Appleton Capital Management : Deleveraged Currency Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 1.00% Min Investment $ 3,000k Mgmt. Fee 0% Perf. Fee 0% Annualized Vol 19.62% Sharpe (RFR=1%) 0.48 CAROR 9.26% Assets $ 16.6M Worst DD -15.71 S&P Correlation 0.04 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since6/1996 Deleveraged Currency Program 1.00 - - - - - - 220.86 S&P 500 7.41 - - - - - - 569.71 +/- S&P 500 -6.41 - - - - - - -348.85 Strategy Description Summary-Appleton 10% Risk Program - Proprietary mathematical forecasting and optimisation techniques are applied to a select basket of currencies. All trading is taken with a medium-term view. Markets are chosen according to their tendency to display memory. Risk is kept constant at all times,... Read More Account & Fees Type Managed Account Minimum Investment $ 3,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 0% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Anytime Redemption Frequency Anytime Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Summary-Appleton 10% Risk Program - Proprietary mathematical forecasting and optimisation techniques are applied to a select basket of currencies. All trading is taken with a medium-term view. Markets are chosen according to their tendency to display memory. Risk is kept constant at all times, made possible by effective volatility forecasting techniques. The Program targets annualised volatility of 10%. 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 -15.71 24 - 6/1/2007 6/1/2009 -10.58 6 11 2/1/2004 8/1/2004 -10.53 6 7 11/1/2005 5/1/2006 -8.73 6 14 6/1/1998 12/1/1998 -6.67 1 2 4/1/1997 5/1/1997 -6.07 2 2 1/1/2007 3/1/2007 -6.05 2 1 6/1/2003 8/1/2003 -5.68 2 2 1/1/2002 3/1/2002 -5.40 4 5 2/1/2000 6/1/2000 -4.69 1 1 9/1/1997 10/1/1997 -4.14 2 2 6/1/2002 8/1/2002 -3.51 3 1 8/1/2001 11/1/2001 -2.99 1 2 10/1/2002 11/1/2002 -2.88 2 1 12/1/1997 2/1/1998 -2.79 1 1 7/1/2005 8/1/2005 -0.94 1 1 12/1/2003 1/1/2004 -0.89 1 1 5/1/2001 6/1/2001 -0.88 1 1 10/1/2003 11/1/2003 -0.76 1 1 3/1/2001 4/1/2001 -0.74 1 1 10/1/1996 11/1/1996 -0.70 1 1 1/1/2003 2/1/2003 -0.65 1 1 2/1/1997 3/1/1997 -0.16 1 1 7/1/1996 8/1/1996 Show More Consecutive Gains Run-up Length (Mos.) Start End 63.72 2 9/1/2003 10/1/2003 18.99 2 9/1/2002 10/1/2002 16.76 9 7/1/2000 3/1/2001 13.26 4 3/1/1998 6/1/1998 10.67 3 4/1/2002 6/1/2002 10.30 3 9/1/2004 11/1/2004 10.16 3 4/1/2007 6/1/2007 9.91 3 9/1/2005 11/1/2005 9.61 4 3/1/2003 6/1/2003 9.38 3 12/1/1996 2/1/1997 9.34 4 6/1/1997 9/1/1997 8.77 3 11/1/2006 1/1/2007 7.47 4 1/1/1999 4/1/1999 6.68 2 12/1/2002 1/1/2003 6.63 2 11/1/1997 12/1/1997 5.68 2 8/1/2006 9/1/2006 5.59 4 11/1/1999 2/1/2000 5.11 2 9/1/1996 10/1/1996 4.90 2 12/1/2001 1/1/2002 4.87 1 3/1/2008 3/1/2008 4.43 2 6/1/2005 7/1/2005 4.23 3 2/1/2005 4/1/2005 3.38 1 12/1/2003 12/1/2003 2.96 1 12/1/2008 12/1/2008 2.80 2 7/1/2001 8/1/2001 2.74 2 10/1/1998 11/1/1998 2.45 1 4/1/1997 4/1/1997 2.23 2 8/1/1999 9/1/1999 1.81 1 6/1/1999 6/1/1999 1.78 1 4/1/2000 4/1/2000 1.68 2 6/1/1996 7/1/1996 1.49 2 9/1/2007 10/1/2007 1.14 1 2/1/2004 2/1/2004 1.09 1 7/1/2004 7/1/2004 1.06 1 5/1/2001 5/1/2001 0.83 1 6/1/2006 6/1/2006 0.82 1 5/1/2009 5/1/2009 0.78 1 6/1/2008 6/1/2008 0.66 1 2/1/2009 2/1/2009 0.35 1 1/1/2006 1/1/2006 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.77 4 2/1/2006 5/1/2006 -8.06 2 7/1/2007 8/1/2007 -7.92 4 3/1/2004 6/1/2004 -7.15 5 7/1/2008 11/1/2008 -7.09 3 7/1/1998 9/1/1998 -7.02 4 11/1/2007 2/1/2008 -6.67 1 5/1/1997 5/1/1997 -6.07 2 2/1/2007 3/1/2007 -6.05 2 7/1/2003 8/1/2003 -5.68 2 2/1/2002 3/1/2002 -4.69 1 10/1/1997 10/1/1997 -4.66 2 12/1/2004 1/1/2005 -4.39 1 12/1/1998 12/1/1998 -4.14 2 7/1/2002 8/1/2002 -3.94 1 8/1/2004 8/1/2004 -3.94 1 3/1/2000 3/1/2000 -3.51 3 9/1/2001 11/1/2001 -3.24 2 5/1/2000 6/1/2000 -2.99 1 11/1/2002 11/1/2002 -2.88 2 1/1/1998 2/1/1998 -2.79 1 8/1/2005 8/1/2005 -2.77 1 10/1/1999 10/1/1999 -2.55 1 5/1/1999 5/1/1999 -2.29 2 3/1/2009 4/1/2009 -2.27 1 12/1/2005 12/1/2005 -2.02 1 1/1/2009 1/1/2009 -1.68 1 5/1/2005 5/1/2005 -0.94 1 1/1/2004 1/1/2004 -0.89 1 6/1/2001 6/1/2001 -0.88 1 11/1/2003 11/1/2003 -0.83 1 6/1/2009 6/1/2009 -0.82 1 10/1/2006 10/1/2006 -0.76 1 4/1/2001 4/1/2001 -0.74 1 11/1/1996 11/1/1996 -0.70 1 2/1/2003 2/1/2003 -0.65 1 3/1/1997 3/1/1997 -0.46 1 7/1/2006 7/1/2006 -0.44 1 7/1/1999 7/1/1999 -0.21 2 4/1/2008 5/1/2008 -0.16 1 8/1/1996 8/1/1996 Show More 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