C-View Limited : C-View Stelrox Systematic Strategy

archived programs
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

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 Since
11/2014
C-View Stelrox Systematic Strategy -0.62 -2.83 - - - - - -0.78
S&P 500 -2.10 -0.23 - - - - - -0.22
+/- S&P 500 1.48 -2.60 - - - - - -0.57

Strategy Description

Summary

The 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%
Composition Pie Chart

Summary

The 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 Strategy

The 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

   

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:
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.