Basu and Braun, LLC : Currency Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance -1.77% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 11.57% Sharpe (RFR=1%) 1.19 CAROR 15.03% Assets $ 338k Worst DD -15.37 S&P Correlation -0.29 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 Mar Qtr 2020 1yr 3yr 5yr 10yr Since6/2008 Currency Program -1.77 - - - - - 3.59 96.74 S&P 500 3.60 - - - - - 84.98 190.41 +/- S&P 500 -5.37 - - - - - -81.39 -93.67 Strategy Description SummaryThe investment objective is to generate consistent, low-risk capital appreciation with minimal variance in returns. Profit potential is counter-balanced by levels of risk predetermined to be acceptable by preferences expressed by each individual client. Performance figures are net... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 2000 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD -8.00% Worst Peak-to-Trough 9.13% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 90.00% Intraday 10.00% Decision-Making Discretionary 50.00% Systematic 50.00% Strategy Momentum 40.00% Other 60.00% Composition Currency FX 100.00% SummaryThe investment objective is to generate consistent, low-risk capital appreciation with minimal variance in returns. Profit potential is counter-balanced by levels of risk predetermined to be acceptable by preferences expressed by each individual client. Performance figures are net of all fees and published based upon an aggregation of all accounts. Investment time horizons for trade ideas vary from less than two hours and very rarely exceed 48 hours. Trade ideas are continuously evaluated and refined. The strength of Basu & Braun is a proven history and demonstrated ability to adapt the trading approach to varying market conditions in order to ensure profitable trading in virtually all market environments. (Performance figures from June of 2008 through July of 2009 include results from proprietary trading of an equity incubator)Investment StrategyThe approach identifies intraday trading opportunities employing entirely interbank spot transactions (no forwards or options) mainly in Euro and Dollar but may trade other G7 currencies depending upon market conditions. The approach employs a trading strategy that benefits from directional movements in the market. A proprietary decision model provides an indicator that predicts a general trend in the market. Then, a mathematical-based model is applied systematically via an automated algorithmic computer interface to establish profit and stop-loss limits for every trade. Risk ManagementRisk is managed by maintaining low margin to equity ratios and incorporating tight stop losses in order to ensure preservation of capital. Risk exposure is structured and maintained within acceptable tolerances through the continuous systematic real-time monitoring of portfolio positions. 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 -15.37 13 - 5/1/2011 6/1/2012 -8.45 1 7 10/1/2009 11/1/2009 -3.31 1 1 1/1/0001 6/1/2008 -1.60 1 3 7/1/2010 8/1/2010 -0.20 1 1 11/1/2008 12/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 38.46 10 1/1/2009 10/1/2009 36.93 5 7/1/2008 11/1/2008 15.79 7 11/1/2010 5/1/2011 8.99 3 5/1/2010 7/1/2010 7.58 4 10/1/2012 1/1/2013 3.75 2 7/1/2012 8/1/2012 2.86 1 2/1/2012 2/1/2012 2.82 2 2/1/2010 3/1/2010 2.02 2 9/1/2011 10/1/2011 1.13 1 9/1/2010 9/1/2010 1.08 1 12/1/2009 12/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.51 3 6/1/2011 8/1/2011 -8.87 4 3/1/2012 6/1/2012 -8.45 1 11/1/2009 11/1/2009 -3.31 1 6/1/2008 6/1/2008 -2.21 3 11/1/2011 1/1/2012 -1.92 2 2/1/2013 3/1/2013 -1.60 1 8/1/2010 8/1/2010 -1.34 1 9/1/2012 9/1/2012 -0.82 1 1/1/2010 1/1/2010 -0.48 1 10/1/2010 10/1/2010 -0.26 1 4/1/2010 4/1/2010 -0.20 1 12/1/2008 12/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods58.0056.0053.0047.0041.0035.0023.00 Percent Profitable65.5278.5766.0476.6082.9388.57100.00 Average Period Return1.234.097.9214.0718.6726.2140.61 Average Gain2.916.6113.9419.7723.8029.7340.61 Average Loss-2.07-5.16-3.78-4.60-6.22-1.15 Best Period10.6630.3741.8774.7075.1090.60115.22 Worst Period-8.45-9.51-8.53-10.20-11.06-1.862.35 Standard Deviation3.347.6812.6121.2822.4527.7135.06 Gain Standard Deviation2.446.5711.4221.1921.2327.5235.06 Loss Standard Deviation2.352.762.493.263.340.72 Sharpe Ratio (1%)0.340.500.590.610.760.871.07 Average Gain / Average Loss1.401.283.694.303.8325.87 Profit / Loss Ratio2.814.707.1714.0718.59200.48 Downside Deviation (10%)1.933.203.915.016.155.144.64 Downside Deviation (5%)1.802.792.863.103.441.120.14 Downside Deviation (0%)1.772.682.622.682.870.44 Sortino Ratio (10%)0.420.891.391.811.803.115.36 Sortino Ratio (5%)0.641.382.594.224.9921.67265.17 Sortino Ratio (0%)0.691.523.035.246.5159.35 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