Altitude Principle Advisory Limited : Noho Capital - Managed Futures on Asian Equity Indices - Intraday

Year-to-Date: N / A
Feb Performance: -1.23%

Min Investment: $ 5,000k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 3.35%
Sharpe (RFR=1%): -0.04
CAROR: 0.82%

Assets: $ 500k
Worst DD: -6.40
S&P Correlation: -0.26

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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	Feb	Qtr	YTD	1yr	3yr	5yr	10yr	Since 5/2011
Noho Capital - Managed Futures on Asian Equity Indices - Intraday	-1.23	-0.34	-	-0.89	-0.94	-	-	3.18
S&P 500	5.49	1.79	-	13.18	54.10	-	-	48.27
+/- S&P 500	-6.72	-2.13	-	-14.07	-55.04	-	-	-45.09

Strategy Description

Summary

systematic intraday trading program focusing on Asian Equity markets Our philosophy is based on following assumptions: markets do not follow random walks. We do not believe in universal patterns. Each market has its own characteristics, that we capture in our algorithms. Currently... Read More

Account & Fees

Type: Managed Account
Minimum Investment: $ 5,000k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor: 5.00
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $0
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: Daily
Redemption Frequency: Daily
Investor Requirements: QEP
Lock-up Period: 12

Trading

Trading Frequency: RT/YR/$M
Avg. Margin-to-Equity: 5%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Financial & Metals Traders

Holding Periods

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

Summary

Investment Strategy

NoHo Capital Management Ltd runs a systematic intraday trading program focusing on Asian Equity markets. Capturing alpha returns, our proprietary algorithms are based on trend following, contrarian and deterministic strategies. No bias is predetermined. Our algorithms are independent from each other. Intraday Strategies are part of the main NoHo Program and contribute to 50% of the global profit. Signals are intraday only, with no overnight position.

Risk Management

Risks are monitored following stringent rules, making low volatility and low drawdowns a high priority. Given its low correlation against other markets and even among it peers, the program offers effective diversification.

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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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Index:

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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
-6.40	7	-	8/1/2012	3/1/2013
-3.07	3	3	12/1/2011	3/1/2012
-0.30	1	1	6/1/2011	7/1/2011
-0.05	1	1	9/1/2011	10/1/2011

Consecutive Gains

Run-up	Length (Mos.)	Start	End
5.50	5	4/1/2012	8/1/2012
4.55	2	11/1/2011	12/1/2011
1.93	2	8/1/2011	9/1/2011
1.43	5	9/1/2014	1/1/2015
0.94	1	8/1/2013	8/1/2013
0.83	1	10/1/2013	10/1/2013
0.80	2	5/1/2011	6/1/2011
0.55	2	6/1/2014	7/1/2014
0.51	1	4/1/2013	4/1/2013
0.48	2	12/1/2013	1/1/2014
0.20	1	6/1/2013	6/1/2013
0.13	1	4/1/2014	4/1/2014

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-6.40	7	9/1/2012	3/1/2013
-3.07	3	1/1/2012	3/1/2012
-1.23	1	2/1/2015	2/1/2015
-0.78	2	2/1/2014	3/1/2014
-0.76	1	5/1/2014	5/1/2014
-0.63	1	8/1/2014	8/1/2014
-0.46	1	9/1/2013	9/1/2013
-0.34	1	5/1/2013	5/1/2013
-0.30	1	7/1/2011	7/1/2011
-0.13	1	11/1/2013	11/1/2013
-0.05	1	10/1/2011	10/1/2011

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year
Number of Periods	46.00	44.00	41.00	35.00	29.00	23.00
Percent Profitable	54.35	54.55	63.41	42.86	44.83	43.48
Average Period Return	0.07	0.24	0.41	0.36	-0.15	-0.56
Average Gain	0.71	1.42	1.84	3.13	1.98	1.54
Average Loss	-0.72	-1.17	-2.06	-1.71	-1.88	-2.18
Best Period	3.23	4.50	6.20	7.82	5.90	2.98
Worst Period	-2.27	-3.45	-6.13	-5.17	-4.89	-5.91
Standard Deviation	0.97	1.80	2.50	3.21	2.61	2.42
Gain Standard Deviation	0.73	1.35	1.59	2.69	2.04	0.97
Loss Standard Deviation	0.60	1.14	1.74	1.60	1.49	1.88
Sharpe Ratio (1%)	-0.01	0.00	-0.04	-0.20	-0.64	-1.06
Average Gain / Average Loss	0.99	1.22	0.89	1.83	1.05	0.71
Profit / Loss Ratio	1.23	1.46	1.55	1.37	0.85	0.55
Downside Deviation (10%)	0.85	1.83	3.11	5.57	8.16	11.07
Downside Deviation (5%)	0.65	1.21	1.85	2.37	2.78	3.49
Downside Deviation (0%)	0.61	1.09	1.61	1.75	1.76	2.12
Sortino Ratio (10%)	-0.40	-0.54	-0.66	-0.83	-0.95	-0.98
Sortino Ratio (5%)	-0.02	0.00	-0.05	-0.27	-0.60	-0.74
Sortino Ratio (0%)	0.12	0.22	0.26	0.21	-0.09	-0.26

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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Altitude Principle Advisory Limited : Noho Capital - Managed Futures on Asian Equity Indices - Intraday

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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