Asia-Pacific Index : All Ordinaries

Year-to-Date
13.67%
May Performance
4.90%
16.15%
Annualized Vol
0.43
Sharpe (RFR=%)
6.98%
CAROR
-51.37
Worst DD
0.62
S&P Correlation

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.

Strategy Description

Account & Fees

Type Index
Minimum Investment $ 10k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee
Performance Fee 0%
Average Commission
Available to US Investors Request Information

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Not Specified

Holding Periods

Over 12 Months
4-12 Months
1-3 Months
1-30 Days
Intraday

Decision-Making

Discretionary
Systematic

Strategy

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-51.37 16 - 10/1/2007 2/1/2009
-44.35 5 71 9/1/1987 2/1/1988
-20.78 12 15 1/1/1994 1/1/1995
-18.88 20 15 6/1/2001 2/1/2003
-10.92 1 13 9/1/1997 10/1/1997
-9.47 2 2 5/1/1986 7/1/1986
-7.09 5 3 4/1/1999 9/1/1999
-5.91 2 2 1/1/2001 3/1/2001
-5.89 3 3 4/1/1996 7/1/1996
-5.20 1 1 7/1/1997 8/1/1997
-5.13 2 2 2/1/2005 4/1/2005
-4.80 3 3 4/1/2006 7/1/2006
-3.92 1 2 9/1/2005 10/1/2005
-3.55 5 1 12/1/1999 5/1/2000
-3.53 1 2 10/1/1985 11/1/1985
-3.28 4 1 8/1/2000 12/1/2000
-3.12 1 1 1/1/1986 2/1/1986
-3.06 1 1 11/1/1984 12/1/1984
-2.43 2 2 5/1/2007 7/1/2007
-1.59 2 1 4/1/1985 6/1/1985
-1.35 1 1 6/1/2000 7/1/2000
-1.13 1 1 2/1/1997 3/1/1997
-0.48 1 1 1/1/1999 2/1/1999
-0.28 1 1 5/1/1987 6/1/1987
-0.04 1 1 12/1/1996 1/1/1997
-0.04 1 1 1/1/2006 2/1/2006
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Consecutive Gains

Run-up Length (Mos.) Start End
57.61 10 8/1/1986 5/1/1987
43.75 7 3/1/2009 9/1/2009
38.21 9 2/1/1993 10/1/1993
27.93 10 8/1/2006 5/1/2007
27.29 3 7/1/1987 9/1/1987
25.28 3 3/1/1988 5/1/1988
21.97 10 5/1/2004 2/1/2005
20.47 4 1/1/1985 4/1/1985
19.88 4 1/1/1991 4/1/1991
19.31 4 7/1/1985 10/1/1985
19.14 3 3/1/1986 5/1/1986
16.65 5 9/1/1998 1/1/1999
16.47 5 5/1/2005 9/1/2005
15.92 2 7/1/1989 8/1/1989
15.28 6 3/1/2003 8/1/2003
15.00 2 12/1/1993 1/1/1994
13.92 4 10/1/2001 1/1/2002
12.91 4 4/1/1997 7/1/1997
12.06 6 11/1/1997 4/1/1998
11.20 5 8/1/1996 12/1/1996
10.60 3 4/1/2001 6/1/2001
10.59 3 11/1/2005 1/1/2006
10.43 4 11/1/1995 2/1/1996
9.56 3 8/1/2007 10/1/2007
9.42 3 10/1/1999 12/1/1999
9.26 2 9/1/1991 10/1/1991
8.70 2 11/1/1992 12/1/1992
8.52 2 12/1/1985 1/1/1986
7.68 2 3/1/1999 4/1/1999
7.59 1 4/1/1995 4/1/1995
7.14 1 6/1/2000 6/1/2000
6.74 2 3/1/2006 4/1/2006
6.73 2 4/1/2008 5/1/2008
6.71 1 9/1/1997 9/1/1997
6.69 2 7/1/1994 8/1/1994
6.64 2 9/1/2010 10/1/2010
6.44 2 2/1/2010 3/1/2010
6.05 2 4/1/1992 5/1/1992
5.90 3 7/1/1995 9/1/1995
5.44 2 12/1/1988 1/1/1989
5.07 2 11/1/2009 12/1/2009
4.88 1 2/1/1995 2/1/1995
4.87 1 7/1/1990 7/1/1990
4.82 2 4/1/1989 5/1/1989
4.40 1 7/1/1991 7/1/1991
4.34 1 1/1/2001 1/1/2001
4.22 1 7/1/2010 7/1/2010
4.13 2 6/1/1999 7/1/1999
4.10 1 4/1/1996 4/1/1996
4.06 2 12/1/1989 1/1/1990
4.04 2 2/1/2004 3/1/2004
3.96 1 5/1/1990 5/1/1990
3.65 1 7/1/1988 7/1/1988
3.45 1 12/1/2003 12/1/2003
3.34 1 10/1/2003 10/1/2003
3.31 2 10/1/2002 11/1/2002
3.22 1 8/1/2008 8/1/2008
2.85 1 12/1/1991 12/1/1991
2.59 1 11/1/1987 11/1/1987
2.28 1 10/1/1988 10/1/1988
2.23 1 12/1/1994 12/1/1994
2.15 2 9/1/1984 10/1/1984
1.50 1 8/1/2000 8/1/2000
1.36 1 7/1/1998 7/1/1998
1.36 1 8/1/2002 8/1/2002
1.31 2 4/1/1994 5/1/1994
1.28 1 2/1/2000 2/1/2000
1.24 1 6/1/2006 6/1/2006
1.08 1 2/1/1997 2/1/1997
0.79 1 10/1/1994 10/1/1994
0.78 1 5/1/2002 5/1/2002
0.56 1 11/1/2000 11/1/2000
0.14 1 3/1/2002 3/1/2002
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Consecutive Losses

Run-up Length (Mos.) Start End
-42.37 1 10/1/1987 10/1/1987
-36.79 6 9/1/2008 2/1/2009
-20.20 5 11/1/2007 3/1/2008
-18.68 5 8/1/1990 12/1/1990
-15.04 5 6/1/1992 10/1/1992
-13.27 3 2/1/1990 4/1/1990
-12.76 3 7/1/2001 9/1/2001
-12.49 2 6/1/2008 7/1/2008
-11.61 3 4/1/2010 6/1/2010
-11.15 2 2/1/1994 3/1/1994
-10.92 1 10/1/1997 10/1/1997
-9.47 2 6/1/1986 7/1/1986
-8.80 2 6/1/2002 7/1/2002
-8.60 3 9/1/1989 11/1/1989
-8.28 1 8/1/1998 8/1/1998
-8.16 3 12/1/2002 2/1/2003
-7.54 1 11/1/1994 11/1/1994
-7.28 1 11/1/1988 11/1/1988
-6.48 1 5/1/1999 5/1/1999
-5.92 2 2/1/1989 3/1/1989
-5.91 2 2/1/2001 3/1/2001
-5.89 3 5/1/1996 7/1/1996
-5.87 3 12/1/1987 2/1/1988
-5.85 1 1/1/2010 1/1/2010
-5.29 1 1/1/1995 1/1/1995
-5.20 1 8/1/1997 8/1/1997
-5.13 2 3/1/2005 4/1/2005
-4.87 1 11/1/1993 11/1/1993
-4.73 1 9/1/2002 9/1/2002
-4.60 2 8/1/1999 9/1/1999
-4.59 1 11/1/1991 11/1/1991
-4.51 1 5/1/2006 5/1/2006
-4.40 1 9/1/1994 9/1/1994
-4.37 1 6/1/1994 6/1/1994
-4.17 3 1/1/1992 3/1/1992
-3.92 1 10/1/2005 10/1/2005
-3.73 2 8/1/1988 9/1/1988
-3.53 1 11/1/1985 11/1/1985
-3.39 2 5/1/1998 6/1/1998
-3.12 1 2/1/1986 2/1/1986
-3.06 2 11/1/1984 12/1/1984
-3.03 3 3/1/2000 5/1/2000
-2.92 1 10/1/1995 10/1/1995
-2.81 1 3/1/1996 3/1/1996
-2.64 1 11/1/2003 11/1/2003
-2.43 2 6/1/2007 7/1/2007
-2.09 1 12/1/2000 12/1/2000
-2.04 1 8/1/1991 8/1/1991
-1.95 1 10/1/2009 10/1/2009
-1.90 1 4/1/2002 4/1/2002
-1.83 2 5/1/1991 6/1/1991
-1.79 1 1/1/2000 1/1/2000
-1.77 2 9/1/2000 10/1/2000
-1.62 2 5/1/1995 6/1/1995
-1.59 2 5/1/1985 6/1/1985
-1.53 1 7/1/2006 7/1/2006
-1.52 1 8/1/2010 8/1/2010
-1.40 1 1/1/1993 1/1/1993
-1.35 1 7/1/2000 7/1/2000
-1.33 1 2/1/2002 2/1/2002
-1.20 1 11/1/2010 11/1/2010
-1.13 1 3/1/1997 3/1/1997
-0.83 1 9/1/2003 9/1/2003
-0.77 1 6/1/1988 6/1/1988
-0.75 1 6/1/1990 6/1/1990
-0.75 1 3/1/1995 3/1/1995
-0.68 1 1/1/2004 1/1/2004
-0.58 1 6/1/1989 6/1/1989
-0.48 1 2/1/1999 2/1/1999
-0.28 1 6/1/1987 6/1/1987
-0.25 1 4/1/2004 4/1/2004
-0.04 1 1/1/1997 1/1/1997
-0.04 1 2/1/2006 2/1/2006
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods315.00313.00310.00304.00298.00292.00280.00268.00256.00
Percent Profitable60.6364.5467.7471.3875.8475.6878.5785.0796.88
Average Period Return0.722.194.428.8712.9816.4723.8032.4241.00
Average Gain3.446.8611.0817.3621.5926.3334.2039.8842.76
Average Loss-3.51-6.31-9.56-12.31-14.07-14.21-14.32-10.09-13.55
Best Period14.9727.2936.0180.70106.41129.26206.42114.20140.48
Worst Period-42.37-41.27-41.83-44.30-47.24-43.32-37.78-30.50-33.93
Standard Deviation4.778.7312.8618.9423.0827.5431.5630.8629.72
Gain Standard Deviation2.455.097.9914.0818.4923.5927.0527.1528.43
Loss Standard Deviation4.427.479.4811.3912.9011.8910.676.8912.14
Sharpe Ratio (1%)0.130.220.310.420.500.530.660.921.21
Average Gain / Average Loss0.981.091.161.411.531.852.393.953.16
Profit / Loss Ratio1.521.982.433.524.825.778.7622.5297.87
Downside Deviation (10%)3.686.318.6911.1112.4813.5915.2313.7511.04
Downside Deviation (5%)3.555.907.839.359.919.909.416.083.91
Downside Deviation (0%)3.525.817.638.959.359.118.244.703.12
Sortino Ratio (10%)0.080.150.220.350.430.460.530.791.21
Sortino Ratio (5%)0.180.330.500.841.161.462.214.669.19
Sortino Ratio (0%)0.200.380.580.991.391.812.896.8913.12

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.