Linn Hare & Huckabay : Apex Trading Program (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 8.61% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 25.52% Sharpe (RFR=1%) 0.74 CAROR 18.24% Assets $ 1.0M Worst DD -26.77 S&P Correlation -0.06 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since10/2006 Apex Trading Program (Proprietary) 8.61 - - - - - - 103.80 S&P 500 6.53 - - - - - - 194.60 +/- S&P 500 2.08 - - - - - - -90.80 Strategy Description SummaryLinn 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 $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $20.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 20% 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 SummaryLinn 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 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 -14.68 2 - 2/1/2008 4/1/2008 -10.07 6 4 11/1/2006 5/1/2007 Show More Consecutive Gains Run-up Length (Mos.) Start End 118.99 7 8/1/2007 2/1/2008 12.06 2 10/1/2006 11/1/2006 9.08 2 5/1/2008 6/1/2008 5.33 1 6/1/2007 6/1/2007 2.16 1 2/1/2007 2/1/2007 Show More Consecutive Losses Run-up Length (Mos.) Start End -14.68 2 3/1/2008 4/1/2008 -7.64 2 12/1/2006 1/1/2007 -4.89 1 7/1/2007 7/1/2007 -4.69 3 3/1/2007 5/1/2007 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods21.0019.0016.0010.00 Percent Profitable61.9063.1681.25100.00 Average Period Return3.8512.0330.3563.07 Average Gain8.7221.1738.4763.07 Average Loss-4.07-3.63-4.88 Best Period30.3575.57103.18109.10 Worst Period-9.47-9.99-10.0712.38 Standard Deviation9.0520.7533.1938.49 Gain Standard Deviation7.9021.2431.5038.49 Loss Standard Deviation3.323.434.49 Sharpe Ratio (1%)0.420.570.901.61 Average Gain / Average Loss2.145.837.88 Profit / Loss Ratio3.4910.0034.15 Downside Deviation (10%)3.363.523.56 Downside Deviation (5%)3.203.042.82 Downside Deviation (0%)3.162.932.64 Sortino Ratio (10%)1.023.077.82 Sortino Ratio (5%)1.183.8710.59 Sortino Ratio (0%)1.224.1111.48 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. x {{title}} x {{title}} Add Cancel