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/ Halion Capital Ltd. / Conservative Strategy

Halion Capital Ltd. : Conservative Strategy

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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
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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 Since
6/2007
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

Summary

Halion 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%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

Halion 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.

   

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

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
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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
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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.

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