Halion Capital Ltd. : Conservative Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -1.24% Min Investment $ 1,000k Mgmt. Fee 0% Perf. Fee 20.00% Annualized Vol 14.98% Sharpe (RFR=1%) 2.47 CAROR 43.95% Assets $ 7.3M Worst DD -5.90 S&P Correlation -0.04 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 Since6/2007 Conservative Strategy -1.24 - - - - - 27.61 431.04 S&P 500 0.85 - - - - - 9.52 147.26 +/- S&P 500 -2.09 - - - - - 18.09 283.78 Strategy Description SummaryHalion Capital Ltd. is a investment management firm that specializes in providing individual and institutional investors access to asset management in the foreign exchange market. The investment objective of our managed forex account is consistent capital appreciation achieved by employing... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Momentum 5.00% Pattern Recognition 5.00% Spreading/hedging 20.00% Technical 40.00% Trend-following 30.00% Composition Currency FX 100.00% SummaryHalion Capital Ltd. is a investment management firm that specializes in providing individual and institutional investors access to asset management in the foreign exchange market. The investment objective of our managed forex account is consistent capital appreciation achieved by employing the trading discipline and risk management developed from over a decade in the financial markets. 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 -5.90 3 1 12/1/2009 3/1/2010 -5.12 1 2 1/1/0001 6/1/2007 -4.21 1 - 7/1/2011 8/1/2011 -3.39 1 1 5/1/2008 6/1/2008 -3.00 1 2 2/1/2008 3/1/2008 -2.60 1 1 4/1/2009 5/1/2009 -1.78 1 1 9/1/2009 10/1/2009 -1.45 1 1 6/1/2009 7/1/2009 -1.20 1 1 12/1/2007 1/1/2008 -0.18 1 1 2/1/2011 3/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 86.92 11 4/1/2010 2/1/2011 55.65 10 7/1/2008 4/1/2009 33.59 6 7/1/2007 12/1/2007 17.32 4 4/1/2011 7/1/2011 16.52 2 8/1/2009 9/1/2009 8.95 1 6/1/2009 6/1/2009 8.26 1 2/1/2008 2/1/2008 5.62 2 11/1/2009 12/1/2009 4.53 2 4/1/2008 5/1/2008 4.29 3 9/1/2011 11/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.90 3 1/1/2010 3/1/2010 -5.12 1 6/1/2007 6/1/2007 -4.21 1 8/1/2011 8/1/2011 -3.39 1 6/1/2008 6/1/2008 -3.00 1 3/1/2008 3/1/2008 -2.60 1 5/1/2009 5/1/2009 -1.78 1 10/1/2009 10/1/2009 -1.45 1 7/1/2009 7/1/2009 -1.24 1 12/1/2011 12/1/2011 -1.20 1 1/1/2008 1/1/2008 -0.18 1 3/1/2011 3/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods55.0053.0050.0044.0038.0032.0020.00 Percent Profitable76.3690.5798.00100.00100.00100.00100.00 Average Period Return3.1710.4222.3050.1284.24119.55235.61 Average Gain4.8711.6622.8050.1284.24119.55235.61 Average Loss-2.32-1.50-2.38 Best Period13.7928.4145.9586.58116.41148.99286.80 Worst Period-5.12-5.90-2.3820.9352.0284.18186.62 Standard Deviation4.327.9412.0616.9315.5616.8925.57 Gain Standard Deviation3.407.2411.6416.9315.5616.8925.57 Loss Standard Deviation1.362.50 Sharpe Ratio (1%)0.711.281.812.905.326.969.09 Average Gain / Average Loss2.107.799.57 Profit / Loss Ratio6.7874.75469.06 Downside Deviation (10%)1.471.090.69 Downside Deviation (5%)1.330.870.41 Downside Deviation (0%)1.290.830.34 Sortino Ratio (10%)1.888.4728.90 Sortino Ratio (5%)2.3211.6753.51 Sortino Ratio (0%)2.4512.6066.19 Top Performer Badges Index Award Type Rank Performance Period 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