Henning Asset Management LLC : Sphere

archived programs
Year-to-Date
N / A
Aug Performance
0.39%
Min Investment
$ 500k
Mgmt. Fee
0%
Perf. Fee
30.00%
Annualized Vol
8.62%
Sharpe (RFR=1%)
0.98
CAROR
-
Assets
$ 3.1M
Worst DD
-3.80
S&P Correlation
-0.05

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
1/2014
Sphere 0.39 - - - - - - 6.24
S&P 500 3.77 - - - - - - 94.36
+/- S&P 500 -3.38 - - - - - - -88.12

Strategy Description

Summary

Sphere uses computer-based models to predict price changes in easily-traded financial instruments. These models are based on analyzing as much data as can be gathered, then-looking for non-random movements to make predictions. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 500k
Trading Level Incremental Increase $ 500k
CTA Max Funding Factor 3.00
Management Fee 0%
Performance Fee 30.00%
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 1000 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD
Worst Peak-to-Trough
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 0%
Systematic 100.00%

Strategy

Technical
100.00%
Strategy Pie Chart

Composition

Currency Futures
20.00%
Energy
15.00%
Grains
15.00%
Industrial Metals
10.00%
Precious Metals
10.00%
Interest Rates
10.00%
Softs
10.00%
Stock Indices
10.00%
Composition Pie Chart

Summary

Sphere uses computer-based models to predict price changes in easily-traded financial instruments. These models are based on analyzing as much data as can be gathered, then-looking for non-random movements to make predictions.

   

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
-3.80 2 2 3/1/2014 5/1/2014
-0.35 1 1 1/1/0001 1/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
6.96 3 6/1/2014 8/1/2014
3.62 2 2/1/2014 3/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-3.80 2 4/1/2014 5/1/2014
-0.35 1 1/1/2014 1/1/2014
Show More

Time Windows Analysis

 1 Month3 Month
Number of Periods8.006.00
Percent Profitable62.5066.67
Average Period Return0.791.72
Average Gain2.104.09
Average Loss-1.40-3.00
Best Period5.566.96
Worst Period-2.16-3.09
Standard Deviation2.494.09
Gain Standard Deviation2.162.36
Loss Standard Deviation0.940.13
Sharpe Ratio (1%)0.280.36
Average Gain / Average Loss1.501.36
Profit / Loss Ratio2.502.72
Downside Deviation (10%)1.202.44
Downside Deviation (5%)1.021.88
Downside Deviation (0%)0.981.73
Sortino Ratio (10%)0.320.20
Sortino Ratio (5%)0.690.79
Sortino Ratio (0%)0.811.00

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.