Hawksbill Capital Management : GDP Low Vol (Pro Forma) Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -3.30% Min Investment $ 5,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 17.16% Sharpe (RFR=1%) 0.67 CAROR 12.99% Assets $ 2.6M Worst DD -13.11 S&P Correlation -0.18 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since10/2000 GDP Low Vol (Pro Forma) Program -3.30 - - - - - - 188.30 S&P 500 0.02 - - - - - - 184.00 +/- S&P 500 -3.32 - - - - - - 4.30 Strategy Description Summary-Hawksbill is a systematic, technically-based futures money manager that trades a diversified portfolio of over 50 worldwide financial and commodity futures markets. Tom Shanks, Hawksbill's president and sole principal, has managed client capital in the futures markets since 1985.... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 1625 RT/YR/$M Avg. Margin-to-Equity 9% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Composition Summary-Hawksbill is a systematic, technically-based futures money manager that trades a diversified portfolio of over 50 worldwide financial and commodity futures markets. Tom Shanks, Hawksbill's president and sole principal, has managed client capital in the futures markets since 1985. From January 1985 to May 1988, he managed capital for Richard Dennis in the successful and well-known Turtle Program. In November 1988 he began managing client assets through Hawksbill Capital Management, a U.S. registered Commodity Trading Advisor and Commodity Pool Operator, offering its original Global Diversified Program. In October 2000 Hawksbill launched GDP Low Vol, a program that mirrors the original Global Diversified Program, except positions are sized approximately 50% smaller. The minimum account size for both programs is $2 million. Hawksbill's trading approach comprises a number of technical, primarily trend-following trading systems, money management rules and Hawksbill's overall trading experience and judgment regarding various market factors and conditions. The trading systems, which are internally researched and developed, rely upon the research and analysis of patterns of daily, weekly and monthly historical price fluctuations - they are not based on analysis of fundamental supply and demand factors. Although the preponderance of Hawksbill's trading is strictly mechanical, discretion is currently employed between 10% and 15% of the time, on average. The trading approach emphasizes risk control through proprietary money management rules and diversification of systems and markets within each portfolio. Hawksbill's methodology involves active, aggressive trading. In the GDP Low Vol program, generally between 10% and 30% of an account's equity is committed to margin, but commitment may occasionally exceed 30%. Therefore an account with Hawksbill should be considered a highly speculative investment. Currently, the market groups or contracts traded in Hawksbill's two programs include: Currencies (U.S. Dollar Index, British Pound, Euro, Swiss Franc, Japanese Yen, Canadian Dollar, Australian Dollar, Mexican Peso), Interest Rates (U.S., European, Japanese, Australian, Canadian), Stock Indices (NIKKEI), Metals (Gold, Silver, Copper), Energy (Crude Oil, Heating Oil, Gas Oil, Natural Gas, Unleaded Gasoline, Brent Crude Oil), Grains (Soybeans, Soybean Oil, Soybean Meal, Corn, Wheat), Softs (coffee, cotton, sugar, cocoa and orange juice). The programs are not invested in all markets at all times. Hawksbill may add or delete markets and/or exchanges from the portfolio at its discretion. 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 -13.11 4 4 10/1/2001 2/1/2002 -12.96 25 9 2/1/2004 3/1/2006 -12.73 4 - 12/1/2008 4/1/2009 -8.91 3 4 1/1/2001 4/1/2001 -8.36 1 2 2/1/2003 3/1/2003 -7.06 3 4 12/1/2006 3/1/2007 -6.45 2 3 9/1/2002 11/1/2002 -6.22 1 3 9/1/2007 10/1/2007 -6.12 2 1 5/1/2008 7/1/2008 -5.20 2 2 9/1/2003 11/1/2003 -4.79 1 1 1/1/0001 10/1/2000 -1.30 1 1 7/1/2007 8/1/2007 -0.37 1 1 10/1/2008 11/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 28.98 5 5/1/2002 9/1/2002 28.53 3 11/1/2000 1/1/2001 27.24 7 11/1/2007 5/1/2008 25.76 6 5/1/2001 10/1/2001 22.21 2 11/1/2006 12/1/2006 22.13 3 8/1/2008 10/1/2008 19.25 6 4/1/2003 9/1/2003 12.39 1 9/1/2007 9/1/2007 12.19 1 4/1/2006 4/1/2006 9.86 4 4/1/2007 7/1/2007 9.48 3 12/1/2002 2/1/2003 8.69 3 12/1/2003 2/1/2004 8.37 1 3/1/2002 3/1/2002 7.78 1 2/1/2005 2/1/2005 7.64 4 5/1/2005 8/1/2005 7.52 1 5/1/2009 5/1/2009 6.66 3 11/1/2005 1/1/2006 5.48 2 10/1/2004 11/1/2004 2.93 1 12/1/2008 12/1/2008 1.99 1 8/1/2004 8/1/2004 1.59 1 3/1/2001 3/1/2001 1.13 1 8/1/2006 8/1/2006 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.11 4 11/1/2001 2/1/2002 -12.73 4 1/1/2009 4/1/2009 -11.03 5 3/1/2004 7/1/2004 -8.90 2 2/1/2006 3/1/2006 -8.51 1 4/1/2001 4/1/2001 -8.36 1 3/1/2003 3/1/2003 -7.06 3 1/1/2007 3/1/2007 -7.04 3 5/1/2006 7/1/2006 -6.71 2 9/1/2005 10/1/2005 -6.45 2 10/1/2002 11/1/2002 -6.22 2 3/1/2005 4/1/2005 -6.22 1 10/1/2007 10/1/2007 -6.21 2 12/1/2004 1/1/2005 -6.12 2 6/1/2008 7/1/2008 -5.20 2 10/1/2003 11/1/2003 -5.08 2 9/1/2006 10/1/2006 -4.79 1 10/1/2000 10/1/2000 -4.35 1 4/1/2002 4/1/2002 -3.30 1 6/1/2009 6/1/2009 -2.00 1 2/1/2001 2/1/2001 -1.67 1 9/1/2004 9/1/2004 -1.30 1 8/1/2007 8/1/2007 -0.37 1 11/1/2008 11/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods104.00103.00100.0094.0088.0082.0070.0058.0046.00 Percent Profitable56.7359.2273.0078.7281.8286.5990.0098.2897.83 Average Period Return1.043.837.0814.5221.8628.2633.9440.1650.83 Average Gain4.3010.0912.1620.2728.1833.9038.8341.5252.51 Average Loss-3.23-5.26-6.64-6.75-6.59-8.11-10.13-37.09-24.70 Best Period18.4885.8493.07122.02162.80217.7490.0191.4978.68 Worst Period-8.51-39.22-44.49-43.95-42.65-42.34-44.81-37.09-24.70 Standard Deviation4.9512.6214.3119.4426.0132.9728.5425.2319.25 Gain Standard Deviation3.8712.1412.6417.4024.2031.5725.2723.2215.69 Loss Standard Deviation2.206.148.309.039.8212.0615.78 Sharpe Ratio (1%)0.190.280.460.700.780.801.081.432.38 Average Gain / Average Loss1.331.921.833.004.284.183.831.122.13 Profit / Loss Ratio1.752.794.9511.1119.2526.9734.4963.8195.66 Downside Deviation (10%)2.795.676.376.817.478.5110.179.127.90 Downside Deviation (5%)2.605.235.635.415.335.626.225.424.39 Downside Deviation (0%)2.565.135.465.114.935.165.624.873.64 Sortino Ratio (10%)0.230.460.721.401.912.121.792.042.94 Sortino Ratio (5%)0.370.691.172.503.824.674.976.6610.41 Sortino Ratio (0%)0.410.751.302.844.435.486.048.2513.96 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. x {{title}} x {{title}} Add Cancel