Sequoia Hill Capital Management : SHCM Gold AP

archived programs
Year-to-Date
N / A
Oct Performance
-2.69%
Min Investment
$ 140k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
13.46%
Sharpe (RFR=1%)
0.49
CAROR
7.00%
Assets
$ 467k
Worst DD
-17.83
S&P Correlation
0.05

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
5/2012
SHCM Gold AP -2.69 -6.22 - -14.81 - - - 18.43
S&P 500 2.32 4.53 - 14.89 - - - 54.01
+/- S&P 500 -5.01 -10.74 - -29.70 - - - -35.58

Strategy Description

Summary

SHCM's gold program is focused solely on the COMEX gold contract. We use a combination of technical support and resistance lines supplemented with a short term trend and counter-trend strategy to generate trades. The program has set targets and stops. ... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 140k
Trading Level Incremental Increase
$ 140k
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
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
7500 RT/YR/$M
Avg. Margin-to-Equity
0%
Targeted Worst DD
-5.00%
Worst Peak-to-Trough
1.84%
Sector Focus
Financial & Metals Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
20.00%
Intraday
80.00%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Counter-trend
100.00%
Strategy Pie Chart

Composition

Precious Metals
100.00%
Composition Pie Chart

Summary

SHCM's gold program is focused solely on the COMEX gold contract. We use a combination of technical support and resistance lines supplemented with a short term trend and counter-trend strategy to generate trades. The program has set targets and stops.

Risk Management

Risk is kept to a minimum at 0.8-1.2% per day. Most wins are in the 1-1.5% of account range.

   

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
-17.83 13 - 9/1/2013 10/1/2014
-5.63 1 3 3/1/2013 4/1/2013
-2.22 1 2 1/1/0001 5/1/2012
-0.08 1 1 11/1/2012 12/1/2012
-0.06 1 1 9/1/2012 10/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
21.35 4 6/1/2012 9/1/2012
11.85 3 7/1/2013 9/1/2013
7.10 3 1/1/2013 3/1/2013
6.92 1 11/1/2012 11/1/2012
5.49 2 12/1/2013 1/1/2014
2.76 2 4/1/2014 5/1/2014
2.66 1 5/1/2013 5/1/2013
0.67 1 7/1/2014 7/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-9.20 2 2/1/2014 3/1/2014
-6.22 3 8/1/2014 10/1/2014
-6.07 1 6/1/2014 6/1/2014
-5.86 2 10/1/2013 11/1/2013
-5.63 1 4/1/2013 4/1/2013
-2.22 1 5/1/2012 5/1/2012
-1.97 1 6/1/2013 6/1/2013
-0.08 1 12/1/2012 12/1/2012
-0.06 1 10/1/2012 10/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods30.0028.0025.0019.0013.00
Percent Profitable56.6753.5764.0063.1661.54
Average Period Return0.642.474.828.4413.05
Average Gain3.348.4011.8718.2124.96
Average Loss-2.90-4.38-7.71-8.32-6.00
Best Period7.6919.2529.6734.4443.01
Worst Period-6.93-9.08-11.85-15.56-10.31
Standard Deviation3.897.6412.1816.3119.72
Gain Standard Deviation2.465.039.1911.5415.41
Loss Standard Deviation2.132.633.275.923.80
Sharpe Ratio (1%)0.140.290.350.460.59
Average Gain / Average Loss1.151.921.542.194.16
Profit / Loss Ratio1.512.212.743.756.66
Downside Deviation (10%)2.564.206.388.818.71
Downside Deviation (5%)2.383.595.266.565.11
Downside Deviation (0%)2.343.454.986.054.28
Sortino Ratio (10%)0.090.300.370.390.63
Sortino Ratio (5%)0.230.620.821.132.26
Sortino Ratio (0%)0.270.720.971.403.05

Top Performer Badges

Index Award Type Rank Performance Period
Systematic Trader Index Month 6 6.92 11/2012
Systematic Trader Index Month 5 7.52 9/2012

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.