Alder Capital DAC : CALM Eurozone Equity Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 4.82% Jun Performance 1.55% Min Investment € 100k Mgmt. Fee 0.50% Perf. Fee 0% Annualized Vol 8.12% Sharpe (RFR=1%) -0.16 CAROR -0.60% Assets € 5.3M Worst DD -12.49 S&P Correlation 0.67 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since5/2015 CALM Eurozone Equity Program 1.55 4.29 -4.82 -0.68 1.83 -0.42 - -3.07 S&P 500 1.84 19.95 -4.04 5.39 26.82 48.74 - 45.62 +/- S&P 500 -0.29 -15.66 -0.78 -6.07 -25.00 -49.16 - -48.69 Strategy Description SummaryThe CALM Eurozone Equity Program is a fully systematic investment strategy that invests in the EURO STOXX 50® Index (the “Index”). The investment strategy is designed to target and manage the volatility of the Fund within a defined range around a target of 8% standard deviation of... Read More Account & Fees Type Fund Minimum Investment € 100k Trading Level Incremental Increase € 100k CTA Max Funding Factor 1.00 Management Fee 0.50% Performance Fee 0% Average Commission $2.30 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 2 RT/YR/$M Avg. Margin-to-Equity 2% Targeted Worst DD Worst Peak-to-Trough 13.00% Sector Focus Stock Index Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition Stock Indices 100.00% SummaryThe CALM Eurozone Equity Program is a fully systematic investment strategy that invests in the EURO STOXX 50® Index (the “Index”). The investment strategy is designed to target and manage the volatility of the Fund within a defined range around a target of 8% standard deviation of daily returns per annum. The program employs proprietary volatility forecasting models to actively control exposure to the underlying Index. Investment StrategyThe strategy aims to manage the drawdown risk seen in equity markets and thus improve the long-term risk-adjusted expected return.Risk ManagementTargeting an 8% volatility Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 -12.49 14 41 1/1/0001 6/1/2016 -8.73 3 - 12/1/2019 3/1/2020 Show More Consecutive Gains Run-up Length (Mos.) Start End 10.99 4 1/1/2019 4/1/2019 7.59 4 2/1/2017 5/1/2017 5.89 2 9/1/2017 10/1/2017 5.53 4 9/1/2019 12/1/2019 5.23 2 10/1/2015 11/1/2015 4.29 3 4/1/2020 6/1/2020 4.12 2 6/1/2019 7/1/2019 3.83 1 12/1/2016 12/1/2016 3.21 1 4/1/2018 4/1/2018 2.62 1 7/1/2018 7/1/2018 2.54 3 3/1/2016 5/1/2016 2.25 1 1/1/2018 1/1/2018 1.72 2 7/1/2016 8/1/2016 0.78 1 10/1/2016 10/1/2016 0.40 1 7/1/2015 7/1/2015 0.39 1 9/1/2018 9/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.73 3 1/1/2020 3/1/2020 -7.29 3 12/1/2015 2/1/2016 -6.56 3 10/1/2018 12/1/2018 -6.43 2 8/1/2015 9/1/2015 -4.76 2 2/1/2018 3/1/2018 -4.34 1 6/1/2016 6/1/2016 -4.19 2 11/1/2017 12/1/2017 -3.45 1 8/1/2018 8/1/2018 -3.43 1 5/1/2019 5/1/2019 -3.35 3 6/1/2017 8/1/2017 -2.66 2 5/1/2015 6/1/2015 -2.01 2 5/1/2018 6/1/2018 -1.21 1 8/1/2019 8/1/2019 -1.00 1 1/1/2017 1/1/2017 -0.91 1 11/1/2016 11/1/2016 -0.80 1 9/1/2016 9/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods62.0060.0057.0051.0045.0039.0027.0015.00 Percent Profitable53.2351.6747.3752.9464.4471.7959.2680.00 Average Period Return-0.02-0.100.071.031.812.082.954.30 Average Gain1.832.964.386.185.513.727.356.05 Average Loss-2.13-3.37-3.80-4.77-4.91-2.10-3.45-2.71 Best Period4.028.0711.4916.3410.749.0514.7810.91 Worst Period-4.75-8.73-7.72-10.09-11.01-4.40-6.62-5.23 Standard Deviation2.343.864.926.735.913.476.534.78 Gain Standard Deviation1.202.123.194.232.872.514.513.33 Loss Standard Deviation1.272.272.183.463.521.402.022.60 Sharpe Ratio (1%)-0.05-0.09-0.090.000.050.02-0.010.05 Average Gain / Average Loss0.860.881.151.301.121.772.132.24 Profit / Loss Ratio0.980.941.041.462.044.523.108.94 Downside Deviation (10%)1.943.564.857.238.188.8614.3217.86 Downside Deviation (5%)1.742.953.494.594.332.334.363.33 Downside Deviation (0%)1.692.813.174.013.561.322.521.54 Sortino Ratio (10%)-0.22-0.37-0.49-0.55-0.71-0.92-0.89-0.97 Sortino Ratio (5%)-0.06-0.12-0.120.010.070.03-0.020.07 Sortino Ratio (0%)-0.01-0.030.020.260.511.581.172.79 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 5 2.63 9/2019 Stock Index Trader Index Month 5 4.02 6/2019 Stock Index Trader Index Month 1 3.68 4/2019 Stock Index Trader Index Month 8 1.10 3/2019 Stock Index Trader Index Month 3 3.10 2/2019 Stock Index Trader Index Month 7 2.62 7/2018 Systematic Trader Index Month 8 3.21 4/2018 IASG CTA Index Month 9 3.21 4/2018 Stock Index Trader Index Month 5 3.21 4/2018 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel