Altitude Principle Advisory Limited : Noho Capital - Managed Futures on Asian Equity Indices - Intraday Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 -0.29 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 Feb Qtr 2020 1yr 3yr 5yr 10yr Since5/2011 Noho Capital - Managed Futures on Asian Equity Indices - Intraday -1.23 - - - - - - 3.18 S&P 500 5.49 - - - - - - 176.32 +/- S&P 500 -6.72 - - - - - - -173.14 Strategy Description Summarysystematic 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% Decision-Making Discretionary 0% Systematic 100.00% Strategy Counter-trend 50.00% Other 50.00% Composition Stock Indices 100.00% Summarysystematic 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 operate under managed accounts only. A fund will be offered at a later stage.Investment StrategyNoHo 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 ManagementRisks 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. 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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods46.0044.0041.0035.0029.0023.00 Percent Profitable54.3554.5563.4142.8644.8343.48 Average Period Return0.070.240.410.36-0.15-0.56 Average Gain0.711.421.843.131.981.54 Average Loss-0.72-1.17-2.06-1.71-1.88-2.18 Best Period3.234.506.207.825.902.98 Worst Period-2.27-3.45-6.13-5.17-4.89-5.91 Standard Deviation0.971.802.503.212.612.42 Gain Standard Deviation0.731.351.592.692.040.97 Loss Standard Deviation0.601.141.741.601.491.88 Sharpe Ratio (1%)-0.010.00-0.04-0.20-0.64-1.06 Average Gain / Average Loss0.991.220.891.831.050.71 Profit / Loss Ratio1.231.461.551.370.850.55 Downside Deviation (10%)0.851.833.115.578.1611.07 Downside Deviation (5%)0.651.211.852.372.783.49 Downside Deviation (0%)0.611.091.611.751.762.12 Sortino Ratio (10%)-0.40-0.54-0.66-0.83-0.95-0.98 Sortino Ratio (5%)-0.020.00-0.05-0.27-0.60-0.74 Sortino Ratio (0%)0.120.220.260.21-0.09-0.26 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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