Aurapoint Asset Management LLC : Mantoloking

archived programs
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

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 Since
2/2013
Mantoloking 1.84 - - - - - - 7.62
S&P 500 4.46 - - - - - - 128.74
+/- S&P 500 -2.62 - - - - - - -121.12

Strategy Description

Summary

There 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%
Composition Pie Chart

Summary

There 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.

   

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
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Sharpe Ratio: (RF=1%)
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Reward
Compound RoR:
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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
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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
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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
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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.