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

archived programs
Year-to-Date
N / A
Nov Performance
0.55%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
11.18%
Sharpe (RFR=1%)
-0.16
CAROR
-1.41%
Assets
$ 5.3M
Worst DD
-28.35
S&P Correlation
0.29

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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since
6/2009
AIM Opportunity Fund EUR (Institutional) 0.55 - - - - - -20.97 -6.19
S&P 500 2.80 - - - - - 70.62 252.02
+/- S&P 500 -2.25 - - - - - -91.59 -258.21

Strategy Description

Summary

The AIMhedge GDF Opportunity combines the well-tried strategy of the AIMhedge GDF Classic and a contrarian model. The fund is focused on delivering investment returns through investing in global markets including futures and forward contracts of stock indices, interest instruments,... Read More

Account & Fees

Type Fund
Minimum Investment $ 100k
Trading Level Incremental Increase $ 10k
CTA Max Funding Factor
Management Fee 2.00%
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 1350 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD -20.00%
Worst Peak-to-Trough -18.73%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 50.00%
1-3 Months 50.00%
1-30 Days 0%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Trend-following
100.00%
Strategy Pie Chart

Composition

Summary

The AIMhedge GDF Opportunity combines the well-tried strategy of the AIMhedge GDF Classic and a contrarian model. The fund is focused on delivering investment returns through investing in global markets including futures and forward contracts of stock indices, interest instruments, currencies, cross rates and tangible commodities, commonly known as Managed Futures.

Investment Strategy

This product aims to achieve absolute medium-term capital growth through systematic trend following. 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. Its medium-term expected return is 20-25% with a maximum drawdown of 20%.

Risk Management

Risk management is an integral part of the Fund’s strategy. Portfolio risk is targeted to be minimized through balance and diversification. The objective is to reduce the impact that any one market sector or parameter can have on the portfolio. Exact predefined risk parameters are used by the computer on several levels (position, sector, correlating markets, complete portfolio). Each position is always protected by a stop-loss at any time. The average margin to equity ratio amounts to 12% and rarely exceeds 20%.

   

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
-28.35 29 - 4/1/2011 9/1/2013
-8.40 3 3 4/1/2010 7/1/2010
-2.31 1 1 9/1/2009 10/1/2009
-2.13 1 2 12/1/2009 1/1/2010
-1.60 1 1 6/1/2009 7/1/2009
-1.17 1 1 2/1/2011 3/1/2011
-1.12 1 1 12/1/2010 1/1/2011
-0.69 1 1 10/1/2010 11/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
13.49 3 8/1/2010 10/1/2010
7.23 2 11/1/2009 12/1/2009
6.68 2 3/1/2013 4/1/2013
6.10 3 11/1/2012 1/1/2013
5.59 2 8/1/2009 9/1/2009
5.10 3 2/1/2010 4/1/2010
4.68 1 2/1/2011 2/1/2011
4.53 2 7/1/2011 8/1/2011
4.28 1 4/1/2011 4/1/2011
2.91 2 10/1/2013 11/1/2013
1.99 1 6/1/2009 6/1/2009
1.17 1 12/1/2010 12/1/2010
0.39 1 7/1/2012 7/1/2012
0.34 1 7/1/2013 7/1/2013
0.31 1 2/1/2012 2/1/2012
0.07 1 11/1/2011 11/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-16.12 2 5/1/2013 6/1/2013
-8.40 3 5/1/2010 7/1/2010
-8.28 2 5/1/2011 6/1/2011
-7.12 2 9/1/2011 10/1/2011
-7.02 3 8/1/2012 10/1/2012
-6.22 2 8/1/2013 9/1/2013
-2.31 1 10/1/2009 10/1/2009
-2.25 4 3/1/2012 6/1/2012
-2.13 1 1/1/2010 1/1/2010
-1.60 1 7/1/2009 7/1/2009
-1.32 1 2/1/2013 2/1/2013
-1.17 1 3/1/2011 3/1/2011
-1.12 1 1/1/2011 1/1/2011
-0.69 1 11/1/2010 11/1/2010
-0.34 2 12/1/2011 1/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods54.0052.0049.0043.0037.0031.0019.00
Percent Profitable50.0042.3138.7841.8643.2438.7136.84
Average Period Return-0.07-0.31-0.75-1.02-1.44-3.17-4.00
Average Gain2.374.897.288.6410.699.745.56
Average Loss-2.50-4.12-5.84-7.97-10.69-11.33-9.59
Best Period6.4813.4912.7515.3822.8922.9011.45
Worst Period-9.94-15.83-19.22-16.09-19.47-25.17-21.40
Standard Deviation3.235.787.929.0812.4512.7510.06
Gain Standard Deviation1.782.593.423.707.017.554.77
Loss Standard Deviation2.414.285.243.775.887.387.80
Sharpe Ratio (1%)-0.05-0.10-0.16-0.22-0.24-0.41-0.70
Average Gain / Average Loss0.951.191.251.081.000.860.58
Profit / Loss Ratio0.950.870.790.780.760.540.34
Downside Deviation (10%)2.655.177.6510.2914.5518.0722.06
Downside Deviation (5%)2.474.616.397.4010.1511.8611.68
Downside Deviation (0%)2.434.476.096.709.1410.509.66
Sortino Ratio (10%)-0.18-0.30-0.42-0.58-0.62-0.74-0.90
Sortino Ratio (5%)-0.06-0.12-0.20-0.27-0.29-0.44-0.60
Sortino Ratio (0%)-0.03-0.07-0.12-0.15-0.16-0.30-0.41

Top Performer Badges

Index Award Type Rank Performance Period

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