Sequoia Hill Capital Management : SHCM Silver AP

archived programs
Year-to-Date
N / A
Oct Performance
2.27%
Min Investment
$ 240k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
17.41%
Sharpe (RFR=1%)
-0.36
CAROR
-
Assets
$ 245k
Worst DD
-23.88
S&P Correlation
-0.32

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
2/2013
SHCM Silver AP 2.27 -3.73 - -14.70 - - - -11.02
S&P 500 2.32 4.53 - 14.89 - - - 33.23
+/- S&P 500 -0.05 -8.26 - -29.59 - - - -44.25

Strategy Description

Summary

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

Account & Fees

Type
Managed Account
Minimum Investment
$ 240k
Trading Level Incremental Increase
$ 240k
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
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
12500 RT/YR/$M
Avg. Margin-to-Equity
8%
Targeted Worst DD
-12.00%
Worst Peak-to-Trough
0%
Sector Focus
Financial & Metals 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
34.00%
Technical
33.00%
Trend-following
33.00%
Strategy Pie Chart

Composition

Precious Metals
100.00%
Composition Pie Chart

Summary

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

Risk Management

Risk is kept to a minimum at 1.3% per day before moving on to the next trade. Most wins are in the 1.5-2% 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
-23.88 17 - 4/1/2013 9/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
14.30 3 2/1/2013 4/1/2013
11.54 2 8/1/2013 9/1/2013
5.92 1 4/1/2014 4/1/2014
4.47 1 11/1/2013 11/1/2013
2.27 1 10/1/2014 10/1/2014
2.07 1 7/1/2014 7/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-15.18 4 12/1/2013 3/1/2014
-11.24 3 5/1/2013 7/1/2013
-7.81 1 10/1/2013 10/1/2013
-7.51 2 5/1/2014 6/1/2014
-5.87 2 8/1/2014 9/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods21.0019.0016.0010.00
Percent Profitable42.8631.5818.750.00
Average Period Return-0.43-2.76-6.59-14.51
Average Gain4.434.031.43
Average Loss-4.08-5.89-8.44-14.51
Best Period9.7014.302.40-3.38
Worst Period-7.97-13.83-18.31-23.11
Standard Deviation5.026.465.975.30
Gain Standard Deviation2.825.380.99
Loss Standard Deviation2.514.114.965.30
Sharpe Ratio (1%)-0.10-0.47-1.19-2.93
Average Gain / Average Loss1.090.680.17
Profit / Loss Ratio0.810.320.04
Downside Deviation (10%)3.856.7410.7520.15
Downside Deviation (5%)3.636.049.1316.31
Downside Deviation (0%)3.585.868.7415.36
Sortino Ratio (10%)-0.22-0.59-0.84-0.97
Sortino Ratio (5%)-0.14-0.50-0.78-0.95
Sortino Ratio (0%)-0.12-0.47-0.75-0.94

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.