Shepherd Energy AB : Shepherd Energy Portfolio

Year-to-Date
0.87%
Sep Performance
-0.65%
Min Investment
$ 1,000k
Mgmt. Fee
1.50%
Perf. Fee
20.00%
Annualized Vol
6.04%
Sharpe (RFR=1%)
0.76
CAROR
5.52%
Assets
$ 65.0M
Worst DD
-8.73
S&P Correlation
-0.25

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
1/2013
Shepherd Energy Portfolio -0.65 -1.13 0.87 -0.04 18.47 36.87 - 51.61
S&P 500 -3.92 8.47 4.09 12.98 32.33 73.37 - 122.20
+/- S&P 500 3.27 -9.60 -3.22 -13.02 -13.86 -36.51 - -70.59

Strategy Description

Investment Strategy

SHEPHERD ENERGY PORTFOLIO is managed by Shepherd Energy AB, a securities company licensed and supervised by the Swedish Financial Supervisory Authority (Finansin-spektionen). Shepherd Energy Portfolio is a managed futures portfolio in the Nordic Power Market. The Portfolio... Read More

Account & Fees

Type Fund
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.50%
Performance Fee 20.00%
Average Commission
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency 15-30 Days
Redemption Frequency 15-30 Days
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Energy Traders

Holding Periods

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

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Composition

Other
100.00%
Composition Pie Chart

Investment Strategy

SHEPHERD ENERGY PORTFOLIO is managed by Shepherd Energy AB, a securities company licensed and supervised by the Swedish Financial Supervisory Authority (Finansin-spektionen). Shepherd Energy Portfolio is a managed futures portfolio in the Nordic Power Market. The Portfolio uses standardised futures, forwards and options, where all contracts are subject to clearing at NasdaqOMX Commoditites. The Portfolio can use leverage and establish long and short positions. The objective of the Portfolio is to achieve a high risk-adjusted return in combination with a low correlation to traditional stock and bond markets. The target is to generate an average yearly return of 10-15 percent with a Sharpe ratio greater than 1.0. The Portfolio is based on Shepherd Energy's fundamental analysis and long in-depth knowledge of the power markets, where data is quantified to generate all strategies to systematically take positions on. Due to volatility higher than the average of the bond and stock market, the portfolio manager applies a well-structured management process, focusing on risk- and money management.

   

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
-8.72 3 13 4/1/2014 7/1/2014
-6.54 5 8 10/1/2016 3/1/2017
-5.55 3 5 1/1/0001 3/1/2013
-3.56 6 - 3/1/2020 9/1/2020
-3.43 1 1 10/1/2015 11/1/2015
-2.61 4 3 8/1/2019 12/1/2019
-1.81 1 1 6/1/2018 7/1/2018
-1.77 1 3 6/1/2016 7/1/2016
-1.45 4 1 9/1/2018 1/1/2019
-0.75 2 2 4/1/2019 6/1/2019
-0.65 2 1 8/1/2013 10/1/2013
-0.21 1 1 12/1/2017 1/1/2018
-0.16 1 2 2/1/2016 3/1/2016
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Consecutive Gains

Run-up Length (Mos.) Start End
11.87 5 2/1/2018 6/1/2018
9.82 3 12/1/2015 2/1/2016
8.98 6 7/1/2017 12/1/2017
8.88 6 11/1/2013 4/1/2014
6.99 7 4/1/2015 10/1/2015
6.43 3 8/1/2016 10/1/2016
6.14 4 8/1/2014 11/1/2014
5.46 3 6/1/2013 8/1/2013
4.60 3 1/1/2020 3/1/2020
4.46 3 4/1/2016 6/1/2016
4.03 2 8/1/2018 9/1/2018
3.47 3 2/1/2019 4/1/2019
1.65 1 4/1/2013 4/1/2013
1.46 2 4/1/2017 5/1/2017
1.30 1 2/1/2015 2/1/2015
1.21 1 11/1/2018 11/1/2018
0.92 2 7/1/2019 8/1/2019
0.12 1 12/1/2016 12/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-8.72 3 5/1/2014 7/1/2014
-5.55 3 1/1/2013 3/1/2013
-5.49 3 1/1/2017 3/1/2017
-3.56 6 4/1/2020 9/1/2020
-3.43 1 11/1/2015 11/1/2015
-2.61 4 9/1/2019 12/1/2019
-1.96 2 12/1/2014 1/1/2015
-1.81 1 7/1/2018 7/1/2018
-1.77 1 7/1/2016 7/1/2016
-1.37 2 12/1/2018 1/1/2019
-1.28 1 10/1/2018 10/1/2018
-1.23 1 11/1/2016 11/1/2016
-0.89 1 6/1/2017 6/1/2017
-0.75 2 5/1/2019 6/1/2019
-0.65 2 9/1/2013 10/1/2013
-0.58 1 3/1/2015 3/1/2015
-0.21 1 1/1/2018 1/1/2018
-0.19 1 5/1/2013 5/1/2013
-0.16 1 3/1/2016 3/1/2016
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods93.0091.0088.0082.0076.0070.0058.0046.0034.00
Percent Profitable60.2268.1375.0081.7198.68100.00100.00100.00100.00
Average Period Return0.461.513.276.8210.4315.0124.9733.3744.52
Average Gain1.533.195.268.6410.5815.0124.9733.3744.52
Average Loss-1.15-2.08-2.71-1.32-1.15
Best Period4.729.8212.1821.6724.9626.8439.7347.2954.32
Worst Period-4.50-8.72-7.05-4.03-1.150.3410.9722.7132.50
Standard Deviation1.743.314.476.647.226.476.658.515.07
Gain Standard Deviation1.162.163.035.947.146.476.658.515.07
Loss Standard Deviation1.122.312.081.37
Sharpe Ratio (1%)0.220.380.620.881.242.013.303.457.77
Average Gain / Average Loss1.331.541.946.549.22
Profit / Loss Ratio2.013.295.8229.22691.28
Downside Deviation (10%)1.212.282.813.213.032.231.02
Downside Deviation (5%)1.051.831.901.150.360.20
Downside Deviation (0%)1.011.741.700.800.13
Sortino Ratio (10%)0.050.130.280.570.932.139.01
Sortino Ratio (5%)0.360.691.465.0624.7164.54
Sortino Ratio (0%)0.460.871.938.5479.18

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.