Asia-Pacific Index : Hang Seng

Year-to-Date: 18.55%
May Performance: -6.83%

27.13%

Annualized Vol

0.40

Sharpe (RFR=%)

8.52%

CAROR

-59.14

Worst DD

0.61

S&P Correlation

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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

Compare to:

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Index: Chart Type:

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:

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
-59.14	16	-	10/1/2007	2/1/2009
-55.55	13	16	7/1/1997	8/1/1998
-50.40	36	42	3/1/2000	3/1/2003
-45.78	2	44	9/1/1987	11/1/1987
-38.24	13	20	12/1/1993	1/1/1995
-10.96	2	2	10/1/1992	12/1/1992
-9.81	3	1	6/1/1992	9/1/1992
-8.43	1	1	12/1/1999	1/1/2000
-7.57	2	1	2/1/1987	4/1/1987
-6.82	3	2	12/1/1996	3/1/1997
-5.20	2	1	5/1/1993	7/1/1993
-2.26	1	2	1/1/2007	2/1/2007
-2.19	1	1	10/1/1993	11/1/1993
-1.30	2	1	7/1/1991	9/1/1991
-0.58	1	1	1/1/0001	1/1/1987

Consecutive Gains

Run-up	Length (Mos.)	Start	End
61.06	11	4/1/2003	2/1/2004
60.58	5	3/1/2009	7/1/2009
59.54	8	3/1/2007	10/1/2007
54.27	9	10/1/1991	6/1/1992
48.26	5	5/1/1987	9/1/1987
42.99	3	9/1/1998	11/1/1998
40.25	3	2/1/1999	4/1/1999
33.74	5	1/1/1993	5/1/1993
33.48	3	8/1/1993	10/1/1993
33.21	3	10/1/1999	12/1/1999
30.57	4	4/1/1997	7/1/1997
30.28	1	12/1/1993	12/1/1993
26.79	8	6/1/2006	1/1/2007
26.31	4	12/1/1990	3/1/1991
25.93	5	8/1/1996	12/1/1996
25.89	4	10/1/1988	1/1/1989
24.49	2	2/1/1998	3/1/1998
23.75	5	9/1/1995	1/1/1996
21.72	5	12/1/1987	4/1/1988
16.96	2	2/1/1995	3/1/1995
16.50	3	5/1/1990	7/1/1990
16.20	3	6/1/2000	8/1/2000
15.15	2	12/1/2000	1/1/2001
14.54	3	10/1/2001	12/1/2001
13.37	2	7/1/1994	8/1/1994
13.07	1	7/1/1989	7/1/1989
12.72	1	4/1/2008	4/1/2008
12.71	1	2/1/1987	2/1/1987
12.52	1	5/1/1995	5/1/1995
12.46	2	9/1/2010	10/1/2010
12.45	1	10/1/1992	10/1/1992
12.07	2	2/1/2000	3/1/2000
11.40	1	6/1/1999	6/1/1999
11.26	4	6/1/2005	9/1/2005
11.00	2	10/1/2002	11/1/2002
10.89	4	9/1/2009	12/1/2009
9.95	1	9/1/1989	9/1/1989
9.68	2	3/1/2002	4/1/2002
9.30	1	7/1/1991	7/1/1991
9.00	2	11/1/2004	12/1/2004
8.92	2	2/1/1990	3/1/1990
8.33	1	10/1/1990	10/1/1990
7.30	2	6/1/1988	7/1/1988
7.21	2	8/1/2004	9/1/2004
7.00	2	1/1/2006	2/1/2006
6.55	1	5/1/1994	5/1/1994
6.47	1	9/1/1997	9/1/1997
6.40	2	6/1/2010	7/1/2010
5.55	2	2/1/2010	3/1/2010
5.42	1	4/1/2006	4/1/2006
4.90	1	4/1/2001	4/1/2001
4.08	2	11/1/1989	12/1/1989
3.83	1	11/1/2005	11/1/2005
3.73	1	2/1/2008	2/1/2008
3.69	1	4/1/1989	4/1/1989
3.59	1	12/1/2008	12/1/2008
3.45	1	2/1/2005	2/1/2005
3.32	1	5/1/1991	5/1/1991
2.90	1	4/1/2005	4/1/2005
2.87	2	5/1/2004	6/1/2004
2.85	1	7/1/2008	7/1/2008
2.81	2	4/1/1996	5/1/1996
2.68	1	7/1/1995	7/1/1995
2.24	1	8/1/1999	8/1/1999
1.86	1	12/1/1997	12/1/1997
1.31	1	10/1/1994	10/1/1994
0.58	1	2/1/1997	2/1/1997

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-45.78	2	10/1/1987	11/1/1987
-38.90	4	8/1/2008	11/1/2008
-36.84	5	4/1/1998	8/1/1998
-30.05	2	10/1/1997	11/1/1997
-27.03	2	5/1/1989	6/1/1989
-25.66	5	5/1/2001	9/1/2001
-25.19	3	11/1/2007	1/1/2008
-24.58	4	1/1/1994	4/1/1994
-23.88	3	11/1/1994	1/1/1995
-21.09	5	5/1/2002	9/1/2002
-20.75	2	2/1/2001	3/1/2001
-19.72	2	8/1/1990	9/1/1990
-18.21	3	9/1/2000	11/1/2000
-15.47	2	4/1/2000	5/1/2000
-14.25	4	12/1/2002	3/1/2003
-14.18	2	5/1/2008	6/1/2008
-14.12	2	3/1/2004	4/1/2004
-13.71	1	1/1/1998	1/1/1998
-13.63	1	8/1/1997	8/1/1997
-10.96	2	11/1/1992	12/1/1992
-10.95	2	1/1/2009	2/1/2009
-9.81	3	7/1/1992	9/1/1992
-8.90	1	5/1/1999	5/1/1999
-8.88	2	8/1/1988	9/1/1988
-8.61	2	12/1/1998	1/1/1999
-8.43	1	1/1/2000	1/1/2000
-8.32	1	6/1/1994	6/1/1994
-8.03	2	1/1/2002	2/1/2002
-8.00	1	1/1/2010	1/1/2010
-7.57	2	3/1/1987	4/1/1987
-6.94	2	4/1/2010	5/1/2010
-6.75	1	10/1/2005	10/1/2005
-6.45	1	3/1/1997	3/1/1997
-6.09	1	3/1/2008	3/1/2008
-5.56	1	9/1/1999	9/1/1999
-5.20	2	6/1/1993	7/1/1993
-5.18	2	6/1/1996	7/1/1996
-4.82	1	5/1/2006	5/1/2006
-4.78	1	3/1/2005	3/1/2005
-4.19	1	4/1/1991	4/1/1991
-4.13	1	8/1/2009	8/1/2009
-4.11	1	9/1/1994	9/1/1994
-4.08	1	5/1/1988	5/1/1988
-3.57	1	1/1/2005	1/1/2005
-3.54	2	2/1/1996	3/1/1996
-3.00	1	1/1/1990	1/1/1990
-2.89	1	8/1/1995	8/1/1995
-2.64	1	4/1/1995	4/1/1995
-2.55	1	7/1/1999	7/1/1999
-2.43	1	8/1/1989	8/1/1989
-2.35	1	8/1/2010	8/1/2010
-2.26	1	2/1/2007	2/1/2007
-2.21	2	2/1/1989	3/1/1989
-2.19	1	11/1/1993	11/1/1993
-2.14	1	6/1/1995	6/1/1995
-1.53	1	4/1/1990	4/1/1990
-1.30	2	8/1/1991	9/1/1991
-1.19	1	10/1/1989	10/1/1989
-1.05	1	6/1/1991	6/1/1991
-0.96	1	1/1/1997	1/1/1997
-0.84	1	11/1/1990	11/1/1990
-0.71	1	3/1/2006	3/1/2006
-0.58	1	1/1/1987	1/1/1987
-0.50	1	10/1/2004	10/1/2004
-0.41	1	12/1/2005	12/1/2005
-0.39	1	7/1/2004	7/1/2004
-0.38	1	11/1/2010	11/1/2010
-0.30	1	5/1/2005	5/1/2005

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	287.00	285.00	282.00	276.00	270.00	264.00	252.00	240.00	228.00
Percent Profitable	59.23	64.91	63.83	68.12	71.48	71.59	77.78	80.83	80.26
Average Period Return	1.10	3.34	6.46	12.97	19.97	26.36	42.08	62.66	83.99
Average Gain	5.89	11.31	18.13	28.16	36.94	45.94	59.19	81.17	107.93
Average Loss	-5.86	-11.40	-14.15	-19.46	-22.56	-22.98	-17.77	-15.39	-13.36
Best Period	30.28	54.87	67.46	115.67	136.00	176.65	293.13	319.11	342.37
Worst Period	-44.10	-41.61	-45.76	-55.45	-50.50	-42.50	-50.40	-34.62	-39.72
Standard Deviation	8.03	14.38	19.84	28.52	35.08	41.30	53.82	69.73	86.47
Gain Standard Deviation	5.24	9.18	12.95	19.30	25.33	31.37	48.49	64.85	79.91
Loss Standard Deviation	6.04	9.91	11.21	14.39	13.10	10.72	13.85	9.12	9.40
Sharpe Ratio (1%)	0.13	0.22	0.30	0.42	0.53	0.59	0.73	0.84	0.91
Average Gain / Average Loss	1.01	0.99	1.28	1.45	1.64	2.00	3.33	5.27	8.08
Profit / Loss Ratio	1.46	1.84	2.26	3.09	4.10	5.04	11.66	22.25	32.86
Downside Deviation (10%)	5.55	9.49	12.05	16.01	17.57	18.65	17.37	17.34	19.47
Downside Deviation (5%)	5.40	9.04	11.08	14.10	14.61	14.48	11.75	9.40	9.19
Downside Deviation (0%)	5.36	8.93	10.84	13.64	13.91	13.50	10.58	7.81	7.23
Sortino Ratio (10%)	0.13	0.22	0.33	0.50	0.70	0.86	1.52	2.37	2.89
Sortino Ratio (5%)	0.19	0.34	0.54	0.85	1.26	1.68	3.32	6.24	8.58
Sortino Ratio (0%)	0.21	0.37	0.60	0.95	1.44	1.95	3.98	8.02	11.62

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.

More Programs by Asia-Pacific Index

Program Name	CAROR
BSE 30	9.75%
Hang Seng	8.52%
All Ordinaries	6.98%
NZSE 50	6.55%
Seoul Composite	6.46%
Strait Times	5.37%
KLSE Composite	1.67%
Nikkei 225	1.18%

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Asia-Pacific Index : Hang Seng

Growth of 1,000 - VAMI

Monthly Performance

Strategy Description

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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