Neural Capital : Sentinel Trading Program
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Year-to-Date
14.38%
Apr -0.41%
|
Min. Investment
|
$ 750k
|
Inception
|
Jan 2006
|
Assets
|
$ 6.3M
|
|
Mgmt Fee
|
2.00%
|
Sharpe (RFR=1%)
|
0.50
|
Worst DD
|
-21.81
|
|
Perf Fee
|
20.00%
|
CAROR
|
10.45%
|
S&P Correlation
|
-0.31
|
Growth of 1,000 - VAMI
Monthly Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2013 | -0.56 | 8.08 | 6.86 | -0.41 | | | | | | | | | 14.38 | -0.56 |
| 2012 | -0.19 | -0.99 | -4.15 | -4.68 | 30.02 | -3.42 | -0.98 | 0.59 | -3.23 | -8.50 | -7.10 | 1.57 | -5.65 | -20.87 |
| 2011 | -4.07 | 1.62 | -1.52 | 7.14 | 2.99 | -1.70 | -2.03 | 13.97 | 9.07 | -10.91 | -1.85 | 3.39 | 14.65 | -12.56 |
| 2010 | 0.20 | -2.80 | -3.90 | -1.00 | 18.66 | 2.30 | -4.37 | 8.46 | -0.16 | -3.16 | 0.39 | 5.88 | 19.89 | -7.52 |
| 2009 | -10.41 | -0.60 | -6.51 | -4.92 | 8.66 | 3.02 | 5.34 | -1.05 | -4.46 | 2.48 | -0.98 | 0.01 | -10.44 | -20.84 |
| 2008 | 9.20 | -4.77 | 2.09 | -3.27 | -8.98 | -6.37 | -0.90 | 4.44 | -4.01 | 13.56 | 5.85 | 3.20 | 7.86 | -20.58 |
| 2007 | 2.96 | -5.41 | -4.08 | 6.42 | 0.42 | 4.45 | 10.46 | 2.92 | 3.32 | -4.47 | 1.83 | -5.73 | 12.32 | -9.27 |
| 2006 | 2.70 | -1.92 | 9.70 | 8.00 | -2.74 | 6.72 | -5.06 | 3.06 | -9.51 | 5.43 | 4.39 | 6.73 | 28.83 | -11.46 |
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
|
|
Apr
|
Qtr
|
YTD
|
1yr
|
3yr
|
5yr
|
10yr
|
Since
1/2006
|
|
Sentinel Trading Program
|
-0.41
|
15.02
|
14.38
|
19.52
|
60.09
|
39.53
|
-
|
107.33
|
|
S&P 500
|
1.81
|
6.64
|
12.02
|
14.28
|
34.60
|
15.28
|
-
|
22.57
|
|
+/- S&P 500
|
-2.22
|
8.38
|
2.36
|
5.24
|
25.49
|
24.25
|
-
|
84.77
|
Strategy Description
Summary
-The Neural Capital Sentinel Fund is managed utilising a systematic trend-following system. Neural's underlying philosophy is that there exists substantially more risk in financial markets than current economic theory predicts, and therefore aim to make...
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Strategy Description
Summary
-The Neural Capital Sentinel Fund is managed utilising a systematic trend-following system. Neural's underlying philosophy is that there exists substantially more risk in financial markets than current economic theory predicts, and therefore aim to make investments that will generate absolute returns and protect capital in all market conditions. The managers of the Fund invest in foreign exchange markets, exchange traded interest rate, equity index and commodities futures markets. The investments are designed to produce an enhanced return over the medium-term that exceeds those of fixed-income investments. The investment portfolio consists of a combination of trades that are initiated on daily price movements across the various asset classes. The Management Company’s strategy is to remain reactionary, disciplined and to generate excess returns in times of global market dislocations.