Linn Hare & Huckabay : Apex Trading Program (Client)

archived programs
Year-to-Date
N / A
Jun Performance
-4.24%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
22.90%
Sharpe (RFR=1%)
0.51
CAROR
10.66%
Assets
$ 2.7M
Worst DD
-30.41
S&P Correlation
-0.07

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
8/2007
Apex Trading Program (Client) -4.24 - - - - - -7.09 101.54
S&P 500 1.91 - - - - - 71.80 135.02
+/- S&P 500 -6.15 - - - - - -78.89 -33.47

Strategy Description

Summary

Linn Hare Huckabay combines technical and fundamental analysis in an effort to secure capital appreciation through a low volatility approach. Primarily focused on US domestic grain markets and related markets, Linn Hare & Huckabay deploys spread and options trades with or against futures... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 1k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $20.00
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 5000 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Agricultural 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

Composition

Summary

Linn Hare Huckabay combines technical and fundamental analysis in an effort to secure capital appreciation through a low volatility approach. Primarily focused on US domestic grain markets and related markets, Linn Hare & Huckabay deploys spread and options trades with or against futures strategies that attempt to reduce risk and maximize gains. In so doing, LHH seeks to keep asset volatility low while reaping a steady rate of returns that outpace US equity market annual returns by between 5 and 8 % (net of fees). Through this discretionary vehicle clients should expect to see significant risk management tools in place in an effort to secure the above mentioned, steady return with low volatility.

LHH deploys a variety of strategies including:

- Intra-market and inter-market Spreading
- Controlled Option writing particularly against futures/spreads
- Fundamentally based long/short options and futures positions
- Covered strategies
- Option volatility trades

   

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
-30.41 67 - 9/1/2008 4/1/2014
-14.29 2 3 2/1/2008 4/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
148.49 7 8/1/2007 2/1/2008
35.97 5 5/1/2008 9/1/2008
15.71 3 4/1/2009 6/1/2009
12.29 1 9/1/2010 9/1/2010
11.88 3 12/1/2010 2/1/2011
10.16 1 1/1/2010 1/1/2010
8.24 4 1/1/2012 4/1/2012
6.81 2 1/1/2009 2/1/2009
4.97 1 9/1/2012 9/1/2012
4.68 3 10/1/2013 12/1/2013
4.43 1 5/1/2014 5/1/2014
3.33 1 8/1/2013 8/1/2013
3.01 1 9/1/2011 9/1/2011
2.35 2 4/1/2013 5/1/2013
2.30 1 7/1/2010 7/1/2010
1.69 1 5/1/2011 5/1/2011
1.26 1 5/1/2010 5/1/2010
1.10 1 7/1/2012 7/1/2012
0.04 1 3/1/2010 3/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-22.01 3 10/1/2008 12/1/2008
-17.36 6 7/1/2009 12/1/2009
-14.29 2 3/1/2008 4/1/2008
-12.14 6 10/1/2012 3/1/2013
-12.06 2 3/1/2011 4/1/2011
-9.12 1 2/1/2010 2/1/2010
-8.75 4 1/1/2014 4/1/2014
-7.36 3 6/1/2011 8/1/2011
-5.04 3 10/1/2011 12/1/2011
-4.76 2 5/1/2012 6/1/2012
-4.76 1 4/1/2010 4/1/2010
-4.24 1 6/1/2014 6/1/2014
-3.11 1 8/1/2010 8/1/2010
-2.82 2 10/1/2010 11/1/2010
-1.89 2 6/1/2013 7/1/2013
-1.30 1 6/1/2010 6/1/2010
-1.04 1 8/1/2012 8/1/2012
-0.48 1 3/1/2009 3/1/2009
-0.37 1 9/1/2013 9/1/2013
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods83.0081.0078.0072.0066.0060.0048.0036.00
Percent Profitable48.1950.6247.4444.4425.7630.0022.9225.00
Average Period Return1.053.186.257.705.585.494.014.40
Average Gain5.6211.8821.2326.5741.5340.6455.9756.43
Average Loss-3.21-5.73-7.26-7.40-6.89-9.57-11.43-12.95
Best Period33.9587.10123.27162.90128.65173.20123.89120.86
Worst Period-12.38-22.01-17.36-21.22-21.97-21.60-21.96-25.15
Standard Deviation6.6114.8425.1735.6732.3637.5135.5537.09
Gain Standard Deviation6.4716.2029.8847.0348.3454.2144.5242.76
Loss Standard Deviation2.834.624.655.724.745.595.426.32
Sharpe Ratio (1%)0.150.200.230.190.130.090.030.01
Average Gain / Average Loss1.752.072.923.596.034.244.894.36
Profit / Loss Ratio1.632.122.642.872.091.821.461.45
Downside Deviation (10%)3.295.857.8110.2913.2517.4524.4930.63
Downside Deviation (5%)3.115.296.547.558.2810.7413.5415.69
Downside Deviation (0%)3.065.156.236.947.189.2511.0812.43
Sortino Ratio (10%)0.190.330.480.26-0.15-0.27-0.48-0.56
Sortino Ratio (5%)0.310.550.880.890.490.320.070.02
Sortino Ratio (0%)0.340.621.001.110.780.590.360.35

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.