DeltaHedge : DH Nix Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -1.07% Min Investment € 200k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 45.01% Sharpe (RFR=1%) 0.62 CAROR 22.12% Assets € 100k Worst DD -44.88 S&P Correlation 0.02 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since3/2014 DH Nix Program -1.07 - - - - -25.17 - 82.12 S&P 500 3.72 - - - - 73.07 - 85.05 +/- S&P 500 -4.79 - - - - -98.25 - -2.93 Strategy Description SummaryDH Nix Program – single market multi-strategy program trading only 5$ Dow Jones Futures. One strategy is a price breakout based on proprietary price projection model, one on volatility breakout and one on “long term” cyclical wave and volatility analysis. Parallel to the automatic... Read More Account & Fees Type Managed Account Minimum Investment € 200k Trading Level Incremental Increase € 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 150 RT/YR/$M Avg. Margin-to-Equity 35% Targeted Worst DD 35.00% Worst Peak-to-Trough -13.40% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 30.00% Intraday 70.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition SummaryDH Nix Program – single market multi-strategy program trading only 5$ Dow Jones Futures. One strategy is a price breakout based on proprietary price projection model, one on volatility breakout and one on “long term” cyclical wave and volatility analysis. Parallel to the automatic trading strategies on Dow Jones, an expert hybrid long-term mathematical model on Euro / USD is applied to mitigate the distortion coming from European markets. 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 -44.88 17 - 5/1/2015 10/1/2016 -13.40 4 3 1/1/0001 6/1/2014 -9.94 1 1 3/1/2015 4/1/2015 -7.82 1 1 10/1/2014 11/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 115.18 4 7/1/2014 10/1/2014 80.61 4 12/1/2014 3/1/2015 13.06 1 5/1/2015 5/1/2015 11.86 2 2/1/2016 3/1/2016 9.11 2 11/1/2016 12/1/2016 3.67 1 12/1/2015 12/1/2015 0.97 2 4/1/2014 5/1/2014 0.37 1 7/1/2016 7/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -41.03 6 6/1/2015 11/1/2015 -10.86 1 3/1/2014 3/1/2014 -10.39 3 8/1/2016 10/1/2016 -9.94 1 4/1/2015 4/1/2015 -8.92 3 4/1/2016 6/1/2016 -7.82 1 11/1/2014 11/1/2014 -4.14 2 1/1/2017 2/1/2017 -3.78 1 6/1/2014 6/1/2014 -1.62 1 1/1/2016 1/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods36.0034.0031.0025.0019.0013.00 Percent Profitable47.2252.9451.6140.0052.6369.23 Average Period Return2.409.9127.1050.8633.3260.23 Average Gain11.3828.2268.36155.6091.6195.83 Average Loss-5.64-10.68-16.91-18.97-31.44-19.87 Best Period51.46102.76187.00255.55143.39138.44 Worst Period-18.80-35.82-41.03-38.62-41.88-32.48 Standard Deviation12.9930.7964.80106.6771.7665.61 Gain Standard Deviation13.3731.1266.7198.7447.2341.91 Loss Standard Deviation4.9911.5414.4813.3110.5613.37 Sharpe Ratio (1%)0.180.310.410.470.440.89 Average Gain / Average Loss2.022.644.048.202.914.82 Profit / Loss Ratio1.812.974.315.473.2410.85 Downside Deviation (10%)5.6411.2016.6321.0827.7417.91 Downside Deviation (5%)5.4510.7215.5318.4023.6913.73 Downside Deviation (0%)5.4110.6015.2717.7522.7012.76 Sortino Ratio (10%)0.350.781.482.180.932.79 Sortino Ratio (5%)0.420.901.712.711.344.24 Sortino Ratio (0%)0.440.941.782.861.474.72 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