Hartswell Capital Ltd : MP-1 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance 2.67% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 19.31% Sharpe (RFR=1%) 1.23 CAROR 25.64% Assets $ 12.5M Worst DD -20.09 S&P Correlation 0.16 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since1/2014 MP-1 2.67 - - - -13.30 2.26 - 219.03 S&P 500 7.87 - - - 37.96 50.16 - 127.76 +/- S&P 500 -5.20 - - - -51.26 -47.90 - 91.26 Strategy Description SummaryHartswell Capital is a boutique absolute return strategy developer led by a multiple Award Winning Portfolio Manager specializing in systematic, technical and quantitative investment strategies in a Global Macro setting focused on currencies in major markets with dynamic risk-management... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 5.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $30.00 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 30000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -20.00% Worst Peak-to-Trough -12.24% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 5.00% Intraday 95.00% Decision-Making Discretionary 1.00% Systematic 99.00% Strategy Counter-trend 5.00% Momentum 25.00% Technical 10.00% Trend-following 25.00% Other 35.00% Composition Currency FX 100.00% SummaryHartswell Capital is a boutique absolute return strategy developer led by a multiple Award Winning Portfolio Manager specializing in systematic, technical and quantitative investment strategies in a Global Macro setting focused on currencies in major markets with dynamic risk-management being the foundation of all strategies. Investment StrategyMP – 1 looks to recognize naturally evolving price movements which are present in most market conditions, whether that is volatile, nonvolatile or trending, the three important components of a market environment we look for. These price movements are composed of numerous proprietary formulations in which we identify through the use of a proprietary blend using, but not limited to the following: Moving Averages (MA5, 10, 20, 50, 100, 200), Relative Strength Index, Stochastic oscillators, and MACD, with filters such as ADX, Time of Day, News Impact, Fibonacci, Pivot Points, Support/Resistance, Candlestick patterns amongst others which we consider to be proprietary formulas we developed strictly for the use of the MP – 1 strategy. MP – 1 is primarily based on strategies where volatility exists in multiple currencies, with this comes very strict parameters to control our risk with respect to maximum allowed leverage in our system, trades, closures, break even levels etc in which works well when a strong trend is evident, to compensate for periods of non-volatility, the system uses strategies with less weight such as reversion, “scalping” etc and thus enables our system to maintain a respectable DD during all market conditions Hartswell Capital’s MP – 1 is traded on Major FX pairs and cross pairs of the G10 currencies. Hartswell Capital reserves the right to add and remove any currency pair we deem to be either beneficial or harmful to the strategy without notice to client. The algorithm trades 24 hours a day to ensure that all possible market moves are captured within the allotted parameters and the active strategies in the MP – 1. The risk exposure can be adjusted to investor specifications and risk desire to accommodate each individual specifically. Position sizing is between 1/10th to 3/10th of acct value per trade, 100K acct takes on orders of 10K-30K contract sizes, aggregate of total position sizing will be no more than 2000K for the MP – 1 Risk ManagementHartswell Capital has established a strong and cohesive risk management unit for the Hartswell Capital MP – 1 Program. Complete accountability and supervision of risk management lies with the Hartswell Capital Risk Committee (HARC), overseen by the Portfolio Manager for Hartswell Capital Management Inc. Hartswell Capital Risk Committee – Complete accountability and oversight of the MP – 1 program, sets internal investment strategies and risk parameters. The Hartswell Capital Risk Committee is responsible for the implementation of risk and investment strategies. HARC meets weekly to review performance, risk levels and strategy within Hartswell Capital. HARC is accountable for ensuring compliance with the appropriate risk parameters set forth and also to enforce action in case these guidelines are breached as set forth by Hartswell Capital. Portfolio Manager – MP – 1 manager makes certain the system adheres to the investment strategies and stop loss levels of positions taken by the algorithm. The Portfolio Manager for the MP – 1 is individually accountable for ensuring the implementation of their principal strategies within their parameters as deemed necessary by the Hartswell Capital Risk Committee. Research Strategist – Detailed risk analysis, monthly review of performance with Managing Members. The Research Strategists analyze the overall function of the portfolio, risk absorptions and other fundamental and technical factors given the market setting employing an extensive series of analytical and quantitative methodologies. 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 -20.09 5 - 4/1/2018 9/1/2018 -6.88 2 3 11/1/2017 1/1/2018 -6.45 3 6 1/1/0001 3/1/2014 -6.34 1 2 11/1/2014 12/1/2014 -4.97 3 6 6/1/2016 9/1/2016 -3.68 1 2 8/1/2017 9/1/2017 -2.08 2 1 7/1/2015 9/1/2015 -1.79 2 2 3/1/2017 5/1/2017 -0.74 1 1 12/1/2015 1/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 66.89 7 1/1/2015 7/1/2015 45.94 5 2/1/2016 6/1/2016 38.82 8 4/1/2014 11/1/2014 17.41 3 10/1/2015 12/1/2015 10.64 3 6/1/2017 8/1/2017 7.99 3 2/1/2018 4/1/2018 6.61 2 10/1/2018 11/1/2018 4.41 2 10/1/2017 11/1/2017 3.69 2 2/1/2017 3/1/2017 3.02 1 12/1/2016 12/1/2016 2.67 1 1/1/2019 1/1/2019 1.35 1 8/1/2016 8/1/2016 0.18 1 10/1/2016 10/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -20.09 5 5/1/2018 9/1/2018 -6.88 2 12/1/2017 1/1/2018 -6.45 3 1/1/2014 3/1/2014 -6.34 1 12/1/2014 12/1/2014 -3.83 1 9/1/2016 9/1/2016 -3.68 1 9/1/2017 9/1/2017 -3.42 1 12/1/2018 12/1/2018 -2.50 1 7/1/2016 7/1/2016 -2.08 2 8/1/2015 9/1/2015 -1.79 2 4/1/2017 5/1/2017 -0.74 1 1/1/2016 1/1/2016 -0.03 1 11/1/2016 11/1/2016 -0.02 1 1/1/2017 1/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods61.0059.0056.0050.0044.0038.0026.0014.00 Percent Profitable63.9374.5873.2186.0086.3684.21100.00100.00 Average Period Return2.066.8515.4638.7167.76100.84163.84229.59 Average Gain4.7611.1723.6147.1579.81120.45163.84229.59 Average Loss-2.71-5.84-6.83-13.15-8.51-3.76 Best Period21.3042.6361.04104.41194.01251.64275.48301.93 Worst Period-9.06-16.77-19.76-18.82-14.44-6.2633.14147.74 Standard Deviation5.5712.5521.9738.9361.8685.2187.1457.50 Gain Standard Deviation5.0411.4219.8635.2957.8978.4387.1457.50 Loss Standard Deviation2.314.626.543.745.202.81 Sharpe Ratio (1%)0.360.530.680.971.071.161.853.92 Average Gain / Average Loss1.751.913.463.599.3832.01 Profit / Loss Ratio3.115.619.4522.0359.38170.75 Downside Deviation (10%)2.314.225.846.976.255.80 Downside Deviation (5%)2.163.815.015.454.092.51 Downside Deviation (0%)2.123.714.815.093.601.81 Sortino Ratio (10%)0.721.332.234.849.6215.61 Sortino Ratio (5%)0.921.732.996.9216.1939.36 Sortino Ratio (0%)0.971.853.217.6118.8355.71 Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index 5 Year 3 210.73 2013 - 2018 Systematic Trader Index Month 6 6.17 11/2018 IASG CTA Index Month 7 6.17 11/2018 IASG CTA Index Sharpe 10 1.70 2017 IASG CTA Index 3 Year 2 196.92 2014 - 2017 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