Typhon Capital Management, LLC : Leeward Pointe - Natural Gas Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -5.13% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 5.67% Sharpe (RFR=1%) -1.02 CAROR - Assets $ 1.8M Worst DD -8.22 S&P Correlation -0.20 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since11/2013 Leeward Pointe - Natural Gas Strategy -5.13 - - - - - - -6.78 S&P 500 -1.74 - - - - - - 98.51 +/- S&P 500 -3.39 - - - - - - -105.30 Strategy Description SummaryThe Leeward Pointe Natural Gas Strategy is managed by Adam O'Shay and Melvin Bacani who joined Typhon in April 2014 after prior service at e360 Power, Optiver, Citadel, and Risk Management Solutions for Adam, and Citadel, Morgan Stanley, and Data Mining Systems/Deutsche Bank for Melvin.... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 5.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 7500 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Energy Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 25.00% 1-30 Days 45.00% Intraday 30.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 90.00% Option-purchasing 5.00% Option-spreads 5.00% Composition Energy 100.00% SummaryThe Leeward Pointe Natural Gas Strategy is managed by Adam O'Shay and Melvin Bacani who joined Typhon in April 2014 after prior service at e360 Power, Optiver, Citadel, and Risk Management Solutions for Adam, and Citadel, Morgan Stanley, and Data Mining Systems/Deutsche Bank for Melvin. Investment StrategyLeeward seeks to capitalize on directional, relative value and delta-neutral opportunities identified through extensive fundamental analysis of the energy markets, specifically targeting a low-volatility return profile. Investment decisions are based on extensive research & statistical modeling/analytics that leverages proprietary demand-modeling inputs from EarthRisk Technologies to quantify weather risk, historical, current and expected coupled Supply/Demand situations, cross-commodity relationships and correlations, technical indicators across the forward curves, physical player motivations and psychology, and regional/global regulatory factors. 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 -8.22 13 - 2/1/2014 3/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 2.88 2 12/1/2014 1/1/2015 1.57 4 11/1/2013 2/1/2014 0.71 1 7/1/2014 7/1/2014 0.01 1 5/1/2014 5/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.91 2 2/1/2015 3/1/2015 -5.00 4 8/1/2014 11/1/2014 -0.52 1 6/1/2014 6/1/2014 -0.39 2 3/1/2014 4/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods17.0015.0012.00 Percent Profitable47.0640.0041.67 Average Period Return-0.40-0.66-1.92 Average Gain0.641.260.56 Average Loss-1.33-1.95-3.69 Best Period1.822.041.17 Worst Period-5.13-4.20-4.83 Standard Deviation1.642.052.30 Gain Standard Deviation0.610.610.47 Loss Standard Deviation1.731.580.87 Sharpe Ratio (1%)-0.29-0.44-1.05 Average Gain / Average Loss0.480.650.15 Profit / Loss Ratio0.430.430.11 Downside Deviation (10%)1.742.734.91 Downside Deviation (5%)1.572.053.26 Downside Deviation (0%)1.531.902.89 Sortino Ratio (10%)-0.46-0.69-0.89 Sortino Ratio (5%)-0.31-0.44-0.74 Sortino Ratio (0%)-0.26-0.35-0.67 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