Bighorn Capital Partners : Heartland ( Previously traded at Skyline Managment, Inc.)

archived programsClosed to new investments
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

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 Since
1/2009
Heartland ( Previously traded at Skyline Managment, Inc.) 2.09 - - - - - 45.57 60.88
S&P 500 -1.74 - - - - - 75.13 319.45
+/- S&P 500 3.83 - - - - - -29.56 -258.57

Strategy Description

Summary

The 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%
Strategy Pie Chart

Composition

Grains
100.00%
Composition Pie Chart

Summary

The 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.

   

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
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.