Adventum Inc : Highland

archived programs
Year-to-Date
N / A
Sep Performance
-0.09%
Min Investment
$ 50k
Mgmt. Fee
0%
Perf. Fee
25.00%
Annualized Vol
46.39%
Sharpe (RFR=1%)
1.22
CAROR
62.58%
Assets
$ 300k
Worst DD
-10.53
S&P Correlation
-0.03

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Sep Qtr YTD 1yr 3yr 5yr 10yr Since
7/2011
Highland -0.09 - - - - - - 198.46
S&P 500 2.97 - - - - - - 177.36
+/- S&P 500 -3.06 - - - - - - 21.10

Strategy Description

Investment Strategy

Highland utilizes a portfolio of strategies through automated trading signals. Diversification of currency pairs traded coupled with distinctive strategies add to the robust trading approach that is uniquely Highland. The trading philosophies attempt to prepare for the... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 10k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 25.00%
Average Commission $25.00
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 400 RT/YR/$M
Avg. Margin-to-Equity 4%
Targeted Worst DD -8.00%
Worst Peak-to-Trough 11.00%
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 10.00%
Intraday 90.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Counter-trend
33.00%
Momentum
33.00%
Trend-following
34.00%
Strategy Pie Chart

Composition

Currency Futures
50.00%
Currency FX
50.00%
Composition Pie Chart

Investment Strategy

Highland utilizes a portfolio of strategies through automated trading signals. Diversification of currency pairs traded coupled with distinctive strategies add to the robust trading approach that is uniquely Highland. The trading philosophies attempt to prepare for the multitude of market cycles we will face, and strict money management techniques are used to spread risk within each individual strategy. The trading techniques include breakout, scalping, and swing. Up to 10 currency pairs are monitored, but currently only trading EURSD, GBPUSD, AUDUSD, and NZDUSD. Stop loss and take profit values are generally utilized when entering a position. Portfolio drawdowns are in the 15% range and per position at approximately 4% drawdown potential. Losing positions are not added in the attempt for recovery, however, multiple positions can be open at any given time. The strategies do NOT use martingale or grid-based tactics. The majority of the positions are held for 2-4 hours, with some trades lasting up to approximately 18 hours. Trades are usually not held over the weekend to reduce exposure. Highland is led by a trader with several years FOREX market and money management experience, and is based out of the USA.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-10.53 1 2 8/1/2011 9/1/2011
-4.09 1 1 1/1/2012 2/1/2012
-1.61 1 1 8/1/2012 9/1/2012
-0.29 1 1 6/1/2013 7/1/2013
-0.09 1 - 8/1/2013 9/1/2013
-0.02 1 1 10/1/2012 11/1/2012
-0.02 1 1 5/1/2012 6/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
98.53 4 10/1/2011 1/1/2012
44.87 2 7/1/2011 8/1/2011
10.87 3 3/1/2012 5/1/2012
7.29 7 12/1/2012 6/1/2013
2.13 1 10/1/2012 10/1/2012
1.14 1 8/1/2013 8/1/2013
0.46 2 7/1/2012 8/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.53 1 9/1/2011 9/1/2011
-4.09 1 2/1/2012 2/1/2012
-1.61 1 9/1/2012 9/1/2012
-0.29 1 7/1/2013 7/1/2013
-0.09 1 9/1/2013 9/1/2013
-0.02 1 11/1/2012 11/1/2012
-0.02 1 6/1/2012 6/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods27.0025.0022.0016.0010.00
Percent Profitable74.0796.00100.00100.00100.00
Average Period Return4.8013.1930.2146.6877.30
Average Gain7.3113.7930.2146.6877.30
Average Loss-2.38-1.16
Best Period60.1394.56152.18173.56177.56
Worst Period-10.53-1.160.916.2514.09
Standard Deviation13.3926.1744.8553.3357.26
Gain Standard Deviation14.6626.5644.8553.3357.26
Loss Standard Deviation3.89
Sharpe Ratio (1%)0.350.490.660.861.32
Average Gain / Average Loss3.0711.92
Profit / Loss Ratio8.78286.03
Downside Deviation (10%)2.320.560.48
Downside Deviation (5%)2.220.28
Downside Deviation (0%)2.200.23
Sortino Ratio (10%)1.8921.2557.55
Sortino Ratio (5%)2.1246.02
Sortino Ratio (0%)2.1957.01

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.