HPX Financial LLC : HPX Old School Program

Year-to-Date: 0.46%
Dec Performance: -0.03%

Min Investment: $ 200k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 29.63%
Sharpe (RFR=1%): 1.25
CAROR: 40.47%

Assets: $ 9.3M
Worst DD: -17.27
S&P Correlation: -0.06

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Growth of 1,000 - VAMI

Monthly Performance

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	Dec	Qtr	2019	1yr	3yr	5yr	10yr	Since 6/2006
HPX Old School Program	-0.03	1.19	-0.46	-0.46	3.09	-1.62	372.12	10,009.91
S&P 500	2.86	8.53	28.87	28.87	42.84	55.32	186.74	151.72
+/- S&P 500	-2.89	-7.35	-29.33	-29.33	-39.75	-56.94	185.39	9,858.19

Strategy Description

Investment Strategy

Account & Fees

Type: Managed Account
Minimum Investment: $ 200k
Trading Level Incremental Increase: $ 200k
CTA Max Funding Factor: 2.00
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $12.00
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: 1500 RT/YR/$M
Avg. Margin-to-Equity: 0%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Agricultural Traders

Holding Periods

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

Investment Strategy

The Program seeks to achieve significant profits across a broad variety of market conditions (both bull and bear markets, and inflationary and deflationary environments). To achieve the objectives, the Program involve speculating in futures contracts on grains, hogs, and cattle, as well as any other agricultural futures or options contracts.

The Programs are entirely discretionary, meaning that the Advisor does not employ or observe automated, pre-defined, or mechanical rules to select markets, determine position sizing, identify or select trades, and/or employ risk management techniques, if any. The discretionary nature of the Programs enables the Advisor to draw on Mr. Paffenroth’s past trading experience, and intuition about the markets, in all aspects of the Programs’ implementation. Given the depth and breadth of Mr. Paffenroth’s trading experience, the Advisor believes this discretionary methodology provides a significant advantage over a mechanical, rules-based trading approach. However, there is no assurance that the use of such significant discretion will ultimately prove beneficial, because a rules-based approach might prevent a wide array of cognitive biases from detrimentally affecting performance.

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Index: Chart Type:

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

Compare to:

Index:

Monthly Annual

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Average Gain:
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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:
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Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
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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
-17.27	1	5	6/1/2007	7/1/2007
-7.50	2	1	5/1/2009	7/1/2009
-6.17	2	3	12/1/2008	2/1/2009
-5.55	21	15	7/1/2015	4/1/2017
-4.70	2	2	3/1/2011	5/1/2011
-4.48	3	1	6/1/2006	9/1/2006
-3.98	1	2	9/1/2011	10/1/2011
-3.81	9	-	7/1/2018	4/1/2019
-3.72	1	3	4/1/2010	5/1/2010
-2.76	2	6	10/1/2012	12/1/2012
-2.18	1	2	7/1/2014	8/1/2014
-1.74	4	4	11/1/2014	3/1/2015
-1.72	3	1	9/1/2013	12/1/2013
-1.53	1	1	3/1/2012	4/1/2012
-1.07	2	1	12/1/2011	2/1/2012
-0.63	1	1	4/1/2007	5/1/2007
-0.48	1	1	2/1/2010	3/1/2010
-0.32	1	1	6/1/2013	7/1/2013
-0.13	1	1	10/1/2006	11/1/2006

Consecutive Gains

Run-up	Length (Mos.)	Start	End
690.06	13	12/1/2007	12/1/2008
111.91	10	6/1/2010	3/1/2011
64.75	5	12/1/2006	4/1/2007
61.42	7	8/1/2009	2/1/2010
31.19	4	6/1/2011	9/1/2011
19.77	6	5/1/2012	10/1/2012
18.95	1	6/1/2006	6/1/2006
18.27	7	1/1/2014	7/1/2014
15.07	3	8/1/2007	10/1/2007
14.91	3	3/1/2009	5/1/2009
13.39	1	10/1/2006	10/1/2006
9.73	1	4/1/2010	4/1/2010
8.16	2	11/1/2011	12/1/2011
6.54	1	3/1/2012	3/1/2012
4.05	6	2/1/2018	7/1/2018
2.55	1	6/1/2007	6/1/2007
2.53	3	9/1/2014	11/1/2014
1.95	2	8/1/2013	9/1/2013
1.89	3	1/1/2013	3/1/2013
1.78	5	5/1/2017	9/1/2017
1.70	1	7/1/2015	7/1/2015
1.39	2	6/1/2016	7/1/2016
1.39	1	4/1/2015	4/1/2015
1.32	1	11/1/2019	11/1/2019
1.20	2	5/1/2013	6/1/2013
1.18	3	2/1/2016	4/1/2016
0.73	1	5/1/2019	5/1/2019
0.58	2	11/1/2017	12/1/2017
0.20	1	1/1/2017	1/1/2017
0.14	1	1/1/2015	1/1/2015
0.12	1	1/1/2019	1/1/2019
0.12	1	3/1/2017	3/1/2017
0.05	1	9/1/2016	9/1/2016

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-17.27	1	7/1/2007	7/1/2007
-7.50	2	6/1/2009	7/1/2009
-7.42	1	11/1/2007	11/1/2007
-6.17	2	1/1/2009	2/1/2009
-5.14	6	8/1/2015	1/1/2016
-4.70	2	4/1/2011	5/1/2011
-4.48	3	7/1/2006	9/1/2006
-3.98	1	10/1/2011	10/1/2011
-3.72	1	5/1/2010	5/1/2010
-2.76	2	11/1/2012	12/1/2012
-2.51	3	10/1/2016	12/1/2016
-2.18	1	8/1/2014	8/1/2014
-2.06	3	2/1/2019	4/1/2019
-1.91	5	8/1/2018	12/1/2018
-1.72	3	10/1/2013	12/1/2013
-1.53	1	4/1/2012	4/1/2012
-1.27	2	2/1/2015	3/1/2015
-1.18	2	5/1/2015	6/1/2015
-1.07	2	1/1/2012	2/1/2012
-0.63	1	5/1/2007	5/1/2007
-0.62	1	12/1/2014	12/1/2014
-0.51	5	6/1/2019	10/1/2019
-0.49	1	10/1/2017	10/1/2017
-0.48	1	3/1/2010	3/1/2010
-0.39	1	2/1/2017	2/1/2017
-0.32	1	7/1/2013	7/1/2013
-0.21	1	4/1/2017	4/1/2017
-0.14	1	8/1/2016	8/1/2016
-0.13	1	11/1/2006	11/1/2006
-0.11	1	1/1/2018	1/1/2018
-0.07	1	5/1/2016	5/1/2016
-0.04	1	4/1/2013	4/1/2013
-0.03	1	12/1/2019	12/1/2019

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	163.00	161.00	158.00	152.00	146.00	140.00	128.00	116.00	104.00
Percent Profitable	62.58	72.67	77.22	77.63	81.51	88.57	86.72	89.66	93.27
Average Period Return	3.16	10.38	24.31	60.85	110.56	180.05	343.78	652.54	1068.73
Average Gain	5.87	15.09	32.14	78.96	136.15	203.72	396.80	728.05	1146.01
Average Loss	-1.39	-2.13	-2.24	-2.01	-2.25	-3.45	-2.36	-1.86	-2.12
Best Period	76.51	148.26	268.07	608.45	751.84	1051.05	2035.01	3393.15	5836.76
Worst Period	-17.27	-15.69	-9.92	-4.56	-5.30	-5.40	-5.00	-3.32	-3.28
Standard Deviation	8.55	22.64	49.60	117.63	177.27	273.82	510.90	1020.20	1687.48
Gain Standard Deviation	9.67	24.92	54.03	127.98	187.20	282.46	529.15	1051.86	1722.08
Loss Standard Deviation	2.60	3.38	2.31	1.37	1.59	1.60	1.43	0.84	0.94
Sharpe Ratio (1%)	0.36	0.45	0.48	0.51	0.62	0.65	0.67	0.64	0.63
Average Gain / Average Loss	4.24	7.09	14.37	39.36	60.52	59.11	168.22	391.84	540.38
Profit / Loss Ratio	7.21	18.86	48.69	136.61	266.72	458.14	1098.38	3395.94	7488.15
Downside Deviation (10%)	1.91	2.49	2.58	3.59	4.92	6.11	8.48	10.09	10.21
Downside Deviation (5%)	1.80	2.14	1.70	1.56	1.77	1.95	2.13	2.07	1.94
Downside Deviation (0%)	1.77	2.07	1.52	1.14	1.18	1.28	1.00	0.65	0.59
Sortino Ratio (10%)	1.45	3.68	8.47	15.55	20.91	27.81	38.66	62.52	101.98
Sortino Ratio (5%)	1.71	4.73	14.01	38.32	61.45	91.45	160.09	313.49	548.73
Sortino Ratio (0%)	1.78	5.01	15.96	53.19	93.87	140.91	344.54	1002.66	1797.87

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Agricultural Trader Index	Month	1	1.32	11/2019
Discretionary Trader Index	Month	8	1.32	11/2019
Agricultural Trader Index	Month	5	0.00	8/2019
Agricultural Trader Index	Month	8	0.12	1/2019
Agricultural Trader Index	Month	9	-0.02	11/2018
Agricultural Trader Index	Month	10	-0.09	9/2018
Agricultural Trader Index	Month	7	1.36	6/2018
Agricultural Trader Index	Month	8	0.56	4/2018
Agricultural Trader Index	Month	8	0.56	4/2018
Agricultural Trader Index	Month	10	0.57	3/2018
Agricultural Trader Index	Month	5	0.96	9/2017
Agricultural Trader Index	Month	7	0.65	8/2017
Agricultural Trader Index	Month	10	1.26	7/2016
Agricultural Trader Index	Month	7	0.90	4/2016
Agricultural Trader Index	Month	10	0.05	3/2016
IASG CTA Index	Sharpe	9	1.53	2014 - 2015
IASG CTA Index	5 Year Rolling	5	139.18	2010 - 2015
Agricultural Trader Index	Month	10	1.70	7/2015
Agricultural Trader Index	Month	8	1.39	4/2015
Agricultural Trader Index	Month	10	-0.30	2/2015
IASG CTA Index	5 Year Rolling	1	379.91	2009 - 2014
Agricultural Trader Index	Month	7	0.33	10/2014
Agricultural Trader Index	Month	9	3.24	6/2014
Agricultural Trader Index	Month	6	1.14	4/2014
Agricultural Trader Index	Month	4	2.56	3/2014
Agricultural Trader Index	Month	3	4.98	2/2014
Discretionary Trader Index	Month	9	4.98	2/2014
Agricultural Trader Index	Month	3	2.51	1/2014
IASG CTA Index	5 Year Rolling	3	479.52	2008 - 2013
IASG CTA Index	3 Year Rolling	6	111.49	2010 - 2013
Agricultural Trader Index	Month	8	1.44	8/2013
Agricultural Trader Index	Month	9	0.25	5/2013
Agricultural Trader Index	Month	4	0.93	3/2013
IASG CTA Index	5 Year Rolling	1	3,453.29	2007 - 2012
IASG CTA Index	3 Year Rolling	2	295.46	2009 - 2012
Agricultural Trader Index	Month	4	1.89	10/2012
Agricultural Trader Index	Month	5	2.10	9/2012
Agricultural Trader Index	Month	6	4.64	8/2012
Agricultural Trader Index	Month	4	2.26	5/2012
Discretionary Trader Index	Month	5	6.54	3/2012
Agricultural Trader Index	Month	3	6.54	3/2012
IASG CTA Index	Year Rolling	4	69.96	2010 - 2011
Discretionary Trader Index	Month	5	7.31	12/2011
IASG CTA Index	3 Year Rolling	2	365.72	2008 - 2011
Agricultural Trader Index	Month	1	7.31	12/2011
IASG CTA Index	5 Year Rolling	1	4,888.10	2006 - 2011
IASG CTA Index	Month	10	7.31	12/2011
Discretionary Trader Index	Month	8	7.24	9/2011
Agricultural Trader Index	Month	1	7.24	9/2011
Agricultural Trader Index	Month	2	6.67	8/2011
Discretionary Trader Index	Month	7	6.67	8/2011
Discretionary Trader Index	Month	4	13.23	7/2011
Agricultural Trader Index	Month	3	13.23	7/2011
Agricultural Trader Index	Month	3	1.28	6/2011
IASG CTA Index	Month	3	15.19	3/2011
Agricultural Trader Index	Month	2	15.19	3/2011
Discretionary Trader Index	Month	2	15.19	3/2011
Agricultural Trader Index	Month	5	5.54	2/2011
Discretionary Trader Index	Month	6	7.68	1/2011
Agricultural Trader Index	Month	4	7.68	1/2011
IASG CTA Index	Month	9	7.68	1/2011
IASG CTA Index	3 Year Rolling	1	1,629.57	2007 - 2010
IASG CTA Index	Year Rolling	2	92.49	2009 - 2010
Discretionary Trader Index	Month	1	6.90	11/2010
Agricultural Trader Index	Month	1	6.90	11/2010
IASG CTA Index	Month	5	6.90	11/2010
Agricultural Trader Index	Month	5	19.97	10/2010
Discretionary Trader Index	Month	5	19.97	10/2010
IASG CTA Index	Month	8	19.97	10/2010
Agricultural Trader Index	Month	7	6.97	9/2010
IASG CTA Index	Month	10	15.26	8/2010
Discretionary Trader Index	Month	2	15.26	8/2010
Agricultural Trader Index	Month	2	15.26	8/2010
Agricultural Trader Index	Month	9	0.25	7/2010
Agricultural Trader Index	Month	2	9.73	4/2010
Discretionary Trader Index	Month	3	9.73	4/2010
Agricultural Trader Index	Month	2	5.05	2/2010
Discretionary Trader Index	Month	10	5.05	2/2010
Discretionary Trader Index	Month	3	7.66	1/2010
Agricultural Trader Index	Month	3	7.66	1/2010
IASG CTA Index	Month	7	7.66	1/2010
IASG CTA Index	Month	4	13.18	12/2009
IASG CTA Index	3 Year Rolling	2	1,424.68	2006 - 2009
Agricultural Trader Index	Month	1	13.18	12/2009
Discretionary Trader Index	Month	1	13.18	12/2009
Agricultural Trader Index	Month	2	6.49	11/2009
Agricultural Trader Index	Month	4	2.63	10/2009
Agricultural Trader Index	Month	3	5.32	9/2009
Discretionary Trader Index	Month	9	5.32	9/2009
Discretionary Trader Index	Month	6	9.56	8/2009
Agricultural Trader Index	Month	2	9.56	8/2009
Agricultural Trader Index	Month	3	8.74	5/2009
Discretionary Trader Index	Month	8	8.74	5/2009
Discretionary Trader Index	Month	9	4.75	4/2009
Agricultural Trader Index	Month	2	4.75	4/2009
Agricultural Trader Index	Month	6	0.88	3/2009
IASG CTA Index	Year Rolling	1	531.19	2007 - 2008
Agricultural Trader Index	Month	2	11.52	12/2008
Discretionary Trader Index	Month	3	11.52	12/2008
IASG CTA Index	Month	9	11.52	12/2008

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

^#1

Top Performer

AGRICULTURAL TRADER INDEX

NOVEMBER
2019

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Program Name	CAROR
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HPX Financial LLC : HPX Old School Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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