DeltaHedge : DH Styx Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.48% Oct Performance 0.05% Min Investment $ 1,000k Mgmt. Fee 0.50% Perf. Fee 20.00% Annualized Vol 5.33% Sharpe (RFR=1%) -1.04 CAROR -4.61% Assets $ 1.8M Worst DD -11.80 S&P Correlation 0.18 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since9/2017 DH Styx 0.05 0.68 1.48 -4.84 - - - -9.71 S&P 500 2.04 1.92 21.16 12.01 - - - 19.53 +/- S&P 500 -1.99 -1.24 -19.68 -16.84 - - - -29.24 Strategy Description SummaryDH Styx Program deploys a proprietary trading method of DeltaHegde and its objective is to deliver absolute return investing in a basket of FX futures exchanged on the Chicago Mercantile Exchange (AUD/USD, CAD/USD, EUR/USD, GBP/USD, MXP/USD, NZD/USD, SWF/USD, JPY/USD ) and on the ICE... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0.50% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 20000 RT/YR/$M Avg. Margin-to-Equity 3% Targeted Worst DD -10.00% Worst Peak-to-Trough -2.58% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 50.00% Intraday 50.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 50.00% Trend-following 50.00% Composition Currency Futures 100.00% SummaryDH Styx Program deploys a proprietary trading method of DeltaHegde and its objective is to deliver absolute return investing in a basket of FX futures exchanged on the Chicago Mercantile Exchange (AUD/USD, CAD/USD, EUR/USD, GBP/USD, MXP/USD, NZD/USD, SWF/USD, JPY/USD ) and on the ICE US (Dollar Index). The program deploys a five minutes contrarian strategy that seeks to ripe profit in a market where prices will swing up and down, but without an actual price movement in a clear direction. In order to exploit longer term market dynamics, DH Styx may rely on trend following strategies working on 30-60-120 minutes time frames. The program is fully automated, from the order generation to the order execution. This feature removes all the operation risks linked with human intervention. 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 -11.80 8 - 5/1/2018 1/1/2019 -2.72 5 4 1/1/0001 1/1/2018 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.16 2 4/1/2018 5/1/2018 2.74 1 2/1/2018 2/1/2018 1.52 9 2/1/2019 10/1/2019 0.26 1 10/1/2018 10/1/2018 0.23 1 12/1/2017 12/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.26 3 11/1/2018 1/1/2019 -6.15 4 6/1/2018 9/1/2018 -2.68 3 9/1/2017 11/1/2017 -2.20 1 3/1/2018 3/1/2018 -0.27 1 1/1/2018 1/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods26.0024.0021.0015.009.00 Percent Profitable53.8550.0033.330.000.00 Average Period Return-0.38-1.20-2.53-7.07-9.10 Average Gain0.560.741.32 Average Loss-1.48-3.15-4.46-7.07-9.10 Best Period2.782.703.61-4.43-7.67 Worst Period-4.31-6.26-8.89-11.46-11.02 Standard Deviation1.542.473.582.511.34 Gain Standard Deviation0.940.711.13 Loss Standard Deviation1.362.012.672.511.34 Sharpe Ratio (1%)-0.30-0.59-0.85-3.21-7.91 Average Gain / Average Loss0.380.240.30 Profit / Loss Ratio0.440.240.15 Downside Deviation (10%)1.573.426.1012.3116.74 Downside Deviation (5%)1.392.764.568.4310.68 Downside Deviation (0%)1.342.614.207.479.19 Sortino Ratio (10%)-0.50-0.71-0.82-0.98-1.00 Sortino Ratio (5%)-0.33-0.53-0.66-0.96-0.99 Sortino Ratio (0%)-0.28-0.46-0.60-0.95-0.99 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 4 0.06 9/2019 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