Hawksbill Capital Management : Global Diversified Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since11/1988 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 SummaryHawksbill'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% 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% SummaryHawksbill'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. 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel