Diamond Peak Capital LLC : Northstar (2x) program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 5.10% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 12.72% Sharpe (RFR=1%) 0.57 CAROR 7.70% Assets $ 4.6M Worst DD -26.28 S&P Correlation 0.09 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since10/2008 Northstar (2x) program 5.10 - - - - - 13.38 58.96 S&P 500 -0.42 - - - - - 69.86 283.72 +/- S&P 500 5.52 - - - - - -56.48 -224.76 Strategy Description SummaryNorthstar is an equity index-focused, long/short systematic trading program. It targets mean reversion swing trades, while utilizing trend following filters which aim to only take those trades in the direction of the long-term trend. Trade duration is typically 3 days on average.... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $4.50 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 500 RT/YR/$M Avg. Margin-to-Equity 9% Targeted Worst DD -15.00% Worst Peak-to-Trough 26.28% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 2.00% Systematic 98.00% Strategy Counter-trend 80.00% Trend-following 20.00% Composition Stock Indices 100.00% SummaryNorthstar is an equity index-focused, long/short systematic trading program. It targets mean reversion swing trades, while utilizing trend following filters which aim to only take those trades in the direction of the long-term trend. Trade duration is typically 3 days on average. The program applies strict money management rules, disciplined entry and exit criteria, and stops on all positions. Northstar is uncorrelated with equity/CTA/hedge fund indexes, and is generally uncorrelated to other CTAs. Clients must be QEPs as Diamond Peak Capital operates under the Section 4.7 exemption. The above return information is generated from accounts DPC LLC deems representative of the program's overall performance. October 2008-August 2009 performance is the Northstar aggressive program, net of fees, trading Rydex mutual funds, and was calculated by Fleming Financial Services, P.C. Results September 2009 - present are a performance composite of client futures accounts. The futures returns were generated using Hedgefacts Analytics software and are calculated per NFA guidelines.Investment StrategyNorthstar is a quantitative, statistically-driven investment approach that combines our many years of experience trading both equity and futures markets. It employs short-term trading, with 1-7 day holding periods, and targets high win/loss ratios, while taking profits quickly. The program spends significant time out of the market altogether, ie 70% of days flat/in a cash position. DPC believes a disciplined & systematic approach to trading can be more profitable over the long-term than discretionary trading. The strategy was developed through rigorous research and back-testing of market data back to 2001. The portfolio manager's preferred trading style is swing trading, which attempts to avoid deep and lasting draw-downs, as well as the onus of continuous, intra-day trading. We believe in creating strategies that can be adhered to and executed in both good times and bad.Risk ManagementRisk management is considered at every level of strategy creation and portfolio construction. Northstar's risk mgt algorithms were updated October of 2011 as follows: the aggressive trading systems were removed, intra-day trading systems were removed, and money management stops were tightened. Please see the Northstar Presentation for further details. Risks are mitigated in the following ways: • Frequent cash position reduces overall market exposure by 70% on average • Stops on all positions • Focus on high probability trades with 65% to 85% win ratios • Take profits quickly, short-term holding period • Scale into positions • Three uncorrelated trading systems, each market has different buy/sell criteria • Take positions only in the direction of the trend 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 -26.28 3 25 6/1/2011 9/1/2011 -11.03 9 5 12/1/2009 9/1/2010 -10.36 4 - 6/1/2014 10/1/2014 -4.80 2 4 12/1/2013 2/1/2014 -4.37 1 1 10/1/2008 11/1/2008 -0.58 1 1 4/1/2009 5/1/2009 -0.53 1 1 9/1/2009 10/1/2009 -0.44 1 1 2/1/2009 3/1/2009 -0.36 1 1 7/1/2009 8/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 21.51 3 12/1/2008 2/1/2009 18.04 7 12/1/2010 6/1/2011 16.45 7 2/1/2012 8/1/2012 8.34 1 10/1/2008 10/1/2008 7.84 3 10/1/2013 12/1/2013 7.78 1 4/1/2009 4/1/2009 7.23 4 3/1/2013 6/1/2013 6.59 2 11/1/2009 12/1/2009 5.97 1 10/1/2011 10/1/2011 5.42 2 11/1/2014 12/1/2014 5.24 4 3/1/2014 6/1/2014 3.51 2 6/1/2009 7/1/2009 3.49 1 12/1/2011 12/1/2011 2.92 1 10/1/2010 10/1/2010 1.95 1 10/1/2012 10/1/2012 1.88 2 7/1/2010 8/1/2010 1.73 2 2/1/2010 3/1/2010 1.32 1 9/1/2014 9/1/2014 1.12 1 8/1/2013 8/1/2013 0.59 1 9/1/2009 9/1/2009 0.20 1 12/1/2012 12/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -26.28 3 7/1/2011 9/1/2011 -8.44 3 4/1/2010 6/1/2010 -6.87 2 7/1/2014 8/1/2014 -5.00 1 10/1/2014 10/1/2014 -4.80 2 1/1/2014 2/1/2014 -4.37 1 11/1/2008 11/1/2008 -4.12 1 9/1/2010 9/1/2010 -3.63 1 11/1/2012 11/1/2012 -2.22 1 1/1/2010 1/1/2010 -1.88 1 9/1/2012 9/1/2012 -0.58 1 5/1/2009 5/1/2009 -0.53 1 10/1/2009 10/1/2009 -0.44 1 3/1/2009 3/1/2009 -0.36 1 8/1/2009 8/1/2009 -0.34 1 11/1/2010 11/1/2010 -0.23 1 9/1/2013 9/1/2013 -0.20 1 1/1/2012 1/1/2012 -0.16 1 11/1/2011 11/1/2011 -0.13 2 1/1/2013 2/1/2013 -0.06 1 7/1/2013 7/1/2013 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 Profitable64.0065.7565.7167.1975.8669.2387.50100.00 Average Period Return0.691.883.535.907.619.3910.5817.93 Average Gain2.615.669.4912.4212.2816.8412.2917.93 Average Loss-2.73-5.38-7.90-7.46-7.06-7.36-1.38 Best Period10.0521.5129.6341.8446.9432.7235.3146.47 Worst Period-10.66-26.28-24.05-14.54-20.17-15.80-2.3910.10 Standard Deviation3.677.1510.7512.3112.4014.068.639.36 Gain Standard Deviation2.354.186.749.3510.119.597.839.36 Loss Standard Deviation3.085.987.113.885.575.010.89 Sharpe Ratio (1%)0.160.230.280.400.490.530.881.48 Average Gain / Average Loss0.961.051.201.661.742.298.90 Profit / Loss Ratio1.702.022.303.415.475.1562.32 Downside Deviation (10%)2.625.177.337.548.1610.399.177.26 Downside Deviation (5%)2.484.756.395.314.985.851.60 Downside Deviation (0%)2.444.656.174.804.364.890.56 Sortino Ratio (10%)0.110.130.140.120.00-0.08-0.56-0.50 Sortino Ratio (5%)0.240.340.470.921.231.264.74 Sortino Ratio (0%)0.280.400.571.231.751.9218.81 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 5 3.31 11/2013 Stock Index Trader Index Month 6 3.65 4/2013 Stock Index Trader Index Month 10 2.87 8/2012 Stock Index Trader Index Month 9 2.28 5/2012 Stock Index Trader Index Month 6 4.24 4/2012 Stock Index Trader Index Month 6 5.97 10/2011 Systematic Trader Index Month 10 5.97 10/2011 Stock Index Trader Index Month 2 4.63 2/2011 Stock Index Trader Index Month 7 3.07 1/2011 Stock Index Trader Index Month 4 4.00 12/2010 Stock Index Trader Index Month 10 1.21 3/2010 Stock Index Trader Index Month 4 6.03 11/2009 Stock Index Trader Index Month 6 1.66 7/2009 Stock Index Trader Index Month 10 1.82 6/2009 Stock Index Trader Index Month 4 7.78 4/2009 Systematic Trader Index Month 7 7.78 4/2009 Systematic Trader Index Month 5 10.05 1/2009 Stock Index Trader Index Month 1 10.05 1/2009 IASG CTA Index Month 7 10.05 1/2009 Stock Index Trader Index Month 1 8.02 12/2008 Stock Index Trader Index Month 6 0.00 10/2008 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