C-View Limited : Currency Managed Account Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance -0.13% Min Investment $ 5,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 7.86% Sharpe (RFR=1%) 0.88 CAROR 7.89% Assets $ 500k Worst DD -12.55 S&P Correlation 0.18 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 Sep Qtr 2020 1yr 3yr 5yr 10yr Since10/1996 Currency Managed Account Program -0.13 - - - - 2.91 -7.89 392.60 S&P 500 1.93 - - - - 74.61 64.73 427.08 +/- S&P 500 -2.06 - - - - -71.69 -72.63 -34.48 Strategy Description SummaryThe investment objective of C-View Limited, which was established in 1996, is to maximise returns by investing in the foreign exchange markets for both the major and minor currencies. Profits are sought from fluctuations in exchange rates, and from the differentials in interest rates... Read More Account & Fees Type Managed Account Minimum Investment $ 5,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 5.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 4000 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% 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 100.00% Systematic 0% Strategy Fundamental 100.00% Composition Currency FX 100.00% SummaryThe investment objective of C-View Limited, which was established in 1996, is to maximise returns by investing in the foreign exchange markets for both the major and minor currencies. Profits are sought from fluctuations in exchange rates, and from the differentials in interest rates reflected in the value of currencies. Performance of Individual accounts may vary, depending on factors such as the date the account began trading, the degree of leverage employed, fee structure, clients trading policies and the size of account used by brokers & dealers. Accounts are only opened after review and approval of the appropriate disclosure documentation & agreement & authorization information. Includes interest income on available balances that may not be earned by the investor.Investment StrategyThe approach is discretionary, combining fundamental analysis, technical analysis and an understanding of market psychology. C-View favours a portfolio approach, which enables maximum profits to be generated within a disciplined, low-risk environment. Risk ManagementC-View will carefully analyse the relative values of a wide range of currencies and construct a portfolio of positions when risk/return ratios appear to be above average. The holding of positions for yield may enhance this approach; from time to time there are sizable differences in interest rates between currencies, but subdued or beneficial exchange rate movements. C-View supplements the portfolio strategy with shorter term, opportunistic trading of the major currencies. This is not only when currencies are fluctuating within a pre-determined trading range, but may also be when a particular short-term trend is identified. C-View may occasionally trade the minor currencies where range characteristics similar to the majors are identified, but this depends on the prevailing liquidity and spread of price. Leverage is based upon three times the trading level of actual returns,for each unit of capital. 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 -12.55 7 - 3/1/2015 10/1/2015 -8.13 44 8 11/1/2010 7/1/2014 -5.16 1 1 2/1/1997 3/1/1997 -5.07 1 1 7/1/1998 8/1/1998 -4.74 1 3 2/1/1998 3/1/1998 -2.89 13 6 10/1/2008 11/1/2009 -2.52 6 4 12/1/2002 6/1/2003 -2.34 1 3 9/1/2000 10/1/2000 -2.01 2 2 9/1/2005 11/1/2005 -1.99 1 2 9/1/2001 10/1/2001 -1.93 1 2 1/1/2002 2/1/2002 -1.56 1 4 3/1/2008 4/1/2008 -1.47 1 3 11/1/1998 12/1/1998 -1.44 1 1 7/1/1997 8/1/1997 -1.44 2 2 2/1/2005 4/1/2005 -1.22 2 3 7/1/2006 9/1/2006 -1.07 1 1 8/1/2008 9/1/2008 -1.02 1 2 2/1/2000 3/1/2000 -0.96 1 2 5/1/2004 6/1/2004 -0.87 1 1 10/1/1997 11/1/1997 -0.82 2 2 12/1/2006 2/1/2007 -0.63 1 1 9/1/2007 10/1/2007 -0.57 1 1 2/1/2001 3/1/2001 -0.55 1 1 8/1/2004 9/1/2004 -0.54 1 1 4/1/1999 5/1/1999 -0.39 1 1 1/1/2004 2/1/2004 -0.38 3 1 6/1/2010 9/1/2010 -0.26 1 1 12/1/2004 1/1/2005 -0.24 1 1 5/1/2000 6/1/2000 -0.19 1 1 4/1/2006 5/1/2006 -0.18 1 1 7/1/2002 8/1/2002 -0.17 1 1 3/1/2004 4/1/2004 -0.10 1 1 11/1/2007 12/1/2007 -0.09 1 1 9/1/2002 10/1/2002 Show More Consecutive Gains Run-up Length (Mos.) Start End 35.59 5 10/1/1996 2/1/1997 28.84 4 4/1/1997 7/1/1997 24.49 2 6/1/1998 7/1/1998 17.14 3 9/1/1998 11/1/1998 16.41 9 6/1/1999 2/1/2000 11.53 6 4/1/2001 9/1/2001 10.62 3 12/1/1997 2/1/1998 7.71 5 12/1/2005 4/1/2006 7.57 6 8/1/2014 1/1/2015 7.15 5 3/1/2002 7/1/2002 6.99 7 7/1/2003 1/1/2004 6.60 4 11/1/2000 2/1/2001 6.22 2 3/1/1999 4/1/1999 6.04 3 10/1/2004 12/1/2004 4.64 2 9/1/1997 10/1/1997 4.20 7 3/1/2007 9/1/2007 3.75 1 3/1/2015 3/1/2015 3.62 3 11/1/2012 1/1/2013 3.28 5 2/1/2010 6/1/2010 3.24 3 7/1/2000 9/1/2000 3.04 5 5/1/2005 9/1/2005 2.89 1 3/1/2004 3/1/2004 2.80 1 10/1/2008 10/1/2008 2.76 2 4/1/2013 5/1/2013 2.50 3 11/1/2001 1/1/2002 2.36 3 1/1/2008 3/1/2008 2.31 1 4/1/1998 4/1/1998 2.00 3 1/1/2016 3/1/2016 1.82 1 1/1/2014 1/1/2014 1.64 1 8/1/2008 8/1/2008 1.56 2 7/1/2004 8/1/2004 1.39 2 12/1/2016 1/1/2017 1.37 1 5/1/2004 5/1/2004 1.37 1 8/1/2015 8/1/2015 1.33 3 3/1/2003 5/1/2003 1.32 1 11/1/2013 11/1/2013 1.29 3 10/1/2006 12/1/2006 1.27 1 11/1/2007 11/1/2007 1.22 1 2/1/2005 2/1/2005 1.20 2 4/1/2000 5/1/2000 1.02 2 6/1/2006 7/1/2006 0.94 2 10/1/2010 11/1/2010 0.90 2 11/1/2002 12/1/2002 0.87 1 7/1/2011 7/1/2011 0.86 1 10/1/2016 10/1/2016 0.78 1 1/1/1999 1/1/1999 0.72 2 4/1/2009 5/1/2009 0.64 1 11/1/2015 11/1/2015 0.58 2 5/1/2008 6/1/2008 0.44 1 9/1/2002 9/1/2002 0.41 5 4/1/2017 8/1/2017 0.37 1 5/1/2014 5/1/2014 0.27 1 12/1/2009 12/1/2009 0.22 1 4/1/2011 4/1/2011 0.21 1 9/1/2012 9/1/2012 0.21 1 2/1/2012 2/1/2012 0.18 1 8/1/2016 8/1/2016 0.17 1 12/1/2008 12/1/2008 0.12 1 12/1/2011 12/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -12.10 4 4/1/2015 7/1/2015 -5.16 1 3/1/1997 3/1/1997 -5.07 1 8/1/1998 8/1/1998 -4.96 5 6/1/2013 10/1/2013 -4.74 1 3/1/1998 3/1/1998 -3.63 3 2/1/2014 4/1/2014 -2.74 6 3/1/2012 8/1/2012 -2.40 2 1/1/2003 2/1/2003 -2.34 1 10/1/2000 10/1/2000 -2.01 2 10/1/2005 11/1/2005 -1.99 1 10/1/2001 10/1/2001 -1.98 6 6/1/2009 11/1/2009 -1.93 1 2/1/2002 2/1/2002 -1.86 2 9/1/2015 10/1/2015 -1.77 2 6/1/2014 7/1/2014 -1.68 4 12/1/2010 3/1/2011 -1.57 2 2/1/2013 3/1/2013 -1.56 1 4/1/2008 4/1/2008 -1.52 3 1/1/2009 3/1/2009 -1.47 1 12/1/1998 12/1/1998 -1.44 1 6/1/2003 6/1/2003 -1.44 1 8/1/1997 8/1/1997 -1.44 2 3/1/2005 4/1/2005 -1.27 4 8/1/2011 11/1/2011 -1.22 2 8/1/2006 9/1/2006 -1.07 1 9/1/2008 9/1/2008 -1.02 1 3/1/2000 3/1/2000 -0.96 1 6/1/2004 6/1/2004 -0.95 1 12/1/2013 12/1/2013 -0.90 2 5/1/2011 6/1/2011 -0.87 1 11/1/1997 11/1/1997 -0.82 2 1/1/2007 2/1/2007 -0.79 4 4/1/2016 7/1/2016 -0.72 1 9/1/2016 9/1/2016 -0.63 1 10/1/2007 10/1/2007 -0.60 1 5/1/1998 5/1/1998 -0.58 1 12/1/2015 12/1/2015 -0.57 1 3/1/2001 3/1/2001 -0.55 1 9/1/2004 9/1/2004 -0.54 1 5/1/1999 5/1/1999 -0.39 1 2/1/2004 2/1/2004 -0.38 3 7/1/2010 9/1/2010 -0.34 1 2/1/2015 2/1/2015 -0.29 1 11/1/2008 11/1/2008 -0.26 1 1/1/2005 1/1/2005 -0.24 1 7/1/2008 7/1/2008 -0.24 1 6/1/2000 6/1/2000 -0.21 2 2/1/2017 3/1/2017 -0.19 1 5/1/2006 5/1/2006 -0.18 1 8/1/2002 8/1/2002 -0.17 1 4/1/2004 4/1/2004 -0.15 1 2/1/1999 2/1/1999 -0.13 1 9/1/2017 9/1/2017 -0.12 1 10/1/2012 10/1/2012 -0.10 1 12/1/2007 12/1/2007 -0.09 1 10/1/2002 10/1/2002 -0.08 1 11/1/2016 11/1/2016 -0.04 1 1/1/2010 1/1/2010 -0.01 1 1/1/2012 1/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods252.00250.00247.00241.00235.00229.00217.00205.00193.00 Percent Profitable59.9265.2070.4575.5277.0275.1171.8972.6875.65 Average Period Return0.661.943.797.4211.0614.8421.3027.4134.17 Average Gain1.663.636.2010.7515.3720.9431.0839.4046.88 Average Loss-0.84-1.22-1.93-2.83-3.39-3.55-3.72-4.50-5.32 Best Period13.2923.9238.4365.7984.68137.49186.75216.11264.94 Worst Period-7.27-11.24-12.14-10.75-11.94-10.20-8.91-8.82-10.50 Standard Deviation2.274.467.3912.7918.6725.6634.3241.2349.51 Gain Standard Deviation2.284.547.4513.0219.2326.9536.0242.5550.75 Loss Standard Deviation1.151.852.462.522.592.282.372.642.87 Sharpe Ratio (1%)0.250.380.450.500.510.500.530.570.59 Average Gain / Average Loss1.972.973.213.804.545.898.378.758.81 Profit / Loss Ratio2.955.567.6511.7215.2217.7821.3923.2927.37 Downside Deviation (10%)1.081.842.834.406.097.9511.5715.4319.08 Downside Deviation (5%)0.931.391.882.262.663.023.824.745.39 Downside Deviation (0%)0.901.301.691.872.042.102.332.722.98 Sortino Ratio (10%)0.230.390.470.550.570.580.480.380.34 Sortino Ratio (5%)0.621.221.762.843.594.254.794.925.39 Sortino Ratio (0%)0.731.492.243.985.437.069.1410.0711.48 Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 6 2.80 10/2008 Discretionary Trader Index Month 9 0.97 4/2007 Discretionary Trader Index Month 7 1.78 12/2005 Discretionary Trader Index Month 9 0.51 12/2004 Discretionary Trader Index Month 7 2.39 11/2004 Discretionary Trader Index Month 5 3.04 10/2004 Discretionary Trader Index Month 7 1.37 5/2004 Discretionary Trader Index Month 9 1.88 1/2004 Discretionary Trader Index Month 8 1.29 12/2003 IASG CTA Index Sharpe 9 1.65 2003 Discretionary Trader Index Month 9 1.02 11/2003 Discretionary Trader Index Month 9 1.36 9/2003 Discretionary Trader Index Month 9 -1.44 6/2003 Discretionary Trader Index Month 5 0.73 4/2003 Discretionary Trader Index Month 6 0.58 3/2003 Discretionary Trader Index Month 9 -0.73 2/2003 Discretionary Trader Index Month 9 0.14 12/2002 IASG CTA Index Sharpe 4 1.79 2002 Discretionary Trader Index Month 5 0.76 11/2002 Discretionary Trader Index Month 9 -0.09 10/2002 Discretionary Trader Index Month 10 -0.18 8/2002 Discretionary Trader Index Month 8 1.13 7/2002 Discretionary Trader Index Month 7 1.32 6/2002 Discretionary Trader Index Month 8 2.33 5/2002 Discretionary Trader Index Month 7 0.89 4/2002 Discretionary Trader Index Month 5 1.29 3/2002 Discretionary Trader Index Month 9 -1.93 2/2002 Discretionary Trader Index Month 6 0.26 1/2002 Discretionary Trader Index Month 6 0.98 12/2001 IASG CTA Index Sharpe 5 1.92 2001 IASG CTA Index 5 Year 3 213.50 1996 - 2001 Discretionary Trader Index Month 5 1.24 11/2001 IASG CTA Index Month 9 1.24 11/2001 Discretionary Trader Index Month 10 -1.99 10/2001 Discretionary Trader Index Month 6 0.56 9/2001 Discretionary Trader Index Month 4 1.96 8/2001 Discretionary Trader Index Month 5 2.36 7/2001 Discretionary Trader Index Month 4 2.55 6/2001 Discretionary Trader Index Month 5 2.43 5/2001 Discretionary Trader Index Month 5 1.17 4/2001 Discretionary Trader Index Month 8 -0.57 3/2001 Discretionary Trader Index Month 6 1.41 2/2001 Discretionary Trader Index Month 6 2.70 1/2001 Discretionary Trader Index Month 7 1.35 12/2000 IASG CTA Index Sharpe 6 1.94 2000 IASG CTA Index 3 Year 9 81.79 1997 - 2000 Discretionary Trader Index Month 5 0.99 11/2000 Discretionary Trader Index Month 8 -2.34 10/2000 Discretionary Trader Index Month 7 0.99 9/2000 Discretionary Trader Index Month 10 1.38 8/2000 Discretionary Trader Index Month 7 0.84 7/2000 Discretionary Trader Index Month 10 -0.24 6/2000 Discretionary Trader Index Month 8 1.02 5/2000 Discretionary Trader Index Month 4 0.18 4/2000 Discretionary Trader Index Month 4 -1.02 3/2000 Discretionary Trader Index Month 7 0.96 2/2000 Discretionary Trader Index Month 6 0.15 1/2000 Discretionary Trader Index Month 6 3.09 12/1999 IASG CTA Index Sharpe 4 2.26 1999 IASG CTA Index 3 Year 1 159.80 1996 - 1999 Discretionary Trader Index Month 8 0.55 11/1999 Discretionary Trader Index Month 2 1.95 10/1999 IASG CTA Index Month 5 1.95 10/1999 Discretionary Trader Index Month 5 0.99 9/1999 Discretionary Trader Index Month 6 1.38 8/1999 Discretionary Trader Index Month 6 0.96 7/1999 Discretionary Trader Index Month 5 5.40 6/1999 IASG CTA Index Month 9 5.40 6/1999 Discretionary Trader Index Month 6 -0.54 5/1999 Discretionary Trader Index Month 9 0.69 4/1999 IASG CTA Index Month 8 5.49 3/1999 Discretionary Trader Index Month 4 5.49 3/1999 Discretionary Trader Index Month 9 -0.15 2/1999 Discretionary Trader Index Month 6 0.78 1/1999 IASG CTA Index Sharpe 6 2.34 1998 IASG CTA Index Annual 6 42.44 1998 Discretionary Trader Index Month 8 -1.47 12/1998 Discretionary Trader Index Month 5 0.90 11/1998 IASG CTA Index Month 5 4.86 10/1998 Discretionary Trader Index Month 1 4.86 10/1998 Discretionary Trader Index Month 3 10.71 9/1998 Discretionary Trader Index Month 5 -5.07 8/1998 IASG CTA Index Month 2 10.74 7/1998 Discretionary Trader Index Month 2 10.74 7/1998 Discretionary Trader Index Month 1 12.42 6/1998 IASG CTA Index Month 1 12.42 6/1998 Discretionary Trader Index Month 3 -0.60 5/1998 IASG CTA Index Month 4 2.31 4/1998 Discretionary Trader Index Month 2 2.31 4/1998 Discretionary Trader Index Month 6 -4.74 3/1998 Discretionary Trader Index Month 2 3.66 2/1998 IASG CTA Index Month 10 3.66 2/1998 Discretionary Trader Index Month 1 3.99 1/1998 IASG CTA Index Sharpe 3 2.82 1997 IASG CTA Index Annual 5 49.02 1997 Discretionary Trader Index Month 6 2.62 12/1997 Discretionary Trader Index Month 8 -0.87 11/1997 IASG CTA Index Month 6 3.06 10/1997 Discretionary Trader Index Month 1 3.06 10/1997 Discretionary Trader Index Month 5 1.53 9/1997 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