Hamer Trading : Diversified Systematic Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 6.07% Dec Performance 8.78% Min Investment $ 3,000k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 20.13% Sharpe (RFR=1%) 0.42 CAROR 7.69% Assets $ 12.5M Worst DD -38.45 S&P Correlation -0.15 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 Since9/1999 Diversified Systematic Program 8.78 13.07 6.07 6.07 2.59 21.13 46.86 385.86 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 195.57 189.80 +/- S&P 500 5.07 1.38 -10.19 -10.19 -37.89 -60.77 -148.71 196.07 Strategy Description SummaryHamer Trading Inc. was founded in 1998 with the goal of producing long term investment returns through the development of systematic trading programs using historical research and statistical analysis. Our belief is that long-term investment returns can be delivered regardless of economic... Read More Account & Fees Type Managed Account Minimum Investment $ 3,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 1.00% Performance Fee 20.00% Average Commission $5.25 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 700 RT/YR/$M Avg. Margin-to-Equity 17% Targeted Worst DD -16.00% Worst Peak-to-Trough 0% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 60.00% 1-3 Months 40.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Trend-following 100.00% Composition Interest Rates 22.00% Currency Futures 16.00% Softs 16.00% Industrial Metals 10.00% Energy 10.00% Grains 10.00% Stock Indices 10.00% Precious Metals 6.00% SummaryHamer Trading Inc. was founded in 1998 with the goal of producing long term investment returns through the development of systematic trading programs using historical research and statistical analysis. Our belief is that long-term investment returns can be delivered regardless of economic conditions. Investment StrategyThe trading method uses a unique trend following method to capture trends in a broadly diversified group of over 30 U.S. and international futures markets with an average holding period of 100 days. The program has been refined over the past thirteen years from a multi-system / multi-time frame trend approach to a focus on long term trend following with the constant goal to provide consistent returns while reducing volatility. NOTE: Performance reported from July, 2011 through November, 2013 represents actual client performance. The last client account ceased trading at the beginning of December, 2013. The performance reported beginning in December, 2013 to present reverted back to the proprietary trading performance of the Diversified Systematic Program. Risk ManagementEach market is allocated 0.3% of portfolio risk per entry with a maximum of three entries per market. All markets are allocated equally and risk is spread among seven sectors with the constant goal of providing diversification and low volatility. 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 -38.45 41 26 2/1/2003 7/1/2006 -35.50 6 4 10/1/2001 4/1/2002 -27.78 22 18 9/1/2011 7/1/2013 -17.65 6 - 8/1/2019 2/1/2020 -17.49 3 7 12/1/1999 3/1/2000 -17.42 7 11 1/1/2015 8/1/2015 -14.70 11 8 1/1/2018 12/1/2018 -13.59 2 3 9/1/2002 11/1/2002 -13.41 2 8 11/1/2009 1/1/2010 -12.25 1 2 9/1/1999 10/1/1999 -10.27 2 1 12/1/2000 2/1/2001 -7.60 3 10 7/1/2016 10/1/2016 -7.55 1 1 3/1/2001 4/1/2001 -7.31 1 3 8/1/2017 9/1/2017 -6.50 1 2 6/1/2001 7/1/2001 -4.73 1 1 2/1/2011 3/1/2011 -4.16 1 1 9/1/2009 10/1/2009 -3.93 4 1 12/1/2008 4/1/2009 -3.86 2 2 4/1/2011 6/1/2011 -3.36 2 1 5/1/2009 7/1/2009 -1.24 1 1 10/1/2010 11/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 71.45 5 5/1/2002 9/1/2002 35.68 3 8/1/2001 10/1/2001 34.89 3 10/1/2000 12/1/2000 31.07 6 9/1/2007 2/1/2008 26.13 3 7/1/2011 9/1/2011 24.44 5 8/1/2008 12/1/2008 23.43 3 8/1/2010 10/1/2010 21.20 3 12/1/2002 2/1/2003 20.21 3 12/1/2010 2/1/2011 17.96 1 3/1/2001 3/1/2001 17.30 4 12/1/2003 3/1/2004 16.24 2 11/1/1999 12/1/1999 15.92 3 4/1/2000 6/1/2000 14.81 2 5/1/2001 6/1/2001 14.02 3 11/1/2014 1/1/2015 13.63 4 3/1/2019 6/1/2019 13.52 3 7/1/2014 9/1/2014 12.34 1 11/1/2009 11/1/2009 11.94 2 3/1/2007 4/1/2007 11.22 4 2/1/2014 5/1/2014 11.01 2 4/1/2003 5/1/2003 10.43 2 6/1/2016 7/1/2016 9.20 1 4/1/2011 4/1/2011 9.05 3 4/1/2008 6/1/2008 9.03 2 2/1/2010 3/1/2010 8.78 1 12/1/2020 12/1/2020 8.72 2 11/1/2011 12/1/2011 8.54 1 8/1/2019 8/1/2019 8.52 1 5/1/2009 5/1/2009 8.46 2 8/1/2006 9/1/2006 8.17 1 7/1/2012 7/1/2012 7.75 1 10/1/2017 10/1/2017 7.71 1 8/1/2000 8/1/2000 7.17 1 9/1/2015 9/1/2015 6.92 2 8/1/2009 9/1/2009 6.89 2 3/1/2020 4/1/2020 6.69 2 7/1/2020 8/1/2020 6.19 2 11/1/2016 12/1/2016 6.12 2 1/1/2016 2/1/2016 6.10 2 12/1/2006 1/1/2007 6.01 3 11/1/2012 1/1/2013 6.00 2 10/1/2005 11/1/2005 5.98 1 5/1/2012 5/1/2012 5.95 1 6/1/2010 6/1/2010 5.58 2 4/1/2018 5/1/2018 5.50 2 4/1/2017 5/1/2017 5.39 1 1/1/2006 1/1/2006 5.31 2 7/1/2017 8/1/2017 5.10 1 4/1/2016 4/1/2016 4.75 1 10/1/2013 10/1/2013 4.28 1 10/1/2020 10/1/2020 3.38 2 12/1/2017 1/1/2018 3.01 1 2/1/2012 2/1/2012 2.82 1 10/1/2003 10/1/2003 2.80 1 3/1/2013 3/1/2013 2.76 2 8/1/2018 9/1/2018 2.64 2 9/1/2004 10/1/2004 2.46 3 3/1/2006 5/1/2006 2.39 1 5/1/2005 5/1/2005 2.16 1 11/1/2015 11/1/2015 2.14 1 9/1/2016 9/1/2016 1.97 1 9/1/1999 9/1/1999 1.34 1 3/1/2015 3/1/2015 1.17 1 8/1/2013 8/1/2013 1.07 1 12/1/2004 12/1/2004 0.92 1 2/1/2005 2/1/2005 0.66 1 1/1/2019 1/1/2019 0.66 1 7/1/2005 7/1/2005 0.40 1 9/1/2012 9/1/2012 0.28 1 2/1/2009 2/1/2009 0.25 1 3/1/2002 3/1/2002 Show More Consecutive Losses Run-up Length (Mos.) Start End -26.30 4 11/1/2001 2/1/2002 -19.18 5 4/1/2004 8/1/2004 -17.65 6 9/1/2019 2/1/2020 -17.49 3 1/1/2000 3/1/2000 -17.17 1 10/1/2011 10/1/2011 -16.39 5 4/1/2015 8/1/2015 -14.94 4 6/1/2003 9/1/2003 -13.59 2 10/1/2002 11/1/2002 -13.41 2 12/1/2009 1/1/2010 -13.21 4 5/1/2007 8/1/2007 -12.99 1 3/1/2003 3/1/2003 -12.70 2 6/1/2006 7/1/2006 -12.70 1 4/1/2002 4/1/2002 -12.45 4 4/1/2013 7/1/2013 -12.25 1 10/1/1999 10/1/1999 -10.27 2 1/1/2001 2/1/2001 -9.48 2 6/1/2018 7/1/2018 -9.21 1 6/1/2012 6/1/2012 -8.62 1 1/1/2005 1/1/2005 -8.11 2 4/1/2010 5/1/2010 -7.77 2 2/1/2018 3/1/2018 -7.55 1 4/1/2001 4/1/2001 -7.44 2 3/1/2005 4/1/2005 -7.31 1 9/1/2017 9/1/2017 -7.31 1 7/1/2000 7/1/2000 -6.85 2 3/1/2012 4/1/2012 -6.78 1 10/1/2012 10/1/2012 -6.53 1 8/1/2016 8/1/2016 -6.50 1 7/1/2001 7/1/2001 -5.82 3 10/1/2018 12/1/2018 -5.17 3 1/1/2017 3/1/2017 -5.03 2 5/1/2020 6/1/2020 -4.73 1 3/1/2011 3/1/2011 -4.65 2 10/1/2006 11/1/2006 -4.38 1 8/1/2012 8/1/2012 -4.18 1 2/1/2013 2/1/2013 -4.16 1 10/1/2009 10/1/2009 -4.14 1 5/1/2016 5/1/2016 -3.86 2 5/1/2011 6/1/2011 -3.85 2 3/1/2009 4/1/2009 -3.83 2 8/1/2005 9/1/2005 -3.59 1 10/1/2015 10/1/2015 -3.49 1 6/1/2005 6/1/2005 -3.36 2 6/1/2009 7/1/2009 -3.30 1 2/1/2006 2/1/2006 -3.28 1 12/1/2005 12/1/2005 -3.22 1 10/1/2016 10/1/2016 -3.18 1 6/1/2017 6/1/2017 -3.13 1 6/1/2014 6/1/2014 -2.88 3 11/1/2013 1/1/2014 -2.70 1 2/1/2007 2/1/2007 -2.55 1 11/1/2017 11/1/2017 -2.54 1 2/1/2015 2/1/2015 -2.47 1 9/1/2000 9/1/2000 -2.42 1 7/1/2010 7/1/2010 -2.37 1 11/1/2003 11/1/2003 -2.22 1 7/1/2019 7/1/2019 -2.05 1 3/1/2008 3/1/2008 -1.84 1 1/1/2012 1/1/2012 -1.72 1 9/1/2020 9/1/2020 -1.27 1 12/1/2015 12/1/2015 -1.24 1 11/1/2010 11/1/2010 -1.21 1 7/1/2008 7/1/2008 -0.74 1 10/1/2014 10/1/2014 -0.61 1 9/1/2013 9/1/2013 -0.55 1 11/1/2004 11/1/2004 -0.51 1 3/1/2016 3/1/2016 -0.36 1 1/1/2009 1/1/2009 -0.32 1 11/1/2020 11/1/2020 -0.22 1 2/1/2019 2/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods256.00254.00251.00245.00239.00233.00221.00209.00197.00 Percent Profitable53.9159.0658.9658.3767.3666.9572.8578.4785.79 Average Period Return0.782.324.589.4414.5419.3429.3238.8448.67 Average Gain4.848.1813.0321.6726.7134.9145.1653.5558.65 Average Loss-3.96-6.12-7.58-7.70-10.59-12.20-13.19-14.77-11.54 Best Period21.7352.9562.7474.73115.76112.63126.81225.52216.52 Worst Period-17.17-20.88-35.50-27.33-31.92-28.41-31.34-34.28-32.02 Standard Deviation5.8110.1214.0020.5525.7331.0040.3549.3453.74 Gain Standard Deviation4.288.6011.5418.4022.4125.8335.6245.5151.49 Loss Standard Deviation3.164.725.935.927.268.2010.439.529.23 Sharpe Ratio (1%)0.120.210.290.410.510.560.650.700.81 Average Gain / Average Loss1.221.341.722.812.522.863.423.635.08 Profit / Loss Ratio1.431.932.473.945.215.799.1813.2130.69 Downside Deviation (10%)3.665.587.489.0811.3013.9316.6718.4116.90 Downside Deviation (5%)3.485.076.416.788.049.4210.049.787.15 Downside Deviation (0%)3.434.946.156.267.328.448.748.135.53 Sortino Ratio (10%)0.100.200.280.490.620.650.810.941.25 Sortino Ratio (5%)0.200.410.641.251.621.842.623.566.09 Sortino Ratio (0%)0.230.470.741.511.992.293.364.788.80 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