Suninghill : Global Capital Program

archived programs
Year-to-Date
N / A
Jul Performance
1.33%
Min Investment
$ 25k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
10.06%
Sharpe (RFR=1%)
-0.45
CAROR
-
Assets
$ 60k
Worst DD
-10.09
S&P Correlation
-0.13

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
11/2007
Global Capital Program 1.33 - - - - - - -2.95
S&P 500 -0.99 - - - - - - 133.88
+/- S&P 500 2.32 - - - - - - -136.83

Strategy Description

Summary

-The Advisor?s trading program is based on both, fundamental and technical analysis. The program will primarily trade in the foreign exchange futures and options markets.  In addition, interest rate and stock index futures and options will also be traded but the allocations will be... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 25k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 20.00%
Average Commission $15.00
Available to US Investors

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 1000 RT/YR/$M
Avg. Margin-to-Equity 30%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-The Advisor?s trading program is based on both, fundamental and technical analysis. The program will primarily trade in the foreign exchange futures and options markets.  In addition, interest rate and stock index futures and options will also be traded but the allocations will be minimal.  The Advisor will base trading decisions on the analysis of price patterns and macro-economic data. The Advisor does not incorporate the use of algorithms into its trading, as each trading decision is entirely discretionary. Although the Advisor may use various methods when establishing trading decision criteria, the Advisor makes no representation that every trade will conform to a set of established trading rules.  The program will look at global macro economics when developing an outlook for the foreign currency markets, interest rate markets, and equity markets. In addition to economic data, constant study of political matters, both U.S. and geopolitical, will impact the Advisor?s outlook formulation, as the impact of government decisions is rather large in global markets. The economic data, along with the political analysis, will be used to establish a long-term outlook in a particular market, and the program will trade various positions in the attempt to profit.nbsp;&The Advisor will utilize several trading strategies. The Advisor may purchase options, enter into debit and credit spreads, sell naked options, and/or take a position in a futures contract, while simultaneously hedging the futures contract by purchasing and/or selling an option. The Advisor?s goal in all cases is to minimize risk exposure, while allowing for significant profit potential. The Advisor also reserves the right to refrain from trading the program for a period of time, if market volatility creates unfavorable trading conditions. The program is not an actively traded program. Program positions are generally held from 2 ? 6 weeks, but when necessary, positions may be held for shorter or longer lengths of time. The Advisor will trade the program with a 1-3 month outlook, although most option positions will expire within a period of 2 ? 6 weeks. &

   

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
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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
-10.09 2 - 1/1/2008 3/1/2008
-0.01 1 1 1/1/0001 11/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
5.67 4 4/1/2008 7/1/2008
2.17 2 12/1/2007 1/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.09 2 2/1/2008 3/1/2008
-0.01 1 11/1/2007 11/1/2007
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Time Windows Analysis

 1 Month3 Month
Number of Periods9.007.00
Percent Profitable66.6742.86
Average Period Return-0.29-2.06
Average Gain1.293.69
Average Loss-3.46-6.38
Best Period2.984.62
Worst Period-5.71-9.20
Standard Deviation2.915.90
Gain Standard Deviation0.911.33
Loss Standard Deviation3.033.26
Sharpe Ratio (1%)-0.13-0.39
Average Gain / Average Loss0.370.58
Profit / Loss Ratio0.750.43
Downside Deviation (10%)2.656.13
Downside Deviation (5%)2.495.44
Downside Deviation (0%)2.455.27
Sortino Ratio (10%)-0.26-0.54
Sortino Ratio (5%)-0.15-0.42
Sortino Ratio (0%)-0.12-0.39

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.