C-View Limited : C-View Stelrox Systematic Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -0.62% Min Investment $ 3,000k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 5.98% Sharpe (RFR=1%) -0.34 CAROR - Assets $ 11.7M Worst DD -3.48 S&P Correlation 0.14 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since11/2014 C-View Stelrox Systematic Strategy -0.62 - - - - - - -0.78 S&P 500 -2.10 - - - - - - 73.38 +/- S&P 500 1.48 - - - - - - -74.16 Strategy Description SummaryThe C-View Stelrox Systematic Currency Strategy is the culmination of Buford Scott's 28 years of trading experience at top-tier investment banks. Mr. Scott founded and ran the Alternative Asset Group (AAG) at Standard Chartered Bank, managing over $2bio in systematic, model-driven... Read More Account & Fees Type Managed Account Minimum Investment $ 3,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% 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 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Currency FX 100.00% SummaryThe C-View Stelrox Systematic Currency Strategy is the culmination of Buford Scott's 28 years of trading experience at top-tier investment banks. Mr. Scott founded and ran the Alternative Asset Group (AAG) at Standard Chartered Bank, managing over $2bio in systematic, model-driven currency mandates. The AAG was widely recognised as a leader in currency investment management and won several industry awards for excellence. Investment StrategyThe Stelrox strategy is comprised of a portfolio of three independently traded sub-strategies: 1. G10 Relative Value Positions identified with a focus on the forward discount pricing anomaly Risk overlay dictates size and direction of positions according to prevailing market risk environment 2. Emerging Market Relative Value Positions identified with a focus on the forward discount pricing anomaly Country specific risk overlay designed to eliminate risky currencies Strategy exits all positions during periods of widespread and extreme risk 3.FX Trend Following Designed to capitalize on trends in a portfolio of >50 currency pairs Positions diversified across short, medium and long term trends Includes event-driven models that engage only during market spikes 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 -3.48 4 - 2/1/2015 6/1/2015 -2.61 1 2 11/1/2014 12/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.66 2 1/1/2015 2/1/2015 1.82 1 11/1/2014 11/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -3.48 4 3/1/2015 6/1/2015 -2.61 1 12/1/2014 12/1/2014 Show More Time Windows Analysis 1 Month3 Month Number of Periods8.006.00 Percent Profitable37.5050.00 Average Period Return-0.08-0.16 Average Gain1.821.85 Average Loss-1.23-2.16 Best Period2.472.97 Worst Period-2.61-2.87 Standard Deviation1.732.41 Gain Standard Deviation0.661.03 Loss Standard Deviation0.821.21 Sharpe Ratio (1%)-0.10-0.17 Average Gain / Average Loss1.480.86 Profit / Loss Ratio0.890.86 Downside Deviation (10%)1.412.49 Downside Deviation (5%)1.181.84 Downside Deviation (0%)1.131.68 Sortino Ratio (10%)-0.35-0.55 Sortino Ratio (5%)-0.14-0.22 Sortino Ratio (0%)-0.08-0.09 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