Numberline Capital Partners LLC

Numberline Macro Risk Program *PROP*


Monthly Performance (%)

Date Range: 01/20 - 09/21
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2021 0.96 10.08 5.32 2.94 1.92 3.32 1.95 0.84 -0.35   29.99 
2020 -0.78 -1.20 -7.27 0.18 10.92 4.93 0.19 1.36 0.41 3.71 -3.79  7.84 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

The Numberline Macro Risk Program holds a core long asset in one of the equity indices and based on it's quantitative methodology seeks out the optimal risk asset or assets to lay off the risk. These other risk assets could include energy, rates, fx, metals, or other indices. These positions are constructed as synthetic futures positions using options. The goal is to maintain a balance of risk in the portfolio while extracting as much of the returns from the core position as possible.

Performance Statistics

Date Range: 01/20 - 09/21
  Program S&P 500 Coquest 40 
Total Return 40.17% 37.26% 7.77% 
Annualized Return 22.46% 19.84% 4.37% 
Annualized Std. Deviation 13.94% 19.86% 4.76% 
Correlation 0.05 0.04 
Sharpe Ratio (rf=2.5%) 1.43 0.87 0.39 
Worst Month -7.27% -12.35% -1.49% 
Date of Worst Month 04/2020 03/2020 02/2020 
Worst Drawdown -9.10% -19.60% -4.51% 
Date of Worst Drawdown 1/20 - 4/20 1/20 - 3/20 1/20 - 10/20 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 01/20 - 09/21
Year or YTD Program S&P 500 Coquest 40 
2021 29.99 15.93 6.73 
2020 7.84 18.45 -0.04 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 01/20 - 09/21
Date: 9/30/2021
Perf: $1,066.89 Date: 8/31/2021
Perf: $1,061.59 Date: 7/31/2021
Perf: $1,061.37 Date: 6/30/2021
Perf: $1,056.72 Date: 5/31/2021
Perf: $1,060.75 Date: 4/30/2021
Perf: $1,045.49 Date: 3/31/2021
Perf: $1,027.41 Date: 2/28/2021
Perf: $1,013.82 Date: 1/31/2021
Perf: $990.54 Date: 12/31/2020
Perf: $999.64 Date: 11/30/2020
Perf: $963.32 Date: 10/31/2020
Perf: $954.92 Date: 9/30/2020
Perf: $957.99 Date: 8/31/2020
Perf: $972.18 Date: 7/31/2020
Perf: $983.29 Date: 6/30/2020
Perf: $964.86 Date: 5/31/2020
Perf: $977.37 Date: 4/30/2020
Perf: $988.94 Date: 3/31/2020
Perf: $985.69 Date: 2/29/2020
Perf: $985.10 Date: 1/31/2020
Perf: $1,000.00 Date: 9/30/2021
Perf: $1,373.20 Date: 8/31/2021
Perf: $1,440.17 Date: 7/31/2021
Perf: $1,397.68 Date: 6/30/2021
Perf: $1,365.18 Date: 5/31/2021
Perf: $1,334.10 Date: 4/30/2021
Perf: $1,324.83 Date: 3/31/2021
Perf: $1,257.67 Date: 2/28/2021
Perf: $1,204.89 Date: 1/31/2021
Perf: $1,172.53 Date: 12/31/2020
Perf: $1,184.49 Date: 11/30/2020
Perf: $1,140.69 Date: 10/31/2020
Perf: $1,028.11 Date: 9/30/2020
Perf: $1,056.21 Date: 8/31/2020
Perf: $1,097.93 Date: 7/31/2020
Perf: $1,024.28 Date: 6/30/2020
Perf: $969.60 Date: 5/31/2020
Perf: $950.68 Date: 4/30/2020
Perf: $907.48 Date: 3/31/2020
Perf: $804.36 Date: 2/29/2020
Perf: $917.70 Date: 1/31/2020
Perf: $1,000.00 Date: 9/30/2021
Perf: $1,401.75 Date: 8/31/2021
Perf: $1,406.67 Date: 7/31/2021
Perf: $1,394.95 Date: 6/30/2021
Perf: $1,368.27 Date: 5/31/2021
Perf: $1,324.30 Date: 4/30/2021
Perf: $1,299.36 Date: 3/31/2021
Perf: $1,262.25 Date: 2/28/2021
Perf: $1,198.49 Date: 1/31/2021
Perf: $1,088.74 Date: 12/31/2020
Perf: $1,078.39 Date: 11/30/2020
Perf: $1,120.87 Date: 10/31/2020
Perf: $1,080.77 Date: 9/30/2020
Perf: $1,076.36 Date: 8/31/2020
Perf: $1,061.92 Date: 7/31/2020
Perf: $1,059.91 Date: 6/30/2020
Perf: $1,010.11 Date: 5/31/2020
Perf: $910.66 Date: 4/30/2020
Perf: $909.03 Date: 3/31/2020
Perf: $980.29 Date: 2/29/2020
Perf: $992.20 Date: 1/31/2020
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 01/20 - 09/21
Date: 9/30/2021
Return: -0.35 % Date: 8/31/2021
Return: 0.84 % Date: 7/31/2021
Return: 1.95 % Date: 6/30/2021
Return: 3.32 % Date: 5/31/2021
Return: 1.92 % Date: 4/30/2021
Return: 2.94 % Date: 3/31/2021
Return: 5.32 % Date: 2/28/2021
Return: 10.08 % Date: 1/31/2021
Return: 0.96 % Date: 12/31/2020
Return: -3.79 % Date: 11/30/2020
Return: 3.71 % Date: 10/31/2020
Return: 0.41 % Date: 9/30/2020
Return: 1.36 % Date: 8/31/2020
Return: 0.19 % Date: 7/31/2020
Return: 4.93 % Date: 6/30/2020
Return: 10.92 % Date: 5/31/2020
Return: 0.18 % Date: 4/30/2020
Return: -7.27 % Date: 3/31/2020
Return: -1.20 % Date: 2/29/2020
Return: -0.78 % Date: 1/31/2020
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 01/20 - 09/21
Return: 2.00 %
Count: 2 Return: 3.00 %
Count: 2 Return: 10.00 %
Count: 1 Return: -4.00 %
Count: 1 Return: 4.00 %
Count: 1 Return: 1.00 %
Count: 3 Return: 5.00 %
Count: 2 Return: 11.00 %
Count: 1 Return: -7.00 %
Count: 1 Return: -1.00 %
Count: 2 Return: 0.00 %
Count: 5

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 01/20 - 09/21
Date: 9/30/2021
Drawdown: -0.35 % Date: 8/31/2021
Drawdown: 0.00 % Date: 7/31/2021
Drawdown: 0.00 % Date: 6/30/2021
Drawdown: 0.00 % Date: 5/31/2021
Drawdown: 0.00 % Date: 4/30/2021
Drawdown: 0.00 % Date: 3/31/2021
Drawdown: 0.00 % Date: 2/28/2021
Drawdown: 0.00 % Date: 1/31/2021
Drawdown: -2.87 % Date: 12/31/2020
Drawdown: -3.79 % Date: 11/30/2020
Drawdown: 0.00 % Date: 10/31/2020
Drawdown: 0.00 % Date: 9/30/2020
Drawdown: 0.00 % Date: 8/31/2020
Drawdown: 0.00 % Date: 7/31/2020
Drawdown: 0.00 % Date: 6/30/2020
Drawdown: 0.00 % Date: 5/31/2020
Drawdown: -8.93 % Date: 4/30/2020
Drawdown: -9.10 % Date: 3/31/2020
Drawdown: -1.97 % Date: 2/29/2020
Drawdown: -0.78 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Numberline Capital Partners LLC
Address: 10 Vista Mill Pl
City: The Woodlands
State: TX
Zip: 77382
Country: US

Key People

Name:  Partha Srinivasan
Position:  Principal
Biography: 

Partha Srinivasan served as the founder and CTO/VP of Software Development for a multimedia startup and a networking startup. He has a PhD in Electrical Engineering from the Univ. of California, Santa Barbara with experience in software development and machine learning. Partha is responsible for the collection and management of data and all the programming needs of the strategy.


Name:  John Knott
Position:  Principal
Biography: 

John Knott has been a trader for 24 years. He has worked for several proprietary trading firms as well as trading his own account and being a floor member of the CBOT. His experience includes trading through the tech bubble of the late 90’s, 9/11, the 2008 credit crisis, the flash crash and the COVID crisis. He holds a Series 3 license and graduated Magna Cum Laude from the University of Houston in Economics. He also received his Masters in Applied Economics from the University of Houston. John serves as the strategist and trader of the Global Macro Risk Program.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Investment Methodology
 Technical Yes 
 Discretionary Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 Developed Only Yes 
 Holding Period
 Investment Terms & Information
 Managed Account Minimum: $100,000 
 Margin / Equity Ratio: 15% 
 Managed Account Availability: Open 
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