Hehmeyer Capital Management, LLC : HOGO

archived programs
Year-to-Date
N / A
Oct Performance
-0.84%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
9.02%
Sharpe (RFR=1%)
0.43
CAROR
4.60%
Assets
$ 4.0M
Worst DD
-7.76
S&P Correlation
-0.11

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
5/2013
HOGO -0.84 -2.44 - -5.53 -3.65 33.53 - 28.08
S&P 500 -6.94 -3.71 - 5.30 29.10 52.82 - 64.61
+/- S&P 500 6.10 1.27 - -10.83 -32.74 -19.29 - -36.53

Strategy Description

Summary

The HOGO program specializes in trading the relationship between the Heating Oil and the Gas Oil contracts.... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 1,000k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
5.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
1-7 Days
Redemption Frequency
1-7 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
500 RT/YR/$M
Avg. Margin-to-Equity
8%
Targeted Worst DD
-10.00%
Worst Peak-to-Trough
Sector Focus
Energy Traders

Holding Periods

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

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
25.00%
Seasonal/cyclical
25.00%
Spreading/hedging
50.00%
Strategy Pie Chart

Composition

Energy
100.00%
Composition Pie Chart

Summary

The HOGO program specializes in trading the relationship between the Heating Oil and the Gas Oil contracts.

Investment Strategy

The strategy begins with the use of fundamental inputs with regard to the relationship between Heating Oil and Gas Oil. Inputs include supply and demand, usage, transportation and of course weather.

Risk Management

We target a 3 to 5 per cent drawdown on each trade and attempt to minimize our portfolio loss to 10 per cent. Please refer to our Due Diligence Questionnaire for a more thorough review of our risk profile.

   

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
-7.76 10 - 12/1/2017 10/1/2018
-5.72 2 2 9/1/2013 11/1/2013
-5.67 9 4 12/1/2015 9/1/2016
-4.73 2 1 5/1/2013 7/1/2013
-4.29 3 5 4/1/2017 7/1/2017
-1.95 1 2 7/1/2015 8/1/2015
-0.61 1 1 5/1/2015 6/1/2015
-0.19 1 1 5/1/2014 6/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
18.07 4 12/1/2013 3/1/2014
12.59 2 1/1/2015 2/1/2015
7.33 5 12/1/2016 4/1/2017
5.33 2 8/1/2013 9/1/2013
4.90 4 9/1/2015 12/1/2015
2.86 1 8/1/2017 8/1/2017
2.79 1 12/1/2017 12/1/2017
2.13 1 10/1/2016 10/1/2016
1.91 1 7/1/2015 7/1/2015
1.75 2 7/1/2014 8/1/2014
1.07 1 5/1/2013 5/1/2013
0.98 1 7/1/2016 7/1/2016
0.81 2 6/1/2018 7/1/2018
0.75 2 3/1/2018 4/1/2018
0.30 1 5/1/2015 5/1/2015
0.04 2 2/1/2016 3/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.72 2 10/1/2013 11/1/2013
-5.16 3 4/1/2016 6/1/2016
-5.14 2 1/1/2018 2/1/2018
-4.73 2 6/1/2013 7/1/2013
-4.29 3 5/1/2017 7/1/2017
-2.44 3 8/1/2018 10/1/2018
-1.95 1 8/1/2015 8/1/2015
-1.87 1 5/1/2018 5/1/2018
-1.22 1 11/1/2016 11/1/2016
-1.04 2 8/1/2016 9/1/2016
-0.61 1 6/1/2015 6/1/2015
-0.51 1 1/1/2016 1/1/2016
-0.40 3 9/1/2017 11/1/2017
-0.19 3 4/1/2014 6/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods66.0064.0061.0055.0049.0043.0031.0019.00
Percent Profitable48.4853.1359.0267.2781.6390.7093.55100.00
Average Period Return0.411.282.786.059.3012.4317.0926.02
Average Gain1.953.946.7210.4912.0513.8518.4326.02
Average Loss-1.36-1.86-2.88-3.09-2.94-1.34-2.42
Best Period12.0717.8918.0719.9035.4039.8235.4741.35
Worst Period-5.43-5.65-5.73-5.53-7.04-1.86-3.6511.71
Standard Deviation2.604.756.347.9610.6812.2111.9311.47
Gain Standard Deviation2.694.995.325.639.8411.9411.1011.47
Loss Standard Deviation1.521.721.651.642.530.501.73
Sharpe Ratio (1%)0.120.220.360.630.730.851.181.91
Average Gain / Average Loss1.432.112.333.404.1110.317.61
Profit / Loss Ratio1.762.573.366.9918.25100.48110.40
Downside Deviation (10%)1.462.373.614.815.475.758.224.59
Downside Deviation (5%)1.301.792.402.512.171.101.64
Downside Deviation (0%)1.271.672.111.991.620.430.69
Sortino Ratio (10%)0.000.020.090.220.310.380.160.97
Sortino Ratio (5%)0.250.570.952.013.609.478.56
Sortino Ratio (0%)0.320.771.323.045.7428.9024.80

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 5 2.79 12/2017
Discretionary Trader Index Month 8 2.86 8/2017
Discretionary Trader Index Month 5 5.46 1/2017
IASG CTA Index Month 7 5.46 1/2017

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