Sequoia Hill Capital Management : SHCM Diversified SST 400

archived programs
Year-to-Date
N / A
Oct Performance
-1.86%
Min Investment
$ 400k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
10.14%
Sharpe (RFR=1%)
-1.62
CAROR
-
Assets
$ 1.5M
Worst DD
-10.58
S&P Correlation
0.49

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 Since
3/2013
SHCM Diversified SST 400 -1.86 - - - - - - -10.12
S&P 500 4.46 - - - - - - 120.80
+/- S&P 500 -6.32 - - - - - - -130.92

Strategy Description

Summary

SHCM’s Diversified SST400 program is the same program as SHCM's Diversified SST program, but half the leverage. This program is geared towards those clients who wish to have half the risk of the Diversified SST program. ... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 400k
Trading Level Incremental Increase $ 400k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 15-30 Days
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 3300 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD -8.00%
Worst Peak-to-Trough -6.65%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 50.00%
Intraday 50.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Counter-trend
50.00%
Trend-following
50.00%
Strategy Pie Chart

Composition

Currency Futures
15.00%
Precious Metals
15.00%
Grains
15.00%
Softs
15.00%
Energy
10.00%
Interest Rates
10.00%
Livestock
10.00%
Stock Indices
10.00%
Composition Pie Chart

Summary

SHCM’s Diversified SST400 program is the same program as SHCM's Diversified SST program, but half the leverage. This program is geared towards those clients who wish to have half the risk of the Diversified SST program.

   

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
-10.58 6 - 4/1/2013 10/1/2013
-2.64 1 1 1/1/0001 3/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
3.26 1 7/1/2013 7/1/2013
3.24 1 4/1/2013 4/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.12 2 5/1/2013 6/1/2013
-6.77 3 8/1/2013 10/1/2013
-2.64 1 3/1/2013 3/1/2013
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Time Windows Analysis

 1 Month3 Month
Number of Periods8.006.00
Percent Profitable25.000.00
Average Period Return-1.29-4.02
Average Gain3.25
Average Loss-2.80-4.02
Best Period3.26-1.90
Worst Period-3.81-6.77
Standard Deviation2.931.58
Gain Standard Deviation0.01
Loss Standard Deviation1.011.58
Sharpe Ratio (1%)-0.47-2.70
Average Gain / Average Loss1.16
Profit / Loss Ratio0.39
Downside Deviation (10%)2.895.45
Downside Deviation (5%)2.624.51
Downside Deviation (0%)2.554.27
Sortino Ratio (10%)-0.59-0.96
Sortino Ratio (5%)-0.52-0.95
Sortino Ratio (0%)-0.50-0.94

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.