Aionite Capital : Aionite Capital Fund

Year-to-Date
17.55%
Aug Performance
1.36%
Min Investment
$ 100k
Mgmt. Fee
1.00%
Perf. Fee
10.00%
Annualized Vol
10.30%
Sharpe (RFR=1%)
2.27
CAROR
-
Assets
$ 13.5M
Worst DD
-4.29
S&P Correlation
0.93

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
10/2020
Aionite Capital Fund 1.36 5.45 17.55 - - - - 24.23
S&P 500 3.04 7.72 24.49 - - - - 42.99
+/- S&P 500 -1.68 -2.28 -6.93 - - - - -18.76

Strategy Description

Summary

The strategy is based on the insights of evolutionary finance, and combines elements from macro risk premia, behavioural finance, as well as artificial intelligence (AI). The strategy systematically invests unconstrained long or short in futures of all liquid asset classes globall... Read More

Account & Fees

Type Fund
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 10.00%
Average Commission
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD -20.00%
Worst Peak-to-Trough 25.00%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 100.00%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Counter-trend
10.00%
Fundamental
30.00%
Trend-following
20.00%
Other
40.00%
Strategy Pie Chart

Composition

Interest Rates
25.00%
Stock Indices
25.00%
Currency Futures
20.00%
Precious Metals
5.00%
Energy
5.00%
Grains
5.00%
Livestock
5.00%
Softs
5.00%
VIX
5.00%
Composition Pie Chart

Summary

The strategy is based on the insights of evolutionary finance, and combines elements from macro risk premia, behavioural finance, as well as artificial intelligence (AI). The strategy systematically invests unconstrained long or short in futures of all liquid asset classes globally.

Investment Strategy

For each position, the system estimates 70+ scientifically sound signals. Evolutionary algorithms and artificial intelli‐ gence then combine those signals, assuring that only risks are taken that are rewarded

Risk Management

Risk management is deeply ingrained in our system and fo‐ cuses on tail-risks to reduce painful drawdowns. The strategy implicitly and explicitly controls for these risks and sizes posi‐ tions accordingly.

   

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
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Sharpe Ratio: (RF=1%)
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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
-4.29 1 1 1/1/0001 10/1/2020
-1.34 1 1 12/1/2020 1/1/2021
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Consecutive Gains

Run-up Length (Mos.) Start End
19.15 7 2/1/2021 8/1/2021
10.42 2 11/1/2020 12/1/2020
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Consecutive Losses

Run-up Length (Mos.) Start End
-4.29 1 10/1/2020 10/1/2020
-1.34 1 1/1/2021 1/1/2021
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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.