C-View Limited : Currency Managed Account Program

archived programs
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

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 YTD 1yr 3yr 5yr 10yr Since
10/1996
Currency Managed Account Program -0.13 -0.02 - 1.38 -2.05 -3.13 -1.67 392.60
S&P 500 1.93 3.96 - 16.01 27.54 74.61 64.73 256.61
+/- S&P 500 -2.06 -3.98 - -14.63 -29.60 -77.74 -66.40 135.98

Strategy Description

Summary

The 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%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

The 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 Strategy

The 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 Management

C-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.

   

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
-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
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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
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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
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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 2002 - 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 2001 - 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 2000 - 2001
IASG CTA Index 5 Year Rolling 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 1999 - 2000
IASG CTA Index 3 Year Rolling 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 1998 - 1999
IASG CTA Index 3 Year Rolling 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 1997 - 1998
IASG CTA Index Year Rolling 6 42.44 1997 - 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 1996 - 1997
IASG CTA Index Year Rolling 5 49.02 1996 - 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.