HASAFUMA : Heavy Metal

Year-to-Date
4.93%
May Performance
16.30%
Min Investment
$ 20k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
14.78%
Sharpe (RFR=1%)
0.04
CAROR
0.50%
Assets
$ 20k
Worst DD
-40.58
S&P Correlation
0.14

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 Since
9/2014
Heavy Metal 16.30 9.85 -4.93 -2.43 -6.40 -18.56 - 3.40
S&P 500 0.55 10.31 15.56 42.58 60.44 104.89 - 117.84
+/- S&P 500 15.75 -0.46 -20.49 -45.01 -66.84 -123.45 - -114.44

Strategy Description

Summary

Heavy Metal Long & short gold and silver in multiple time frames The Heavy Metal strategy tries to take advantage of short term trends in gold and silver in different time frames. The model follows impulse moves in the markets by buying high to sell even higher, and selling short... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 20k
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 1-7 Days
Redemption Frequency 1-7 Days
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 Financial & Metals Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 5.00%
1-30 Days 95.00%
Intraday 0%

Decision-Making

Discretionary 10.00%
Systematic 90.00%

Strategy

Momentum
100.00%
Strategy Pie Chart

Composition

Precious Metals
100.00%
Composition Pie Chart

Summary

Heavy Metal Long & short gold and silver in multiple time frames The Heavy Metal strategy tries to take advantage of short term trends in gold and silver in different time frames. The model follows impulse moves in the markets by buying high to sell even higher, and selling short at low levels, to buy back even lower. Heavy Metal has no correlation to any indices. The results of the model are totally dependent on the manager’s ability to take advantage of short-term fluctuations in the gold and silver market. With a minimum capital requirement of $20.000, Heavy Metal is suitable for small and large investors, who would like to profit from short-term trends up or down.

   

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
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
-40.58 55 - 9/1/2016 4/1/2021
-12.51 3 3 10/1/2015 1/1/2016
-7.97 1 7 2/1/2015 3/1/2015
-6.54 1 3 4/1/2016 5/1/2016
-2.68 1 1 12/1/2014 1/1/2015
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Consecutive Gains

Run-up Length (Mos.) Start End
21.22 4 9/1/2014 12/1/2014
17.85 4 6/1/2016 9/1/2016
16.30 1 5/1/2021 5/1/2021
16.12 3 2/1/2016 4/1/2016
12.34 3 8/1/2015 10/1/2015
11.59 2 6/1/2020 7/1/2020
6.53 3 4/1/2015 6/1/2015
5.91 2 3/1/2017 4/1/2017
5.61 1 2/1/2019 2/1/2019
4.78 1 2/1/2015 2/1/2015
3.75 1 11/1/2018 11/1/2018
2.23 2 4/1/2019 5/1/2019
1.91 1 6/1/2018 6/1/2018
1.55 1 2/1/2018 2/1/2018
1.45 2 7/1/2019 8/1/2019
1.06 1 11/1/2020 11/1/2020
1.04 1 8/1/2018 8/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-20.11 5 12/1/2020 4/1/2021
-13.53 9 5/1/2017 1/1/2018
-12.51 3 11/1/2015 1/1/2016
-11.69 3 3/1/2018 5/1/2018
-10.09 5 10/1/2016 2/1/2017
-7.97 1 3/1/2015 3/1/2015
-7.17 2 12/1/2018 1/1/2019
-6.89 3 8/1/2020 10/1/2020
-6.54 1 5/1/2016 5/1/2016
-5.58 2 9/1/2018 10/1/2018
-2.82 1 3/1/2019 3/1/2019
-2.68 1 1/1/2015 1/1/2015
-1.79 1 7/1/2015 7/1/2015
-1.64 1 6/1/2019 6/1/2019
-1.09 1 7/1/2018 7/1/2018
-1.07 9 9/1/2019 5/1/2020
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Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 6 10.40 7/2020
IASG CTA Index Month 7 5.60 2/2019
Trend Following Strategy Index Month 8 5.60 2/2019
Systematic Trader Index Month 8 5.60 2/2019

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