Tracking CTAs since 1994
Caretta Capital Management
Diversified Global Macro
Principal(s): Eric Simpson
Strategy: Momentum, Trend Following, Macro / S-Term / Diversified
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
Caretta Capital Management is an alternative investment management company based in Raleigh, NC. We focus on opportunities across all major equity indexes, metal, energy, grain, and currency markets. Our flagship program is currently offered to investors through separately managed accounts. Caretta's Diversified Macro ("CDM") portfolio manages a full spectrum of futures with global exposure. A discretionary investment solution targeting both absolute and competitive returns, while offering low correlation to traditional investments and lower volatility.
Short-term blend of momentum, macro, and trend following strategies focused most on risk management. We operate via set of systematic rules for execution and risk management, with discretionary execution.
Eric Simpson is the Founder and Portfolio Manager of Caretta Capital Management. He has over 15 years experience in the financial and commodities markets. Prior to Caretta, Eric was a Natural Gas and Power trader managing physical and financial portfolios for various wholesale and downstream energy companies. In these roles, he managed the commercial trading, risk management, and hedging strategies. Prior to the energy markets, Eric worked as an analyst and trading assistant for RBC and Credit Suisse focusing on underwriting credit products and front-to-back office operations for a portfolio of derivative products (Interest Rates, FX, Equities, Energy). Eric is listed with the CFTC as Principal and is registered as an Associated Person and Associate Member with the NFA of Caretta Capital Management.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.58% | -0.39% | – | – | – | – | – | – | – | – | – | – | 4.17% | -0.39% |
| 2025 | 0.54% | 0.64% | -0.13% | -0.43% | -1.84% | -0.89% | -4.19% | -0.79% | 0.01% | -1.48% | 1.83% | 0.88% | -5.82% | -9.40% |
Accounting Notes: Proprietary performance net of management and incentive fees.
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.