Typhon Capital Management, LLC : Leonidas Cryptocurrency Program

Year-to-Date
3.00%
Sep Performance
0.18%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
5.51%
Sharpe (RFR=1%)
0.03
CAROR
-
Assets
$ 500k
Worst DD
-6.31
S&P Correlation
0.02

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
12/2017
Leonidas Cryptocurrency Program 0.18 -3.90 -3.00 -5.18 - - - 1.90
S&P 500 1.72 1.19 18.74 2.15 - - - 11.33
+/- S&P 500 -1.54 -5.08 -21.73 -7.33 - - - -9.43

Strategy Description

Summary

The Leonidas Cryptocurrency Program is managed by George Michalopoulos and exclusively trades exchange-cleared derivatives, such as futures on cryptocurrencies such as Bitcoin as they become available. The strategy is short-term quantitative in nature. The strategy is available in... Read More

Account & Fees

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

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
2500 RT/YR/$M
Avg. Margin-to-Equity
40%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Currency Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
10.00%
1-30 Days
70.00%
Intraday
20.00%

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Currency Futures
100.00%
Composition Pie Chart

Summary

The Leonidas Cryptocurrency Program is managed by George Michalopoulos and exclusively trades exchange-cleared derivatives, such as futures on cryptocurrencies such as Bitcoin as they become available. The strategy is short-term quantitative in nature. The strategy is available in managed accounts only and may also trade options on cryptocurrencies futures should they become available.

   

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
-6.31 12 - 7/1/2018 7/1/2019
-1.87 1 1 2/1/2018 3/1/2018
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
5.93 3 12/1/2017 2/1/2018
4.01 4 4/1/2018 7/1/2018
1.10 1 6/1/2019 6/1/2019
0.63 1 4/1/2019 4/1/2019
0.59 2 8/1/2019 9/1/2019
0.08 1 12/1/2018 12/1/2018
0.07 1 9/1/2018 9/1/2018
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-4.46 1 7/1/2019 7/1/2019
-2.33 2 10/1/2018 11/1/2018
-1.87 1 3/1/2018 3/1/2018
-0.68 3 1/1/2019 3/1/2019
-0.67 1 8/1/2018 8/1/2018
-0.11 1 5/1/2019 5/1/2019
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods22.0020.0017.0011.00
Percent Profitable59.0945.0041.1836.36
Average Period Return0.100.130.14-1.08
Average Gain0.942.483.752.97
Average Loss-1.13-1.79-2.40-3.40
Best Period3.445.937.554.96
Worst Period-4.46-3.90-3.26-6.31
Standard Deviation1.592.693.683.79
Gain Standard Deviation1.061.902.992.13
Loss Standard Deviation1.451.370.902.11
Sharpe Ratio (1%)0.01-0.04-0.10-0.55
Average Gain / Average Loss0.841.381.570.87
Profit / Loss Ratio1.211.131.100.50
Downside Deviation (10%)1.322.453.857.07
Downside Deviation (5%)1.171.802.323.85
Downside Deviation (0%)1.131.641.953.13
Sortino Ratio (10%)-0.23-0.45-0.61-0.86
Sortino Ratio (5%)0.01-0.07-0.16-0.54
Sortino Ratio (0%)0.090.080.07-0.35

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.