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Hudson Capital Group - Hudson Capital Group
| Hudson Capital Group’s core focus is the Energy complex. Investments are based on fundamental analysis of petroleum and natural gas supply/demand balances. Market-oriented weather signals are incorporated into the overall market evaluation. Strategies are executed in Energy futures, exchange cleared swaps, and options. Quantitative analysis and systematic trading signals are evaluated, but execution is 100% discretionary. |
The risk of loss in trading commodity futures and options is substantial. Before trading, you should carefully
consider your financial position to determine if futures trading is appropriate for you.
Past performance is not indicative of future results.
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| Hudson Capital Group - Hudson Capital Group |
S&P 500 |
| Total Return |
77.32% | 9.62% |
| Ann Return* |
7.11% | 1.11% |
| Max Drawdown (%) |
(15.27%) | (50.92%) |
| Max Drawdown (M) |
3 | 16 |
| Winning Months |
49 | 63 |
| Losing Months |
48 | 37 |
| % Profitable |
49.00% | 63.00% |
| % Loss |
48.00% | 37.00% |
| Avg. Win Month |
3.10% | 2.90% |
| Avg. Lose Month |
(1.82%) | (4.40%) |
| Sharpe Ratio |
0.37 | (0.06) |
| Sortino Ratio |
0.26 | 0.16 |
| Sterling Ratio |
0.77 | (0.06) |
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* Annualized Compounded Return for Performance Dates above
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| Monthly Performance (%) Net of Fees |
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Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sept |
Oct |
Nov |
Dec |
Hudson Capital Group - Hudson Capital Group |
S&P 500 |
| 2010 | (4.31%) | (2.60%) | 0.88% | (0.17%) | 2.58% | (2.91%) | | | | | | | (6.52%) | (6.64%) | | 2009 | 9.90% | 0.19% | 2.01% | (2.43%) | 1.15% | (1.17%) | (4.73%) | 7.02% | (1.50%) | 0.13% | 2.08% | 2.99% | 15.82% | 26.47% | | 2008 | 1.35% | 4.55% | 6.97% | 2.51% | 0.10% | (2.29%) | (5.03%) | 21.80% | 4.80% | 0.25% | (1.38%) | (0.80%) | 35.12% | (36.99%) | | 2007 | 7.64% | (5.55%) | 8.81% | (4.16%) | (5.45%) | (6.50%) | 2.38% | (0.97%) | (0.34%) | 0.04% | 0.00% | 0.00% | (5.26%) | 5.49% | | 2006 | (0.03%) | (1.82%) | (0.33%) | 0.00% | 5.59% | (4.42%) | 4.46% | (0.25%) | 7.13% | 0.27% | 0.57% | (2.13%) | 8.77% | 15.78% | | 2005 | (0.31%) | (0.48%) | 1.62% | (0.86%) | (2.17%) | 0.83% | 1.28% | 15.56% | (0.17%) | (0.43%) | (2.09%) | (0.51%) | 11.73% | 4.90% | | 2004 | 3.18% | (1.04%) | (0.28%) | 0.48% | 1.24% | 0.90% | 0.12% | (0.52%) | 0.72% | 1.71% | (0.62%) | 1.41% | 7.47% | 10.87% | | 2003 | 1.17% | 0.46% | (1.55%) | (0.16%) | (1.92%) | (2.06%) | (2.89%) | 1.83% | (0.29%) | 0.95% | (0.50%) | (3.53%) | (8.31%) | 28.67% | | 2002 | | | 2.22% | 0.26% | 3.86% | (0.01%) | (1.94%) | 2.07% | 1.55% | 0.43% | (1.28%) | (0.39%) | 6.83% | (19.38%) |
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