EFTA00591832.pdf
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Atoms, LLC
Current Date:
Total Return since 14/12:
T12M Return:
190 Day Return:
130 Day Return:
Current Long Exposure @ Cost
C urrent S hort Exposure @ Cost
Net Exposure:
Starling Capital:
Current NAV:
5/30/2014
89.17%
37.34%
1.12%
1.78%
5,754,375
(425,809
5,328,566
1,000,000
1,891,702
5/30/2014
Change on Day:
0.34%
NIS C I World Change I
Day
0.11%
No of Positions
(+MTM) on Day
264
No of Positions WTI
on Day
146
Current No. of
Positions:
436
Current Leverage
(Gross Exposures):
3.27
Profit Factor:
Win Ratio:
T24M (+) NAV Days
T24M Avg. Daily NAV (+) Change
T24M Avg. Daily NAV (.) Change
Target Vol.AdJ. R isk Listed Equities
Target Vol•AdJ. R isk Global Macro
Targeted Max Loss (ex•Leverage)
Leverage Target At Inception:
Notes on Leverage:
724M Sharpe Ratio:
S harpe Since 1/1/12:
H istmica I S ha rpe & Notes:
Historically 2.25X • 3.25X, depending on measurement interval
40% • 50% historically
53%
0.99%
-0.91%
50.00%
50.00%
10.00%
2X
We implement leverage of 2X, in other words at inception we ups ize our positions by
factor two time greater than our volatility adjusted position sizing. Leverage levels ca
customized to eac h investor.
1.19
1.29
Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Present,:
Our sharpe ratio increases materially during market downturns In excess of 20 days o
realized volatility. Since we generate positive returns in these environments, the varia
our downside volatility is materially less than broader markets. R ecesslons, which ger
result in market directionality in excess of 20 days of volatility are significant alpha car
opportunities for us. Additionally, by never dollar cost averaging and concurrently add
our winners we have an inherent assymetry in our volatility profile.
2,000,000.00
1.800.000.00
1.600.000.00
1.400.000.00
1.200.000.00
1.000.000.00
800,000.00
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EFTA00591832
Atoms, LLC
5/30/2014
Sacuft
Notional
% of Total. Notional
Security
PATM G aln % Total NAV
24 Positions
21.00%
45 Positions
25.72%
DIS CA US Equity
(6,841)
0.11%
MDY US Equity
5,184
0.27%
DUK US Equity
(6,884)
0.11%
BETSY CREDIT
5,474
0.29%
TGT US Equity
(8,574)
0.14%
AZN US Equity
5,538
0.29%
IBOV Index
(8,977)
0.15%
AZN LN Equity
5,630
0.30%
CO1 Comdty
(9,568)
0.15%
XLF US Equity
5,870
0.31%
XAG Curncy
(15,640)
0.25%
NVS US Equity
5,913
0.31%
S PG S C ITR Index
(15,645)
0.25%
1N.1 US Equity
5,938
0.31%
INDEXCF Index
(21,271)
0.34%
HON US Equity
6,218
0.33%
XAU Comdty
(25,211)
0.41%
AE X Index
6,230
0.33%
JP_TSY CREDIT
(32,078)
0.52%
UTX US Equity
6,337
0.34%
SHCOMP Index
(34,398)
0.56%
ROG VX Equity
6,604
0.35%
SE_TSY CREDIT
(44,333)
0.72%
XLI US Equity
6,699
0.35%
BE_TSY CREDIT
79,771
1.29%
ACA FP Equity
6,919
0.37%
AU_TSY CREDIT
81,398
1.32%
FTSEMIB Index
6,979
0.37%
AT_TSY CREDIT
81,569
1.32%
DAI GR Equity
7,380
0.39%
FR_TSY CREDIT
82,246
1.33%
NOVN VX Equity
7,471
0.39%
NL_TSY CREDIT
82,865
1.34%
SXXP Index
7,497
0.40%
DE_TSY CREDIT
84,524
1.37%
SXSE Index
7,757
0.41%
FI_TSY CREDIT
85,645
1.39%
SX6P Index
7,866
0.42%
MX_TSY CREDIT
87,928
1.42%
S MI Index
7,985
0.42%
GB_TSY CREDIT
89,647
1.45%
MAERSKB DC Equity
8,223
0.43%
US_TSY CREDIT
100,443
1.63%
MDT US Equity
8,505
0.45%
MY_TSY CREDIT
103,107
1.67%
BE L20 Index
8,523
0.45%
CA_TSY CREDIT
109,559
1.77%
TMO US Equity
8,578
0.45%
PRU LN Equity
8,653
0.46%
IT_TSY CREDIT
8,882
0.47%
HEX Index
9,264
0.49%
MMM US Equity
10,007
0.53%
NAV Impact of MT M by Category & E xposure
DAX Index
10,206
0.54%
Listed Equity Long
0.200%
SXAP Index
10,716
0.57%
Listed Equity Short
0.020%
IBEX Index
10,916
0.58%
E quityC om Long
0.042%
S XOP Index
10,955
0.58%
E quityC om Short
0.046%
ES_TSY CREDIT
11,200
0.59%
G2O Rates Long
0.058%
KFX Index
11,483
0.61%
G2O Rates Short
0.019%
TYC US Equity
11,946
0.63%
NDX Index
11,947
0.63%
T12M Contribution to Yr/IVIC I1BT/F 2 9 Tf020428tiALP Apad Apa• A%0WPR
R PCAPO'A%alaDa f ik4th AP PAPA
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| Filename | EFTA00591832.pdf |
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| Text Length | 4,462 characters |
| Indexed | 2026-02-11T22:51:53.390914 |