Typhon Capital Management, LLC : Helios Deutsche

Year-to-Date
2.04%
Aug Performance
0.55%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
7.34%
Sharpe (RFR=1%)
0.48
CAROR
4.35%
Assets
$ 150k
Worst DD
-7.21
S&P Correlation
0.09

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
4/2014
Helios Deutsche 0.55 -0.05 -2.04 -0.18 -1.01 21.10 - 25.97
S&P 500 -1.81 6.34 16.73 0.85 33.43 44.59 - 53.76
+/- S&P 500 2.36 -6.39 -18.77 -1.03 -34.44 -23.49 - -27.79

Strategy Description

Summary

The Helios Deutsche Program, managed by Damian Taylor and Hubert Van Den Bergh, uses a proprietary short-term systematic model to trade DAX® futures in an attempt to generate absolute returns uncorrelated to other asset classes. The DAX®'s volatility and price action have made it... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 250k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
1.00
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
1-7 Days
Redemption Frequency
1-7 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

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

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
100.00%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

The Helios Deutsche Program, managed by Damian Taylor and Hubert Van Den Bergh, uses a proprietary short-term systematic model to trade DAX® futures in an attempt to generate absolute returns uncorrelated to other asset classes. The DAX®'s volatility and price action have made it an ideal instrument for expressing the Helios methodology.

   

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
-7.21 6 3 11/1/2015 5/1/2016
-6.21 17 - 1/1/2018 6/1/2019
-5.80 3 2 3/1/2015 6/1/2015
-4.00 3 5 8/1/2016 11/1/2016
-3.09 1 2 9/1/2014 10/1/2014
-2.46 2 7 4/1/2017 6/1/2017
-0.76 1 1 8/1/2015 9/1/2015
-0.22 1 1 1/1/0001 4/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
18.43 5 11/1/2014 3/1/2015
8.87 3 6/1/2016 8/1/2016
6.60 2 7/1/2015 8/1/2015
5.92 5 5/1/2014 9/1/2014
4.21 2 10/1/2015 11/1/2015
3.39 1 1/1/2018 1/1/2018
2.84 1 4/1/2017 4/1/2017
2.79 4 8/1/2018 11/1/2018
2.45 1 2/1/2016 2/1/2016
2.31 1 12/1/2016 12/1/2016
2.28 1 4/1/2016 4/1/2016
2.28 2 7/1/2019 8/1/2019
2.27 1 7/1/2017 7/1/2017
2.03 1 2/1/2017 2/1/2017
1.09 1 3/1/2018 3/1/2018
0.94 1 2/1/2019 2/1/2019
0.64 1 9/1/2017 9/1/2017
0.33 1 4/1/2019 4/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-6.47 2 12/1/2015 1/1/2016
-5.80 3 4/1/2015 6/1/2015
-4.93 1 5/1/2016 5/1/2016
-4.00 3 9/1/2016 11/1/2016
-3.09 1 10/1/2014 10/1/2014
-2.72 2 5/1/2019 6/1/2019
-2.72 4 4/1/2018 7/1/2018
-2.46 2 5/1/2017 6/1/2017
-2.42 1 2/1/2018 2/1/2018
-1.96 2 12/1/2018 1/1/2019
-1.66 1 1/1/2017 1/1/2017
-1.56 1 3/1/2019 3/1/2019
-1.21 1 8/1/2017 8/1/2017
-0.76 1 9/1/2015 9/1/2015
-0.46 3 10/1/2017 12/1/2017
-0.41 1 3/1/2016 3/1/2016
-0.25 1 3/1/2017 3/1/2017
-0.22 1 4/1/2014 4/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods65.0063.0060.0054.0048.0042.0030.0018.00
Percent Profitable52.3158.7363.3368.5283.3385.7196.67100.00
Average Period Return0.381.102.224.455.997.6011.6516.43
Average Gain2.003.114.437.097.559.1112.0916.43
Average Loss-1.40-1.76-1.59-1.27-1.83-1.50-1.01
Best Period4.9111.9915.0721.6624.8823.2228.9429.53
Worst Period-4.93-5.80-7.21-3.29-4.59-2.38-1.013.42
Standard Deviation2.123.464.356.667.247.599.248.96
Gain Standard Deviation1.312.973.876.496.927.139.088.96
Loss Standard Deviation1.201.581.691.081.330.65
Sharpe Ratio (1%)0.140.250.400.520.620.740.931.38
Average Gain / Average Loss1.431.762.795.564.146.0911.93
Profit / Loss Ratio1.572.514.8212.1020.7036.54346.09
Downside Deviation (10%)1.492.192.763.945.196.478.779.69
Downside Deviation (5%)1.311.631.611.421.471.380.970.15
Downside Deviation (0%)1.261.511.390.930.900.610.18
Sortino Ratio (10%)-0.02-0.06-0.09-0.14-0.31-0.41-0.47-0.53
Sortino Ratio (5%)0.230.521.072.443.064.048.9182.24
Sortino Ratio (0%)0.300.731.604.816.6412.4963.01

Top Performer Badges

Index Award Type Rank Performance Period
Stock Index Trader Index Month 2 1.72 7/2019
Stock Index Trader Index Month 7 2.22 11/2018
Stock Index Trader Index Month 7 3.37 1/2018
Stock Index Trader Index Month 4 1.95 7/2017

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.