Hehmeyer Capital Management, LLC : Hera Portfolio

archived programs
Year-to-Date
N / A
Apr Performance
-1.13%
Min Investment
$ 5,000k
Mgmt. Fee
0.25%
Perf. Fee
30.00%
Annualized Vol
3.19%
Sharpe (RFR=1%)
-2.58
CAROR
-
Assets
$ 5.0M
Worst DD
-4.49
S&P Correlation
-0.42

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
11/2018
Hera Portfolio -1.13 - - - - - - -3.58
S&P 500 3.93 - - - - - - 21.83
+/- S&P 500 -5.06 - - - - - - -25.41

Strategy Description

Investment Strategy

The Hehmeyer Hera Portfolio is a custom blend portfolio of five trading strategies providing investors with opportunity to invest in a diverse group of markets including energy, foreign exchange, stock indices, and fixed income. The portfolio includes both systematic and... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 5,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0.25%
Performance Fee 30.00%
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 2500 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 35.00%
1-30 Days 0%
Intraday 65.00%

Decision-Making

Discretionary 67.00%
Systematic 33.00%

Strategy

Momentum
12.00%
Pattern Recognition
52.00%
Technical
36.00%
Strategy Pie Chart

Composition

Currency Futures
38.00%
Stock Indices
38.00%
Energy
13.00%
Interest Rates
9.00%
Industrial Metals
1.00%
Precious Metals
1.00%
Composition Pie Chart

Investment Strategy

The Hehmeyer Hera Portfolio is a custom blend portfolio of five trading strategies providing investors with opportunity to invest in a diverse group of markets including energy, foreign exchange, stock indices, and fixed income. The portfolio includes both systematic and discretionary trading styles that have been statistically analyzed and weighted based on various risk measurements to achieve a low volatility weighted portfolio.

   

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
-4.49 4 - 12/1/2018 4/1/2019
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Consecutive Gains

Run-up Length (Mos.) Start End
0.96 2 11/1/2018 12/1/2018
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Consecutive Losses

Run-up Length (Mos.) Start End
-4.49 4 1/1/2019 4/1/2019
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Time Windows Analysis

 1 Month3 Month
Number of Periods6.004.00
Percent Profitable33.3325.00
Average Period Return-0.60-2.36
Average Gain0.480.06
Average Loss-1.14-3.16
Best Period0.930.06
Worst Period-1.61-3.64
Standard Deviation0.921.69
Gain Standard Deviation0.64
Loss Standard Deviation0.330.62
Sharpe Ratio (1%)-0.74-1.54
Average Gain / Average Loss0.420.02
Profit / Loss Ratio0.210.01
Downside Deviation (10%)1.303.87
Downside Deviation (5%)1.032.99
Downside Deviation (0%)0.962.78
Sortino Ratio (10%)-0.78-0.93
Sortino Ratio (5%)-0.67-0.87
Sortino Ratio (0%)-0.63-0.85

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.