HASAFUMA : Gourishankar Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 12.43% May Performance 2.66% Min Investment $ 200k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 19.38% Sharpe (RFR=1%) 0.25 CAROR 4.12% Assets $ 200k Worst DD -50.44 S&P Correlation 0.07 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 May Qtr YTD 1yr 3yr 5yr 10yr Since9/2013 Gourishankar 2.66 6.71 12.43 72.73 67.56 21.75 - 36.76 S&P 500 0.55 10.31 15.56 42.58 60.44 104.89 - 155.50 +/- S&P 500 2.11 -3.60 -3.13 30.15 7.12 -83.14 - -118.74 Strategy Description SummaryGourishankar Systematic Global Macro Multi-asset Absolute return Gourishankar is a mixture of programs currently offered by CTA Bjorn Henrik Hallenborg and therefore a multi strategy that combines long and short term trends and strategies to smooth out the equity curve. By using... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 33.00% 1-3 Months 33.00% 1-30 Days 34.00% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Trend-following 100.00% Composition Currency Futures 10.00% Industrial Metals 10.00% Precious Metals 10.00% Energy 10.00% Grains 10.00% Interest Rates 10.00% Livestock 10.00% Softs 10.00% SSF 10.00% Stock Indices 10.00% SummaryGourishankar Systematic Global Macro Multi-asset Absolute return Gourishankar is a mixture of programs currently offered by CTA Bjorn Henrik Hallenborg and therefore a multi strategy that combines long and short term trends and strategies to smooth out the equity curve. By using different strategies in conjunction on each market, the drawdown periods can be limited to generate risk-adjusted return. The model has no correlation with any indices; the outcome depends entirely on the manager’s ability to take advantage of uptrends and downtrends in commodities, currencies and equities. An investment in Gourishankar is uncorrelated to the general markets. It could be a part in a diversified portfolio or a standalone investment for retirement. The total risk in Gourishankar could be considered lower than any of the individual programs promoted by HASAFUMA. 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 -50.44 63 - 3/1/2015 6/1/2020 -6.35 3 5 4/1/2014 7/1/2014 -2.23 1 1 12/1/2014 1/1/2015 -2.01 4 1 1/1/0001 12/1/2013 -0.74 1 1 1/1/2014 2/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 64.74 3 7/1/2020 9/1/2020 24.97 2 2/1/2015 3/1/2015 24.05 1 12/1/2014 12/1/2014 12.10 2 4/1/2016 5/1/2016 7.71 1 2/1/2021 2/1/2021 6.85 2 4/1/2021 5/1/2021 5.65 3 8/1/2014 10/1/2014 5.42 2 3/1/2018 4/1/2018 5.00 1 11/1/2016 11/1/2016 3.72 1 1/1/2016 1/1/2016 3.06 2 3/1/2014 4/1/2014 2.93 1 8/1/2017 8/1/2017 2.63 1 1/1/2014 1/1/2014 2.32 1 4/1/2017 4/1/2017 1.47 1 9/1/2015 9/1/2015 1.30 2 11/1/2020 12/1/2020 1.03 1 9/1/2016 9/1/2016 0.81 1 11/1/2013 11/1/2013 0.57 2 12/1/2017 1/1/2018 0.19 1 10/1/2017 10/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -21.98 5 4/1/2015 8/1/2015 -14.58 4 12/1/2016 3/1/2017 -11.54 3 10/1/2015 12/1/2015 -10.61 26 5/1/2018 6/1/2020 -8.47 2 2/1/2016 3/1/2016 -7.57 3 6/1/2016 8/1/2016 -6.59 1 9/1/2017 9/1/2017 -6.35 3 5/1/2014 7/1/2014 -6.34 3 5/1/2017 7/1/2017 -4.02 1 10/1/2016 10/1/2016 -2.85 1 11/1/2017 11/1/2017 -2.68 1 2/1/2018 2/1/2018 -2.42 1 10/1/2020 10/1/2020 -2.32 1 11/1/2014 11/1/2014 -2.23 1 1/1/2015 1/1/2015 -2.18 1 1/1/2021 1/1/2021 -1.63 2 9/1/2013 10/1/2013 -1.18 1 12/1/2013 12/1/2013 -0.74 1 2/1/2014 2/1/2014 -0.13 1 3/1/2021 3/1/2021 Show More Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Annual 6 50.32 2020 Systematic Trader Index Month 2 12.00 9/2020 Diversified Trader Index Month 2 12.00 9/2020 Trend Following Strategy Index Month 1 12.00 9/2020 IASG CTA Index Month 2 12.00 9/2020 Trend Following Strategy Index Month 6 0.00 9/2020 IASG CTA Index Month 2 14.39 8/2020 Trend Following Strategy Index Month 1 14.39 8/2020 Systematic Trader Index Month 1 14.39 8/2020 Diversified Trader Index Month 1 14.39 8/2020 IASG CTA Index Month 2 28.54 7/2020 Trend Following Strategy Index Month 2 28.54 7/2020 Diversified Trader Index Month 2 28.54 7/2020 Systematic Trader Index Month 2 28.54 7/2020 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