Aurapoint Asset Management LLC : Mantoloking Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance 1.84% Min Investment $ 125k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 7.35% Sharpe (RFR=1%) 1.23 CAROR - Assets $ 1.0M Worst DD -3.17 S&P Correlation -0.40 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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. Period Returns Program / Index Oct Qtr YTD 1yr 3yr 5yr 10yr Since2/2013 Mantoloking 1.84 - - - - - - 7.62 S&P 500 4.46 - - - - - - 128.74 +/- S&P 500 -2.62 - - - - - - -121.12 Strategy Description SummaryThere are multiple strategies all using the core risk criteria of the company. The differences between the internal strategies are in the time frames. The strategies are looking for volatility points in the market that the currency pairs will move away from. Time frames vary from 20... Read More Account & Fees Type Managed Account Minimum Investment $ 125k Trading Level Incremental Increase $ 125k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $6.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 8000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 20.00% Intraday 80.00% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Composition Currency Futures 100.00% SummaryThere are multiple strategies all using the core risk criteria of the company. The differences between the internal strategies are in the time frames. The strategies are looking for volatility points in the market that the currency pairs will move away from. Time frames vary from 20 to 60 pip take profits to 2 day trades that garner 70 to 300 pips in profit. The risk management and position sizing are key components to the overall portfolio. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 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 -3.17 3 1 1/1/0001 4/1/2013 -1.36 1 1 8/1/2013 9/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 10.63 4 5/1/2013 8/1/2013 1.84 1 10/1/2013 10/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -3.17 3 2/1/2013 4/1/2013 -1.36 1 9/1/2013 9/1/2013 Show More Time Windows Analysis 1 Month3 Month Number of Periods9.007.00 Percent Profitable55.5685.71 Average Period Return0.843.43 Average Gain2.424.53 Average Loss-1.14-3.17 Best Period3.688.11 Worst Period-2.72-3.17 Standard Deviation2.124.00 Gain Standard Deviation0.973.01 Loss Standard Deviation1.19 Sharpe Ratio (1%)0.360.79 Average Gain / Average Loss2.131.43 Profit / Loss Ratio2.668.58 Downside Deviation (10%)1.241.67 Downside Deviation (5%)1.061.29 Downside Deviation (0%)1.021.20 Sortino Ratio (10%)0.351.32 Sortino Ratio (5%)0.712.46 Sortino Ratio (0%)0.822.86 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. x {{title}} x {{title}} Add Cancel