Sysmatic Trading Solutions LLC : Global Hedge Plus Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 7.80% Oct Performance -1.10% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 17.73% Sharpe (RFR=1%) 0.54 CAROR - Assets $ 1.1M Worst DD -11.92 S&P Correlation 0.19 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since1/2019 Global Hedge Plus -1.10 -9.59 7.80 - - - - 7.80 S&P 500 2.04 1.92 21.16 - - - - 12.32 +/- S&P 500 -3.14 -11.51 -13.36 - - - - -4.52 Strategy Description SummaryThe Global Hedge Plus program is a trend-following strategy determined by two non-correlated trading methodologies. The Program uses technical tools to analyze the markets, including, but not limited to, those relating to breakout, trend-following, and contra-trend interpretations... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 500k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $3.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 2200 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD -20.00% Worst Peak-to-Trough 10.94% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 25.00% 1-30 Days 75.00% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Counter-trend 50.00% Trend-following 50.00% Composition Interest Rates 50.00% Stock Indices 50.00% SummaryThe Global Hedge Plus program is a trend-following strategy determined by two non-correlated trading methodologies. The Program uses technical tools to analyze the markets, including, but not limited to, those relating to breakout, trend-following, and contra-trend interpretations of price action. The methodologies which form the program are designed to balance each other out by using medium-term breakout signals against a developed logical method of utilizing swing trades that may have a contrary component to the overall trend. Investment StrategyTrend and counter-trend 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 -11.92 2 - 8/1/2019 10/1/2019 -1.12 1 1 4/1/2019 5/1/2019 -0.33 1 1 6/1/2019 7/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 15.19 4 1/1/2019 4/1/2019 5.03 1 6/1/2019 6/1/2019 2.64 1 8/1/2019 8/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -11.92 2 9/1/2019 10/1/2019 -1.12 1 5/1/2019 5/1/2019 -0.33 1 7/1/2019 7/1/2019 Show More Time Windows Analysis 1 Month3 Month Number of Periods10.008.00 Percent Profitable60.0075.00 Average Period Return0.884.33 Average Gain3.718.85 Average Loss-3.37-9.24 Best Period8.1414.71 Worst Period-10.94-9.59 Standard Deviation5.129.18 Gain Standard Deviation2.794.43 Loss Standard Deviation5.060.50 Sharpe Ratio (1%)0.150.44 Average Gain / Average Loss1.100.96 Profit / Loss Ratio1.652.87 Downside Deviation (10%)3.665.24 Downside Deviation (5%)3.534.75 Downside Deviation (0%)3.504.62 Sortino Ratio (10%)0.130.59 Sortino Ratio (5%)0.220.86 Sortino Ratio (0%)0.250.94 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