Asia-Pacific Index : BSE 30

Year-to-Date
9.37%
Sep Performance
-3.21%
25.91%
Annualized Vol
0.50
Sharpe (RFR=1%)
9.75%
CAROR
-56.17
Worst DD
0.51
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
-56.17 14 - 12/1/2007 2/1/2009
-48.39 19 27 2/1/2000 9/1/2001
-34.72 16 8 1/1/0001 11/1/1998
-18.49 5 6 12/1/2003 5/1/2004
-12.26 1 4 4/1/2006 5/1/2006
-9.26 2 2 8/1/1999 10/1/1999
-8.60 1 1 9/1/2005 10/1/2005
-8.33 2 1 2/1/2005 4/1/2005
-8.18 1 3 1/1/2007 2/1/2007
-2.39 1 1 10/1/2007 11/1/2007
-1.49 1 1 7/1/2007 8/1/2007
-0.71 1 1 12/1/2004 1/1/2005
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
97.28 8 5/1/2003 12/1/2003
64.48 3 3/1/2009 5/1/2009
50.17 6 11/1/2005 4/1/2006
47.28 4 5/1/1999 8/1/1999
40.30 5 5/1/2005 9/1/2005
38.72 7 6/1/2004 12/1/2004
35.51 8 6/1/2006 1/1/2007
29.50 2 9/1/2007 10/1/2007
24.27 3 2/1/1998 4/1/1998
22.56 4 11/1/1999 2/1/2000
20.20 5 3/1/2007 7/1/2007
18.44 4 6/1/2010 9/1/2010
17.96 2 12/1/1998 1/1/1999
16.93 2 10/1/2001 11/1/2001
15.65 1 3/1/1999 3/1/1999
14.51 2 11/1/2002 12/1/2002
10.50 1 4/1/2008 4/1/2008
9.87 2 11/1/2009 12/1/2009
9.32 1 9/1/2009 9/1/2009
9.20 2 1/1/2002 2/1/2002
8.93 1 1/1/2001 1/1/2001
8.19 2 7/1/2008 8/1/2008
8.12 1 7/1/2009 7/1/2009
7.73 1 11/1/2000 11/1/2000
7.34 3 2/1/2010 4/1/2010
7.11 1 6/1/2000 6/1/2000
6.48 1 8/1/2002 8/1/2002
6.10 1 12/1/2008 12/1/2008
5.74 1 9/1/1998 9/1/1998
4.77 1 12/1/2007 12/1/2007
4.61 1 8/1/2000 8/1/2000
3.81 1 6/1/2002 6/1/2002
3.20 1 5/1/2001 5/1/2001
2.77 1 12/1/1997 12/1/1997
2.41 1 2/1/2005 2/1/2005
1.15 1 4/1/2004 4/1/2004
1.02 1 2/1/2003 2/1/2003
0.67 1 9/1/1997 9/1/1997
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-37.57 3 9/1/2008 11/1/2008
-26.78 4 5/1/1998 8/1/1998
-22.88 3 1/1/2008 3/1/2008
-22.59 4 6/1/2001 9/1/2001
-22.13 2 5/1/2008 6/1/2008
-18.66 3 2/1/2001 4/1/2001
-18.61 3 3/1/2000 5/1/2000
-17.11 2 9/1/2000 10/1/2000
-15.83 1 5/1/2004 5/1/2004
-12.26 1 5/1/2006 5/1/2006
-12.26 3 3/1/2002 5/1/2002
-11.88 1 1/1/1998 1/1/1998
-11.08 1 4/1/1999 4/1/1999
-9.98 1 8/1/1997 8/1/1997
-9.87 1 7/1/2000 7/1/2000
-9.86 2 3/1/2003 4/1/2003
-9.40 2 10/1/1998 11/1/1998
-9.26 2 9/1/1999 10/1/1999
-8.76 2 10/1/1997 11/1/1997
-8.60 1 10/1/2005 10/1/2005
-8.33 2 3/1/2005 4/1/2005
-8.18 1 2/1/2007 2/1/2007
-7.92 1 7/1/2002 7/1/2002
-7.83 2 1/1/2009 2/1/2009
-7.29 2 9/1/2002 10/1/2002
-7.18 1 10/1/2009 10/1/2009
-6.34 1 1/1/2010 1/1/2010
-4.25 3 1/1/2004 3/1/2004
-3.76 1 1/1/2003 1/1/2003
-3.50 1 5/1/2010 5/1/2010
-2.73 2 10/1/2010 11/1/2010
-2.46 1 2/1/1999 2/1/1999
-2.39 1 11/1/2007 11/1/2007
-1.49 1 8/1/2007 8/1/2007
-0.90 1 6/1/2009 6/1/2009
-0.77 1 12/1/2001 12/1/2001
-0.71 1 1/1/2005 1/1/2005
-0.65 1 12/1/2000 12/1/2000
-0.02 1 8/1/2009 8/1/2009
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods160.00158.00155.00149.00143.00137.00125.00113.00101.00
Percent Profitable58.1358.8664.5264.4367.8370.8077.6081.4290.10
Average Period Return1.264.198.9418.9530.4139.7266.64105.63158.45
Average Gain6.5614.0422.1539.9954.7665.4691.50132.60177.87
Average Loss-6.10-9.91-15.07-19.16-20.93-22.70-19.47-12.50-18.22
Best Period28.2664.4876.4192.58110.61151.36300.43368.69572.63
Worst Period-23.89-37.57-44.61-53.04-43.85-40.99-39.72-27.95-30.61
Standard Deviation7.8815.3223.8934.9244.2252.4983.59113.33146.36
Gain Standard Deviation4.7211.1218.0923.3030.8039.5678.63108.81141.23
Loss Standard Deviation4.897.4010.8413.4813.2010.5414.087.507.90
Sharpe Ratio (1%)0.150.260.350.510.650.720.760.901.05
Average Gain / Average Loss1.081.421.472.092.622.884.7010.619.76
Profit / Loss Ratio1.492.032.673.785.526.9916.2846.4888.83
Downside Deviation (10%)5.258.5612.2616.4717.8218.7718.2915.8415.30
Downside Deviation (5%)5.098.0411.2714.4314.7214.4912.507.817.72
Downside Deviation (0%)5.047.9111.0213.9313.9913.4911.306.246.20
Sortino Ratio (10%)0.160.350.530.851.281.572.785.318.55
Sortino Ratio (5%)0.230.490.751.241.962.605.0913.0019.86
Sortino Ratio (0%)0.250.530.811.362.172.945.9016.9225.56

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.