Typhon Capital Management, LLC : Zephyrus Livestock Strategy

Year-to-Date
15.33%
Oct Performance
-5.29%
Min Investment
$ 500k
Mgmt. Fee
0%
Perf. Fee
30.00%
Annualized Vol
22.30%
Sharpe (RFR=1%)
0.71
CAROR
15.56%
Assets
$ 1.8M
Worst DD
-15.99
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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
1/2017
Zephyrus Livestock Strategy -5.29 -8.85 -15.33 -13.28 - - - 50.63
S&P 500 2.04 1.92 21.16 12.01 - - - 31.94
+/- S&P 500 -7.33 -10.77 -36.49 -25.28 - - - 18.70

Strategy Description

Investment Strategy

The ZEPHYRUS LIVESTOCK STRATEGY is a discretionary livestock strategy designed to capture returns from the hog and cattle markets with a low correlation to traditional assets. This methodology incorporates both fundamental data and technical analysis and prioritizes capital... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 500k
Trading Level Incremental Increase
$ 250k
CTA Max Funding Factor
1.00
Management Fee
0%
Performance Fee
30.00%
Average Commission
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
RT/YR/$M
Avg. Margin-to-Equity
25%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus
Agricultural Traders

Holding Periods

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

Decision-Making

Discretionary
100.00%
Systematic
0%

Strategy

Fundamental
100.00%
Strategy Pie Chart

Composition

Livestock
100.00%
Composition Pie Chart

Investment Strategy

The ZEPHYRUS LIVESTOCK STRATEGY is a discretionary livestock strategy designed to capture returns from the hog and cattle markets with a low correlation to traditional assets. This methodology incorporates both fundamental data and technical analysis and prioritizes capital preservation and seeks to provide returns at a moderate level of volatility.

   

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
-15.99 8 - 2/1/2019 10/1/2019
-15.70 3 5 7/1/2017 10/1/2017
-7.05 1 2 2/1/2017 3/1/2017
-5.51 2 2 6/1/2018 8/1/2018
-1.77 1 1 12/1/2018 1/1/2019
-0.08 1 1 3/1/2018 4/1/2018
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Consecutive Gains

Run-up Length (Mos.) Start End
52.21 4 4/1/2017 7/1/2017
21.46 5 11/1/2017 3/1/2018
11.57 2 1/1/2017 2/1/2017
9.86 4 9/1/2018 12/1/2018
6.12 2 5/1/2018 6/1/2018
4.90 1 9/1/2017 9/1/2017
2.61 1 2/1/2019 2/1/2019
1.35 1 7/1/2019 7/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-13.97 1 10/1/2017 10/1/2017
-9.06 4 3/1/2019 6/1/2019
-8.85 3 8/1/2019 10/1/2019
-7.05 1 3/1/2017 3/1/2017
-6.59 1 8/1/2017 8/1/2017
-5.51 2 7/1/2018 8/1/2018
-1.77 1 1/1/2019 1/1/2019
-0.08 1 4/1/2018 4/1/2018
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods34.0032.0029.0023.0017.00
Percent Profitable58.8259.3872.4182.6188.24
Average Period Return1.404.469.7117.6427.08
Average Gain5.0610.9116.1522.4931.24
Average Loss-3.82-4.96-7.20-5.39-4.16
Best Period25.5343.8949.4755.8571.37
Worst Period-13.97-15.70-13.62-13.28-6.72
Standard Deviation6.4412.6617.2819.5224.08
Gain Standard Deviation5.3512.4615.9517.8322.44
Loss Standard Deviation3.654.353.985.623.63
Sharpe Ratio (1%)0.210.330.530.851.06
Average Gain / Average Loss1.332.202.244.177.52
Profit / Loss Ratio1.893.225.8919.8256.38
Downside Deviation (10%)3.534.765.465.004.27
Downside Deviation (5%)3.374.264.493.362.13
Downside Deviation (0%)3.334.134.263.031.68
Sortino Ratio (10%)0.280.681.332.534.56
Sortino Ratio (5%)0.390.992.054.9512.00
Sortino Ratio (0%)0.421.082.285.8316.16

Top Performer Badges

Index Award Type Rank Performance Period
Agricultural Trader Index Month 6 1.12 7/2019
Discretionary Trader Index Month 10 1.12 7/2019
Agricultural Trader Index Month 3 2.61 2/2019
Agricultural Trader Index Month 3 2.61 2/2019
Agricultural Trader Index Month 3 2.61 2/2019
Discretionary Trader Index Month 5 2.61 2/2019
Discretionary Trader Index Month 5 2.61 2/2019
Discretionary Trader Index Month 5 2.61 2/2019
Agricultural Trader Index Month 3 2.61 2/2019
Discretionary Trader Index Month 5 2.61 2/2019
Agricultural Trader Index Month 1 1.49 12/2018

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