Hawksbill Capital Management : Global Diversified

archived programs
Year-to-Date
N / A
Oct Performance
0.55%
Min Investment
$ 5,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
44.40%
Sharpe (RFR=1%)
0.50
CAROR
15.38%
Assets
$ 22.7M
Worst DD
-61.78
S&P Correlation
-0.15

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
11/1988
Global Diversified 0.55 -6.51 - -21.97 -20.96 -32.87 60.83 6,229.39
S&P 500 1.34 3.35 - 19.90 26.32 80.52 64.51 818.92
+/- S&P 500 -0.79 -9.87 - -41.87 -47.28 -113.39 -3.68 5,410.46

Strategy Description

Summary

Hawksbill's trading approach comprises a number of technical, 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,... 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
Daily
Redemption Frequency
Daily
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
3220 RT/YR/$M
Avg. Margin-to-Equity
18%
Targeted Worst DD
Worst Peak-to-Trough
0%
Sector Focus
Diversified Traders

Holding Periods

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

Decision-Making

Discretionary
30.00%
Systematic
70.00%

Strategy

Trend-following
100.00%
Strategy Pie Chart

Composition

Interest Rates
51.00%
Currency Futures
19.00%
Energy
12.00%
Softs
7.00%
Grains
4.00%
Industrial Metals
2.00%
Precious Metals
2.00%
Livestock
2.00%
Stock Indices
1.00%
Composition Pie Chart

Summary

Hawksbill's trading approach comprises a number of technical, 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. Initiations are usually in the direction of the trend; “counter-trend” trades may occasionally be taken systematically or with discretion. Liquidations are sometimes slightly counter-trend if Hawksbill anticipates the end of the trend. Certain trades may not be taken if the trend is not confirmed by other signals. Conversely, a small number of trades may be taken which are not formally indicated in order to catch certain trends which develop suddenly and without advance signals. Although the majority of Hawksbill’s trading is mechanical, Hawksbill reserves the right to exercise discretion in any area it deems necessary. As indicated above, discretion may be applied in modifying entry and exit points, determining not to take a signaled trade, determining to take an un-signaled trade, and for sizing trades. Mr. Shanks and Mr. Coppinger jointly have discretion over all aspects of trading. The range of such discretionary trading is typically between 0% to 30% of trades made on any given day. On rare occasions, 50% or more could be discretionary trades.

   

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
-61.78 11 20 9/1/1990 8/1/1991
-50.47 26 17 6/1/1994 8/1/1996
-48.85 74 - 7/1/2011 9/1/2017
-47.51 13 14 6/1/1999 7/1/2000
-43.32 4 2 6/1/1989 10/1/1989
-33.95 6 1 1/1/1998 7/1/1998
-31.65 37 6 2/1/2004 3/1/2007
-30.85 2 3 12/1/1988 2/1/1989
-24.66 4 15 12/1/2008 4/1/2009
-24.27 4 4 10/1/2001 2/1/2002
-19.98 5 4 8/1/1993 1/1/1994
-15.81 1 2 2/1/2003 3/1/2003
-12.06 2 3 9/1/2002 11/1/2002
-11.78 2 1 5/1/2008 7/1/2008
-11.74 1 3 9/1/2007 10/1/2007
-10.10 1 1 4/1/1990 5/1/1990
-9.63 2 2 9/1/2003 11/1/2003
-8.16 1 2 9/1/1998 10/1/1998
-7.40 1 1 1/1/0001 11/1/1988
-6.69 1 1 10/1/2010 11/1/2010
-5.55 1 1 4/1/1999 5/1/1999
-4.97 1 3 12/1/2010 1/1/2011
-3.98 2 1 4/1/2011 6/1/2011
-3.47 1 1 12/1/1998 1/1/1999
-0.61 1 1 10/1/2008 11/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
311.02 6 11/1/1989 4/1/1990
152.87 4 6/1/1990 9/1/1990
120.92 8 1/1/1993 8/1/1993
93.46 6 6/1/1992 11/1/1992
90.17 2 8/1/1998 9/1/1998
65.12 3 11/1/2000 1/1/2001
59.16 5 5/1/2002 9/1/2002
57.42 5 6/1/2001 10/1/2001
57.25 2 5/1/1989 6/1/1989
57.22 7 11/1/2007 5/1/2008
54.93 2 11/1/1991 12/1/1991
50.72 3 9/1/1996 11/1/1996
46.40 3 8/1/2008 10/1/2008
46.27 2 5/1/1994 6/1/1994
45.13 7 4/1/2010 10/1/2010
43.38 5 9/1/1997 1/1/1998
39.48 3 1/1/1997 3/1/1997
38.89 6 4/1/2003 9/1/2003
27.55 2 8/1/2014 9/1/2014
26.13 1 4/1/2006 4/1/2006
26.07 1 7/1/1997 7/1/1997
25.40 1 9/1/2007 9/1/2007
24.28 2 11/1/1995 12/1/1995
22.37 1 9/1/1994 9/1/1994
21.50 1 11/1/1994 11/1/1994
21.17 1 11/1/2006 11/1/2006
21.00 1 12/1/1988 12/1/1988
20.91 1 11/1/2009 11/1/2009
20.45 4 4/1/2007 7/1/2007
20.31 2 2/1/1994 3/1/1994
20.26 1 3/1/1989 3/1/1989
19.92 3 12/1/2002 2/1/2003
19.10 3 11/1/2014 1/1/2015
18.90 3 12/1/2003 2/1/2004
17.07 1 3/1/2002 3/1/2002
16.20 1 5/1/2012 5/1/2012
15.69 1 5/1/2009 5/1/2009
15.67 3 11/1/2005 1/1/2006
15.63 1 2/1/2005 2/1/2005
14.61 1 8/1/2000 8/1/2000
14.48 1 8/1/1995 8/1/1995
14.09 3 2/1/1999 4/1/1999
13.52 1 3/1/1991 3/1/1991
13.46 2 2/1/1995 3/1/1995
12.43 1 6/1/1991 6/1/1991
11.87 1 4/1/2011 4/1/2011
11.76 1 12/1/2010 12/1/2010
10.43 1 4/1/1996 4/1/1996
9.80 2 10/1/2004 11/1/2004
9.69 1 9/1/1991 9/1/1991
8.98 2 11/1/1998 12/1/1998
8.85 1 1/1/2016 1/1/2016
8.78 1 5/1/1995 5/1/1995
7.96 2 5/1/2005 6/1/2005
7.79 2 7/1/2015 8/1/2015
7.26 1 11/1/1999 11/1/1999
7.22 1 12/1/1993 12/1/1993
6.92 2 8/1/2009 9/1/2009
6.86 1 5/1/1997 5/1/1997
6.67 1 3/1/1992 3/1/1992
6.66 1 7/1/2011 7/1/2011
6.64 2 6/1/2017 7/1/2017
6.49 2 7/1/2012 8/1/2012
6.11 1 6/1/1999 6/1/1999
6.03 1 12/1/2008 12/1/2008
5.44 2 1/1/2010 2/1/2010
5.38 1 11/1/2015 11/1/2015
5.13 1 2/1/2011 2/1/2011
5.11 1 5/1/2000 5/1/2000
4.98 2 11/1/2016 12/1/2016
4.91 1 8/1/2005 8/1/2005
4.71 1 1/1/2000 1/1/2000
4.55 1 4/1/2016 4/1/2016
4.44 1 6/1/2016 6/1/2016
3.95 1 8/1/2004 8/1/2004
3.65 2 1/1/2012 2/1/2012
3.48 1 2/1/2014 2/1/2014
3.24 1 9/1/2016 9/1/2016
2.65 1 10/1/1993 10/1/1993
2.25 1 3/1/2001 3/1/2001
2.20 1 12/1/2013 12/1/2013
2.14 1 8/1/2006 8/1/2006
1.93 1 1/1/2013 1/1/2013
0.55 1 10/1/2017 10/1/2017
0.06 1 9/1/1989 9/1/1989
0.05 1 3/1/2015 3/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-51.45 5 10/1/1990 2/1/1991
-38.40 2 12/1/1994 1/1/1995
-33.95 6 2/1/1998 7/1/1998
-33.05 4 7/1/1999 10/1/1999
-32.77 2 1/1/1992 2/1/1992
-30.85 2 1/1/1989 2/1/1989
-29.14 2 7/1/1989 8/1/1989
-26.29 1 12/1/1996 12/1/1996
-25.45 5 1/1/2017 5/1/2017
-24.66 4 1/1/2009 4/1/2009
-24.27 4 11/1/2001 2/1/2002
-23.91 4 5/1/1996 8/1/1996
-22.96 10 2/1/2013 11/1/2013
-22.57 2 7/1/1994 8/1/1994
-22.07 2 7/1/1991 8/1/1991
-21.90 3 1/1/1996 3/1/1996
-21.82 4 9/1/2012 12/1/2012
-20.85 2 4/1/1991 5/1/1991
-20.22 4 12/1/2006 3/1/2007
-20.14 5 3/1/2004 7/1/2004
-20.06 1 10/1/1989 10/1/1989
-18.19 2 2/1/2006 3/1/2006
-17.65 2 6/1/2000 7/1/2000
-17.64 1 1/1/1994 1/1/1994
-17.58 1 10/1/1994 10/1/1994
-17.43 5 8/1/2011 12/1/2011
-16.63 1 8/1/1997 8/1/1997
-16.30 2 4/1/2001 5/1/2001
-15.81 1 3/1/2003 3/1/2003
-15.28 3 2/1/2000 4/1/2000
-14.45 1 12/1/2009 12/1/2009
-14.31 3 5/1/2006 7/1/2006
-13.43 2 6/1/1995 7/1/1995
-13.07 2 9/1/2005 10/1/2005
-12.49 2 7/1/2016 8/1/2016
-12.33 2 12/1/2004 1/1/2005
-12.08 2 3/1/2005 4/1/2005
-12.06 2 10/1/2002 11/1/2002
-11.78 2 6/1/2008 7/1/2008
-11.74 1 10/1/2007 10/1/2007
-11.65 2 9/1/2000 10/1/2000
-11.12 2 9/1/1995 10/1/1995
-10.67 2 9/1/2006 10/1/2006
-10.67 3 4/1/2015 6/1/2015
-10.38 1 4/1/1997 4/1/1997
-10.10 1 5/1/1990 5/1/1990
-9.63 2 10/1/2003 11/1/2003
-9.53 2 4/1/1992 5/1/1992
-9.22 2 6/1/2009 7/1/2009
-8.72 2 9/1/2015 10/1/2015
-8.65 1 6/1/2012 6/1/2012
-8.16 1 10/1/1998 10/1/1998
-8.14 1 4/1/2002 4/1/2002
-8.08 2 2/1/2016 3/1/2016
-8.01 1 4/1/1989 4/1/1989
-7.40 1 11/1/1988 11/1/1988
-7.02 2 8/1/2017 9/1/2017
-6.69 1 11/1/2010 11/1/2010
-6.59 1 12/1/1992 12/1/1992
-6.46 5 3/1/2014 7/1/2014
-6.13 1 9/1/1993 9/1/1993
-6.11 1 4/1/1994 4/1/1994
-5.96 1 11/1/1993 11/1/1993
-5.87 1 10/1/1991 10/1/1991
-5.74 2 3/1/2012 4/1/2012
-5.55 1 5/1/1999 5/1/1999
-4.97 1 1/1/2011 1/1/2011
-4.81 1 12/1/1999 12/1/1999
-4.80 1 10/1/2014 10/1/2014
-4.42 1 4/1/1995 4/1/1995
-4.38 1 3/1/2011 3/1/2011
-3.98 2 5/1/2011 6/1/2011
-3.53 1 2/1/2001 2/1/2001
-3.47 1 1/1/1999 1/1/1999
-3.34 1 5/1/2016 5/1/2016
-3.28 1 9/1/2004 9/1/2004
-3.24 1 1/1/2014 1/1/2014
-3.17 1 10/1/2009 10/1/2009
-2.59 1 8/1/2007 8/1/2007
-2.46 1 2/1/2015 2/1/2015
-2.06 1 7/1/2005 7/1/2005
-1.47 1 6/1/1997 6/1/1997
-1.26 1 12/1/2015 12/1/2015
-1.25 1 3/1/2010 3/1/2010
-0.61 1 11/1/2008 11/1/2008
-0.12 1 10/1/2016 10/1/2016
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods348.00346.00343.00337.00331.00325.00313.00301.00289.00
Percent Profitable50.0053.7656.5659.9465.5669.8578.5980.4086.51
Average Period Return1.945.9212.2928.6742.8551.9272.57110.43147.25
Average Gain10.6420.3432.0959.1175.4882.8897.41141.32173.52
Average Loss-6.77-10.84-13.49-16.87-19.25-19.78-18.63-16.27-21.11
Best Period80.29133.26311.02822.89722.54619.24602.451325.811427.90
Worst Period-40.07-47.96-53.24-60.04-58.63-43.80-46.41-30.27-44.97
Standard Deviation12.8223.6137.4482.1993.5392.1094.80170.08231.02
Gain Standard Deviation11.8722.9138.7194.22100.8594.3892.23176.37237.85
Loss Standard Deviation6.028.5410.1111.7013.0612.0112.498.2412.66
Sharpe Ratio (1%)0.140.240.310.340.440.540.730.630.62
Average Gain / Average Loss1.571.882.383.503.924.195.238.698.22
Profit / Loss Ratio1.572.183.105.247.469.7019.1935.6352.69
Downside Deviation (10%)6.6210.0412.4415.7017.5617.8517.3117.5218.80
Downside Deviation (5%)6.449.5111.3613.5014.3713.6511.559.7010.67
Downside Deviation (0%)6.409.3711.1012.9813.6312.6910.368.069.01
Sortino Ratio (10%)0.230.470.791.512.012.333.285.076.36
Sortino Ratio (5%)0.290.601.042.052.883.666.0210.9613.32
Sortino Ratio (0%)0.300.631.112.213.144.097.0113.7016.34

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 4 20.81 9/2014
IASG CTA Index Month 6 20.81 9/2014
Systematic Trader Index Month 6 20.81 9/2014
Diversified Trader Index Month 6 20.81 9/2014
IASG CTA Index 5 Year Rolling 9 184.92 2006 - 2011
IASG CTA Index Year Rolling 10 57.58 2009 - 2010
IASG CTA Index 3 Year Rolling 10 162.21 2007 - 2010
Trend Following Strategy Index Month 6 5.68 7/2010
Diversified Trader Index Month 10 20.91 11/2009
Trend Following Strategy Index Month 9 20.91 11/2009
Systematic Trader Index Month 9 20.91 11/2009
IASG CTA Index Year Rolling 8 96.38 2007 - 2008
IASG CTA Index Month 6 19.41 8/2008
Trend Following Strategy Index Month 4 19.41 8/2008
Systematic Trader Index Month 4 19.41 8/2008
Diversified Trader Index Month 3 19.41 8/2008
Trend Following Strategy Index Month 4 23.53 1/2008
Diversified Trader Index Month 5 23.53 1/2008
IASG CTA Index Month 5 23.53 1/2008
Systematic Trader Index Month 5 23.53 1/2008
Systematic Trader Index Month 5 25.40 9/2007
IASG CTA Index Month 6 25.40 9/2007
Trend Following Strategy Index Month 4 25.40 9/2007
Diversified Trader Index Month 6 25.40 9/2007
IASG CTA Index Month 4 11.79 7/2007
Systematic Trader Index Month 3 11.79 7/2007
Diversified Trader Index Month 2 11.79 7/2007
Trend Following Strategy Index Month 3 11.79 7/2007
IASG CTA Index Month 1 21.17 11/2006
Trend Following Strategy Index Month 1 21.17 11/2006
Systematic Trader Index Month 1 21.17 11/2006
Diversified Trader Index Month 1 21.17 11/2006
IASG CTA Index Month 2 26.13 4/2006
Diversified Trader Index Month 2 26.13 4/2006
Systematic Trader Index Month 2 26.13 4/2006
Trend Following Strategy Index Month 2 26.13 4/2006
Systematic Trader Index Month 2 11.76 12/2005
Trend Following Strategy Index Month 2 11.76 12/2005
Diversified Trader Index Month 3 11.76 12/2005
IASG CTA Index Month 4 11.76 12/2005
IASG CTA Index Month 5 15.63 2/2005
Diversified Trader Index Month 5 15.63 2/2005
Trend Following Strategy Index Month 2 15.63 2/2005
Systematic Trader Index Month 2 15.63 2/2005
Trend Following Strategy Index Month 8 3.95 8/2004
Systematic Trader Index Month 10 3.95 8/2004
IASG CTA Index 3 Year Rolling 6 113.59 2000 - 2003
Trend Following Strategy Index Month 10 1.52 7/2003
IASG CTA Index Month 3 4.28 6/2003
Systematic Trader Index Month 2 4.28 6/2003
Diversified Trader Index Month 2 4.28 6/2003
Trend Following Strategy Index Month 2 4.28 6/2003
Systematic Trader Index Month 10 17.28 5/2003
Trend Following Strategy Index Month 10 17.28 5/2003
Diversified Trader Index Month 9 17.28 5/2003
IASG CTA Index Month 10 17.28 5/2003
Trend Following Strategy Index Month 10 5.05 4/2003
IASG CTA Index 3 Year Rolling 6 108.85 1999 - 2002
Systematic Trader Index Month 6 17.03 7/2002
Trend Following Strategy Index Month 6 17.03 7/2002
IASG CTA Index Month 7 17.03 7/2002
Diversified Trader Index Month 6 17.03 7/2002
IASG CTA Index Month 10 9.06 5/2002
Diversified Trader Index Month 8 9.06 5/2002
Systematic Trader Index Month 6 9.06 5/2002
Trend Following Strategy Index Month 6 9.06 5/2002
Diversified Trader Index Month 4 17.07 3/2002
IASG CTA Index Month 4 17.07 3/2002
Systematic Trader Index Month 3 17.07 3/2002
Trend Following Strategy Index Month 3 17.07 3/2002
IASG CTA Index 5 Year Rolling 6 188.14 1996 - 2001
IASG CTA Index Year Rolling 10 22.76 2000 - 2001
Diversified Trader Index Month 10 10.39 9/2001
Diversified Trader Index Month 2 15.06 8/2001
Systematic Trader Index Month 2 15.06 8/2001
Trend Following Strategy Index Month 2 15.06 8/2001
IASG CTA Index Month 2 15.06 8/2001
Diversified Trader Index Month 1 11.41 7/2001
Trend Following Strategy Index Month 1 11.41 7/2001
Systematic Trader Index Month 2 11.41 7/2001
IASG CTA Index Month 3 11.41 7/2001
Trend Following Strategy Index Month 10 2.91 1/2001
Trend Following Strategy Index Month 1 39.51 12/2000
Diversified Trader Index Month 1 39.51 12/2000
Systematic Trader Index Month 1 39.51 12/2000
IASG CTA Index Month 2 39.51 12/2000
Trend Following Strategy Index Month 6 15.01 11/2000
Systematic Trader Index Month 6 15.01 11/2000
IASG CTA Index Month 6 15.01 11/2000
Diversified Trader Index Month 6 15.01 11/2000
Systematic Trader Index Month 3 14.61 8/2000
IASG CTA Index Month 4 14.61 8/2000
Diversified Trader Index Month 4 14.61 8/2000
Trend Following Strategy Index Month 3 14.61 8/2000
Trend Following Strategy Index Month 3 4.71 1/2000
Diversified Trader Index Month 6 4.71 1/2000
Systematic Trader Index Month 7 4.71 1/2000
IASG CTA Index Month 8 4.71 1/2000
IASG CTA Index 3 Year Rolling 10 88.14 1996 - 1999
Systematic Trader Index Month 9 7.26 11/1999

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