Arctos FX LLC : FX_TRVf (Proprietary) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance 1.83% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 25.00% Annualized Vol 26.65% Sharpe (RFR=1%) 0.66 CAROR 16.50% Assets $ 100k Worst DD -27.23 S&P Correlation 0.05 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since7/2012 FX_TRVf (Proprietary) 1.83 - - - -9.01 63.97 - 202.62 S&P 500 1.72 - - - 35.89 49.39 - 159.90 +/- S&P 500 0.11 - - - -44.90 14.57 - 42.73 Strategy Description Summary *** NOTE*** The performance data depicted on www.arctosfx.com is based on actual trading results as observed in proprietary account(s). ------------------------------ FX_TRVF (“The program”) trades the currency market. Our discretionary methodology relies heavily on system-based... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 25.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 3 Trading Trading Frequency RT/YR/$M Avg. Margin-to-Equity 13% Targeted Worst DD -25.00% Worst Peak-to-Trough 17.40% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 10.00% 1-3 Months 10.00% 1-30 Days 80.00% Intraday 0% Decision-Making Discretionary 45.00% Systematic 55.00% Strategy Counter-trend 25.00% Fundamental 25.00% Trend-following 25.00% Other 25.00% Composition Currency FX 100.00% Summary *** NOTE*** The performance data depicted on www.arctosfx.com is based on actual trading results as observed in proprietary account(s). ------------------------------ FX_TRVF (“The program”) trades the currency market. Our discretionary methodology relies heavily on system-based analysis of major currency pairs to forge a trading decision. The objective is to generate a consistent return on the assets under management (AUM) while effectively managing the risk inherent in the marketplace. Our approach results in an entity that is uncorrelated with most popular asset classes, thereby enhancing its appeal as a viable instrument to successfully diversify a traditional portfolio. Modern Portfolio Theory (MPT) states that a diversified portfolio of uncorrelated asset classes yields the highest return with the least amount of volatility. Investment StrategyThe program interprets market price action to identify entry and exit points. Our dynamic strategies focus on maximizing the profit potential of every trade resulting in the favorable return profile that is the defining aspect of the program.Risk ManagementWe believe that preservation of equity is essential to its appreciation and have tailored our money and risk management systems to reflect this. The money management system determines the amount of equity committed to each trade. Risk is managed through the execution of stop-loss orders that are determined by a set of predefined market-reactive variables and affixed to each trade at its inception. 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 -27.23 23 - 8/1/2017 7/1/2019 -20.83 4 2 5/1/2016 9/1/2016 -17.40 2 6 12/1/2013 2/1/2014 -11.95 5 2 5/1/2013 10/1/2013 -9.34 5 1 1/1/0001 11/1/2012 -6.87 2 1 1/1/2013 3/1/2013 -5.78 2 2 1/1/2015 3/1/2015 -5.66 2 1 12/1/2016 2/1/2017 -3.27 1 1 5/1/2017 6/1/2017 -2.96 1 1 9/1/2014 10/1/2014 -1.87 1 10 5/1/2015 6/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 79.11 3 10/1/2016 12/1/2016 29.59 2 12/1/2012 1/1/2013 29.28 5 5/1/2014 9/1/2014 25.55 3 11/1/2014 1/1/2015 20.68 1 3/1/2017 3/1/2017 15.59 2 7/1/2017 8/1/2017 14.67 2 4/1/2013 5/1/2013 14.56 2 11/1/2013 12/1/2013 14.52 1 3/1/2014 3/1/2014 11.23 1 8/1/2016 8/1/2016 10.91 2 4/1/2015 5/1/2015 10.81 3 3/1/2016 5/1/2016 9.11 1 5/1/2017 5/1/2017 4.77 3 12/1/2017 2/1/2018 4.62 2 7/1/2018 8/1/2018 3.25 2 8/1/2019 9/1/2019 2.48 1 11/1/2018 11/1/2018 2.21 2 5/1/2019 6/1/2019 1.54 1 1/1/2019 1/1/2019 0.65 1 3/1/2019 3/1/2019 0.37 1 8/1/2012 8/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -20.33 2 6/1/2016 7/1/2016 -17.43 3 9/1/2017 11/1/2017 -17.40 2 1/1/2014 2/1/2014 -11.95 5 6/1/2013 10/1/2013 -10.66 1 9/1/2016 9/1/2016 -6.99 4 3/1/2018 6/1/2018 -6.87 2 2/1/2013 3/1/2013 -6.19 1 7/1/2012 7/1/2012 -5.82 1 12/1/2018 12/1/2018 -5.78 2 2/1/2015 3/1/2015 -5.66 2 1/1/2017 2/1/2017 -5.38 2 9/1/2018 10/1/2018 -4.56 1 4/1/2014 4/1/2014 -3.74 1 2/1/2019 2/1/2019 -3.71 3 9/1/2012 11/1/2012 -3.39 1 4/1/2019 4/1/2019 -3.27 1 6/1/2017 6/1/2017 -2.96 1 10/1/2014 10/1/2014 -2.56 1 7/1/2019 7/1/2019 -1.87 9 6/1/2015 2/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods87.0085.0082.0076.0070.0064.0052.0040.0028.00 Percent Profitable47.1355.2956.1065.7978.5789.06100.00100.00100.00 Average Period Return1.554.9610.7122.7236.6954.1797.46140.83196.79 Average Gain6.9513.1223.4039.0949.8862.8897.46140.83196.79 Average Loss-4.06-6.11-6.01-8.75-11.69-16.81 Best Period39.7579.11103.91136.12118.23118.23217.70248.38327.78 Worst Period-16.57-18.43-13.49-15.82-24.86-26.2239.7957.56104.84 Standard Deviation7.6914.7022.5134.6737.4635.2246.1759.1655.60 Gain Standard Deviation7.5714.8522.9232.1330.9226.1646.1759.1655.60 Loss Standard Deviation3.415.123.694.116.176.67 Sharpe Ratio (1%)0.190.320.450.630.941.482.052.313.45 Average Gain / Average Loss1.712.153.894.474.273.74 Profit / Loss Ratio1.903.165.438.5915.6430.47 Downside Deviation (10%)3.655.475.888.399.409.19 Downside Deviation (5%)3.484.984.736.176.706.55 Downside Deviation (0%)3.444.864.465.636.075.92 Sortino Ratio (10%)0.310.681.402.113.094.78 Sortino Ratio (5%)0.420.952.163.525.257.96 Sortino Ratio (0%)0.451.022.404.036.049.15 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