Hehmeyer Capital Management, LLC : Hehmeyer Hades Portfolio

archived programs
Year-to-Date
0.12%
Apr Performance
1.10%
Min Investment
$ 1,000k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
7.31%
Sharpe (RFR=1%)
-0.32
CAROR
-1.58%
Assets
$ 3.0M
Worst DD
-9.69
S&P Correlation
-0.32

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
5/2017
Hehmeyer Hades Portfolio 1.10 -0.50 -0.12 -2.10 - - - -3.13
S&P 500 3.93 8.94 17.51 11.24 - - - 20.91
+/- S&P 500 -2.83 -9.44 -17.63 -13.35 - - - -24.03

Strategy Description

Investment Strategy

The Hehmeyer Hades Program offers investors a combination of niche trading advisors active in the grains, meats, energies, stock indices, and interest rate markets. One of the unique benefits to this portfolio is that the individual traders do not receive an incentive... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 1,000k
Trading Level Incremental Increase
$ 1,000k
CTA Max Funding Factor
Management Fee
1.00%
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
1800 RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
20.00%
1-30 Days
30.00%
Intraday
50.00%

Decision-Making

Discretionary
75.00%
Systematic
25.00%

Strategy

Counter-trend
13.00%
Momentum
3.00%
Pattern Recognition
50.00%
Spreading/hedging
30.00%
Technical
4.00%
Strategy Pie Chart

Composition

Stock Indices
38.00%
Grains
30.00%
Livestock
14.00%
Interest Rates
13.00%
Softs
5.00%
Composition Pie Chart

Investment Strategy

The Hehmeyer Hades Program offers investors a combination of niche trading advisors active in the grains, meats, energies, stock indices, and interest rate markets. One of the unique benefits to this portfolio is that the individual traders do not receive an incentive fee unless the overall portfolio is profitable.

   

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
-9.69 15 - 6/1/2017 9/1/2018
-1.07 1 1 1/1/0001 5/1/2017
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Consecutive Gains

Run-up Length (Mos.) Start End
4.99 3 2/1/2018 4/1/2018
4.59 1 6/1/2017 6/1/2017
4.50 5 10/1/2018 2/1/2019
1.75 1 8/1/2017 8/1/2017
1.10 1 4/1/2019 4/1/2019
0.65 1 12/1/2017 12/1/2017
0.31 1 7/1/2018 7/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-4.54 1 7/1/2017 7/1/2017
-3.74 1 1/1/2018 1/1/2018
-3.64 2 5/1/2018 6/1/2018
-3.21 3 9/1/2017 11/1/2017
-2.30 2 8/1/2018 9/1/2018
-1.88 1 3/1/2019 3/1/2019
-1.07 1 5/1/2017 5/1/2017
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods24.0022.0019.0013.007.00
Percent Profitable54.1731.8242.1115.380.00
Average Period Return-0.11-0.52-0.99-2.56-3.31
Average Gain1.372.461.961.88
Average Loss-1.86-1.91-3.14-3.37-3.31
Best Period4.594.993.143.31-0.98
Worst Period-4.54-4.52-5.37-7.85-6.27
Standard Deviation2.112.512.892.892.06
Gain Standard Deviation1.291.680.862.03
Loss Standard Deviation1.431.311.562.232.06
Sharpe Ratio (1%)-0.09-0.31-0.52-1.23-2.33
Average Gain / Average Loss0.741.290.620.56
Profit / Loss Ratio0.870.600.450.10
Downside Deviation (10%)1.792.804.458.0511.07
Downside Deviation (5%)1.602.072.994.475.18
Downside Deviation (0%)1.561.892.643.663.82
Sortino Ratio (10%)-0.29-0.62-0.78-0.94-0.99
Sortino Ratio (5%)-0.12-0.37-0.50-0.80-0.93
Sortino Ratio (0%)-0.07-0.28-0.38-0.70-0.87

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.