Sequoia Hill Capital Management : SHCM British Pound AP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -5.26% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.56% Sharpe (RFR=1%) 0.45 CAROR 6.64% Assets $ 50k Worst DD -19.90 S&P Correlation -0.42 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since8/2011 SHCM British Pound AP -5.26 - - - - - - 23.25 S&P 500 2.32 - - - - - - 173.06 +/- S&P 500 -7.58 - - - - - - -149.81 Strategy Description SummarySHCM's British Pound AP program is a short term counter trend strategy that trades only the BP futures contract. There is an average of 1 trade per day. Notional funding is accepted starting at $25,000. ... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 50k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $8.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 15000 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD -15.00% Worst Peak-to-Trough 20.00% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 10.00% Intraday 90.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 100.00% Composition Currency Futures 100.00% SummarySHCM's British Pound AP program is a short term counter trend strategy that trades only the BP futures contract. There is an average of 1 trade per day. Notional funding is accepted starting at $25,000. Investment Strategy2 lots is traded in BP per trading level. It is a counter trend system based on short term charting. The program is fully automated with stops and targets, however we constantly monitor the trades in case of any service disruption or data failures. Risk ManagementAverage win is approx 1% and average loss is 0.5%. Stops are dynamic but will never exceed 1.5% of account size per trade. 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 -19.90 17 11 5/1/2012 10/1/2013 -6.32 1 1 9/1/2011 10/1/2011 -5.94 2 2 1/1/2012 3/1/2012 -5.26 1 - 9/1/2014 10/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 22.45 5 11/1/2013 3/1/2014 20.62 3 11/1/2011 1/1/2012 13.96 3 7/1/2014 9/1/2014 9.57 2 4/1/2012 5/1/2012 8.07 2 8/1/2011 9/1/2011 5.31 3 7/1/2013 9/1/2013 4.19 2 7/1/2012 8/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.84 10 9/1/2012 6/1/2013 -7.52 3 4/1/2014 6/1/2014 -6.92 1 10/1/2013 10/1/2013 -6.32 1 10/1/2011 10/1/2011 -5.94 2 2/1/2012 3/1/2012 -5.26 1 10/1/2014 10/1/2014 -4.54 1 6/1/2012 6/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods39.0037.0034.0028.0022.0016.00 Percent Profitable51.2851.3567.6560.7131.8243.75 Average Period Return0.621.822.642.69-1.63-0.85 Average Gain4.017.508.0112.3211.663.28 Average Loss-3.49-4.41-8.58-12.20-7.84-4.06 Best Period9.2320.6222.1122.6822.657.47 Worst Period-7.02-12.62-16.15-17.81-15.78-8.37 Standard Deviation4.207.5110.0213.7810.634.63 Gain Standard Deviation2.135.366.757.556.142.57 Loss Standard Deviation2.373.845.164.414.862.97 Sharpe Ratio (1%)0.130.210.210.12-0.30-0.62 Average Gain / Average Loss1.151.700.931.011.490.81 Profit / Loss Ratio1.441.901.951.560.690.63 Downside Deviation (10%)2.904.596.9011.1813.3311.97 Downside Deviation (5%)2.724.055.878.688.645.05 Downside Deviation (0%)2.683.915.628.097.553.70 Sortino Ratio (10%)0.070.130.02-0.21-0.69-0.93 Sortino Ratio (5%)0.200.390.360.19-0.36-0.57 Sortino Ratio (0%)0.230.470.470.33-0.22-0.23 Top Performer Badges Index Award Type Rank Performance Period Systematic Trader Index Month 10 6.25 1/2014 Systematic Trader Index Month 8 9.23 11/2011 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