Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
The Leeward Pointe Natural Gas Strategy is managed by Adam O'Shay and Melvin Bacani who joined Typhon in April 2014 after prior service at e360 Power, Optiver, Citadel, and Risk Management Solutions for Adam, and Citadel, Morgan Stanley, and Data Mining Systems/Deutsche Bank for Melvin.
Investment Strategy
Leeward seeks to capitalize on directional, relative value and delta-neutral opportunities identified through extensive fundamental analysis of the energy
markets, specifically targeting a low-volatility return profile. Investment decisions are based on extensive research & statistical modeling/analytics that leverages proprietary demand-modeling inputs from EarthRisk Technologies to quantify weather risk, historical, current and expected coupled Supply/Demand situations, cross-commodity relationships and correlations, technical indicators across the forward curves, physical player motivations and psychology, and regional/global regulatory factors.
AUM & Cumulative Returns
Distribution
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
Typhon Capital Management, LLC Leeward Pointe - Natural Gas Strategy
Average RoR
-0.40%
Max Gain
1.82%
Gain Frequency
47.06%
Average Gain
0.64%
Gain Deviation
0.61%
Risk
Standard Deviation
1.64%
Worst Loss
-5.13%
Loss Frequency
52.94%
Average Loss
-1.33%
Loss Deviation
1.73%
Reward/Risk
Sharpe (RFR=1%)
-0.29
Skewness
-1.80
Kurtosis
3.97
Reward
Typhon Capital Management, LLC Leeward Pointe - Natural Gas Strategy
Compound RoR
-4.84%
Average RoR
-4.86%
Max Gain
0.33%
Gain Frequency
11.76%
Average Gain
1.98%
Gain Deviation
2.10%
Risk
Standard Deviation
5.67%
Worst Loss
-4.20%
Loss Frequency
88.24%
Average Loss
-5.77%
Loss Deviation
5.99%
Reward/Risk
Sharpe (RFR=1%)
-1.02
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.
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Average
-0.40
-0.66
-1.92
-3.83
Min
-5.13
-4.20
-4.83
-8.18
Max
1.82
2.04
1.17
-2.14
% Positive
47.06
40.00
41.67
0.00
Avg. Pos. Period
0.64
1.26
0.56
0.00
Avg. Neg. Period
-1.33
-1.95
-3.69
-3.83
# of Periods
17.00
15.00
12.00
6.00
Drawdown Report
Depth
Length (Months)
Recovery (Months)
Peak
Valley
-8.22
13
—
2/2014
3/2015
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
2.88
2
12/2014
1/2015
1.57
4
11/2013
2/2014
0.71
1
7/2014
7/2014
0.01
1
5/2014
5/2014
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-5.91
2
2/2015
3/2015
-5.00
4
8/2014
11/2014
-0.52
1
6/2014
6/2014
-0.39
2
3/2014
4/2014
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Top Performer Badges
Index
Award Type
Rank
Performance
Period
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
