Leonidas Cryptocurrency Program +4.1%, Vulcan Metals Fund +1.6%

 

 

Vulcan Metals Fund wins CTA Intelligence Best Specialized CTA Award, posts Positive Returns in all of its first 12 months

Our Vulcan Metals Fund completed its first full year with positive returns in all of its first 12 months, and won the CTA Intelligence Best Specialized CTA Award. The fund has posted a 4.66 Sharpe since launch, and 2.51 Since 2011 inclusive of proprietary trading.

 

Typhon Manager Showcase and 10th Anniversary Celebration- April 18th, 2018

Typhon’s Manager Showcase and 10th Anniversary Celebration to April 18th, 2018 in Manhattan from 1pm to 9pm. We will be having a cryptocurrency panel, roundtables with all of our US portfolio managers, cocktails, and dinner. We’ve confirmed an excellent venue and all current and past Typhon clients, as well as prospective investors are welcome.   

The confirmed crypto panelists are:

Nader Al-Naji- CEO of Intangible Labs (creators of Basecoin)
James Koutoulas- Typhon’s CEO
George Michalopoulos- Typhon’s Leonidas Cryptocurrency Fund and Program
Christopher Whalen- Whalen Global Advisors

Thank you to our sponsors for their support:

           

 

Leonidas Cryptocurrency SMA Quant Program Does Well in Volatile February

After initially being restricted by high short-margin costs, we completed a FCM switch in mid-February. This helped us increase the profitability of the Leonidas Cryptocurrency Program to 4.10% for February.  

Our full-scale Leonidas Cryptocurrency Fund is now live as well with a U.S. Mini-master and Cayman feeder on our Argos Alternative Funds Platform. The Fund maintains an allocation to the futures quant strategy but is otherwise long or flat crypto assets due the limited availability of shorts on US platforms. It returned -1.22% vs 2.52% for the Gemini Bitcoin Index in February.

We have begun to produce Cryptocurrency research for clients of any Typhon programs. Please let us know if you would like to be added to that list.

 

Monthly Performance

Funds on our Argos Alternative Funds Platform

 

Trade Generation

February

YTD

Annualized Return

leonidas Cryptocurrency

Multi-Strategy

-1.2%

-8.8%

 

leonidas Macro

Discretionary

0.6%

3.3%

 

stoic Rules-Based Strategies

Systematic

-3.8%

-0.4%

32.3%

vulcan Metals

Discretionary

1.6%

1.8%

17.9%

vulcan Metals SP

Discretionary

1.3%

0.0%

17.2%

 

Separately Managed Accounts

 

Trade Generation

February

YTD

Annualized Return

Notional Funding Available

 

chiron Currency

Systematic

0.0%

2.6%

2.7%

5:1

D-Doc

helios Deutsche

Systematic

-2.0%

1.4%

6.8%

3:1

D-Doc

leonidas Cryptocurrency

Quantitative

4.1%

5.5%

 

1:1

D-Doc

leonidas Energy

Discretionary

1.5%

0.5%

 

5:1

D-Doc

proteus Dynamic Volatility

Systematic

-2.2%

-4.3%

3.7%

5:1

D-Doc

plutus Grain

Discretionary

-0.5%

-0.7%

6.8%

5:1

D-Doc

vulcan Metals

Discretionary

0.4%

1.1%

15.7%

5:1

D-Doc

zephyrus Livestock

Discretionary

2.4%

-0.7%

46.8%

3:1

D-Doc

             

Typhon Firmwide Deck

Please see each strategy's one-page performance summary and disclosure document for detailed information about the above calculations. Futures trading is inherently risky and past performance is not necessarily indicative of future returns. Typhon Capital Management only provides services for Qualified Eligible Participants and non-US Investors. Per NFA rules, strategies with less than 12 months track record do not have annualized return statistics.

 

Conferences/Travel

Senior personnel from Typhon will be attending the following conferences and visiting the respective cities, please let us know if you would like to schedule a meeting:

Venue

Date

New York, NY

March 22-31

Chicago, IL

April 2-11

Context Summits NYC

April 17

Typhon 10th Anniversary Conference

New York, NY

April 18

CTA EXPO NYC

April 19

Cryptocurrency Fund Forum

Operational Priorities when Launching a Cryptocurrency Fund

London, UK

June 6

 

 

 

 

Yours truly,

The Typhon Team

 

Typhon Capital Management
+1.312.836.1180
info@typhoncap.com
www.typhoncap.com

Typhon Capital Management, LLC is a Member of the National Futures Association and registered as a Commodity Pool Operator and a Commodity Trading Advisor and only provides services to Qualified Eligible Participants as defined in section 4.7 of the Commodity Exchange Act.

This email and any attached document is being furnished to you on a confidential basis and may not, without prior written consent of Typhon Capital Management, LLC be (i) copied, photocopied or duplicated in any form, by any means, or (ii) distributed to any person that is not an employee, officer, director, or authorized agent of the intended recipient of this email.  This email, including any attached document, is neither an offer to sell any securities, nor a solicitation of an offer to invest in any fund or managed product. Past performance is not necessarily indicative of future returns.

 

 

 

 

 

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