Aquila Capital Concepts GmbH : AC Quant - Spectrum Fund EUR A Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 0.73% Min Investment $ 650k Mgmt. Fee 1.75% Perf. Fee 20.00% Annualized Vol 14.56% Sharpe (RFR=1%) -0.53 CAROR -7.52% Assets $ 2.4M Worst DD -35.93 S&P Correlation -0.28 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 Since5/2011 AC Quant - Spectrum Fund EUR A 0.73 - - - - - - -18.81 S&P 500 2.36 - - - - - - 157.51 +/- S&P 500 -1.63 - - - - - - -176.31 Strategy Description Summary"AC Spectrum is an UCITS III CTA that trades stock index, bond, interest rate, currency, and commodity markets around the world. It takes long and short positions in liquid futures markets. A fully systematic approach combines trend, carry and correlation strategies. AC Spectrum's proprietary... Read More Account & Fees Type Fund Minimum Investment $ 650k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.75% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 2700 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 10.00% 1-30 Days 90.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Technical 100.00% Composition Interest Rates 38.00% Stock Indices 25.00% Other 25.00% Currency Futures 12.00% Summary"AC Spectrum is an UCITS III CTA that trades stock index, bond, interest rate, currency, and commodity markets around the world. It takes long and short positions in liquid futures markets. A fully systematic approach combines trend, carry and correlation strategies. AC Spectrum's proprietary conviction weighted position sizing and volatility equalization systems optimize the fund's multi-strategy approach and ensure efficient risk control. The Fund targets a return of 18% to 20% per year with 15% volatility." 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 -35.93 23 - 9/1/2011 8/1/2013 -6.35 2 2 1/1/0001 6/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 20.97 3 7/1/2011 9/1/2011 11.85 4 9/1/2013 12/1/2013 6.01 1 5/1/2012 5/1/2012 4.39 1 7/1/2013 7/1/2013 2.55 2 12/1/2011 1/1/2012 1.53 1 1/1/2013 1/1/2013 0.19 1 7/1/2012 7/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.31 5 8/1/2012 12/1/2012 -11.73 5 2/1/2013 6/1/2013 -8.82 3 2/1/2012 4/1/2012 -6.73 2 10/1/2011 11/1/2011 -6.35 2 5/1/2011 6/1/2011 -6.16 1 8/1/2013 8/1/2013 -5.85 1 6/1/2012 6/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods32.0030.0027.0021.0015.00 Percent Profitable40.6330.0022.229.520.00 Average Period Return-0.56-1.74-5.64-14.32-22.74 Average Gain3.526.938.475.41 Average Loss-3.36-5.45-9.67-16.40-22.74 Best Period9.9920.9714.145.52-11.71 Worst Period-6.43-14.60-19.69-26.72-32.48 Standard Deviation4.207.488.8510.606.58 Gain Standard Deviation2.756.693.220.16 Loss Standard Deviation2.253.864.738.776.58 Sharpe Ratio (1%)-0.15-0.27-0.69-1.45-3.69 Average Gain / Average Loss1.051.270.880.33 Profit / Loss Ratio0.720.540.250.03 Downside Deviation (10%)3.366.4211.4621.9230.99 Downside Deviation (5%)3.145.729.8518.4425.06 Downside Deviation (0%)3.095.549.4517.5923.61 Sortino Ratio (10%)-0.29-0.46-0.71-0.88-0.98 Sortino Ratio (5%)-0.21-0.35-0.62-0.83-0.97 Sortino Ratio (0%)-0.18-0.31-0.60-0.81-0.96 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