Typhon Capital Management, LLC : Vulcan Metals Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.25% Dec Performance 1.55% Min Investment $ 2,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 6.27% Sharpe (RFR=1%) 1.83 CAROR 13.01% Assets $ 45.5M Worst DD -4.89 S&P Correlation -0.05 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 Dec Qtr 2019 1yr 3yr 5yr 10yr Since11/2011 Vulcan Metals Strategy 1.55 0.85 1.25 1.25 6.48 46.42 - 171.48 S&P 500 2.86 8.53 28.87 28.87 42.84 55.32 - 156.45 +/- S&P 500 -1.31 -7.69 -27.62 -27.62 -36.36 -8.90 - 15.03 Strategy Description SummaryThe 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... Read More 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% SummaryThe 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 StrategyVulcan 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 ManagementProtection 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. 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 -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 -1.25 6 1 5/1/2019 11/1/2019 -1.06 6 2 7/1/2018 1/1/2019 -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 Show More 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 1.55 1 12/1/2019 12/1/2019 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 Show More 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 -0.90 1 11/1/2019 11/1/2019 -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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods98.0096.0093.0087.0081.0075.0063.0051.0039.00 Percent Profitable77.5583.3389.2595.40100.00100.00100.00100.00100.00 Average Period Return1.043.196.6113.5021.5830.8852.0876.0596.89 Average Gain1.534.047.5014.1621.5830.8852.0876.0596.89 Average Loss-0.65-1.10-0.79-0.22 Best Period8.2913.7022.8231.2247.3467.4295.64138.60159.02 Worst Period-4.44-3.90-1.77-0.500.122.123.7010.9244.75 Standard Deviation1.813.706.4211.0916.2422.0632.6037.9632.35 Gain Standard Deviation1.713.426.2310.9316.2422.0632.6037.9632.35 Loss Standard Deviation0.951.210.580.19 Sharpe Ratio (1%)0.530.790.951.131.241.311.501.902.84 Average Gain / Average Loss2.363.679.5065.55 Profit / Loss Ratio8.1618.3678.881360.12 Downside Deviation (10%)0.671.111.392.132.753.294.382.19 Downside Deviation (5%)0.560.730.470.280.16 Downside Deviation (0%)0.530.660.310.06 Sortino Ratio (10%)0.941.762.973.995.086.268.3024.83 Sortino Ratio (5%)1.714.0213.0843.88127.54 Sortino Ratio (0%)1.944.8520.99231.96 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. x {{title}} x {{title}} Add Cancel