Hehmeyer Capital Management, LLC : Hehmeyer Discretionary S&P

Year-to-Date
0.01%
Apr Performance
0.00%
Min Investment
$ 250k
Mgmt. Fee
0%
Perf. Fee
20.00%
Annualized Vol
1.58%
Sharpe (RFR=1%)
-0.07
CAROR
0.87%
Assets
$ 52.5M
Worst DD
-1.50
S&P Correlation
0.03

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
4/2016
Hehmeyer Discretionary S&P 0.00 -0.08 0.01 0.37 3.09 - - 2.71
S&P 500 3.93 8.94 17.51 11.24 41.19 - - 41.19
+/- S&P 500 -3.93 -9.02 -17.50 -10.87 -38.11 - - -38.49

Strategy Description

Investment Strategy

The strategy consists of a broad array of technical tools. trades are most often initiated in the direction of the short-term trend and all trades are exited at the end of each day. the strategy strives to provide investors with consistent performance, while minimizing... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
1.00
Management Fee
0%
Performance Fee
20.00%
Average Commission
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
RT/YR/$M
Avg. Margin-to-Equity
2%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Stock Index Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
0%
Intraday
100.00%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
50.00%
Technical
50.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Investment Strategy

The strategy consists of a broad array of technical tools. trades are most often initiated in the direction of the short-term trend and all trades are exited at the end of each day. the strategy strives to provide investors with consistent performance, while minimizing the magnitude and duration of draw-downs.

Risk Management

Stop loss orders on all trades based on a proprietary indicator that recalculates market volatility daily. The strategy also employs a maximum loss limit per day to further manage the risk.

   

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
-1.50 2 19 8/1/2016 10/1/2016
-0.70 2 1 1/1/0001 5/1/2016
-0.08 2 - 1/1/2019 3/1/2019
-0.02 1 2 8/1/2018 9/1/2018
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Consecutive Gains

Run-up Length (Mos.) Start End
3.15 3 6/1/2016 8/1/2016
1.02 7 1/1/2018 7/1/2018
0.81 1 11/1/2016 11/1/2016
0.59 2 5/1/2017 6/1/2017
0.25 3 1/1/2017 3/1/2017
0.22 1 8/1/2017 8/1/2017
0.20 4 10/1/2018 1/1/2019
0.03 1 11/1/2017 11/1/2017
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Consecutive Losses

Run-up Length (Mos.) Start End
-1.50 2 9/1/2016 10/1/2016
-0.70 2 4/1/2016 5/1/2016
-0.41 1 4/1/2017 4/1/2017
-0.39 1 7/1/2017 7/1/2017
-0.21 2 9/1/2017 10/1/2017
-0.11 1 12/1/2017 12/1/2017
-0.11 1 12/1/2016 12/1/2016
-0.08 3 2/1/2019 4/1/2019
-0.02 2 8/1/2018 9/1/2018
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Time Windows Analysis

 4 Year1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods12.0037.0035.0032.0026.0020.0014.00
Percent Profitable100.0059.4671.4381.2584.6290.00100.00
Average Period Return12.940.070.260.380.731.011.46
Average Gain12.940.280.470.530.901.151.46
Average Loss-0.27-0.29-0.26-0.19-0.24
Best Period15.451.553.152.432.322.393.18
Worst Period8.39-1.49-0.88-0.73-0.56-0.450.17
Standard Deviation2.380.460.710.570.640.630.81
Gain Standard Deviation2.380.380.720.510.530.480.81
Loss Standard Deviation0.400.300.270.250.30
Sharpe Ratio (1%)3.73-0.020.02-0.21-0.42-0.79-0.68
Average Gain / Average Loss1.041.622.024.674.82
Profit / Loss Ratio1.774.518.7625.6643.36
Downside Deviation (10%)8.900.521.132.164.316.618.83
Downside Deviation (5%)0.310.330.410.590.750.88
Downside Deviation (0%)0.280.210.160.110.10
Sortino Ratio (10%)-0.97-0.65-0.85-0.97-0.99-1.00-1.00
Sortino Ratio (5%)-0.030.05-0.29-0.46-0.66-0.62
Sortino Ratio (0%)0.261.282.436.4610.08

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.