Linn Hare & Huckabay : Apex Trading Program (Proprietary)

archived programs
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

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 Since
10/2006
Apex Trading Program (Proprietary) 8.61 - - - - - 5.78 103.80
S&P 500 6.53 - - - - - -4.74 141.54
+/- S&P 500 2.08 - - - - - 10.53 -37.74

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 $ 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

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
-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.