DeltaHedge : DH Stella Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -0.61% Min Investment $ 400k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 12.89% Sharpe (RFR=1%) 0.09 CAROR 1.36% Assets $ 424k Worst DD -16.24 S&P Correlation -0.16 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since10/2014 DH Stella Program -0.61 - - - - -8.33 - 3.78 S&P 500 0.33 - - - - 77.64 - 71.69 +/- S&P 500 -0.94 - - - - -85.97 - -67.90 Strategy Description SummaryDH STELLA Program is based upon a proprietary trading method of DeltaHedge and adopts a multi-strategy approach to invest in just one futures market: FTSE MIB Italian Equity Index Futures at IDM exchange. Our team maintains ongoing R&D and testing on the index and selects the most... Read More Account & Fees Type Managed Account Minimum Investment $ 400k Trading Level Incremental Increase $ 25k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 3000 RT/YR/$M Avg. Margin-to-Equity 4% Targeted Worst DD -8.00% Worst Peak-to-Trough -7.27% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 60.00% Intraday 40.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 5.00% Pattern Recognition 10.00% Technical 15.00% Trend-following 70.00% Composition Stock Indices 95.00% Currency FX 5.00% SummaryDH STELLA Program is based upon a proprietary trading method of DeltaHedge and adopts a multi-strategy approach to invest in just one futures market: FTSE MIB Italian Equity Index Futures at IDM exchange. Our team maintains ongoing R&D and testing on the index and selects the most diversified, performing and uncorrelated strategies for the Program. To provide an efficient niche program DeltaHedge has opened this Program only up to 12 investors subscribing the minimum size account or multiples, for a maximum asset under management of the program of 5.000.000 $. Once this level is reached, we will close the Program with regards to new investorsInvestment StrategyThe program focuses on intraday market analysis with thirty minutes and hourly based signals, harmonised with a proprietary composite money management: about one third of total trades are closed in the day (strictly intraday trading), one third is closed before the third day and the last third has an average holding time in the market higher than the week.Risk ManagementThe specific market traded has been selected utilising both liquidity constraints and strategies’ correlation analysis in an effort to reduce portfolio risk and add diversification. 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 -16.24 16 - 2/1/2016 6/1/2017 -7.00 3 4 7/1/2015 10/1/2015 -3.88 1 1 5/1/2015 6/1/2015 -2.47 1 1 11/1/2014 12/1/2014 -1.68 1 1 3/1/2015 4/1/2015 -0.06 1 1 1/1/2015 2/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 9.80 2 1/1/2016 2/1/2016 9.20 1 7/1/2015 7/1/2015 9.17 1 1/1/2015 1/1/2015 5.98 2 10/1/2016 11/1/2016 5.72 2 10/1/2014 11/1/2014 3.95 1 9/1/2015 9/1/2015 2.25 1 5/1/2015 5/1/2015 1.88 1 3/1/2015 3/1/2015 0.42 1 11/1/2015 11/1/2015 0.16 1 1/1/2017 1/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -15.60 7 3/1/2016 9/1/2016 -6.39 1 8/1/2015 8/1/2015 -4.43 1 10/1/2015 10/1/2015 -4.28 1 12/1/2016 12/1/2016 -3.88 1 6/1/2015 6/1/2015 -2.47 1 12/1/2014 12/1/2014 -2.33 5 2/1/2017 6/1/2017 -1.68 1 4/1/2015 4/1/2015 -0.08 1 12/1/2015 12/1/2015 -0.06 1 2/1/2015 2/1/2015 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods33.0031.0028.0022.0016.00 Percent Profitable39.3945.1642.8636.3625.00 Average Period Return0.180.340.10-1.57-2.32 Average Gain3.715.105.708.0111.13 Average Loss-2.12-3.57-4.09-7.05-6.81 Best Period9.2011.2314.6217.6917.88 Worst Period-6.39-9.73-13.58-14.43-12.14 Standard Deviation3.725.386.538.548.74 Gain Standard Deviation3.043.714.795.195.83 Loss Standard Deviation1.842.654.013.802.68 Sharpe Ratio (1%)0.030.02-0.06-0.30-0.44 Average Gain / Average Loss1.751.431.391.141.63 Profit / Loss Ratio1.141.181.040.650.54 Downside Deviation (10%)2.414.045.8010.0812.68 Downside Deviation (5%)2.213.414.557.067.53 Downside Deviation (0%)2.163.264.276.346.30 Sortino Ratio (10%)-0.09-0.22-0.41-0.65-0.78 Sortino Ratio (5%)0.040.03-0.09-0.36-0.51 Sortino Ratio (0%)0.080.110.02-0.25-0.37 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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