Typhon Capital Management, LLC : Vulcan Metals Strategy

Year-to-Date: 0.61%
Oct Performance: 0.21%

Min Investment: $ 2,000k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 6.30%
Sharpe (RFR=1%): 1.85
CAROR: 13.21%

Assets: $ 45.5M
Worst DD: -4.89
S&P Correlation: -0.04

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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	Oct	Qtr	YTD	1yr	3yr	5yr	10yr	Since 11/2011
Vulcan Metals Strategy	0.21	0.06	0.61	0.02	4.15	49.57	-	169.76
S&P 500	2.04	1.92	21.16	12.01	41.41	48.99	-	141.11
+/- S&P 500	-1.83	-1.86	-20.55	-11.99	-37.27	0.58	-	28.65

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 2,000k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $0
Available to US Investors: Yes

Subscriptions

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

Trading

Trading Frequency: 10000 RT/YR/$M
Avg. Margin-to-Equity: 3%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Financial & Metals Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 1.00%
1-3 Months: 9.00%
1-30 Days: 80.00%
Intraday: 10.00%

Decision-Making

Discretionary: 100.00%
Systematic: 0%

Strategy

Other: 100.00%

Composition

Industrial Metals: 50.00%
Precious Metals: 50.00%

Summary

The Vulcan Metals Strategy is a pure discretionary metals trading strategy managed by James Gallo, a NYMEX floor trader since 1987. Utilizing a global network of information on mining, usage, historical movements, and need, as well as proprietary research, the methodology is exacting yet flexible enough to capitalize on daily market irregularities. Vulcan trades a variety of metals including copper, gold, silver, platinum and palladium. Vulcan adapts to changing market conditions, the strategy employs intra-commodity spreads to yield additional low risk returns. Performance prior to June 2016 is proprietary pro forma for fees and commissions. DISCLAIMER: Performance prior to June 2016 is proprietary pro forma for 2/20 fees, at a 2.25M nominal account size, and an estimated $1,000 per month in extra commissions to reflect non-member rates by NAV Consulting, Inc. Performance thereafter is a composite of client accounts net of actual fees.

Investment Strategy

Vulcan trades a variety of metals including copper, gold, silver, platinum and palladium. Vulcan adapts to changing market conditions, the strategy employs intra-commodity spreads to yield additional low risk returns.

Risk Management

Protection is a key element in generating returns - robust risk management is at the core of this protection. Risk is actively managed through strict risk budget limits at portfolio and individual metal levels, with drawdown limits.

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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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Index:

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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
-4.89	2	4	10/1/2012	12/1/2012
-2.32	3	3	10/1/2016	1/1/2017
-1.81	1	1	2/1/2016	3/1/2016
-1.06	6	2	7/1/2018	1/1/2019
-0.89	3	-	5/1/2019	8/1/2019
-0.60	1	1	9/1/2013	10/1/2013
-0.49	1	1	9/1/2015	10/1/2015
-0.41	1	1	5/1/2018	6/1/2018
-0.23	1	1	5/1/2017	6/1/2017
-0.20	1	1	3/1/2019	4/1/2019
-0.06	1	1	2/1/2018	3/1/2018
-0.06	1	1	4/1/2013	5/1/2013
-0.05	1	1	9/1/2017	10/1/2017

Consecutive Gains

Run-up	Length (Mos.)	Start	End
63.37	23	11/1/2013	9/1/2015
31.22	12	11/1/2011	10/1/2012
8.37	4	11/1/2015	2/1/2016
7.18	4	6/1/2013	9/1/2013
6.59	7	4/1/2016	10/1/2016
5.71	4	1/1/2013	4/1/2013
2.49	4	2/1/2017	5/1/2017
1.57	4	11/1/2017	2/1/2018
1.50	1	7/1/2018	7/1/2018
1.23	2	2/1/2019	3/1/2019
0.94	3	7/1/2017	9/1/2017
0.78	2	4/1/2018	5/1/2018
0.54	2	9/1/2019	10/1/2019
0.34	1	5/1/2019	5/1/2019
0.18	1	12/1/2018	12/1/2018
0.05	1	10/1/2018	10/1/2018

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-4.89	2	11/1/2012	12/1/2012
-2.32	3	11/1/2016	1/1/2017
-1.81	1	3/1/2016	3/1/2016
-0.89	3	6/1/2019	8/1/2019
-0.77	1	11/1/2018	11/1/2018
-0.60	1	10/1/2013	10/1/2013
-0.49	1	10/1/2015	10/1/2015
-0.41	1	6/1/2018	6/1/2018
-0.40	1	1/1/2019	1/1/2019
-0.23	1	6/1/2017	6/1/2017
-0.20	1	4/1/2019	4/1/2019
-0.12	2	8/1/2018	9/1/2018
-0.06	1	3/1/2018	3/1/2018
-0.06	1	5/1/2013	5/1/2013
-0.05	1	10/1/2017	10/1/2017

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	96.00	94.00	91.00	85.00	79.00	73.00	61.00	49.00	37.00
Percent Profitable	78.13	84.04	90.11	96.47	100.00	100.00	100.00	100.00	100.00
Average Period Return	1.06	3.25	6.76	13.81	22.10	31.64	53.62	78.68	99.66
Average Gain	1.53	4.08	7.59	14.32	22.10	31.64	53.62	78.68	99.66
Average Loss	-0.64	-1.15	-0.74	-0.25
Best Period	8.29	13.70	22.82	31.22	47.34	67.42	95.64	138.60	159.02
Worst Period	-4.44	-3.90	-1.77	-0.50	1.21	2.95	3.89	17.31	49.57
Standard Deviation	1.82	3.71	6.41	11.04	16.11	21.85	31.97	36.34	30.83
Gain Standard Deviation	1.72	3.43	6.22	10.90	16.11	21.85	31.97	36.34	30.83
Loss Standard Deviation	0.97	1.24	0.59	0.22
Sharpe Ratio (1%)	0.53	0.81	0.98	1.16	1.28	1.36	1.58	2.05	3.07
Average Gain / Average Loss	2.41	3.55	10.27	57.18
Profit / Loss Ratio	8.59	18.70	93.62	1562.79
Downside Deviation (10%)	0.67	1.11	1.34	2.04	2.58	3.10	4.00	0.98
Downside Deviation (5%)	0.56	0.74	0.44	0.26	0.04
Downside Deviation (0%)	0.53	0.66	0.29	0.06
Sortino Ratio (10%)	0.97	1.82	3.20	4.31	5.61	6.90	9.47	58.43
Sortino Ratio (5%)	1.75	4.08	14.38	48.92	582.33
Sortino Ratio (0%)	1.98	4.90	23.30	239.69

Top Performer Badges

Index	Award Type	Rank	Performance	Period
IASG CTA Index	Sharpe	3	2.00	2017 - 2018
IASG CTA Index	5 Year Rolling	9	84.87	2013 - 2018
IASG CTA Index	Sharpe	5	2.19	2016 - 2017
IASG CTA Index	5 Year Rolling	5	110.03	2012 - 2017
IASG CTA Index	3 Year Rolling	9	75.44	2013 - 2016
IASG CTA Index	5 Year Rolling	3	151.06	2011 - 2016
IASG CTA Index	Sharpe	1	2.42	2015 - 2016

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

^#3

Top Performer

IASG CTA INDEX

2018
SHARPE

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IASG Activity

Blends 92
Portfolios 17
Watchlists 31

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Typhon Capital Management, LLC : Vulcan Metals Strategy

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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