Asia-Pacific Index : KLSE Composite

Year-to-Date
7.81%
May Performance
4.65%
24.60%
Annualized Vol
0.13
Sharpe (RFR=%)
1.67%
CAROR
-76.25
Worst DD
0.40
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
-76.25 56 104 1/1/0001 8/1/1998
-40.24 10 23 12/1/2007 10/1/2008
-7.26 1 2 7/1/2007 8/1/2007
-1.36 1 - 10/1/2010 11/1/2010
-1.18 1 1 10/1/2007 11/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
95.25 5 9/1/1998 1/1/1999
61.31 3 4/1/1999 6/1/1999
50.18 13 7/1/2006 7/1/2007
34.65 4 4/1/2009 7/1/2009
33.70 3 12/1/1999 2/1/2000
30.88 1 2/1/1998 2/1/1998
24.99 5 12/1/1995 4/1/1996
19.95 3 6/1/2001 8/1/2001
19.79 3 11/1/2001 1/1/2002
17.91 4 5/1/2003 8/1/2003
17.17 5 6/1/2010 10/1/2010
15.89 5 8/1/1996 12/1/1996
15.73 4 12/1/2003 3/1/2004
13.71 3 6/1/1994 8/1/1994
12.00 2 3/1/2002 4/1/2002
11.41 1 10/1/2003 10/1/2003
11.30 2 2/1/1995 3/1/1995
10.97 2 9/1/2007 10/1/2007
10.77 3 9/1/2004 11/1/2004
10.68 1 4/1/1994 4/1/1994
10.32 1 5/1/1995 5/1/1995
9.98 1 10/1/1999 10/1/1999
8.98 1 12/1/1997 12/1/1997
8.91 2 6/1/2005 7/1/2005
8.39 4 9/1/2009 12/1/2009
7.08 1 1/1/2001 1/1/2001
6.93 3 2/1/2010 4/1/2010
5.65 2 12/1/2002 1/1/2003
5.44 1 10/1/2000 10/1/2000
4.43 1 2/1/1997 2/1/1997
3.66 3 12/1/2005 2/1/2006
3.44 1 12/1/2007 12/1/2007
3.38 1 10/1/2002 10/1/2002
3.27 1 7/1/1995 7/1/1995
3.13 4 11/1/2008 2/1/2009
2.88 2 6/1/2004 7/1/2004
2.59 1 4/1/2008 4/1/2008
2.44 1 4/1/2006 4/1/2006
2.28 1 5/1/1997 5/1/1997
1.68 1 2/1/1994 2/1/1994
1.53 1 9/1/2005 9/1/2005
1.46 1 5/1/2000 5/1/2000
1.26 1 9/1/1997 9/1/1997
0.97 1 1/1/2005 1/1/2005
0.87 1 4/1/2005 4/1/2005
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Consecutive Losses

Run-up Length (Mos.) Start End
-59.36 6 3/1/1998 8/1/1998
-33.04 2 10/1/1997 11/1/1997
-32.52 6 5/1/2008 10/1/2008
-27.19 3 6/1/1997 8/1/1997
-21.83 5 9/1/1994 1/1/1995
-21.72 4 6/1/2000 9/1/2000
-21.28 4 2/1/2001 5/1/2001
-19.65 5 5/1/2002 9/1/2002
-16.72 3 7/1/1999 9/1/1999
-15.36 1 3/1/1994 3/1/1994
-14.99 2 3/1/1997 4/1/1997
-14.98 2 2/1/1999 3/1/1999
-13.67 3 1/1/2008 3/1/2008
-13.20 1 1/1/1994 1/1/1994
-12.67 2 9/1/2001 10/1/2001
-10.24 4 8/1/1995 11/1/1995
-10.20 3 5/1/1996 7/1/1996
-10.11 2 4/1/2004 5/1/2004
-9.67 2 11/1/2000 12/1/2000
-8.54 2 3/1/2000 4/1/2000
-7.26 1 8/1/2007 8/1/2007
-5.76 1 5/1/1994 5/1/1994
-5.17 3 2/1/2003 4/1/2003
-4.90 2 2/1/2005 3/1/2005
-4.63 1 11/1/2003 11/1/2003
-4.60 1 11/1/2002 11/1/2002
-4.56 1 5/1/2010 5/1/2010
-4.19 1 1/1/1998 1/1/1998
-3.64 2 5/1/2006 6/1/2006
-3.39 2 10/1/2005 11/1/2005
-3.18 1 4/1/1995 4/1/1995
-2.54 1 8/1/2005 8/1/2005
-2.23 1 6/1/1995 6/1/1995
-2.07 1 5/1/2005 5/1/2005
-2.03 1 3/1/2009 3/1/2009
-1.72 1 1/1/1997 1/1/1997
-1.38 1 2/1/2002 2/1/2002
-1.36 1 11/1/2010 11/1/2010
-1.33 1 9/1/2003 9/1/2003
-1.18 1 11/1/2007 11/1/2007
-1.11 1 11/1/1999 11/1/1999
-1.07 1 1/1/2010 1/1/2010
-1.06 1 12/1/2004 12/1/2004
-0.72 1 8/1/2004 8/1/2004
-0.25 1 3/1/2006 3/1/2006
-0.05 1 8/1/2009 8/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods203.00201.00198.00192.00186.00180.00168.00156.00144.00
Percent Profitable54.1954.7362.1260.9463.9860.0059.5258.9763.19
Average Period Return0.361.462.906.008.628.088.2913.4320.36
Average Gain5.2211.1214.3323.5927.7429.9030.8742.2848.68
Average Loss-5.40-10.20-15.86-21.45-25.32-24.65-24.90-28.04-28.25
Best Period34.2365.5579.01153.23224.27162.73126.85134.84145.39
Worst Period-24.77-43.72-59.36-62.34-76.16-72.92-70.16-73.19-54.04
Standard Deviation7.5915.0619.9230.6437.7634.6933.4941.9446.58
Gain Standard Deviation5.6911.5613.7823.5131.4924.2419.8426.5833.22
Loss Standard Deviation5.139.5113.0217.4219.9018.4018.3218.5515.66
Sharpe Ratio (1%)0.040.080.120.160.190.170.160.220.33
Average Gain / Average Loss0.971.090.901.101.101.211.241.511.72
Profit / Loss Ratio1.141.321.481.721.951.821.822.172.96
Downside Deviation (10%)5.239.9813.8119.7723.1024.9728.5134.1435.95
Downside Deviation (5%)5.079.4912.8417.7120.0020.4421.2123.7022.33
Downside Deviation (0%)5.039.3612.6017.2219.2819.4019.6221.4819.55
Sortino Ratio (10%)-0.010.020.030.050.04-0.09-0.26-0.24-0.20
Sortino Ratio (5%)0.050.130.190.280.360.300.250.400.68
Sortino Ratio (0%)0.070.160.230.350.450.420.420.631.04

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.