Top Ten CTAs CTA List All Rankings Diversified Currency Financials Energy Ags Stock Index VIX Options

Manager List    »   Caneel Hill Capital LLC   »   

  • Caneel Hill Capital LLC
    Managed Risk 1
    Principal(s): Douglas Martin
    Strategy: Momentum / Mean Reversion/ Pattern Recognition / Currencies & Financials
  • For Additional Information Contact Sweet Futures
    Toll Free: 1-800-661-5618
    Direct: 1-312-216-5701
    Email: [email protected]
  • Start Date: Jan-2022
    Dec Return: 2.75%
    YTD Return: 2.80%
    Annual CROR: 2.80
  • Worst Drawdown: -9.20%
    Losing Streak: -6.70 %
    Sharpe Ratio: 0.24
    Calmar Ratio: N/A
  • Min Investment: $50,000
    Currency: US Dollar
    Notional Funding: Yes
    NFA Number: 0543687
  • Margin:
    Mgt Fee: 2%
    Incentive Fee: 20%
    Round Turns: 1,440
  • Trading Strategy: The Managed Risk 1 Program utilizes multiple momentum and mean-reversion based systems which incorporate pattern recognition into its dynamic models. We combine our momentum and mean reversion systems with discretionary trading methods for a truly seamless trading flow through our positions’ lifecycle. The elements of price, time, and volatility are combined to generate high probability directional trading signals, which attempt to capitalize on the many short-term trends that are present in most types of market environments. The program participates in but is not limited to the global currency futures and Fixed Income markets.

    Accounting Notes: Returns Compiled by Turnkey Trading Partners.
  • Trading Methodology
    80% Systematic
    20% Discretionary
  • Trading Style
    70% Trend Following
    30% Contrarian
  • Style Sub-Categories
    Momentum
    Contrarian
    Pattern Recognition
    Quantitative
    Mean Reversion
    Long Short
  • Holding Period
    90% Short Term
    10% Intraday
  • Sector: US
    Contracts: Futures
  • Market Allocation
    65% Currencies
    35% Financials
Recent Performance - Start Date of Program January 2022 - Based on Proprietary Trading

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecROR Max DD
20223.69% -1.21% 2.35% 3.63% 1.40% -2.09% 0.20% -2.58% -4.38% -0.23% -0.42% 2.75% 2.8% -9.2%


PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.

Chart



Chart
Footnotes:

(C) = Client Trading Results
(P) = Proprietary Trading Results
(P&C) = A Combination of Proprietary & Client Results.

Current Drawdown - The Current Losing Streak of the CTA, if any.

Worst Drawdown - The Worst Drawdown reflects the greatest loss from Inception. Worst Drawdown can be defined as the potential cost of higher return.

Annual Compound Rate of Return - The Annualized Compounded Rate of Return represents the average return of the CTA over the time frame of the report. It smoothes out returns by assuming constant growth.

Calmar Ratio - The Calmar Ratio - Calmar Ratio represents the historical amount gained for each dollar risked. A higher number is better. Unless otherwise denoted the Calmar Ratio is calculated by dividing the 36 month Compounded ROR by the 36 month Peak to Valley Drawdown. Traders with less than 36 months of data or a negative Calmar Ratio will be indicated by N/A.

Sharpe Ratio - The Sharpe Ratio is a risk-adjusted ratio that rewards consistency of returns. Traders are penalized for volatility regardless of whether it is on the up or downside. The Sharpe Ratios is calculated using a 1% risk-free rate of return.

Round Turns - Represents the annual number of Round Turns per $1 million.

Qualified Eligible Investors - A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $2,000,000 in securities holdings OR $200,000 in margin on deposit with a Futures Commission Merchant OR a combination of the two (for example, $1,000,000 in securities and $100,000 in margin).

Exemptions - PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH THE ACCOUNTS OF QUALIFIED ELIBIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUANCY OR ACCURACY OF THE COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.