SHAD Trading LLC : SHAD - 1 (Client)

archived programs
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=0.50%)
-0.35
CAROR
-3.55%
Assets
$ 0k
Worst DD
-20.23
S&P Correlation
-0.19

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 Since
3/2011
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

Summary

SHAD 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%
Strategy Pie Chart

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%
Composition Pie Chart

Summary

SHAD 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 Strategy

SHAD'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.

   

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=0.50%)
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=0.50%)
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
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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
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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
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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.