Bighorn Capital Partners : Heartland ( Previously traded at Skyline Managment, Inc.) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 2.09% Min Investment Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.58% Sharpe (RFR=1%) 0.74 CAROR 7.90% Assets $ 0k Worst DD -13.58 S&P Correlation 0.12 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since1/2009 Heartland ( Previously traded at Skyline Managment, Inc.) 2.09 - - - - - 25.26 60.88 S&P 500 -1.74 - - - - - 75.13 371.52 +/- S&P 500 3.83 - - - - - -49.87 -310.64 Strategy Description SummaryThe NFA requires traders with previous trading experience to show the track record of the previous trading for the past five years. The capsule performance above was traded for Skyline Management by Mr. Wanninger from December 1, 2008 until March 31, 2015. This Capsule and the performance... Read More Account & Fees Type Managed Account Minimum Investment Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD Worst Peak-to-Trough Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 25.00% 1-3 Months 50.00% 1-30 Days 25.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 100.00% Composition Grains 100.00% SummaryThe NFA requires traders with previous trading experience to show the track record of the previous trading for the past five years. The capsule performance above was traded for Skyline Management by Mr. Wanninger from December 1, 2008 until March 31, 2015. This Capsule and the performance herein is not the performance of the offered program, but the performance of Mike Wanninger while trading for Skyline Management, Inc. Denali is traded using exactly the same methodology as the Heartland program used. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THIS MATERIAL CANNOT DISCLOSE ALL OF THE RISKS INVOLVED IN THE REFERENCED PROGRAM OR PROGRAMS. FUTURES AND OPTIONS TRADING INVOLVES A SUBSTANTIAL RISK OF LOSS AND IT IS NOT SUITABLE FOR EVERYONE. READ AND EXAMINE THE DISCLOSURE DOCUMENT BEFORE SEEKIING BIGHORN CAPITAL’S INVESTMENT SERVICES. IT IS AVAILABLE THROUGH THE OFFICES OF BIGHORN CAPITAL. THIS MATERIAL MAY NOT BE REPRODUCED WITHOUT PRIOR WRITTEN CONSENT OF BIGHORN CAPITAL. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: 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 -13.58 9 9 7/1/2013 4/1/2014 -9.08 3 11 8/1/2011 11/1/2011 -5.06 3 4 1/1/2009 4/1/2009 -2.92 1 1 2/1/2013 3/1/2013 -1.76 1 1 1/1/2015 2/1/2015 -1.67 1 2 11/1/2012 12/1/2012 -1.54 1 2 5/1/2011 6/1/2011 -1.38 2 1 3/1/2010 5/1/2010 -0.79 1 1 10/1/2010 11/1/2010 -0.68 1 1 10/1/2009 11/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 23.47 6 12/1/2010 5/1/2011 14.51 3 5/1/2014 7/1/2014 10.49 3 11/1/2014 1/1/2015 8.91 5 6/1/2010 10/1/2010 8.65 3 8/1/2009 10/1/2009 6.64 3 6/1/2012 8/1/2012 6.54 4 4/1/2013 7/1/2013 5.35 3 12/1/2011 2/1/2012 4.15 2 10/1/2012 11/1/2012 4.04 2 1/1/2013 2/1/2013 2.67 2 9/1/2013 10/1/2013 2.43 2 5/1/2009 6/1/2009 2.43 1 1/1/2009 1/1/2009 2.19 1 3/1/2009 3/1/2009 2.16 2 7/1/2011 8/1/2011 2.14 4 12/1/2009 3/1/2010 2.09 1 3/1/2015 3/1/2015 1.91 1 10/1/2011 10/1/2011 1.45 1 4/1/2012 4/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.38 6 11/1/2013 4/1/2014 -7.79 1 11/1/2011 11/1/2011 -7.11 1 8/1/2013 8/1/2013 -5.03 3 8/1/2014 10/1/2014 -4.86 1 4/1/2009 4/1/2009 -3.25 1 9/1/2011 9/1/2011 -3.23 1 5/1/2012 5/1/2012 -2.92 1 3/1/2013 3/1/2013 -2.35 1 2/1/2009 2/1/2009 -1.80 1 9/1/2012 9/1/2012 -1.76 1 2/1/2015 2/1/2015 -1.67 1 12/1/2012 12/1/2012 -1.57 1 7/1/2009 7/1/2009 -1.54 1 6/1/2011 6/1/2011 -1.38 2 4/1/2010 5/1/2010 -0.79 1 11/1/2010 11/1/2010 -0.68 1 11/1/2009 11/1/2009 -0.47 1 3/1/2012 3/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods75.0073.0070.0064.0058.0052.0040.0028.00 Percent Profitable65.3372.6072.8679.6991.3894.2392.50100.00 Average Period Return0.672.034.038.0512.3317.7325.3636.86 Average Gain2.214.156.8810.9813.8418.8927.6536.86 Average Loss-2.23-3.60-3.61-3.44-3.70-1.30-2.91 Best Period8.0916.3523.4733.4034.3845.2142.2357.54 Worst Period-7.79-9.08-9.38-10.67-8.33-3.49-5.3815.89 Standard Deviation2.775.016.779.7111.0213.1414.2310.13 Gain Standard Deviation1.643.955.508.5810.2612.6212.1310.13 Loss Standard Deviation2.012.522.703.082.881.902.15 Sharpe Ratio (1%)0.210.350.520.730.981.201.573.24 Average Gain / Average Loss0.991.151.913.193.7414.499.49 Profit / Loss Ratio1.873.065.1212.5239.61236.72117.03 Downside Deviation (10%)1.942.853.484.244.174.006.201.07 Downside Deviation (5%)1.792.392.542.411.710.911.70 Downside Deviation (0%)1.752.282.332.051.330.490.93 Sortino Ratio (10%)0.140.280.450.721.131.871.5514.31 Sortino Ratio (5%)0.330.741.392.936.3417.2913.15 Sortino Ratio (0%)0.380.891.733.949.3036.4827.22 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. x {{title}} x {{title}} Add Cancel