/30/2010
Perf: $1,047.24 Date: 8/31/2010
Perf: $1,028.52 Date: 7/31/2010
Perf: $987.63 Date: 6/30/2010
Perf: $1,000.54 Date: 5/31/2010
Perf: $996.75 Date: 4/30/2010
Perf: $1,021.47 Date: 3/31/2010
Perf: $1,005.98 Date: 2/28/2010
Perf: $967.57 Date: 1/31/2010
Perf: $958.56 Date: 12/31/2009
Perf: $983.03 Date: 11/30/2009
Perf: $1,023.99 Date: 10/31/2009
Perf: $984.33 Date: 9/30/2009
Perf: $1,010.19 Date: 8/31/2009
Perf: $986.70 Date: 7/31/2009
Perf: $983.46 Date: 6/30/2009
Perf: $984.54 Date: 5/31/2009
Perf: $1,011.45 Date: 4/30/2009
Perf: $997.68 Date: 3/31/2009
Perf: $1,031.40 Date: 2/28/2009
Perf: $1,060.79 Date: 1/31/2009
Perf: $1,061.32 Date: 12/31/2008
Perf: $1,068.26 Date: 11/30/2008
Perf: $1,041.50 Date: 10/31/2008
Perf: $1,004.63 Date: 9/30/2008
Perf: $955.42 Date: 8/31/2008
Perf: $953.42 Date: 7/31/2008
Perf: $979.57 Date: 6/30/2008
Perf: $1,026.70 Date: 5/31/2008
Perf: $1,000.00 Date: 4/30/2019
Perf: $2,657.66 Date: 3/31/2019
Perf: $2,554.22 Date: 2/28/2019
Perf: $2,505.61 Date: 1/31/2019
Perf: $2,427.68 Date: 12/31/2018
Perf: $2,247.64 Date: 11/30/2018
Perf: $2,470.75 Date: 10/31/2018
Perf: $2,421.36 Date: 9/30/2018
Perf: $2,599.14 Date: 8/31/2018
Perf: $2,584.41 Date: 7/31/2018
Perf: $2,502.81 Date: 6/30/2018
Perf: $2,413.05 Date: 5/31/2018
Perf: $2,398.18 Date: 4/30/2018
Perf: $2,341.74 Date: 3/31/2018
Perf: $2,332.88 Date: 2/28/2018
Perf: $2,393.68 Date: 1/31/2018
Perf: $2,485.39 Date: 12/31/2017
Perf: $2,350.69 Date: 11/30/2017
Perf: $2,324.89 Date: 10/31/2017
Perf: $2,255.64 Date: 9/30/2017
Perf: $2,204.28 Date: 8/31/2017
Perf: $2,159.79 Date: 7/31/2017
Perf: $2,153.11 Date: 6/30/2017
Perf: $2,109.66 Date: 5/31/2017
Perf: $2,096.66 Date: 4/30/2017
Perf: $2,067.50 Date: 3/31/2017
Perf: $2,046.43 Date: 2/28/2017
Perf: $2,043.97 Date: 1/31/2017
Perf: $1,965.93 Date: 12/31/2016
Perf: $1,929.27 Date: 11/30/2016
Perf: $1,891.81 Date: 10/31/2016
Perf: $1,824.31 Date: 9/30/2016
Perf: $1,858.13 Date: 8/31/2016
Perf: $1,857.76 Date: 7/31/2016
Perf: $1,855.16 Date: 6/30/2016
Perf: $1,789.14 Date: 5/31/2016
Perf: $1,784.50 Date: 4/30/2016
Perf: $1,752.95 Date: 3/31/2016
Perf: $1,746.14 Date: 2/29/2016
Perf: $1,635.27 Date: 1/31/2016
Perf: $1,637.40 Date: 12/31/2015
Perf: $1,722.85 Date: 11/30/2015
Perf: $1,750.51 Date: 10/31/2015
Perf: $1,745.27 Date: 9/30/2015
Perf: $1,609.44 Date: 8/31/2015
Perf: $1,650.20 Date: 7/31/2015
Perf: $1,756.09 Date: 6/30/2015
Perf: $1,719.97 Date: 5/31/2015
Perf: $1,754.00 Date: 4/30/2015
Perf: $1,731.66 Date: 3/31/2015
Perf: $1,715.19 Date: 2/28/2015
Perf: $1,742.73 Date: 1/31/2015
Perf: $1,647.97 Date: 12/31/2014
Perf: $1,698.94 Date: 11/30/2014
Perf: $1,703.20 Date: 10/31/2014
Perf: $1,658.58 Date: 9/30/2014
Perf: $1,619.07 Date: 8/31/2014
Perf: $1,642.06 Date: 7/31/2014
Perf: $1,578.91 Date: 6/30/2014
Perf: $1,601.00 Date: 5/31/2014
Perf: $1,568.53 Date: 4/30/2014
Perf: $1,532.52 Date: 3/31/2014
Perf: $1,521.26 Date: 2/28/2014
Perf: $1,508.59 Date: 1/31/2014
Perf: $1,442.66 Date: 12/31/2013
Perf: $1,494.36 Date: 11/30/2013
Perf: $1,457.49 Date: 10/31/2013
Perf: $1,414.35 Date: 9/30/2013
Perf: $1,352.15 Date: 8/31/2013
Perf: $1,310.99 Date: 7/31/2013
Perf: $1,350.14 Date: 6/30/2013
Perf: $1,284.75 Date: 5/31/2013
Perf: $1,302.20 Date: 4/30/2013
Perf: $1,272.42 Date: 3/31/2013
Perf: $1,248.33 Date: 2/28/2013
Perf: $1,203.21 Date: 1/31/2013
Perf: $1,187.07 Date: 12/31/2012
Perf: $1,128.60 Date: 11/30/2012
Perf: $1,118.43 Date: 10/31/2012
Perf: $1,111.98 Date: 9/30/2012
Perf: $1,132.94 Date: 8/31/2012
Perf: $1,104.44 Date: 7/31/2012
Perf: $1,080.14 Date: 6/30/2012
Perf: $1,065.33 Date: 5/31/2012
Perf: $1,023.18 Date: 4/30/2012
Perf: $1,088.60 Date: 3/31/2012
Perf: $1,095.50 Date: 2/29/2012
Perf: $1,060.61 Date: 1/31/2012
Perf: $1,016.69 Date: 12/31/2011
Perf: $973.09 Date: 11/30/2011
Perf: $963.27 Date: 10/31/2011
Perf: $965.39 Date: 9/30/2011
Perf: $870.27 Date: 8/31/2011
Perf: $936.08 Date: 7/31/2011
Perf: $989.82 Date: 6/30/2011
Perf: $1,010.33 Date: 5/31/2011
Perf: $1,027.49 Date: 4/30/2011
Perf: $1,039.24 Date: 3/31/2011
Perf: $1,009.36 Date: 2/28/2011
Perf: $1,008.96 Date: 1/31/2011
Perf: $975.50 Date: 12/31/2010
Perf: $952.91 Date: 11/30/2010
Perf: $893.24 Date: 10/31/2010
Perf: $893.15 Date: 9/30/2010
Perf: $860.37 Date: 8/31/2010
Perf: $789.91 Date: 7/31/2010
Perf: $827.22 Date: 6/30/2010
Perf: $773.03 Date: 5/31/2010
Perf: $815.69 Date: 4/30/2010
Perf: $886.53 Date: 3/31/2010
Perf: $872.74 Date: 2/28/2010
Perf: $823.10 Date: 1/31/2010
Perf: $798.35 Date: 12/31/2009
Perf: $828.17 Date: 11/30/2009
Perf: $812.49 Date: 10/31/2009
Perf: $766.50 Date: 9/30/2009
Perf: $781.02 Date: 8/31/2009
Perf: $752.94 Date: 7/31/2009
Perf: $726.71 Date: 6/30/2009
Perf: $675.63 Date: 5/31/2009
Perf: $674.28 Date: 4/30/2009
Perf: $638.58 Date: 3/31/2009
Perf: $582.81 Date: 2/28/2009
Perf: $535.87 Date: 1/31/2009
Perf: $599.74 Date: 12/31/2008
Perf: $654.95 Date: 11/30/2008
Perf: $648.08 Date: 10/31/2008
Perf: $698.21 Date: 9/30/2008
Perf: $839.10 Date: 8/31/2008
Perf: $921.17 Date: 7/31/2008
Perf: $908.01 Date: 6/30/2008
Perf: $915.70 Date: 5/31/2008
Perf: $1,000.00 Date: 4/30/2019
Perf: $2,074.66 Date: 3/31/2019
Perf: $2,098.38 Date: 2/28/2019
Perf: $2,106.17 Date: 1/31/2019
Perf: $2,128.52 Date: 12/31/2018
Perf: $2,145.25 Date: 11/30/2018
Perf: $2,142.89 Date: 10/31/2018
Perf: $2,145.47 Date: 9/30/2018
Perf: $2,127.18 Date: 8/31/2018
Perf: $2,129.52 Date: 7/31/2018
Perf: $2,104.89 Date: 6/30/2018
Perf: $2,116.96 Date: 5/31/2018
Perf: $2,107.47 Date: 4/30/2018
Perf: $2,100.96 Date: 3/31/2018
Perf: $2,087.81 Date: 2/28/2018
Perf: $2,104.86 Date: 1/31/2018
Perf: $2,103.59 Date: 12/31/2017
Perf: $2,078.86 Date: 11/30/2017
Perf: $2,094.35 Date: 10/31/2017
Perf: $2,116.15 Date: 9/30/2017
Perf: $2,122.94 Date: 8/31/2017
Perf: $2,113.64 Date: 7/31/2017
Perf: $2,094.17 Date: 6/30/2017
Perf: $2,087.90 Date: 5/31/2017
Perf: $2,077.10 Date: 4/30/2017
Perf: $2,062.66 Date: 3/31/2017
Perf: $2,069.91 Date: 2/28/2017
Perf: $2,054.50 Date: 1/31/2017
Perf: $2,085.36 Date: 12/31/2016
Perf: $2,089.75 Date: 11/30/2016
Perf: $2,085.37 Date: 10/31/2016
Perf: $2,067.39 Date: 9/30/2016
Perf: $2,020.31 Date: 8/31/2016
Perf: $2,055.25 Date: 7/31/2016
Perf: $2,054.64 Date: 6/30/2016
Perf: $2,053.20 Date: 5/31/2016
Perf: $2,047.88 Date: 4/30/2016
Perf: $2,026.80 Date: 3/31/2016
Perf: $2,042.73 Date: 2/29/2016
Perf: $2,055.06 Date: 1/31/2016
Perf: $2,019.91 Date: 12/31/2015
Perf: $2,025.59 Date: 11/30/2015
Perf: $2,030.05 Date: 10/31/2015
Perf: $1,977.84 Date: 9/30/2015
Perf: $1,983.39 Date: 8/31/2015
Perf: $2,010.74 Date: 7/31/2015
Perf: $1,990.04 Date: 6/30/2015
Perf: $1,956.00 Date: 5/31/2015
Perf: $1,962.68 Date: 4/30/2015
Perf: $1,919.11 Date: 3/31/2015
Perf: $1,964.70 Date: 2/28/2015
Perf: $1,938.33 Date: 1/31/2015
Perf: $1,976.88 Date: 12/31/2014
Perf: $1,979.26 Date: 11/30/2014
Perf: $1,987.21 Date: 10/31/2014
Perf: $1,972.81 Date: 9/30/2014
Perf: $1,971.03 Date: 8/31/2014
Perf: $1,918.84 Date: 7/31/2014
Perf: $1,923.07 Date: 6/30/2014
Perf: $1,915.79 Date: 5/31/2014
Perf: $1,921.17 Date: 4/30/2014
Perf: $1,927.53 Date: 3/31/2014
Perf: $1,945.82 Date: 2/28/2014
Perf: $1,959.54 Date: 1/31/2014
Perf: $1,968.79 Date: 12/31/2013
Perf: $1,950.46 Date: 11/30/2013
Perf: $1,950.26 Date: 10/31/2013
Perf: $1,931.72 Date: 9/30/2013
Perf: $1,945.33 Date: 8/31/2013
Perf: $1,958.85 Date: 7/31/2013
Perf: $1,960.61 Date: 6/30/2013
Perf: $1,981.02 Date: 5/31/2013
Perf: $2,001.64 Date: 4/30/2013
Perf: $2,000.24 Date: 3/31/2013
Perf: $1,998.64 Date: 2/28/2013
Perf: $1,996.04 Date: 1/31/2013
Perf: $1,979.81 Date: 12/31/2012
Perf: $1,968.78 Date: 11/30/2012
Perf: $1,942.17 Date: 10/31/2012
Perf: $1,922.37 Date: 9/30/2012
Perf: $1,924.11 Date: 8/31/2012
Perf: $1,925.45 Date: 7/31/2012
Perf: $1,942.94 Date: 6/30/2012
Perf: $1,997.47 Date: 5/31/2012
Perf: $1,997.47 Date: 4/30/2012
Perf: $1,953.71 Date: 3/31/2012
Perf: $1,948.64 Date: 2/29/2012
Perf: $1,944.17 Date: 1/31/2012
Perf: $1,865.09 Date: 12/31/2011
Perf: $1,830.49 Date: 11/30/2011
Perf: $1,789.16 Date: 10/31/2011
Perf: $1,708.03 Date: 9/30/2011
Perf: $1,587.10 Date: 8/31/2011
Perf: $1,338.87 Date: 7/31/2011
Perf: $1,390.02 Date: 6/30/2011
Perf: $1,468.13 Date: 5/31/2011
Perf: $1,474.02 Date: 4/30/2011
Perf: $1,463.49 Date: 3/31/2011
Perf: $1,420.86 Date: 2/28/2011
Perf: $1,373.48 Date: 1/31/2011
Perf: $1,355.05 Date: 12/31/2010
Perf: $1,378.20 Date: 11/30/2010
Perf: $1,387.64 Date: 10/31/2010
Perf: $1,382.38 Date: 9/30/2010
Perf: $1,389.75 Date: 8/31/2010
Perf: $1,375.44 Date: 7/31/2010
Perf: $1,361.42 Date: 6/30/2010
Perf: $1,353.97 Date: 5/31/2010
Perf: $1,338.71 Date: 4/30/2010
Perf: $1,283.40 Date: 3/31/2010
Perf: $1,253.44 Date: 2/28/2010
Perf: $1,202.69 Date: 1/31/2010
Perf: $1,192.91 Date: 12/31/2009
Perf: $1,209.97 Date: 11/30/2009
Perf: $1,242.65 Date: 10/31/2009
Perf: $1,248.77 Date: 9/30/2009
Perf: $1,186.59 Date: 8/31/2009
Perf: $1,153.82 Date: 7/31/2009
Perf: $1,271.15 Date: 6/30/2009
Perf: $1,302.01 Date: 5/31/2009
Perf: $1,301.10 Date: 4/30/2009
Perf: $1,304.23 Date: 3/31/2009
Perf: $1,286.98 Date: 2/28/2009
Perf: $1,305.52 Date: 1/31/2009
Perf: $1,283.44 Date: 12/31/2008
Perf: $1,134.28 Date: 11/30/2008
Perf: $1,148.99 Date: 10/31/2008
Perf: $1,200.62 Date: 9/30/2008
Perf: $969.65 Date: 8/31/2008
Perf: $1,005.75 Date: 7/31/2008
Perf: $976.56 Date: 6/30/2008
Perf: $1,032.30 Date: 5/31/2008
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 05/08 - 04/19
Date: 4/30/2019
Return: -1.13 % Date: 3/31/2019
Return: -0.37 % Date: 2/28/2019
Return: -1.05 % Date: 1/31/2019
Return: -0.78 % Date: 12/31/2018
Return: 0.11 % Date: 11/30/2018
Return: -0.12 % Date: 10/31/2018
Return: 0.86 % Date: 9/30/2018
Return: -0.11 % Date: 8/31/2018
Return: 1.17 % Date: 7/31/2018
Return: -0.57 % Date: 6/30/2018
Return: 0.45 % Date: 5/31/2018
Return: 0.31 % Date: 4/30/2018
Return: 0.63 % Date: 3/31/2018
Return: -0.81 % Date: 2/28/2018
Return: 0.06 % Date: 1/31/2018
Return: 1.19 % Date: 12/31/2017
Return: -0.74 % Date: 11/30/2017
Return: -1.03 % Date: 10/31/2017
Return: -0.32 % Date: 9/30/2017
Return: 0.44 % Date: 8/31/2017
Return: 0.93 % Date: 7/31/2017
Return: 0.30 % Date: 6/30/2017
Return: 0.52 % Date: 5/31/2017
Return: 0.70 % Date: 4/30/2017
Return: -0.35 % Date: 3/31/2017
Return: 0.75 % Date: 2/28/2017
Return: -1.48 % Date: 1/31/2017
Return: -0.21 % Date: 12/31/2016
Return: 0.21 % Date: 11/30/2016
Return: 0.87 % Date: 10/31/2016
Return: 2.33 % Date: 9/30/2016
Return: -1.70 % Date: 8/31/2016
Return: 0.03 % Date: 7/31/2016
Return: 0.07 % Date: 6/30/2016
Return: 0.26 % Date: 5/31/2016
Return: 1.04 % Date: 4/30/2016
Return: -0.78 % Date: 3/31/2016
Return: -0.60 % Date: 2/29/2016
Return: 1.74 % Date: 1/31/2016
Return: -0.28 % Date: 12/31/2015
Return: -0.22 % Date: 11/30/2015
Return: 2.64 % Date: 10/31/2015
Return: -0.28 % Date: 9/30/2015
Return: -1.36 % Date: 8/31/2015
Return: 1.04 % Date: 7/31/2015
Return: 1.74 % Date: 6/30/2015
Return: -0.34 % Date: 5/31/2015
Return: 2.27 % Date: 4/30/2015
Return: -2.32 % Date: 3/31/2015
Return: 1.36 % Date: 2/28/2015
Return: -1.95 % Date: 1/31/2015
Return: -0.12 % Date: 12/31/2014
Return: -0.40 % Date: 11/30/2014
Return: 0.73 % Date: 10/31/2014
Return: 0.09 % Date: 9/30/2014
Return: 2.72 % Date: 8/31/2014
Return: -0.22 % Date: 7/31/2014
Return: 0.38 % Date: 6/30/2014
Return: -0.28 % Date: 5/31/2014
Return: -0.33 % Date: 4/30/2014
Return: -0.94 % Date: 3/31/2014
Return: -0.70 % Date: 2/28/2014
Return: -0.47 % Date: 1/31/2014
Return: 0.94 % Date: 12/31/2013
Return: 0.01 % Date: 11/30/2013
Return: 0.96 % Date: 10/31/2013
Return: -0.70 % Date: 9/30/2013
Return: -0.69 % Date: 8/31/2013
Return: -0.09 % Date: 7/31/2013
Return: -1.03 % Date: 6/30/2013
Return: -1.03 % Date: 5/31/2013
Return: 0.07 % Date: 4/30/2013
Return: 0.08 % Date: 3/31/2013
Return: 0.13 % Date: 2/28/2013
Return: 0.82 % Date: 1/31/2013
Return: 0.56 % Date: 12/31/2012
Return: 1.37 % Date: 11/30/2012
Return: 1.03 % Date: 10/31/2012
Return: -0.09 % Date: 9/30/2012
Return: -0.07 % Date: 8/31/2012
Return: -0.90 % Date: 7/31/2012
Return: -2.73 % Date: 6/30/2012
Return: 0.00 % Date: 5/31/2012
Return: 2.24 % Date: 4/30/2012
Return: 0.26 % Date: 3/31/2012
Return: 0.23 % Date: 2/29/2012
Return: 4.24 % Date: 1/31/2012
Return: 1.89 % Date: 12/31/2011
Return: 2.31 % Date: 11/30/2011
Return: 4.75 % Date: 10/31/2011
Return: 7.62 % Date: 9/30/2011
Return: 18.54 % Date: 8/31/2011
Return: -3.68 % Date: 7/31/2011
Return: -5.32 % Date: 6/30/2011
Return: -0.40 % Date: 5/31/2011
Return: 0.72 % Date: 4/30/2011
Return: 3.00 % Date: 3/31/2011
Return: 3.45 % Date: 2/28/2011
Return: 1.36 % Date: 1/31/2011
Return: -1.68 % Date: 12/31/2010
Return: -0.68 % Date: 11/30/2010
Return: 0.38 % Date: 10/31/2010
Return: -0.53 % Date: 9/30/2010
Return: 1.04 % Date: 8/31/2010
Return: 1.03 % Date: 7/31/2010
Return: 0.55 % Date: 6/30/2010
Return: 1.14 % Date: 5/31/2010
Return: 4.31 % Date: 4/30/2010
Return: 2.39 % Date: 3/31/2010
Return: 4.22 % Date: 2/28/2010
Return: 0.82 % Date: 1/31/2010
Return: -1.41 % Date: 12/31/2009
Return: -2.63 % Date: 11/30/2009
Return: -0.49 % Date: 10/31/2009
Return: 5.24 % Date: 9/30/2009
Return: 2.84 % Date: 8/31/2009
Return: -9.23 % Date: 7/31/2009
Return: -2.37 % Date: 6/30/2009
Return: 0.07 % Date: 5/31/2009
Return: -0.24 % Date: 4/30/2009
Return: 1.34 % Date: 3/31/2009
Return: -1.42 % Date: 2/28/2009
Return: 1.72 % Date: 1/31/2009
Return: 13.15 % Date: 12/31/2008
Return: -1.28 % Date: 11/30/2008
Return: -4.30 % Date: 10/31/2008
Return: 23.82 % Date: 9/30/2008
Return: -3.59 % Date: 8/31/2008
Return: 2.99 % Date: 7/31/2008
Return: -5.40 % Date: 6/30/2008
Return: 3.23 % Date: 5/31/2008
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 05/08 - 04/19
Return: 8.00 %
Count: 1 Return: 19.00 %
Count: 1 Return: 4.00 %
Count: 3 Return: -3.00 %
Count: 2 Return: 5.00 %
Count: 2 Return: -9.00 %
Count: 1 Return: -2.00 %
Count: 5 Return: 1.00 %
Count: 27 Return: 2.00 %
Count: 9 Return: 13.00 %
Count: 1 Return: -1.00 %
Count: 23 Return: 24.00 %
Count: 1 Return: -4.00 %
Count: 3 Return: -5.00 %
Count: 2 Return: 3.00 %
Count: 7 Return: 0.00 %
Count: 44
Note: All performance data is since program inception.

Underwater Curve

Date Range: 05/08 - 04/19
Date: 4/30/2019
Drawdown: -3.30 % Date: 3/31/2019
Drawdown: -2.19 % Date: 2/28/2019
Drawdown: -1.83 % Date: 1/31/2019
Drawdown: -0.79 % Date: 12/31/2018
Drawdown: -0.01 % Date: 11/30/2018
Drawdown: -0.12 % Date: 10/31/2018
Drawdown: 0.00 % Date: 9/30/2018
Drawdown: -0.11 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: -0.85 % Date: 6/30/2018
Drawdown: -0.28 % Date: 5/31/2018
Drawdown: -0.73 % Date: 4/30/2018
Drawdown: -1.04 % Date: 3/31/2018
Drawdown: -1.66 % Date: 2/28/2018
Drawdown: -0.85 % Date: 1/31/2018
Drawdown: -0.91 % Date: 12/31/2017
Drawdown: -2.08 % Date: 11/30/2017
Drawdown: -1.35 % Date: 10/31/2017
Drawdown: -0.32 % Date: 9/30/2017
Drawdown: 0.00 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: 0.00 % Date: 6/30/2017
Drawdown: -0.09 % Date: 5/31/2017
Drawdown: -0.61 % Date: 4/30/2017
Drawdown: -1.30 % Date: 3/31/2017
Drawdown: -0.95 % Date: 2/28/2017
Drawdown: -1.69 % Date: 1/31/2017
Drawdown: -0.21 % 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: -1.70 % Date: 8/31/2016
Drawdown: 0.00 % Date: 7/31/2016
Drawdown: -0.02 % Date: 6/30/2016
Drawdown: -0.09 % Date: 5/31/2016
Drawdown: -0.35 % Date: 4/30/2016
Drawdown: -1.38 % Date: 3/31/2016
Drawdown: -0.60 % Date: 2/29/2016
Drawdown: 0.00 % Date: 1/31/2016
Drawdown: -0.50 % Date: 12/31/2015
Drawdown: -0.22 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: -1.64 % Date: 9/30/2015
Drawdown: -1.36 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: -0.58 % Date: 6/30/2015
Drawdown: -2.28 % Date: 5/31/2015
Drawdown: -1.95 % Date: 4/30/2015
Drawdown: -4.12 % Date: 3/31/2015
Drawdown: -1.85 % Date: 2/28/2015
Drawdown: -3.16 % Date: 1/31/2015
Drawdown: -1.24 % Date: 12/31/2014
Drawdown: -1.12 % Date: 11/30/2014
Drawdown: -0.72 % Date: 10/31/2014
Drawdown: -1.44 % Date: 9/30/2014
Drawdown: -1.53 % Date: 8/31/2014
Drawdown: -4.14 % Date: 7/31/2014
Drawdown: -3.93 % Date: 6/30/2014
Drawdown: -4.29 % Date: 5/31/2014
Drawdown: -4.02 % Date: 4/30/2014
Drawdown: -3.70 % Date: 3/31/2014
Drawdown: -2.79 % Date: 2/28/2014
Drawdown: -2.10 % Date: 1/31/2014
Drawdown: -1.64 % Date: 12/31/2013
Drawdown: -2.56 % Date: 11/30/2013
Drawdown: -2.57 % Date: 10/31/2013
Drawdown: -3.49 % Date: 9/30/2013
Drawdown: -2.81 % Date: 8/31/2013
Drawdown: -2.14 % Date: 7/31/2013
Drawdown: -2.05 % Date: 6/30/2013
Drawdown: -1.03 % Date: 5/31/2013
Drawdown: 0.00 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: 0.00 % Date: 2/28/2013
Drawdown: -0.07 % Date: 1/31/2013
Drawdown: -0.88 % Date: 12/31/2012
Drawdown: -1.44 % Date: 11/30/2012
Drawdown: -2.77 % Date: 10/31/2012
Drawdown: -3.76 % Date: 9/30/2012
Drawdown: -3.67 % Date: 8/31/2012
Drawdown: -3.61 % Date: 7/31/2012
Drawdown: -2.73 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: 0.00 % Date: 4/30/2012
Drawdown: 0.00 % Date: 3/31/2012
Drawdown: 0.00 % Date: 2/29/2012
Drawdown: 0.00 % Date: 1/31/2012
Drawdown: 0.00 % Date: 12/31/2011
Drawdown: 0.00 % Date: 11/30/2011
Drawdown: 0.00 % Date: 10/31/2011
Drawdown: 0.00 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: -9.17 % Date: 7/31/2011
Drawdown: -5.70 % Date: 6/30/2011
Drawdown: -0.40 % Date: 5/31/2011
Drawdown: 0.00 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: 0.00 % Date: 2/28/2011
Drawdown: -1.17 % Date: 1/31/2011
Drawdown: -2.50 % Date: 12/31/2010
Drawdown: -0.83 % Date: 11/30/2010
Drawdown: -0.15 % Date: 10/31/2010
Drawdown: -0.53 % Date: 9/30/2010
Drawdown: 0.00 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: 0.00 % Date: 6/30/2010
Drawdown: 0.00 % Date: 5/31/2010
Drawdown: 0.00 % Date: 4/30/2010
Drawdown: -1.69 % Date: 3/31/2010
Drawdown: -3.99 % Date: 2/28/2010
Drawdown: -7.88 % Date: 1/31/2010
Drawdown: -8.63 % Date: 12/31/2009
Drawdown: -7.32 % Date: 11/30/2009
Drawdown: -4.82 % Date: 10/31/2009
Drawdown: -4.35 % Date: 9/30/2009
Drawdown: -9.11 % Date: 8/31/2009
Drawdown: -11.62 % Date: 7/31/2009
Drawdown: -2.63 % Date: 6/30/2009
Drawdown: -0.27 % Date: 5/31/2009
Drawdown: -0.34 % Date: 4/30/2009
Drawdown: -0.10 % Date: 3/31/2009
Drawdown: -1.42 % Date: 2/28/2009
Drawdown: 0.00 % Date: 1/31/2009
Drawdown: 0.00 % Date: 12/31/2008
Drawdown: -5.52 % Date: 11/30/2008
Drawdown: -4.30 % Date: 10/31/2008
Drawdown: 0.00 % Date: 9/30/2008
Drawdown: -6.07 % Date: 8/31/2008
Drawdown: -2.57 % Date: 7/31/2008
Drawdown: -5.40 % Date: 6/30/2008
Drawdown: 0.00 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Greenwave Capital Management, LLC
Address: 221 W 6th Street, Suite 1040
City: Austin
State: TX
Zip: 78701
Country: USA

Key People

Name:  Raj Idnani
Position:  Principal
Biography: 

The Manager is a Principal of Greenwave Capital Management and the Managing Principal of Blueprint Capital, a family office specializing in alternative investments. The Manager is responsible for the business aspects of Greenwave, including Operations, Financial, and Legal. Prior to joining the family office in 1999, the Manager was employed with the Option Operations group at Bear Stearns Securities, Inc. The Manager received his BA from the Olin School of Business at Washington University in St. Louis in 1998, and his MBA from the University Of Chicago Booth School Of Business in 2006.


Name:  Jamie Charles
Position:  Principal
Biography: 

The Manager is the Chief Investment Officer of Greenwave Capital Management. He is responsible for research, trading, and portfolio management. Formerly, the Manager managed assets for and was employed at Denali Asset Management in Chicago and St. Croix, USVI from 1998 through December 2006. The Manager was a senior portfolio manager for Denali’s Global Macro Hedge Fund. In the first 16 years after graduating in 1981 with Honors in Economics from Lafayette College, the Manager worked as a market maker and portfolio manager for Bank of America, First Interstate, Citibank, First Chicago, Credit Suisse, First Boston, and ABN AMRO.


Additional Information

 Futures Sectors Traded
 Currencies Yes 
 Forex Yes 
 Investment Methodology
 Fundamental Analysis Yes 
 Macro-economic Yes 
 Discretionary Yes 
 Quantitative Analysis Yes 
 Volatility Trading Yes 
 Instruments Traded
 Futures Yes 
 Currencies Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Short Term Yes 
 Intra-Week Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $3,000,000 
 Margin / Equity Ratio: 4% 
 Managed Account Availability: Open