Aleph One Fund Management Ltd. : Aleph One Isotropic fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance -0.17% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 30.00% Annualized Vol 28.44% Sharpe (RFR=1%) 0.28 CAROR 5.12% Assets $ 3.8M Worst DD -26.97 S&P Correlation 0.01 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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since4/2016 Aleph One Isotropic fund -0.17 - - -4.98 -17.39 - - 20.11 S&P 500 3.40 - - 13.79 41.40 - - 67.76 +/- S&P 500 -3.57 - - -18.76 -58.79 - - -47.65 Strategy Description SummaryAleph One Fund Management Ltd. is an investment management company that applies a quantitative approach to generate absolute returns. The systematic strategy relies on statistics to find asymmetrical probabilities in the price movements, and by finding certain morphological patterns... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 1k CTA Max Funding Factor 2.00 Management Fee 2.00% Performance Fee 30.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 62 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -45.00% Worst Peak-to-Trough 17.00% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 40.00% Intraday 60.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Pattern Recognition 100.00% Composition Currency FX 100.00% SummaryAleph One Fund Management Ltd. is an investment management company that applies a quantitative approach to generate absolute returns. The systematic strategy relies on statistics to find asymmetrical probabilities in the price movements, and by finding certain morphological patterns in financial markets the strategy is able to generate predictive signals that are intended to generate positive returns above common benchmarks, while maintaining a lower risk profile.Investment StrategyThe fund employs a quantitative strategy that relies on several areas of mathematics and science to find morphological patterns that occur in financial markets, exploring asymmetrical probabilities in price movements. The strategy is systematic and orders are placed automatically by the system, based on its predictive signals. The investment objective is to produce positive risk-adjusted absolute returns that are uncorrelated to equity markets. Risk ManagementThe company employs portfolio and operational risk procedures to mitigate and control exposure to market risks, maintaining a lower maximum drawdown than common benchmarks. 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 -26.97 3 - 10/1/2018 1/1/2019 -23.38 7 6 8/1/2017 3/1/2018 -17.05 2 5 5/1/2016 7/1/2016 -10.40 1 1 1/1/2017 2/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 43.11 6 3/1/2017 8/1/2017 36.29 6 8/1/2016 1/1/2017 27.79 2 2/1/2019 3/1/2019 21.72 3 8/1/2018 10/1/2018 11.01 3 4/1/2018 6/1/2018 8.40 2 7/1/2019 8/1/2019 5.98 1 10/1/2017 10/1/2017 3.52 1 2/1/2018 2/1/2018 0.30 2 4/1/2016 5/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -26.97 3 11/1/2018 1/1/2019 -17.05 2 6/1/2016 7/1/2016 -16.96 3 4/1/2019 6/1/2019 -14.24 1 9/1/2017 9/1/2017 -11.05 1 3/1/2018 3/1/2018 -10.40 1 2/1/2017 2/1/2017 -8.44 3 11/1/2017 1/1/2018 -4.98 3 9/1/2019 11/1/2019 -0.05 1 7/1/2018 7/1/2018 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods44.0042.0039.0033.0027.0021.00 Percent Profitable59.0954.7653.8554.5581.4861.90 Average Period Return0.742.305.3510.8813.2815.78 Average Gain5.6412.8418.4127.1319.3730.38 Average Loss-6.32-10.45-9.88-8.62-13.50-7.93 Best Period22.6727.5343.1173.1949.1966.29 Worst Period-16.41-26.97-15.74-20.04-21.27-13.07 Standard Deviation8.2113.7117.4922.9618.0525.78 Gain Standard Deviation5.747.5313.4218.9513.6622.16 Loss Standard Deviation5.706.744.014.696.164.31 Sharpe Ratio (1%)0.080.150.280.430.650.53 Average Gain / Average Loss0.891.231.863.151.433.83 Profit / Loss Ratio1.291.492.173.786.316.22 Downside Deviation (10%)5.579.018.809.689.6011.50 Downside Deviation (5%)5.428.447.537.176.886.62 Downside Deviation (0%)5.388.307.216.566.285.49 Sortino Ratio (10%)0.060.120.330.610.590.48 Sortino Ratio (5%)0.120.240.641.381.712.08 Sortino Ratio (0%)0.140.280.741.662.122.87 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. x {{title}} x {{title}} Add Cancel