Sequoia Hill Capital Management : SHCM Diversified SST 400 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Since3/2013 SHCM Diversified SST 400 -1.86 - - - - - - -10.12 S&P 500 4.46 - - - - - - 134.29 +/- S&P 500 -6.32 - - - - - - -144.41 Strategy Description SummarySHCM’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% 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% SummarySHCM’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. 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 -10.58 6 - 4/1/2013 10/1/2013 -2.64 1 1 1/1/0001 3/1/2013 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel