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Matic Capital Allocation 

Matic Program

Manager: Milan Bhagat

Address: 63 Dartmouth, Irvine, CA, 92612, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Jan 1, 2013
AUM:$3,463,721
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$250,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:12.21%65.67%
Annual ROR:3.52%16.35%
YTD:0.00%5.53%
1 Year:0.00%14.40%
Alpha:0.32
Beta:0.07
Statistics Program S&P 500
Average Monthly Gain:3.79%2.84%
Average Monthly Loss:-2.40%-2.48%
Winning Months:1826
Losing Months:2214
Current DD:16.602.00
Max DD:17.238.89
Sharpe Ratio (RF 1%):0.16
Annualized Std Dev:15.72

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodIntraday
---------------------------
Quantitative:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2016-1.972.45-1.14-0.51-1.22
2015-1.62-5.311.50-3.50-1.23-2.78-1.58-1.101.81-0.601.69-2.12-14.10
2014-0.491.256.022.000.71-2.280.260.45-0.321.82-2.681.117.85
20132.75-3.21-4.2017.55-1.208.943.66-7.2810.98-6.68-1.103.3222.61

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Matic Program analyzes trends, breakouts, reversals/pivots, and momentum strategies to determine entry and exit points. Typically, eighty percent (80%) of the positions are initiated and exited on the same trading day. Positions held overnight are typically exited with a few trading days. Riak management strategy of the model surveys risk factors such as Sharpe ratios, risk-adjusted returns, volatility and correlation analysis, and tail loss statistics. These progress reports determine the direction the model takes to limit drawdowns.

Company Info

Matic Capital Allocation is a quantitative trading firm based in Irvine California. Head Trader Milan Bhagat specializes in software development in quant trading programs that have been designed for specific commodities.

Manager Info

Milan Bhagat founded Matic in January of 2012 for the purpose of offering his proprietary trading strategies and methods to private investors. Mr. Bhagat became registered as an Associated Person and was approved as a Principal of Matic on May 7, 2012. Prior to entering into the investment business, from 2000 to 2002 Mr. Bhagat worked at a computer software developer for Oringe Interactive, a Los Angeles-based multimedia company. After leaving Oringe Interactive, he established his own computer software development business. In early 2005, Mr. Bhagat began trading commodity futures with his own funds. In late 2005, he began using his extensive knowledge of software development to design and build quantitative trading models to be used to trade in financial markets. By 2010, he had developed a "black box" computerized multi-strategy trading model with money management.