The Systematic Global Macro Program was designed to capture the high-value payoff portion of globally trending markets by blending the benefits of both momentum and probability theory. The Program has three distinct aspects: Market Profiling, Alpha Generation, and Phase Discrimination. The Program is completely quantitative, systematic, and adaptable. Long and short positions are tactically implemented and managed on a globally diverse portfolio of liquid futures markets. It is Red Rock’s aim, through the disciplined application of their Systematic Global Macro Program, to produce as high as possible risk-adjusted returns for themselves and their investors – returns that are uncorrelated to the performance of major asset classes like stocks, bonds, & real estate.
| Year or YTD |
Program |
SP500 TR |
| 2016 |
1.92 |
11.98 |
| 2015 |
10.04 |
1.41 |
| 2014 |
21.80 |
13.69 |
| 2013 |
0.22 |
32.41 |
| 2012 |
-7.73 |
15.98 |
| 2011 |
1.44 |
2.12 |
| 2010 |
7.65 |
15.06 |
| 2009 |
2.43 |
26.45 |
| 2008 |
49.73 |
-36.99 |
| 2007 |
8.58 |
5.50 |
| 2006 |
5.69 |
15.79 |
| 2005 |
-0.88 |
4.89 |
| 2004 |
13.13 |
10.87 |
| 2003 |
22.12 |
10.99 |
| Average |
9.72 |
9.30 |
| Stock Indexes |
40% |
| Metals |
10% |
| Energies |
10% |
| Other Futures |
40% |
| Fundamental Analysis |
10% |
| Trend Following |
10% |
| Macro-economic |
10% |
| Counter-trend |
10% |
| Mean-reversion |
10% |
| Pattern Recognition |
10% |
| Quantitative Analysis |
10% |
| Market Neutral |
10% |
| Arbitrage |
10% |
| Volatility Trading |
10% |
| Futures |
65% |
| Listed Options |
35% |
| United States |
65% |
| Europe |
20% |
| Asia |
15% |
| Medium Term |
30% |
| Short Term |
30% |
| Intra-Week |
30% |
| Intra-Day |
10% |
| Managed Account Minimum: |
$200,000 |
| Margin / Equity Ratio: |
30% |
| Managed Account Availability: |
Open |
| Manager Name: |
Red Rock Capital, LLC |
| Address: |
5000 Birch Street, Suite 3000 |
| City: |
Newport Beach |
| State: |
CA |
| Zip: |
92660 |
| Country: |
USA |
Mr. Rollinger graduated with a Bachelor of Science degree in Finance with an Economics minor from Western Michigan University in 1993.Effective March 27, 2013, Mr. Rollinger is registered with the CFTC as an Associated Person and a listed principal of the firm. Effective April 25, 2013 Mr. Rollinger is an Associated Member of the NFA
Mr. Hoffman graduated Cum Laude with a Bachelor of Science degree in Electrical Engineering from Brigham Young University in April 1987. Effective March 18, 2013, Mr. Hoffman is a listed principal of the firm. Effective March 27, 2013, Mr. Hoffman is registered with the CFTC as an Associated Person. Effective April 25, 2013, Mr. Hoffman is an Associated Member of the NFA.
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Regards,
Peter Knight Advisor
Asset Investment Management
