AIMhedge Management Ltd. : AIM Classic Fund EUR (Institutional)

archived programs
Year-to-Date
N / A
Sep Performance
1.04%
Min Investment
$ 100k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
15.08%
Sharpe (RFR=1%)
0.38
CAROR
5.80%
Assets
$ 4.4M
Worst DD
-24.86
S&P Correlation
-0.01

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

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

Program / Index Sep Qtr YTD 1yr 3yr 5yr 10yr Since
1/2005
AIM Classic Fund EUR (Institutional) 1.04 -0.13 - -5.40 5.89 -15.88 52.77 93.93
S&P 500 -0.12 3.31 - 12.93 28.94 91.62 62.29 83.52
+/- S&P 500 1.16 -3.44 - -18.32 -23.05 -107.50 -9.52 10.41

Strategy Description

Summary

This product aims to achieve absolute medium-term capital growth through systematic trend following across global markets including (futures and forward contracts of) stock indices, interest instruments, currencies, cross rates and tangible commodities, commonly known as Managed Futures.... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 100k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
1.00%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
No

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
1400 RT/YR/$M
Avg. Margin-to-Equity
15%
Targeted Worst DD
21.00%
Worst Peak-to-Trough
-20.21%
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
0%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Trend-following
100.00%
Strategy Pie Chart

Composition

Stock Indices
20.00%
Currency Futures
15.00%
Interest Rates
15.00%
Industrial Metals
10.00%
Precious Metals
10.00%
Energy
10.00%
Livestock
10.00%
Softs
10.00%
Composition Pie Chart

Summary

This product aims to achieve absolute medium-term capital growth through systematic trend following across global markets including (futures and forward contracts of) stock indices, interest instruments, currencies, cross rates and tangible commodities, commonly known as Managed Futures. The product seeks to capitalise primarily on upward and downward price trends and offers the potential for returns independent of traditional forms of stock and bond investments.

   

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
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
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.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-24.86 28 - 4/1/2011 8/1/2013
-20.21 11 7 4/1/2006 3/1/2007
-16.21 10 12 12/1/2008 10/1/2009
-7.23 4 4 1/1/0001 4/1/2005
-5.88 1 1 9/1/2005 10/1/2005
-4.99 1 2 6/1/2008 7/1/2008
-3.63 1 1 2/1/2011 3/1/2011
-3.38 1 1 1/1/2006 2/1/2006
-2.12 1 1 12/1/2010 1/1/2011
-1.80 2 2 2/1/2008 4/1/2008
-0.98 1 1 10/1/2010 11/1/2010
-0.04 1 1 11/1/2007 12/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
28.81 2 1/1/2008 2/1/2008
22.12 3 9/1/2007 11/1/2007
21.75 5 5/1/2005 9/1/2005
21.75 3 11/1/2005 1/1/2006
18.33 5 11/1/2014 3/1/2015
18.25 3 8/1/2010 10/1/2010
13.19 2 3/1/2006 4/1/2006
12.94 4 4/1/2007 7/1/2007
12.10 5 8/1/2008 12/1/2008
10.98 2 7/1/2011 8/1/2011
9.30 3 2/1/2010 4/1/2010
8.43 1 11/1/2009 11/1/2009
8.25 1 4/1/2011 4/1/2011
6.99 3 9/1/2013 11/1/2013
6.73 2 2/1/2005 3/1/2005
6.05 3 11/1/2012 1/1/2013
5.77 2 5/1/2008 6/1/2008
4.86 2 8/1/2009 9/1/2009
4.62 1 2/1/2011 2/1/2011
3.98 1 10/1/2006 10/1/2006
3.83 1 8/1/2006 8/1/2006
3.60 1 11/1/2015 11/1/2015
3.54 2 6/1/2016 7/1/2016
3.09 2 3/1/2013 4/1/2013
2.84 1 9/1/2015 9/1/2015
2.75 2 1/1/2016 2/1/2016
2.37 2 8/1/2014 9/1/2014
2.36 1 6/1/2014 6/1/2014
2.30 1 2/1/2009 2/1/2009
2.21 1 12/1/2010 12/1/2010
2.01 1 2/1/2014 2/1/2014
1.84 1 5/1/2015 5/1/2015
1.82 1 7/1/2015 7/1/2015
1.23 1 7/1/2012 7/1/2012
1.16 1 5/1/2012 5/1/2012
1.04 1 9/1/2016 9/1/2016
0.64 2 12/1/2006 1/1/2007
0.33 1 2/1/2012 2/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-14.74 5 3/1/2009 7/1/2009
-14.03 4 5/1/2013 8/1/2013
-12.45 3 5/1/2006 7/1/2006
-11.15 5 9/1/2011 1/1/2012
-10.98 2 5/1/2011 6/1/2011
-10.07 3 3/1/2016 5/1/2016
-8.18 3 8/1/2012 10/1/2012
-8.12 2 2/1/2007 3/1/2007
-7.58 1 6/1/2015 6/1/2015
-7.47 1 11/1/2006 11/1/2006
-7.15 1 4/1/2005 4/1/2005
-6.38 1 1/1/2005 1/1/2005
-5.88 1 10/1/2005 10/1/2005
-5.74 3 5/1/2010 7/1/2010
-5.63 2 12/1/2009 1/1/2010
-4.99 1 7/1/2008 7/1/2008
-4.97 1 10/1/2009 10/1/2009
-4.39 1 8/1/2015 8/1/2015
-4.32 2 12/1/2013 1/1/2014
-4.18 1 4/1/2015 4/1/2015
-3.93 1 8/1/2007 8/1/2007
-3.63 1 3/1/2011 3/1/2011
-3.60 1 1/1/2009 1/1/2009
-3.38 1 2/1/2006 2/1/2006
-3.18 1 8/1/2016 8/1/2016
-2.41 1 10/1/2015 10/1/2015
-2.12 1 1/1/2011 1/1/2011
-1.80 3 3/1/2014 5/1/2014
-1.80 2 3/1/2008 4/1/2008
-1.54 1 6/1/2012 6/1/2012
-1.35 1 9/1/2006 9/1/2006
-1.14 1 2/1/2013 2/1/2013
-0.98 1 11/1/2010 11/1/2010
-0.90 1 10/1/2014 10/1/2014
-0.82 2 3/1/2012 4/1/2012
-0.37 1 7/1/2014 7/1/2014
-0.04 1 12/1/2007 12/1/2007
-0.02 1 12/1/2015 12/1/2015
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods141.00139.00136.00130.00124.00118.00106.0094.0082.00
Percent Profitable53.9053.2456.6254.6258.8774.5876.4261.7070.73
Average Period Return0.561.813.838.1111.3114.7223.7128.5034.55
Average Gain3.617.0911.4520.8324.4622.9834.1749.6052.57
Average Loss-3.00-4.21-6.13-7.21-7.51-9.51-10.16-5.49-9.02
Best Period19.0928.7657.2468.9980.2981.56103.95121.21115.28
Worst Period-7.70-12.45-13.13-17.20-19.13-23.95-22.80-16.17-19.28
Standard Deviation4.357.6012.2219.8122.8422.8933.7740.2241.80
Gain Standard Deviation3.176.2210.8918.6621.2720.5731.8438.0436.67
Loss Standard Deviation2.413.383.803.964.175.446.893.874.64
Sharpe Ratio (1%)0.110.200.270.360.430.560.610.610.70
Average Gain / Average Loss1.201.681.872.893.262.423.369.045.83
Profit / Loss Ratio1.411.922.443.484.667.0810.9014.5614.08
Downside Deviation (10%)2.834.386.208.7210.1610.6814.4618.5522.34
Downside Deviation (5%)2.653.825.026.136.366.417.226.438.08
Downside Deviation (0%)2.603.684.745.535.505.505.924.145.46
Sortino Ratio (10%)0.060.130.220.360.370.420.550.370.31
Sortino Ratio (5%)0.180.410.661.161.541.982.873.803.65
Sortino Ratio (0%)0.220.490.811.472.062.674.006.896.32

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 9 6.33 9/2005
Trend Following Strategy Index Month 8 5.16 3/2005
Systematic Trader Index Month 8 5.16 3/2005
Diversified Trader Index Month 8 5.16 3/2005
Trend Following Strategy Index Month 4 0.00 1/2005

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.