HASAFUMA : La Cucaracha

Year-to-Date
4.05%
Jul Performance
-1.69%
Min Investment
$ 300k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
21.86%
Sharpe (RFR=1%)
-0.16
CAROR
-4.64%
Assets
$ 50k
Worst DD
-59.57
S&P Correlation
-0.06

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
9/2013
La Cucaracha -1.69 -2.77 -4.05 -4.05 -26.97 -45.68 - -28.01
S&P 500 5.51 12.32 1.25 9.76 31.27 53.90 - 106.04
+/- S&P 500 -7.20 -15.09 -5.29 -13.80 -58.24 -99.58 - -134.05

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 $ 300k
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 500 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
12.00%
Industrial Metals
11.00%
Precious Metals
11.00%
Energy
11.00%
Grains
11.00%
Interest Rates
11.00%
Livestock
11.00%
Softs
11.00%
Stock Indices
11.00%
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

The program is mainly focused on trading futures of a wide range of markets with equal weight: Metals, Grains, Softs, Indices, Financials, Meats and Currencies. This means that the number of traded markets normally is fairly large and the position in each market is relatively small. The technical system which will be used is trend following in its nature. That means that the trading result will be poor during non-trending periods in the markets traded. But even if the markets traded move in trends, it is not guaranteed that the Advisor will make any profit. The risk of a large draw down, where the fund on the account decrease after closed positions, during periods of no trend in the markets traded is high. The longer period between trends the deeper draw down in the fund deposited. The trading method used could profit from periods with strong trends in the markets traded.

The program seeks entry into a trending market whether the market is moving higher or lower. The program will take long and short positions in the markets it trades. The Advisor uses money management techniques that attempt to limit exposure of initial capital on any one market. There may be instances where a market gaps higher or lower increasing this exposure. This could be due to governmental reports, fundamental developments or other unforeseen events.

   

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
-59.57 64 - 3/1/2015 7/1/2020
-6.97 5 7 1/1/0001 1/1/2014
-3.11 1 1 12/1/2014 1/1/2015
-0.28 1 1 10/1/2014 11/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
36.02 1 12/1/2014 12/1/2014
29.36 2 2/1/2015 3/1/2015
18.70 2 4/1/2016 5/1/2016
9.20 1 11/1/2016 11/1/2016
7.84 4 7/1/2014 10/1/2014
7.32 3 2/1/2014 4/1/2014
6.15 2 7/1/2017 8/1/2017
4.30 2 3/1/2018 4/1/2018
3.71 1 1/1/2016 1/1/2016
3.46 1 4/1/2017 4/1/2017
2.97 1 5/1/2019 5/1/2019
2.83 1 9/1/2015 9/1/2015
2.64 1 2/1/2019 2/1/2019
2.24 1 12/1/2018 12/1/2018
1.43 1 9/1/2016 9/1/2016
1.13 1 11/1/2015 11/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-25.57 5 4/1/2015 8/1/2015
-18.38 4 12/1/2016 3/1/2017
-16.77 2 3/1/2019 4/1/2019
-15.35 6 9/1/2017 2/1/2018
-11.30 3 6/1/2016 8/1/2016
-10.35 2 2/1/2016 3/1/2016
-9.71 1 10/1/2015 10/1/2015
-9.36 2 5/1/2017 6/1/2017
-6.97 5 9/1/2013 1/1/2014
-5.22 1 12/1/2015 12/1/2015
-5.12 1 10/1/2016 10/1/2016
-4.05 14 6/1/2019 7/1/2020
-3.37 7 5/1/2018 11/1/2018
-3.11 1 1/1/2015 1/1/2015
-2.72 2 5/1/2014 6/1/2014
-0.79 1 1/1/2019 1/1/2019
-0.28 1 11/1/2014 11/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods83.0081.0078.0072.0066.0060.0048.0036.00
Percent Profitable30.1232.1033.3329.1724.2426.6718.750.00
Average Period Return-0.21-0.57-0.72-1.72-4.91-11.79-22.24-29.67
Average Gain5.469.8115.5128.8938.6623.3812.78
Average Loss-3.67-7.00-9.99-14.33-18.85-24.58-30.32-29.67
Best Period36.0258.9370.5883.8978.6536.7324.33-1.43
Worst Period-16.28-15.82-23.46-38.41-34.48-44.38-51.60-58.84
Standard Deviation6.3111.3818.1425.3727.8123.1520.8816.35
Gain Standard Deviation7.6713.8222.2527.2822.008.767.92
Loss Standard Deviation3.654.916.907.797.749.0112.9816.35
Sharpe Ratio (1%)-0.05-0.07-0.07-0.11-0.23-0.60-1.21-2.06
Average Gain / Average Loss1.491.401.552.022.050.950.42
Profit / Loss Ratio0.890.850.880.830.660.350.10
Downside Deviation (10%)3.886.9810.9417.5423.9630.7943.2353.69
Downside Deviation (5%)3.716.369.6114.4418.9324.0132.2037.38
Downside Deviation (0%)3.666.219.2913.6917.7122.3929.6733.76
Sortino Ratio (10%)-0.16-0.26-0.29-0.38-0.52-0.72-0.88-0.95
Sortino Ratio (5%)-0.08-0.13-0.13-0.19-0.34-0.57-0.78-0.90
Sortino Ratio (0%)-0.06-0.09-0.08-0.13-0.28-0.53-0.75-0.88

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.