C-View Limited : Currency Managed Account Program

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

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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	2019	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

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%

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.

Compare to:

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Index: Chart Type:

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:

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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	252.00	250.00	247.00	241.00	235.00	229.00	217.00	205.00	193.00
Percent Profitable	59.92	65.20	70.45	75.52	77.02	75.11	71.89	72.68	75.65
Average Period Return	0.66	1.94	3.79	7.42	11.06	14.84	21.30	27.41	34.17
Average Gain	1.66	3.63	6.20	10.75	15.37	20.94	31.08	39.40	46.88
Average Loss	-0.84	-1.22	-1.93	-2.83	-3.39	-3.55	-3.72	-4.50	-5.32
Best Period	13.29	23.92	38.43	65.79	84.68	137.49	186.75	216.11	264.94
Worst Period	-7.27	-11.24	-12.14	-10.75	-11.94	-10.20	-8.91	-8.82	-10.50
Standard Deviation	2.27	4.46	7.39	12.79	18.67	25.66	34.32	41.23	49.51
Gain Standard Deviation	2.28	4.54	7.45	13.02	19.23	26.95	36.02	42.55	50.75
Loss Standard Deviation	1.15	1.85	2.46	2.52	2.59	2.28	2.37	2.64	2.87
Sharpe Ratio (1%)	0.25	0.38	0.45	0.50	0.51	0.50	0.53	0.57	0.59
Average Gain / Average Loss	1.97	2.97	3.21	3.80	4.54	5.89	8.37	8.75	8.81
Profit / Loss Ratio	2.95	5.56	7.65	11.72	15.22	17.78	21.39	23.29	27.37
Downside Deviation (10%)	1.08	1.84	2.83	4.40	6.09	7.95	11.57	15.43	19.08
Downside Deviation (5%)	0.93	1.39	1.88	2.26	2.66	3.02	3.82	4.74	5.39
Downside Deviation (0%)	0.90	1.30	1.69	1.87	2.04	2.10	2.33	2.72	2.98
Sortino Ratio (10%)	0.23	0.39	0.47	0.55	0.57	0.58	0.48	0.38	0.34
Sortino Ratio (5%)	0.62	1.22	1.76	2.84	3.59	4.25	4.79	4.92	5.39
Sortino Ratio (0%)	0.73	1.49	2.24	3.98	5.43	7.06	9.14	10.07	11.48

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.

^#6

Top Performer

DISCRETIONARY TRADER INDEX

OCTOBER
2008

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C-View Limited : Currency Managed Account Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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