Aurapoint Asset Management LLC : QV

archived programs
Year-to-Date
N / A
May Performance
8.66%
Min Investment
$ 100k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
14.88%
Sharpe (RFR=1%)
1.82
CAROR
-
Assets
$ 525k
Worst DD
-7.39
S&P Correlation
0.31

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
10/2010
QV 8.66 - - - - - 52.40 56.26
S&P 500 -6.27 - - - - - 22.77 173.50
+/- S&P 500 14.93 - - - - - 29.63 -117.23

Strategy Description

Summary

QV’s strategy is to identify the trend within a trading session, and enter trades on pullback. QV may average into a full position within a range of 20-30 pips as the ideal entry price is unknowable. Trades are generally closed within 15 minutes and in rare cases may last up to 2-3... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 100k
CTA Max Funding Factor 2.00
Management Fee 0%
Performance Fee 0%
Average Commission $100.00
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 4000 RT/YR/$M
Avg. Margin-to-Equity 5%
Targeted Worst DD -20.00%
Worst Peak-to-Trough 14.00%
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 100.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Momentum
50.00%
Trend-following
50.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

QV’s strategy is to identify the trend within a trading session, and enter trades on pullback. QV may average into a full position within a range of 20-30 pips as the ideal entry price is unknowable. Trades are generally closed within 15 minutes and in rare cases may last up to 2-3 hours. QV targets 5-10% return a month with maximum drawdown no more than 4-8% in a day. Account is flat at the end of each trading session. Trader is domiciled in Asia. High majority of winning trading days. Note: numbers shown are gross of fees.

   

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:
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Risk
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Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
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Average Gain:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
-7.39 1 2 7/1/2011 8/1/2011
-6.62 1 1 3/1/2012 4/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
41.88 7 9/1/2011 3/1/2012
17.20 10 10/1/2010 7/1/2011
8.66 1 5/1/2012 5/1/2012
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Consecutive Losses

Run-up Length (Mos.) Start End
-7.39 1 8/1/2011 8/1/2011
-6.62 1 4/1/2012 4/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods20.0018.0015.009.00
Percent Profitable90.0088.89100.00100.00
Average Period Return2.347.1715.0929.43
Average Gain3.388.6715.0929.43
Average Loss-7.01-4.84
Best Period8.6618.7340.0744.19
Worst Period-7.39-5.431.879.94
Standard Deviation4.307.5310.9410.90
Gain Standard Deviation3.036.5210.9410.90
Loss Standard Deviation0.540.83
Sharpe Ratio (1%)0.530.921.332.61
Average Gain / Average Loss0.481.79
Profit / Loss Ratio4.3514.35
Downside Deviation (10%)2.352.030.15
Downside Deviation (5%)2.241.71
Downside Deviation (0%)2.221.62
Sortino Ratio (10%)0.822.9381.54
Sortino Ratio (5%)1.014.06
Sortino Ratio (0%)1.064.42

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.