Dominion Capital : Diamond Program

archived programs
Year-to-Date
N / A
May Performance
0.05%
Min Investment
$ 3,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
10.53%
Sharpe (RFR=1%)
0.60
CAROR
6.95%
Assets
$ 6.0M
Worst DD
-18.82
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 May Qtr YTD 1yr 3yr 5yr 10yr Since
1/2011
Diamond Program 0.05 -0.95 - -14.64 0.87 27.22 - 53.88
S&P 500 1.16 2.04 - 15.01 25.38 84.06 - 85.36
+/- S&P 500 -1.11 -2.99 - -29.65 -24.51 -56.84 - -31.47

Strategy Description

Summary

Dominion Capital Management, Inc. is pleased to announce the launch of the Dominion Diamond Program. The Diamond Program investment process will draw from the core trading principles that Dominion has employed throughout its 22 years as an investment manager. These principles are centered... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 3,000k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$9.00
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
800 RT/YR/$M
Avg. Margin-to-Equity
6%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Stock Index Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
70.00%
Intraday
30.00%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Momentum
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Dominion Capital Management, Inc. is pleased to announce the launch of the Dominion Diamond Program. The Diamond Program investment process will draw from the core trading principles that Dominion has employed throughout its 22 years as an investment manager. These principles are centered on a unique interpretation and combination of behavioral finance, technical analysis, market psychology, and big data analytics. The portfolio in the Diamond Program will consist of global equity markets and equity derivatives.

Investment Strategy

The Dominion Diamond Program trading strategy is a short-term technical momentum strategy that will be applied to a portfolio of global equity index and derivative markets. Trades are designed to capture short-term directional and mean-reverting momentum with trade duration of 10 days and under. The systematic approach will use multiple models to identify markets exhibiting momentum, price acceleration, and change in volatility patterns. Once these momentum opportunities are identified a unique set of restrictive trade selection requirements will be applied to filter out noise. As is the case with most short term trading strategies, transaction costs can have a significant impact on long term profitability. With that in mind, one of the objectives of the Diamond Program is to limit the trading to only those opportunities where a perceived edge exists. The trade selection process will reduce the trading transactions to a level not typically seen with other short term trading strategies. The Diamond Program will scan most G20 nations for momentum and trading hotspots. The intention is not to trade all of these opportunities but rather only the best opportunities.

Risk Management

Dynamic, systematic, portfolio based and equity based.

   

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
-18.82 10 - 6/1/2016 4/1/2017
-13.97 5 5 1/1/2014 6/1/2014
-8.29 3 4 12/1/2012 3/1/2013
-4.60 2 6 12/1/2014 2/1/2015
-3.43 1 1 7/1/2012 8/1/2012
-3.07 3 1 3/1/2012 6/1/2012
-2.50 2 2 10/1/2015 12/1/2015
-2.41 3 1 11/1/2011 2/1/2012
-1.21 2 1 7/1/2011 9/1/2011
-1.09 1 1 2/1/2016 3/1/2016
-0.56 1 1 9/1/2012 10/1/2012
-0.16 1 1 8/1/2015 9/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
28.29 8 6/1/2013 1/1/2014
17.60 6 7/1/2014 12/1/2014
17.23 7 1/1/2011 7/1/2011
11.28 3 4/1/2016 6/1/2016
9.45 2 7/1/2015 8/1/2015
6.57 1 3/1/2012 3/1/2012
5.32 1 9/1/2012 9/1/2012
4.59 1 7/1/2012 7/1/2012
4.54 1 4/1/2013 4/1/2013
3.78 2 3/1/2015 4/1/2015
3.27 2 1/1/2016 2/1/2016
2.96 2 10/1/2011 11/1/2011
2.91 2 11/1/2012 12/1/2012
1.65 1 3/1/2017 3/1/2017
1.10 1 1/1/2012 1/1/2012
0.92 1 10/1/2015 10/1/2015
0.05 1 5/1/2017 5/1/2017
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Consecutive Losses

Run-up Length (Mos.) Start End
-18.00 8 7/1/2016 2/1/2017
-13.97 5 2/1/2014 6/1/2014
-8.29 3 1/1/2013 3/1/2013
-4.60 2 1/1/2015 2/1/2015
-3.43 1 8/1/2012 8/1/2012
-3.15 2 5/1/2015 6/1/2015
-3.07 3 4/1/2012 6/1/2012
-2.61 1 4/1/2017 4/1/2017
-2.50 2 11/1/2015 12/1/2015
-1.90 1 2/1/2012 2/1/2012
-1.60 1 12/1/2011 12/1/2011
-1.21 2 8/1/2011 9/1/2011
-1.09 1 3/1/2016 3/1/2016
-0.70 1 5/1/2013 5/1/2013
-0.56 1 10/1/2012 10/1/2012
-0.16 1 9/1/2015 9/1/2015
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods77.0075.0072.0066.0060.0054.0042.0030.00
Percent Profitable54.5565.3373.6184.8591.6794.4492.86100.00
Average Period Return0.611.823.688.0812.9518.0129.7740.81
Average Gain2.765.267.5610.5914.7519.2232.1340.81
Average Loss-1.97-4.68-7.16-5.99-6.75-2.48-1.02
Best Period7.6412.4121.1131.1431.4037.8055.1861.69
Worst Period-9.87-11.04-14.52-14.64-10.04-3.93-2.6222.60
Standard Deviation3.045.788.479.049.6010.2914.939.96
Gain Standard Deviation1.863.485.637.077.789.2412.659.96
Loss Standard Deviation1.982.934.765.043.641.971.39
Sharpe Ratio (1%)0.170.270.380.781.191.561.793.69
Average Gain / Average Loss1.401.121.061.772.187.7431.62
Profit / Loss Ratio1.682.122.959.9024.02131.61411.06
Downside Deviation (10%)2.083.885.534.764.583.905.71
Downside Deviation (5%)1.913.364.603.302.571.141.18
Downside Deviation (0%)1.873.244.382.982.160.700.41
Sortino Ratio (10%)0.100.150.220.651.171.992.45
Sortino Ratio (5%)0.270.470.692.154.4614.0422.68
Sortino Ratio (0%)0.320.560.842.715.9925.8273.08

Top Performer Badges

Index Award Type Rank Performance Period
Stock Index Trader Index Month 1 5.10 6/2016

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.