SHAD Trading LLC : SHAD - 1 (Client) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 0.00% Min Investment $ 200k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.18% Sharpe (RFR=1%) -0.42 CAROR -3.55% Assets $ 0k Worst DD -20.23 S&P Correlation -0.19 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since3/2011 SHAD - 1 (Client) 0.00 0.00 - -7.42 -8.63 - - -10.55 S&P 500 1.91 4.69 - 22.04 48.40 - - 47.82 +/- S&P 500 -1.91 -4.69 - -29.46 -57.03 - - -58.37 Strategy Description SummarySHAD Trading LLC offers a a managed account program to trade futures contracts, options on futures contracts and physical commodities on US exchanges and markets in grains, meats, stock indexes, metals, interest rates, currencies, softs and energies. ... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $3.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1100 RT/YR/$M Avg. Margin-to-Equity 4% Targeted Worst DD N/A Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Energy 23.00% Grains 18.00% Stock Indices 15.00% Livestock 12.00% Softs 11.00% Interest Rates 8.00% Precious Metals 8.00% Currency Futures 5.00% SummarySHAD Trading LLC offers a a managed account program to trade futures contracts, options on futures contracts and physical commodities on US exchanges and markets in grains, meats, stock indexes, metals, interest rates, currencies, softs and energies. Investment StrategySHAD's trading strategy is strictly technical developed from analysis of patterns of actual price movements, and is not based on fundamental factors. SHAD evaluates price movements utilizing technical indicators including, but not limited to, moving averages, trend lines, channels and bands. The underlying premise is that commodity interest will, from time to time, enter into periods of major price changes know as "trends", which have been observed and recorded since the beginning of market history. There is reason to believe that in free markets, prices will continue to trend. The trading approach used by SHAD is designed to exploit these price moves. 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 -20.23 22 - 2/1/2012 12/1/2013 -4.40 1 2 5/1/2011 6/1/2011 -0.90 1 1 12/1/2011 1/1/2012 -0.70 1 1 3/1/2011 4/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 14.10 6 7/1/2011 12/1/2011 2.30 1 3/1/2011 3/1/2011 1.81 2 5/1/2013 6/1/2013 1.78 1 8/1/2012 8/1/2012 1.30 1 2/1/2012 2/1/2012 0.80 1 5/1/2011 5/1/2011 0.34 1 5/1/2012 5/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.28 8 9/1/2012 4/1/2013 -7.42 12 7/1/2013 6/1/2014 -5.17 2 3/1/2012 4/1/2012 -4.40 1 6/1/2011 6/1/2011 -3.67 2 6/1/2012 7/1/2012 -0.90 1 1/1/2012 1/1/2012 -0.70 1 4/1/2011 4/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods37.0038.0035.0029.0023.0017.00 Percent Profitable35.1436.8431.4331.034.350.00 Average Period Return-0.17-0.85-1.78-4.56-8.59-11.17 Average Gain1.684.056.835.254.60 Average Loss-1.55-4.25-5.73-8.98-9.19-11.17 Best Period7.5011.4014.1012.124.60-1.30 Worst Period-4.60-10.55-10.55-14.61-16.28-20.23 Standard Deviation2.075.006.757.445.575.98 Gain Standard Deviation1.873.443.533.46 Loss Standard Deviation1.413.083.203.224.885.98 Sharpe Ratio (1%)-0.12-0.22-0.34-0.75-1.81-2.20 Average Gain / Average Loss1.080.951.190.590.50 Profit / Loss Ratio0.780.640.550.260.02 Downside Deviation (10%)1.684.667.2711.9317.0722.19 Downside Deviation (5%)1.494.025.778.6911.4514.40 Downside Deviation (0%)1.443.875.417.9010.1212.58 Sortino Ratio (10%)-0.34-0.45-0.58-0.80-0.95-0.97 Sortino Ratio (5%)-0.17-0.27-0.39-0.64-0.88-0.92 Sortino Ratio (0%)-0.12-0.22-0.33-0.58-0.85-0.89 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