Double Helix Capital Management : Double Helix Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 0.26% Apr Performance 1.01% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.75% Sharpe (RFR=1%) 0.44 CAROR 4.17% Assets $ 9.1M Worst DD -13.49 S&P Correlation 0.49 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since1/2012 Double Helix 1.01 2.91 0.26 1.89 -0.82 8.35 - 46.41 S&P 500 5.24 16.22 14.93 48.22 63.01 106.89 - 227.37 +/- S&P 500 -4.23 -13.32 -14.67 -46.33 -63.83 -98.54 - -180.95 Strategy Description SummaryTwo of the most time tested trading strategies are trend-following and options selling. Each have their own strengths and weaknesses. Trend-following does well in trending markets, but option selling can have difficulty. Trend-following slowly loses money in sideways markets, while... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.50 Management Fee 2.00% Performance Fee 20.00% Average Commission $7.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 6000 RT/YR/$M Avg. Margin-to-Equity 40% Targeted Worst DD -12.00% Worst Peak-to-Trough 7.00% 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 10.00% Systematic 90.00% Strategy Option-writing 50.00% Trend-following 50.00% Composition Stock Indices 100.00% SummaryTwo of the most time tested trading strategies are trend-following and options selling. Each have their own strengths and weaknesses. Trend-following does well in trending markets, but option selling can have difficulty. Trend-following slowly loses money in sideways markets, while options selling does well. Double Helix is a unique CTA that attempts to harness the power of both strategies. We sell weekly options on the S&P 500, but sell puts only – no calls. Double Helix employs a sophisticated algorithm that trend-follows the S&P 500 Index. As long as the algorithm is indicating a sideways to higher S&P 500, Double Helix will initiate a new position each day. When the program signals a “market caution”, and potentially a lower S&P 500, the program will cease new positions. Double Helix will continue to monitor markets and reenter when the S&P 500 is back in a sideways to higher pattern. Risk management is one of Double Helix’s strongest attributes. All positions are monitored 24-hrs a day and managed by our sophisticated risk management system. Each position has a specific risk management level and will be exited, day or night, if that level is reached. 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 -13.49 17 31 9/1/2014 2/1/2016 -10.71 6 - 12/1/2019 6/1/2020 -4.64 1 4 7/1/2019 8/1/2019 -3.71 3 3 9/1/2018 12/1/2018 -2.63 1 1 4/1/2012 5/1/2012 -2.39 1 2 12/1/2013 1/1/2014 -1.93 1 1 6/1/2014 7/1/2014 -1.91 1 1 7/1/2013 8/1/2013 -1.56 1 1 4/1/2019 5/1/2019 -0.99 1 1 4/1/2013 5/1/2013 -0.06 1 1 11/1/2012 12/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 11.33 7 1/1/2015 7/1/2015 11.26 4 1/1/2012 4/1/2012 11.05 6 6/1/2012 11/1/2012 8.51 5 2/1/2014 6/1/2014 7.87 4 1/1/2013 4/1/2013 7.03 9 10/1/2016 6/1/2017 6.96 6 3/1/2016 8/1/2016 6.46 4 9/1/2019 12/1/2019 6.39 4 9/1/2013 12/1/2013 5.36 4 1/1/2019 4/1/2019 5.19 2 8/1/2014 9/1/2014 4.50 2 10/1/2015 11/1/2015 4.45 5 5/1/2018 9/1/2018 3.69 5 9/1/2017 1/1/2018 3.36 2 6/1/2013 7/1/2013 2.91 2 3/1/2021 4/1/2021 2.88 2 7/1/2020 8/1/2020 2.16 2 6/1/2019 7/1/2019 1.50 2 11/1/2020 12/1/2020 1.37 1 11/1/2018 11/1/2018 1.10 1 11/1/2014 11/1/2014 0.34 2 4/1/2020 5/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.56 3 1/1/2020 3/1/2020 -9.48 2 8/1/2015 9/1/2015 -9.26 1 10/1/2014 10/1/2014 -6.52 3 12/1/2015 2/1/2016 -4.64 1 8/1/2019 8/1/2019 -4.21 1 12/1/2014 12/1/2014 -3.38 1 10/1/2018 10/1/2018 -2.89 1 9/1/2016 9/1/2016 -2.63 1 5/1/2012 5/1/2012 -2.58 2 1/1/2021 2/1/2021 -2.39 1 1/1/2014 1/1/2014 -1.93 1 7/1/2014 7/1/2014 -1.91 1 8/1/2013 8/1/2013 -1.87 3 2/1/2018 4/1/2018 -1.69 1 12/1/2018 12/1/2018 -1.61 1 6/1/2020 6/1/2020 -1.56 1 5/1/2019 5/1/2019 -1.16 2 7/1/2017 8/1/2017 -1.09 2 9/1/2020 10/1/2020 -0.99 1 5/1/2013 5/1/2013 -0.06 1 12/1/2012 12/1/2012 Show More Top Performer Badges Index Award Type Rank Performance Period Option Strategy Index Month 6 2.60 7/2015 Option Strategy Index Month 9 1.62 5/2015 Option Strategy Index Month 9 1.57 4/2015 Option Strategy Index Month 9 3.34 2/2015 Option Strategy Index Month 6 4.58 8/2014 Stock Index Trader Index Month 8 4.58 8/2014 Option Strategy Index Month 10 2.03 5/2014 Stock Index Trader Index Month 9 2.03 5/2014 Option Strategy Index Month 7 1.69 4/2014 Option Strategy Index Month 10 2.70 3/2014 Option Strategy Index Month 10 0.78 2/2014 Option Strategy Index Month 10 2.28 9/2013 Option Strategy Index Month 8 2.06 7/2013 Option Strategy Index Month 4 2.21 4/2013 Stock Index Trader Index Month 2 3.66 3/2013 Option Strategy Index Month 2 3.66 3/2013 Option Strategy Index Month 8 1.09 1/2013 Option Strategy Index Month 4 3.09 6/2012 Option Strategy Index Month 8 2.76 3/2012 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