Jones and Company LLC : High Sierra Direct Diamond, L.P. Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance -1.24% Min Investment $ 25k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.78% Sharpe (RFR=1%) -0.05 CAROR -0.14% Assets $ 640k Worst DD -13.28 S&P Correlation 0.71 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 May Qtr YTD 1yr 3yr 5yr 10yr Since3/2015 High Sierra Direct Diamond, L.P. -1.24 - - - - 11.49 - -0.32 S&P 500 1.16 - - - - 84.06 - 88.35 +/- S&P 500 -2.40 - - - - -72.58 - -88.66 Strategy Description SummaryHigh Sierra Direct Diamond, L.P. is a feeder fund to Diamond Capital Management, LLC’s Trend-Following Program (TFP). Accessing the TFP through a managed account requires a $100,000 minimum investment. Accessing the TFP through High Sierra Direct Diamond, L.P. requires a $25,000 minimum... Read More Account & Fees Type Fund Minimum Investment $ 25k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $14.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 700 RT/YR/$M Avg. Margin-to-Equity 30% Targeted Worst DD -10.00% Worst Peak-to-Trough 1.50% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 25.00% 1-30 Days 75.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 10.00% Trend-following 90.00% Composition Stock Indices 100.00% SummaryHigh Sierra Direct Diamond, L.P. is a feeder fund to Diamond Capital Management, LLC’s Trend-Following Program (TFP). Accessing the TFP through a managed account requires a $100,000 minimum investment. Accessing the TFP through High Sierra Direct Diamond, L.P. requires a $25,000 minimum investment.Investment StrategyDiamond Capital’s Trend Following Program is a non-diversified, multi-strategy, rule-based trading system intended to provide investors with an alternative investment to add to their portfolio or even to replace portions of their portfolio allocated to publicly traded U.S. equity markets. The goal of the Trend-Following Program is to achieve long-term returns above those achieved from passive investment in stock index funds. The Advisor believes that its research regarding fundamentals such as world politics, economy macros, seasonality and market participants' behaviors, and technical factors that reflect these fundamentals are the integral to the success of the Program. Risk ManagementThe Trend Following Program currently utilizes two independently modeled sub-systems to form a complete trading system: (1) Trend-Following System: The Program’s Trend-Following System utilizes a combination of a computerized technical trend-following strategy and various levels of money management techniques, where the principal objective is to profit from sustained futures price trends by establishing and maintaining market positions based on major price movements. The system first determines whether the S&P 500 is in a bullish or bearish phase, then trades with the market until it moves out of the current trend but has not yet entered into the opposite phase. As the U.S. stock market is upside biased, this trend-following system is designed to be upside biased, with downside trend-following only initiating when the stock market enters a bear market identified using proprietary criteria. (2) Trend-Reversal System: During upside and downside trends in the market, the Trend-Reversal System uses proprietary technical parameters in seeking to identify opportunities to profit from corrections and rallies by taking a position that opposes the market’s current trend. However, in cases where the Trend-Following System already has an established position, the Trend-Reversal System seeks to either exit the current position to avoid losses or reverse the position to seek profits. These trades are usually short-term in nature, lasting from several days to several weeks. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 -13.28 2 - 12/1/2015 2/1/2016 -4.62 1 3 7/1/2015 8/1/2015 -1.52 1 1 1/1/0001 3/1/2015 -1.35 1 1 5/1/2015 6/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 9.44 7 3/1/2016 9/1/2016 6.41 4 9/1/2015 12/1/2015 4.87 3 12/1/2016 2/1/2017 2.58 1 7/1/2015 7/1/2015 1.94 2 4/1/2015 5/1/2015 0.47 1 4/1/2017 4/1/2017 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.28 2 1/1/2016 2/1/2016 -4.62 1 8/1/2015 8/1/2015 -1.69 2 10/1/2016 11/1/2016 -1.52 1 3/1/2015 3/1/2015 -1.35 1 6/1/2015 6/1/2015 -1.24 1 5/1/2017 5/1/2017 -0.42 1 3/1/2017 3/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods27.0025.0022.0016.0010.00 Percent Profitable66.6760.0063.6443.7530.00 Average Period Return0.040.220.01-0.58-1.25 Average Gain1.403.263.856.712.38 Average Loss-2.69-4.34-6.70-6.25-2.80 Best Period3.345.608.7312.834.11 Worst Period-12.91-12.31-11.61-10.59-4.18 Standard Deviation3.115.025.907.452.86 Gain Standard Deviation1.111.782.534.782.03 Loss Standard Deviation4.044.873.402.081.23 Sharpe Ratio (1%)0.000.02-0.04-0.15-0.70 Average Gain / Average Loss0.520.750.571.070.85 Profit / Loss Ratio1.041.131.010.830.36 Downside Deviation (10%)2.844.585.898.739.25 Downside Deviation (5%)2.714.064.615.273.13 Downside Deviation (0%)2.694.014.474.912.53 Sortino Ratio (10%)-0.13-0.22-0.42-0.64-0.96 Sortino Ratio (5%)0.000.02-0.05-0.21-0.64 Sortino Ratio (0%)0.010.050.00-0.12-0.49 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 2 3.34 2/2017 Trend Following Strategy Index Month 8 3.34 2/2017 Trend Following Strategy Index Month 10 0.87 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. x {{title}} x {{title}} Add Cancel