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/ Asia-Pacific Index / Seoul Composite

Asia-Pacific Index : Seoul Composite

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Year-to-Date
30.75%
Dec Performance
10.89%
31.78%
Annualized Vol
0.31
Sharpe (RFR=1%)
6.46%
CAROR
-58.98
Worst DD
0.53
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

   

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

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
-58.98 11 10 1/1/0001 6/1/1998
-53.34 21 46 12/1/1999 9/1/2001
-48.52 16 - 10/1/2007 2/1/2009
-14.05 3 1 7/1/1999 10/1/1999
-8.77 2 5 4/1/2006 6/1/2006
-5.17 1 2 12/1/2006 1/1/2007
-5.15 1 1 9/1/2005 10/1/2005
-3.11 1 1 7/1/2007 8/1/2007
-2.87 2 1 1/1/2006 3/1/2006
-2.52 1 1 7/1/2005 8/1/2005
-2.20 1 1 4/1/1999 5/1/1999
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Consecutive Gains

Run-up Length (Mos.) Start End
86.70 6 10/1/2001 3/1/2002
84.24 5 9/1/1998 1/1/1999
48.83 1 1/1/1998 1/1/1998
44.71 2 3/1/1999 4/1/1999
42.13 6 2/1/2007 7/1/2007
41.77 5 4/1/2003 8/1/2003
31.75 2 6/1/1999 7/1/1999
31.31 3 3/1/2009 5/1/2009
26.65 5 10/1/2003 2/1/2004
23.34 2 11/1/1999 12/1/1999
22.45 1 1/1/2001 1/1/2001
21.95 3 5/1/2005 7/1/2005
21.14 4 11/1/2004 2/1/2005
20.87 3 11/1/2005 1/1/2006
20.36 3 7/1/2009 9/1/2009
17.00 2 4/1/2001 5/1/2001
15.26 1 7/1/1998 7/1/1998
13.57 2 8/1/2004 9/1/2004
13.21 2 5/1/2000 6/1/2000
12.71 1 9/1/2005 9/1/2005
12.13 2 10/1/2002 11/1/2002
10.23 2 9/1/2007 10/1/2007
9.29 3 9/1/2010 11/1/2010
9.22 2 3/1/2010 4/1/2010
8.69 2 4/1/2008 5/1/2008
8.17 1 12/1/2009 12/1/2009
8.00 2 12/1/2008 1/1/2009
7.19 2 6/1/2010 7/1/2010
5.89 3 7/1/2006 9/1/2006
5.35 1 2/1/2008 2/1/2008
5.12 2 11/1/2006 12/1/2006
4.42 1 4/1/2006 4/1/2006
3.93 1 3/1/2000 3/1/2000
2.56 1 8/1/2002 8/1/2002
0.66 1 8/1/2001 8/1/2001
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Consecutive Losses

Run-up Length (Mos.) Start End
-48.33 5 8/1/1997 12/1/1997
-46.65 5 2/1/1998 6/1/1998
-41.90 6 6/1/2008 11/1/2008
-38.55 6 7/1/2000 12/1/2000
-26.09 4 12/1/2002 3/1/2003
-21.32 3 11/1/2007 1/1/2008
-19.83 4 4/1/2002 7/1/2002
-19.42 2 1/1/2000 2/1/2000
-16.76 5 3/1/2004 7/1/2004
-15.74 1 4/1/2000 4/1/2000
-15.32 2 2/1/2001 3/1/2001
-14.05 3 8/1/1999 10/1/1999
-12.22 1 9/1/2002 9/1/2002
-12.00 1 9/1/2001 9/1/2001
-11.53 2 6/1/2001 7/1/2001
-9.89 2 3/1/2005 4/1/2005
-9.66 1 8/1/1998 8/1/1998
-8.99 1 2/1/1999 2/1/1999
-8.77 2 5/1/2006 6/1/2006
-8.53 1 2/1/2009 2/1/2009
-8.16 1 9/1/2003 9/1/2003
-7.03 2 10/1/2009 11/1/2009
-5.76 1 5/1/2010 5/1/2010
-5.24 2 1/1/2010 2/1/2010
-5.17 1 1/1/2007 1/1/2007
-5.15 1 10/1/2005 10/1/2005
-3.11 1 8/1/2007 8/1/2007
-2.87 2 2/1/2006 3/1/2006
-2.52 1 8/1/2005 8/1/2005
-2.20 1 5/1/1999 5/1/1999
-0.94 1 8/1/2010 8/1/2010
-0.50 1 10/1/2006 10/1/2006
-0.45 1 3/1/2008 3/1/2008
-0.42 1 6/1/2009 6/1/2009
-0.03 1 10/1/2004 10/1/2004
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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 Profitable53.1360.7659.3569.1371.3372.9976.0086.7391.09
Average Period Return1.073.608.1918.1325.9428.6239.4461.1283.46
Average Gain7.9314.6425.3637.6345.7245.8656.8073.2392.46
Average Loss-6.70-13.50-16.89-25.53-23.26-17.99-15.56-17.97-8.53
Best Period48.8381.2599.46202.38245.13175.69162.91179.06218.09
Worst Period-27.25-42.03-43.44-55.96-44.28-44.15-38.96-26.42-24.17
Standard Deviation9.8818.5427.8844.0747.3041.8847.5054.7961.06
Gain Standard Deviation7.4813.2222.3938.3840.9635.2640.8148.4156.32
Loss Standard Deviation5.5611.1110.9215.1515.1312.1611.417.068.40
Sharpe Ratio (1%)0.100.180.280.390.520.640.771.041.28
Average Gain / Average Loss1.181.091.501.471.972.553.654.0710.84
Profit / Loss Ratio1.341.682.193.304.896.8911.5626.62110.77
Downside Deviation (10%)6.1611.5214.1518.9018.3816.0916.5215.2112.48
Downside Deviation (5%)5.9911.0413.0616.9315.4912.1210.648.414.73
Downside Deviation (0%)5.9410.9212.7916.4514.8011.239.407.003.48
Sortino Ratio (10%)0.110.210.400.691.001.141.432.604.47
Sortino Ratio (5%)0.170.300.591.011.582.203.426.7916.56
Sortino Ratio (0%)0.180.330.641.101.752.554.208.7324.01

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.

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