HASAFUMA : Gourishankar

Year-to-Date
35.73%
Aug Performance
14.39%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
19.60%
Sharpe (RFR=1%)
0.11
CAROR
1.35%
Assets
$ 160k
Worst DD
-50.44
S&P Correlation
0.08

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
9/2013
Gourishankar 14.39 38.71 35.73 35.73 23.31 -6.60 - 9.83
S&P 500 7.01 14.98 8.34 19.61 40.39 75.68 - 106.04
+/- S&P 500 7.38 23.74 27.38 16.12 -17.08 -82.28 - -96.21

Strategy Description

Summary

BE REALISTIC: PLAN FOR A MIRACLE An Alternative Asset Manager Hallenborg & Sandström Fund Management AB (HASAFUMA.com) is an alternative wealth management company specializing in quant trading, trend following trading with global financial instruments, such as stocks, bonds, commodities,... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
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%
Strategy Pie Chart

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%
Composition Pie Chart

Summary

BE REALISTIC: PLAN FOR A MIRACLE An Alternative Asset Manager Hallenborg & Sandström Fund Management AB (HASAFUMA.com) is an alternative wealth management company specializing in quant trading, trend following trading with global financial instruments, such as stocks, bonds, commodities, currencies, and indices. Founded in 2011 by Thomas Sandström and Henrik Hallenborg HASAFUMA addresses well-informed, risk-conscious investors. HASAFUMAs investment models are active in more than 50 international futures markets. To handle the large trading volumes the trading process is mainly computerized. The systems track the markets 24 hours to determine opportunities. By employing sophisticated systematic models based on algorithms rather than a fund managers belief about the future movements of the markets, we seek to profit from a statistically proven edge. By charting the actions of the market participants, detecting the psychology of the crowd, we seek to find situation where similar patterns tend to repeat themselves and thus gives us an edge to place our calculated “bets” in favorable situations. The trading models has been developed by statistical analysis of historical data of the futures markets. In applying the strategies to real trading a key aspect of the operation is the system’s ability to manage risk. The level of risk varies in HASAFUMAs programs and thus gives each investor the possibility to choose his own comfortable level. In general, the more risk, the higher is the possible return.

Investment Strategy

Gourishankar – Systematic Global Macro Multi-asset Absolute return Gourishankar is a mixture of all programs currently offered by HASAFUMA and therefore a multi strategy that combines long and short term trends and strategies to smooth out the equity curve. The model invests in uncorrelated programs like La Cucaracha, Hedgehog, Micro Macro and FX Momentum. 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 and HASAFUMAs other programs. 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 offered by HASAFUMA.

   

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

Reward
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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
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Consecutive Gains

Run-up Length (Mos.) Start End
47.04 2 7/1/2020 8/1/2020
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
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
1.03 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
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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
-2.32 1 11/1/2014 11/1/2014
-2.23 1 1/1/2015 1/1/2015
-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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods84.0082.0079.0073.0067.0061.0049.0037.0025.00
Percent Profitable29.7625.6125.3224.6626.8727.8714.292.700.00
Average Period Return0.260.12-0.29-1.52-3.76-9.12-17.87-24.10-24.35
Average Gain5.4910.6715.0621.5321.2611.748.015.78
Average Loss-3.04-5.10-7.53-11.08-14.10-17.18-22.18-24.93-24.35
Best Period28.5441.8949.1648.5151.6235.7323.315.78-6.60
Worst Period-9.35-12.84-20.83-33.51-30.40-40.09-45.30-46.31-46.31
Standard Deviation5.669.3313.3916.7618.9316.8514.6510.4610.74
Gain Standard Deviation7.5112.2016.8514.8914.618.237.31
Loss Standard Deviation2.353.796.237.939.4111.5110.509.2910.74
Sharpe Ratio (1%)0.03-0.01-0.06-0.15-0.28-0.66-1.43-2.69-2.74
Average Gain / Average Loss1.802.092.001.941.510.680.360.23
Profit / Loss Ratio1.191.050.930.780.600.260.060.01
Downside Deviation (10%)2.805.308.7514.1919.4525.3036.6146.8153.04
Downside Deviation (5%)2.624.687.4711.3114.8918.9525.2429.9931.28
Downside Deviation (0%)2.574.537.1810.6613.8417.5122.6726.2026.53
Sortino Ratio (10%)-0.05-0.21-0.32-0.46-0.58-0.77-0.92-0.98-0.98
Sortino Ratio (5%)0.07-0.03-0.11-0.22-0.35-0.59-0.83-0.94-0.94
Sortino Ratio (0%)0.100.03-0.04-0.14-0.27-0.52-0.79-0.92-0.92

Top Performer Badges

Index Award Type Rank Performance Period
IASG CTA Index Month 2 28.54 7/2020
Trend Following Strategy Index Month 2 28.54 7/2020
Systematic Trader Index Month 2 28.54 7/2020
Diversified 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.