Asia-Pacific Index : Strait Times

Year-to-Date
22.00%
Sep Performance
-2.60%
23.03%
Annualized Vol
0.28
Sharpe (RFR=1%)
5.37%
CAROR
-65.03
Worst DD
0.61
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
-65.03 31 16 1/1/1996 8/1/1998
-58.09 16 - 10/1/2007 2/1/2009
-48.87 39 35 12/1/1999 3/1/2003
-30.51 6 28 3/1/1990 9/1/1990
-14.61 16 9 12/1/1993 4/1/1995
-12.06 4 4 7/1/1988 11/1/1988
-8.69 1 5 4/1/2006 5/1/2006
-4.84 1 2 5/1/1993 6/1/1993
-4.38 2 1 6/1/2007 8/1/2007
-3.12 1 1 9/1/1989 10/1/1989
-2.21 1 1 1/1/1988 2/1/1988
-1.19 1 1 7/1/1989 8/1/1989
-0.68 1 1 1/1/2007 2/1/2007
-0.30 1 1 10/1/1993 11/1/1993
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Consecutive Gains

Run-up Length (Mos.) Start End
66.73 5 3/1/2009 7/1/2009
65.40 3 9/1/1998 11/1/1998
53.53 4 3/1/1999 6/1/1999
40.45 6 12/1/1990 5/1/1991
40.22 8 10/1/1992 5/1/1993
35.96 7 4/1/2003 10/1/2003
35.42 4 10/1/2001 1/1/2002
31.11 8 6/1/2006 1/1/2007
29.31 2 2/1/1998 3/1/1998
28.65 5 3/1/1988 7/1/1988
23.82 5 3/1/1989 7/1/1989
22.63 3 10/1/1999 12/1/1999
19.64 3 6/1/2000 8/1/2000
18.67 5 11/1/1989 3/1/1990
17.77 6 11/1/2005 4/1/2006
16.62 4 7/1/1993 10/1/1993
16.22 3 11/1/1995 1/1/1996
15.72 1 12/1/1993 12/1/1993
14.31 4 3/1/2007 6/1/2007
12.71 2 12/1/1988 1/1/1989
12.43 4 10/1/1991 1/1/1992
12.17 2 9/1/2007 10/1/2007
10.96 4 6/1/2004 9/1/2004
10.70 3 5/1/2005 7/1/2005
10.41 1 1/1/1988 1/1/1988
10.35 1 4/1/1994 4/1/1994
10.19 3 12/1/2003 2/1/2004
9.30 2 11/1/2009 12/1/2009
8.54 2 6/1/2010 7/1/2010
8.35 3 2/1/2010 4/1/2010
8.26 1 9/1/1997 9/1/1997
8.21 1 10/1/2002 10/1/2002
8.12 5 11/1/2004 3/1/2005
7.82 3 8/1/1994 10/1/1994
7.81 2 4/1/1992 5/1/1992
6.59 3 9/1/2010 11/1/2010
6.53 1 5/1/1990 5/1/1990
6.41 2 11/1/1996 12/1/1996
6.16 2 4/1/2008 5/1/2008
5.17 1 5/1/1995 5/1/1995
5.11 1 3/1/2002 3/1/2002
5.03 1 10/1/1990 10/1/1990
4.70 1 11/1/1997 11/1/1997
4.19 1 6/1/2001 6/1/2001
3.35 1 1/1/2001 1/1/2001
3.10 2 8/1/1996 9/1/1996
3.07 1 9/1/2009 9/1/2009
3.05 1 5/1/1997 5/1/1997
3.02 1 7/1/1995 7/1/1995
2.90 1 4/1/2001 4/1/2001
2.54 1 1/1/1999 1/1/1999
2.08 1 2/1/1995 2/1/1995
2.06 2 3/1/2000 4/1/2000
1.82 1 7/1/1990 7/1/1990
1.67 1 12/1/2008 12/1/2008
1.50 1 2/1/2008 2/1/2008
1.42 1 9/1/1989 9/1/1989
1.31 1 9/1/2005 9/1/2005
1.19 1 4/1/1996 4/1/1996
0.42 1 10/1/1988 10/1/1988
0.15 1 2/1/1994 2/1/1994
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Consecutive Losses

Run-up Length (Mos.) Start End
-47.43 5 4/1/1998 8/1/1998
-45.73 6 6/1/2008 11/1/2008
-29.33 2 8/1/1990 9/1/1990
-25.01 6 4/1/2002 9/1/2002
-24.13 2 12/1/1997 1/1/1998
-23.57 3 7/1/2001 9/1/2001
-21.65 3 11/1/2007 1/1/2008
-18.86 1 10/1/1997 10/1/1997
-17.05 1 5/1/2000 5/1/2000
-15.92 2 2/1/2001 3/1/2001
-14.48 2 1/1/2000 2/1/2000
-13.36 5 11/1/2002 3/1/2003
-12.58 3 6/1/1997 8/1/1997
-12.58 3 5/1/1996 7/1/1996
-12.46 4 6/1/1991 9/1/1991
-12.43 3 11/1/1994 1/1/1995
-11.39 4 6/1/1992 9/1/1992
-11.18 1 3/1/1994 3/1/1994
-10.29 4 9/1/2000 12/1/2000
-9.59 4 1/1/1997 4/1/1997
-9.48 2 8/1/1988 9/1/1988
-9.46 2 1/1/2009 2/1/2009
-8.69 1 5/1/2006 5/1/2006
-7.76 1 4/1/1990 4/1/1990
-7.54 2 2/1/1992 3/1/1992
-7.46 1 5/1/2010 5/1/2010
-6.72 3 7/1/1999 9/1/1999
-5.29 3 3/1/2004 5/1/2004
-5.26 1 1/1/2010 1/1/2010
-4.84 1 6/1/1993 6/1/1993
-4.38 2 7/1/2007 8/1/2007
-4.32 1 10/1/1996 10/1/1996
-4.11 1 11/1/1990 11/1/1990
-3.99 1 2/1/2002 2/1/2002
-3.91 1 6/1/1995 6/1/1995
-3.91 3 5/1/1994 7/1/1994
-3.83 1 10/1/2005 10/1/2005
-3.81 1 5/1/2001 5/1/2001
-3.57 1 1/1/1994 1/1/1994
-3.28 1 8/1/2005 8/1/2005
-3.25 1 11/1/1988 11/1/1988
-3.12 1 10/1/1989 10/1/1989
-2.60 2 3/1/1995 4/1/1995
-2.53 2 2/1/1996 3/1/1996
-2.49 1 8/1/2009 8/1/2009
-2.27 3 8/1/1995 10/1/1995
-2.21 1 2/1/1988 2/1/1988
-2.21 1 2/1/1989 2/1/1989
-1.71 1 6/1/1990 6/1/1990
-1.68 1 12/1/1998 12/1/1998
-1.25 1 8/1/2010 8/1/2010
-1.19 1 8/1/1989 8/1/1989
-1.14 1 2/1/1999 2/1/1999
-0.80 1 10/1/2009 10/1/2009
-0.76 1 4/1/2005 4/1/2005
-0.68 1 2/1/2007 2/1/2007
-0.63 1 3/1/2008 3/1/2008
-0.56 1 11/1/2003 11/1/2003
-0.30 1 11/1/1993 11/1/1993
-0.20 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 Periods275.00273.00270.00264.00258.00252.00240.00228.00216.00
Percent Profitable57.0956.7862.2258.3360.4763.4965.0065.3565.74
Average Period Return0.732.284.538.8612.4513.7918.5925.8131.87
Average Gain4.8910.6215.8227.1133.6234.6540.3049.6057.98
Average Loss-4.82-8.67-14.07-16.69-19.94-22.48-21.73-19.07-18.22
Best Period28.2265.4064.86147.21147.60150.78110.05162.33174.07
Worst Period-23.94-38.76-46.98-52.85-61.00-60.23-60.10-62.97-57.36
Standard Deviation6.8913.3419.4028.9634.1035.1437.9044.0348.88
Gain Standard Deviation4.839.9613.9622.3925.2524.7927.2634.9139.31
Loss Standard Deviation5.088.3710.9013.8015.1415.4114.7714.4413.52
Sharpe Ratio (1%)0.090.150.210.270.320.340.410.490.55
Average Gain / Average Loss1.021.221.121.621.691.541.852.603.18
Profit / Loss Ratio1.351.611.852.272.582.683.444.916.11
Downside Deviation (10%)4.768.5112.1616.5919.8021.9324.1425.7428.70
Downside Deviation (5%)4.618.0311.1614.4616.4817.4617.0316.0215.76
Downside Deviation (0%)4.587.9110.9213.9515.7116.4415.5114.0513.25
Sortino Ratio (10%)0.070.120.170.230.250.160.120.170.15
Sortino Ratio (5%)0.140.250.360.540.660.670.911.361.70
Sortino Ratio (0%)0.160.290.410.640.790.841.201.842.41

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.