Aleph One Fund Management Ltd. : Aleph One Isotropic fund

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

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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 4/2016
Aleph One Isotropic fund	-0.17	-4.98	-	-13.36	24.51	-	-	20.11
S&P 500	3.40	7.33	-	13.79	41.40	-	-	50.54
+/- S&P 500	-3.57	-12.31	-	-27.14	-16.89	-	-	-30.43

Strategy Description

Summary

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%

Summary

Aleph 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 Strategy

The 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 Management

The company employs portfolio and operational risk procedures to mitigate and control exposure to market risks, maintaining a lower maximum drawdown than common benchmarks.

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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.

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year
Number of Periods	44.00	42.00	39.00	33.00	27.00	21.00
Percent Profitable	59.09	54.76	53.85	54.55	81.48	61.90
Average Period Return	0.74	2.30	5.35	10.88	13.28	15.78
Average Gain	5.64	12.84	18.41	27.13	19.37	30.38
Average Loss	-6.32	-10.45	-9.88	-8.62	-13.50	-7.93
Best Period	22.67	27.53	43.11	73.19	49.19	66.29
Worst Period	-16.41	-26.97	-15.74	-20.04	-21.27	-13.07
Standard Deviation	8.21	13.71	17.49	22.96	18.05	25.78
Gain Standard Deviation	5.74	7.53	13.42	18.95	13.66	22.16
Loss Standard Deviation	5.70	6.74	4.01	4.69	6.16	4.31
Sharpe Ratio (1%)	0.08	0.15	0.28	0.43	0.65	0.53
Average Gain / Average Loss	0.89	1.23	1.86	3.15	1.43	3.83
Profit / Loss Ratio	1.29	1.49	2.17	3.78	6.31	6.22
Downside Deviation (10%)	5.57	9.01	8.80	9.68	9.60	11.50
Downside Deviation (5%)	5.42	8.44	7.53	7.17	6.88	6.62
Downside Deviation (0%)	5.38	8.30	7.21	6.56	6.28	5.49
Sortino Ratio (10%)	0.06	0.12	0.33	0.61	0.59	0.48
Sortino Ratio (5%)	0.12	0.24	0.64	1.38	1.71	2.08
Sortino Ratio (0%)	0.14	0.28	0.74	1.66	2.12	2.87

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.

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Aleph One Fund Management Ltd. : Aleph One Isotropic fund

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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