Typhon Capital Management, LLC : Helios Deutsche

Year-to-Date: 1.54%
Apr Performance: 0.33%

Min Investment: $ 250k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 7.46%
Sharpe (RFR=1%): 0.53
CAROR: 4.75%

Assets: $ 150k
Worst DD: -7.21
S&P Correlation: 0.12

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Growth of 1,000 - VAMI

Monthly Performance

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	Apr	Qtr	YTD	1yr	3yr	5yr	10yr	Since 4/2014
Helios Deutsche	0.33	-0.31	-1.54	-1.10	2.97	26.88	-	26.60
S&P 500	3.93	8.94	17.51	11.24	41.19	54.79	-	54.79
+/- S&P 500	-3.60	-9.25	-19.05	-12.35	-38.22	-27.90	-	-28.18

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%

Summary

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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.

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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
-7.21	6	3	11/1/2015	5/1/2016
-5.80	3	2	3/1/2015	6/1/2015
-4.03	6	-	1/1/2018	7/1/2018
-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

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
1.09	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

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	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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	61.00	59.00	56.00	50.00	44.00	38.00	26.00	14.00
Percent Profitable	52.46	62.71	67.86	74.00	90.91	94.74	100.00	100.00
Average Period Return	0.41	1.26	2.56	4.91	6.77	8.57	13.12	19.38
Average Gain	2.05	3.11	4.43	7.09	7.55	9.11	13.12	19.38
Average Loss	-1.40	-1.85	-1.38	-1.28	-1.10	-1.22
Best Period	4.91	11.99	15.07	21.66	24.88	23.22	28.94	29.53
Worst Period	-4.93	-5.80	-7.21	-3.29	-1.50	-1.59	1.69	4.03
Standard Deviation	2.15	3.51	4.30	6.70	7.05	7.32	8.97	7.88
Gain Standard Deviation	1.33	2.97	3.87	6.49	6.92	7.13	8.97	7.88
Loss Standard Deviation	1.22	1.67	1.74	1.04	0.31	0.53
Sharpe Ratio (1%)	0.15	0.29	0.48	0.58	0.75	0.90	1.12	1.94
Average Gain / Average Loss	1.46	1.68	3.20	5.54	6.86	7.50
Profit / Loss Ratio	1.62	2.83	6.76	15.78	68.63	134.91
Downside Deviation (10%)	1.50	2.15	2.51	3.68	4.46	5.60	7.64	7.21
Downside Deviation (5%)	1.32	1.62	1.43	1.28	0.82	0.82	0.26	0.01
Downside Deviation (0%)	1.27	1.50	1.24	0.83	0.34	0.29
Sortino Ratio (10%)	0.00	0.02	0.04	-0.02	-0.19	-0.30	-0.35	-0.30
Sortino Ratio (5%)	0.25	0.62	1.44	3.05	6.43	8.00	38.07	1932.23
Sortino Ratio (0%)	0.32	0.84	2.07	5.93	19.82	29.34

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.

^#7

Top Performer

STOCK INDEX TRADER INDEX

NOVEMBER
2018

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Portfolios 3
Watchlists 3

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Typhon Capital Management, LLC : Helios Deutsche

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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