SHAD Trading LLC : SHAD - 1 (Proprietary)

Year-to-Date: N / A
Jan Performance: -1.70%

Min Investment: $ 200k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 14.61%
Sharpe (RFR=1%): 0.09
CAROR: 1.37%

Assets: $ 400k
Worst DD: -30.95
S&P Correlation: 0.05

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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	Jan	Qtr	2020	1yr	3yr	5yr	10yr	Since 7/2010
SHAD - 1 (Proprietary)	-1.70	-	-	-	-	-1.70	3.55	7.90
S&P 500	-5.07	-	-	-	-	50.84	51.55	237.44
+/- S&P 500	3.37	-	-	-	-	-52.54	-47.99	-229.54

Strategy Description

Summary

SHAD Trading LLC offers 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	$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	1100 RT/YR/$M
Avg. Margin-to-Equity	0%
Targeted Worst DD
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	0%
Intraday	0%

Decision-Making

Discretionary	0%
Systematic	100.00%

Strategy

Trend-following: 100.00%

Composition

Summary

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.

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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:

Monthly Annual

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Sharpe Ratio: (RF=1%)
Skewness:
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Reward
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Standard Deviation:
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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
-30.95	12	-	1/1/2015	1/1/2016
-18.95	23	7	2/1/2012	1/1/2014
-4.10	3	2	3/1/2011	6/1/2011
-3.99	2	1	10/1/2014	12/1/2014
-2.49	2	3	9/1/2010	11/1/2010
-1.00	1	1	12/1/2011	1/1/2012

Consecutive Gains

Run-up	Length (Mos.)	Start	End
36.65	4	7/1/2014	10/1/2014
17.23	2	2/1/2014	3/1/2014
15.42	6	7/1/2011	12/1/2011
6.42	3	7/1/2010	9/1/2010
5.79	1	1/1/2015	1/1/2015
5.19	4	12/1/2010	3/1/2011
5.03	1	5/1/2014	5/1/2014
2.51	3	5/1/2013	7/1/2013
1.93	1	11/1/2015	11/1/2015
1.80	1	8/1/2012	8/1/2012
1.50	1	2/1/2012	2/1/2012
0.70	1	5/1/2011	5/1/2011
0.34	1	5/1/2012	5/1/2012
0.06	1	1/1/2013	1/1/2013

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-30.12	9	2/1/2015	10/1/2015
-6.93	4	9/1/2012	12/1/2012
-6.68	6	8/1/2013	1/1/2014
-5.76	1	4/1/2014	4/1/2014
-5.26	2	3/1/2012	4/1/2012
-3.99	2	11/1/2014	12/1/2014
-3.90	1	6/1/2011	6/1/2011
-3.85	2	6/1/2012	7/1/2012
-3.06	2	12/1/2015	1/1/2016
-2.49	2	10/1/2010	11/1/2010
-2.24	3	2/1/2013	4/1/2013
-1.40	1	6/1/2014	6/1/2014
-1.00	1	1/1/2012	1/1/2012
-0.90	1	4/1/2011	4/1/2011

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	67.00	65.00	62.00	56.00	50.00	44.00	32.00	20.00
Percent Profitable	44.78	46.15	51.61	57.14	58.00	63.64	81.25	70.00
Average Period Return	0.20	0.71	1.55	5.30	8.74	8.95	9.28	20.01
Average Gain	3.20	7.02	11.60	18.66	21.16	18.50	12.20	31.72
Average Loss	-2.36	-4.70	-9.18	-12.50	-8.41	-7.78	-3.37	-7.30
Best Period	18.91	31.57	41.51	58.79	49.57	48.52	30.62	48.78
Worst Period	-8.10	-16.83	-27.44	-30.95	-15.40	-17.74	-6.31	-9.80
Standard Deviation	4.22	8.80	14.08	20.37	19.88	18.98	11.08	21.40
Gain Standard Deviation	4.30	8.25	11.07	15.84	17.09	17.14	10.21	13.23
Loss Standard Deviation	2.02	4.72	7.43	8.64	5.20	5.96	1.80	2.44
Sharpe Ratio (1%)	0.03	0.05	0.07	0.21	0.36	0.37	0.56	0.75
Average Gain / Average Loss	1.35	1.49	1.26	1.49	2.52	2.38	3.62	4.34
Profit / Loss Ratio	1.16	1.28	1.35	1.99	3.47	4.16	15.68	10.13
Downside Deviation (10%)	2.47	5.53	9.58	12.73	11.05	11.94	11.52	16.13
Downside Deviation (5%)	2.28	4.98	8.44	10.43	7.22	6.86	2.97	6.34
Downside Deviation (0%)	2.23	4.85	8.16	9.88	6.37	5.84	1.62	4.18
Sortino Ratio (10%)	-0.09	-0.09	-0.10	0.02	0.10	-0.11	-0.56	-0.10
Sortino Ratio (5%)	0.05	0.09	0.12	0.41	1.00	1.01	2.10	2.51
Sortino Ratio (0%)	0.09	0.15	0.19	0.54	1.37	1.53	5.72	4.78

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.

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More Programs by SHAD Trading LLC

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IASG Activity

Blends 4
Portfolios 2
Watchlists 9

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SHAD Trading LLC : SHAD - 1 (Proprietary)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Find the right managed futures programs for you with our comprehensive free CTA database.

SHAD Trading LLC : SHAD - 1 (Proprietary)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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