Suninghill : Global Capital Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Jul Qtr 2020 1yr 3yr 5yr 10yr Since11/2007 Global Capital Program 1.33 - - - - - - -2.95 S&P 500 -0.99 - - - - - - 150.97 +/- S&P 500 2.32 - - - - - - -153.92 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. & 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 -10.09 2 - 1/1/2008 3/1/2008 -0.01 1 1 1/1/0001 11/1/2007 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel