Appleton Capital Management : Global Currency Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 0.00% Min Investment $ 1,000k Mgmt. Fee 0% Perf. Fee 0% Annualized Vol 21.59% Sharpe (RFR=1%) 0.43 CAROR 8.24% Assets $ 0k Worst DD -40.85 S&P Correlation 0.09 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since1/1995 Global Currency Program 0.00 - - - - - - 228.05 S&P 500 1.78 - - - - - - 727.85 +/- S&P 500 -1.78 - - - - - - -499.80 Strategy Description Summary-Appleton 25% 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 $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 0% Average Commission $0 Available to US Investors Request Information Subscriptions High Water Mark No Subscription Frequency Anytime Redemption Frequency Anytime Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$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 25% 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 25%. 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 -40.85 22 - 6/1/2007 4/1/2009 -31.36 15 15 5/1/2003 8/1/2004 -25.57 6 7 11/1/2005 5/1/2006 -18.00 6 24 6/1/1998 12/1/1998 -15.09 2 2 1/1/2007 3/1/2007 -14.71 1 6 4/1/1997 5/1/1997 -13.30 2 2 1/1/2002 3/1/2002 -13.16 5 2 6/1/2002 11/1/2002 -9.11 3 1 8/1/2001 11/1/2001 -8.99 2 1 4/1/1995 6/1/1995 -6.85 2 1 12/1/1997 2/1/1998 -5.60 1 7 1/1/1996 2/1/1996 -3.86 3 2 3/1/2001 6/1/2001 -2.50 2 1 10/1/1995 12/1/1995 -2.44 1 1 1/1/2003 2/1/2003 -2.29 1 1 10/1/1996 11/1/1996 -0.06 1 1 1/1/1997 2/1/1997 Show More Consecutive Gains Run-up Length (Mos.) Start End 49.19 4 7/1/1995 10/1/1995 38.47 9 7/1/2000 3/1/2001 32.09 4 3/1/1998 6/1/1998 28.44 3 4/1/2002 6/1/2002 26.48 3 9/1/2004 11/1/2004 26.28 3 4/1/2007 6/1/2007 24.60 3 9/1/2005 11/1/2005 22.57 3 11/1/2006 1/1/2007 21.53 4 1/1/1995 4/1/1995 21.35 3 3/1/2003 5/1/2003 18.19 3 2/1/1999 4/1/1999 16.42 2 6/1/1997 7/1/1997 16.15 2 12/1/2002 1/1/2003 15.31 2 12/1/1996 1/1/1997 14.76 2 8/1/2006 9/1/2006 12.57 2 11/1/1997 12/1/1997 12.26 1 3/1/2008 3/1/2008 12.00 2 12/1/2001 1/1/2002 11.89 2 9/1/1996 10/1/1996 11.15 4 11/1/1999 2/1/2000 10.84 2 6/1/2005 7/1/2005 9.62 2 3/1/2005 4/1/2005 7.34 1 12/1/2003 12/1/2003 7.18 1 12/1/2008 12/1/2008 6.99 1 5/1/2009 5/1/2009 6.74 2 10/1/1998 11/1/1998 6.16 1 1/1/1996 1/1/1996 5.93 2 9/1/2002 10/1/2002 5.60 2 4/1/2000 5/1/2000 5.59 2 7/1/2001 8/1/2001 5.05 2 3/1/1997 4/1/1997 4.82 5 3/1/1996 7/1/1996 4.07 2 8/1/1999 9/1/1999 3.90 1 6/1/1999 6/1/1999 3.84 2 9/1/2003 10/1/2003 3.55 2 9/1/2007 10/1/2007 2.83 1 7/1/2004 7/1/2004 2.41 1 2/1/2004 2/1/2004 2.20 1 6/1/2006 6/1/2006 1.98 1 5/1/2001 5/1/2001 1.57 1 9/1/1997 9/1/1997 1.52 1 6/1/2008 6/1/2008 1.13 1 2/1/2009 2/1/2009 0.22 1 1/1/2006 1/1/2006 Show More Consecutive Losses Run-up Length (Mos.) Start End -21.88 4 2/1/2006 5/1/2006 -20.60 5 7/1/2008 11/1/2008 -19.06 2 7/1/2007 8/1/2007 -18.78 4 3/1/2004 6/1/2004 -18.21 4 11/1/2007 2/1/2008 -16.35 3 6/1/2003 8/1/2003 -15.09 2 2/1/2007 3/1/2007 -14.71 1 5/1/1997 5/1/1997 -14.29 3 7/1/1998 9/1/1998 -13.30 2 2/1/2002 3/1/2002 -13.24 3 12/1/2004 2/1/2005 -10.88 2 7/1/2002 8/1/2002 -10.38 2 12/1/1998 1/1/1999 -9.86 1 8/1/2004 8/1/2004 -9.11 3 9/1/2001 11/1/2001 -8.99 2 5/1/1995 6/1/1995 -8.61 1 3/1/2000 3/1/2000 -8.01 1 11/1/2002 11/1/2002 -7.81 1 10/1/1997 10/1/1997 -7.77 1 6/1/2000 6/1/2000 -7.55 1 8/1/2005 8/1/2005 -7.31 1 10/1/1999 10/1/1999 -6.85 2 1/1/1998 2/1/1998 -6.80 1 5/1/1999 5/1/1999 -6.33 2 3/1/2009 4/1/2009 -5.60 1 2/1/1996 2/1/1996 -4.93 1 12/1/2005 12/1/2005 -4.60 1 1/1/2009 1/1/2009 -3.88 1 5/1/2005 5/1/2005 -3.02 1 6/1/2001 6/1/2001 -2.79 1 4/1/2001 4/1/2001 -2.50 2 11/1/1995 12/1/1995 -2.47 7 6/1/2009 12/1/2009 -2.44 1 2/1/2003 2/1/2003 -2.42 1 10/1/2006 10/1/2006 -2.35 1 11/1/2003 11/1/2003 -2.29 1 11/1/1996 11/1/1996 -2.23 1 1/1/2004 1/1/2004 -1.71 1 7/1/1999 7/1/1999 -1.56 2 4/1/2008 5/1/2008 -1.41 1 7/1/2006 7/1/2006 -1.17 1 8/1/1997 8/1/1997 -0.31 1 8/1/1996 8/1/1996 -0.06 1 2/1/1997 2/1/1997 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods180.00178.00175.00169.00163.00157.00145.00133.00121.00 Percent Profitable55.0055.0658.8667.4672.3977.0782.7683.4680.99 Average Period Return0.852.544.828.6512.6317.5527.7036.3147.98 Average Gain5.189.9513.6818.2222.6427.7036.9446.4062.26 Average Loss-4.86-6.88-7.95-11.19-13.61-16.59-16.69-14.61-12.87 Best Period19.8743.3045.8469.8276.54111.17156.59140.80171.62 Worst Period-14.71-17.90-25.57-25.09-35.61-38.28-32.60-31.88-22.55 Standard Deviation6.2310.7214.2518.3521.9127.3634.5136.7343.90 Gain Standard Deviation4.218.0311.0913.7316.3322.1030.4231.3735.94 Loss Standard Deviation3.585.096.637.689.2210.418.828.436.25 Sharpe Ratio (1%)0.120.210.300.420.510.570.710.880.98 Average Gain / Average Loss1.071.451.721.631.661.672.213.184.84 Profit / Loss Ratio1.431.872.493.384.365.6110.6216.0220.61 Downside Deviation (10%)4.086.257.8610.2512.2313.9914.6415.9418.55 Downside Deviation (5%)3.905.716.828.209.2710.178.958.308.29 Downside Deviation (0%)3.865.586.587.728.619.347.806.826.21 Sortino Ratio (10%)0.110.210.300.360.410.520.820.931.10 Sortino Ratio (5%)0.200.400.630.931.201.532.763.885.17 Sortino Ratio (0%)0.220.460.731.121.471.883.555.327.72 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