Malachi Capital Management : Malachi S&P Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 0.16% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 5.48% Sharpe (RFR=1%) -1.26 CAROR -5.90% Assets $ 47k Worst DD -12.43 S&P Correlation -0.61 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 Mar Qtr 2020 1yr 3yr 5yr 10yr Since4/2009 Malachi S&P Program 0.16 - - - - - -0.44 -11.45 S&P 500 -0.10 - - - - - 14.27 325.89 +/- S&P 500 0.26 - - - - - -14.71 -337.35 Strategy Description SummaryThe Malachi S&P program is designed to profit from short-term trends and volatility in the S&P e-mini index futures market. It is primarily a discretionary program, with technical analysis components that include charting techniques and a proprietary computer program. The robustness... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $25.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 1 Trading Trading Frequency 4200 RT/YR/$M Avg. Margin-to-Equity 50% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 50.00% 1-30 Days Intraday 50.00% Decision-Making Discretionary 80.00% Systematic 20.00% Strategy Fundamental 30.00% Seasonal/cyclical 20.00% Trend-following 50.00% Composition Stock Indices 100.00% SummaryThe Malachi S&P program is designed to profit from short-term trends and volatility in the S&P e-mini index futures market. It is primarily a discretionary program, with technical analysis components that include charting techniques and a proprietary computer program. The robustness of a trade, characterized by confirmation of multiple technical indicators, determines the position size and verifies the entry point. 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 -12.43 -1 - 1/1/0001 3/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 7.07 3 4/1/2010 6/1/2010 0.28 1 1/1/2010 1/1/2010 0.16 1 3/1/2011 3/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.72 9 4/1/2009 12/1/2009 -5.72 8 7/1/2010 2/1/2011 -3.27 2 2/1/2010 3/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods24.0022.0019.0013.007.00 Percent Profitable20.8313.6431.587.690.00 Average Period Return-0.49-1.32-2.41-3.18-6.76 Average Gain1.484.712.351.11 Average Loss-1.01-2.27-4.61-3.53-6.76 Best Period5.217.073.861.11-3.64 Worst Period-2.88-4.59-8.11-12.43-9.42 Standard Deviation1.582.803.693.591.87 Gain Standard Deviation2.132.141.32 Loss Standard Deviation0.901.291.783.501.87 Sharpe Ratio (1%)-0.36-0.56-0.79-1.16-4.41 Average Gain / Average Loss1.462.070.510.31 Profit / Loss Ratio0.380.330.230.03 Downside Deviation (10%)1.493.456.058.8714.46 Downside Deviation (5%)1.252.614.465.428.44 Downside Deviation (0%)1.192.414.074.686.98 Sortino Ratio (10%)-0.61-0.74-0.81-0.92-0.99 Sortino Ratio (5%)-0.46-0.60-0.65-0.77-0.98 Sortino Ratio (0%)-0.41-0.55-0.59-0.68-0.97 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