Typhon Capital Management, LLC : Helios Deutsche Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 2.57% Jul Performance 1.72% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.40% Sharpe (RFR=1%) 0.47 CAROR 4.32% Assets $ 150k Worst DD -7.21 S&P Correlation 0.09 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 YTD 1yr 3yr 5yr 10yr Since4/2014 Helios Deutsche 1.72 -1.05 -2.57 -0.58 1.25 21.50 - 25.28 S&P 500 1.31 1.17 18.88 5.82 35.72 52.80 - 56.59 +/- S&P 500 0.41 -2.22 -21.45 -6.40 -34.47 -31.30 - -31.31 Strategy Description SummaryThe 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% Composition Stock Indices 100.00% SummaryThe 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. 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 -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 Show More 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 2.27 1 7/1/2017 7/1/2017 2.03 1 2/1/2017 2/1/2017 1.72 1 7/1/2019 7/1/2019 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods64.0062.0059.0053.0047.0041.0029.0017.00 Percent Profitable51.5659.6864.4169.8185.1187.80100.00100.00 Average Period Return0.381.122.294.546.157.8012.0917.20 Average Gain2.043.114.437.097.559.1112.0917.20 Average Loss-1.40-1.83-1.58-1.34-1.84-1.67 Best Period4.9111.9915.0721.6624.8823.2228.9429.53 Worst Period-4.93-5.80-7.21-3.29-4.59-2.380.444.03 Standard Deviation2.143.494.366.697.237.579.088.61 Gain Standard Deviation1.312.973.876.496.927.139.088.61 Loss Standard Deviation1.201.571.741.081.440.56 Sharpe Ratio (1%)0.140.250.410.530.640.761.001.53 Average Gain / Average Loss1.461.702.805.274.105.46 Profit / Loss Ratio1.552.515.0712.2023.4139.35 Downside Deviation (10%)1.502.202.733.915.076.338.368.95 Downside Deviation (5%)1.321.641.601.421.411.340.640.01 Downside Deviation (0%)1.271.521.380.930.880.61 Sortino Ratio (10%)-0.02-0.05-0.07-0.12-0.28-0.39-0.44-0.49 Sortino Ratio (5%)0.220.531.122.503.314.3314.251826.80 Sortino Ratio (0%)0.290.741.664.867.0112.83 Top Performer Badges Index Award Type Rank Performance Period 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. x {{title}} x {{title}} Add Cancel