C-View Limited : Emerging & Minor Currency Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -1.62% Min Investment $ 5,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 2.76% Sharpe (RFR=1%) -0.18 CAROR 0.47% Assets $ 4.0M Worst DD -10.54 S&P Correlation 0.30 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since4/2008 Emerging & Minor Currency Program -1.62 - - - - -5.44 -8.77 4.14 S&P 500 -1.94 - - - - 69.63 54.27 192.97 +/- S&P 500 0.32 - - - - -75.07 -63.04 -188.84 Strategy Description SummaryThe investment objective of C-View Limited is to maximise returns by investing in the foreign exchange markets. Profits are sought from fluctuations in exchange rates and from the differentials in interest rates reflected in the value of currencies. The aim of the EMC Program is to... 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 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 is to maximise returns by investing in the foreign exchange markets. Profits are sought from fluctuations in exchange rates and from the differentials in interest rates reflected in the value of currencies. The aim of the EMC Program is to take the successful 10 year trading methodology of our existing Currency Managed Account Program, and apply it specifically to the emerging currency markets. We have expanded the scope of emerging currencies which we trade to take advantage of a number of currencies that have become more liquid and widely traded in the last few years, and have also extended the maximum position maturity to 12 months to allow us to exploit our views on interest rate prospects. Lastly, the program allows for a wider use of options to reflect the now generic nature of second generation options.Investment StrategyThe approach is discretionary, combining fundamental analysis, technical analysis and an understanding of market psychology. C-View favours a portfolio approach, which enables 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 sizeable differences in interest rates between currencies and subdued or beneficial exchange rate movements. 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 -10.54 42 - 4/1/2013 10/1/2016 -2.42 9 8 8/1/2011 5/1/2012 -1.10 1 1 10/1/2010 11/1/2010 -0.84 2 6 8/1/2008 10/1/2008 -0.66 2 1 1/1/2013 3/1/2013 -0.24 1 2 4/1/2010 5/1/2010 -0.20 1 1 9/1/2009 10/1/2009 -0.14 1 1 5/1/2008 6/1/2008 -0.12 1 1 7/1/2010 8/1/2010 -0.09 1 1 7/1/2009 8/1/2009 -0.02 1 2 4/1/2011 5/1/2011 -0.01 1 1 5/1/2009 6/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 4.95 6 11/1/2009 4/1/2010 3.65 2 2/1/2016 3/1/2016 3.23 5 12/1/2010 4/1/2011 2.80 2 9/1/2010 10/1/2010 2.00 1 8/1/2014 8/1/2014 1.80 2 12/1/2012 1/1/2013 1.56 2 7/1/2008 8/1/2008 1.38 2 4/1/2009 5/1/2009 1.32 5 6/1/2012 10/1/2012 0.98 2 4/1/2008 5/1/2008 0.98 1 4/1/2013 4/1/2013 0.81 2 7/1/2011 8/1/2011 0.80 4 11/1/2008 2/1/2009 0.79 2 12/1/2011 1/1/2012 0.69 2 10/1/2014 11/1/2014 0.63 2 9/1/2013 10/1/2013 0.59 1 7/1/2009 7/1/2009 0.56 1 8/1/2015 8/1/2015 0.52 1 5/1/2015 5/1/2015 0.51 2 6/1/2010 7/1/2010 0.37 1 9/1/2009 9/1/2009 0.15 1 5/1/2014 5/1/2014 0.06 1 2/1/2015 2/1/2015 0.01 1 3/1/2014 3/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.44 7 4/1/2016 10/1/2016 -4.14 5 9/1/2015 1/1/2016 -3.12 2 6/1/2015 7/1/2015 -1.71 2 12/1/2014 1/1/2015 -1.62 3 9/1/2011 11/1/2011 -1.59 4 2/1/2012 5/1/2012 -1.29 4 5/1/2013 8/1/2013 -1.16 2 6/1/2014 7/1/2014 -1.10 1 11/1/2010 11/1/2010 -1.01 2 3/1/2015 4/1/2015 -0.84 2 9/1/2008 10/1/2008 -0.66 2 2/1/2013 3/1/2013 -0.58 4 11/1/2013 2/1/2014 -0.45 1 3/1/2009 3/1/2009 -0.40 1 9/1/2014 9/1/2014 -0.26 1 11/1/2012 11/1/2012 -0.24 1 5/1/2010 5/1/2010 -0.20 1 10/1/2009 10/1/2009 -0.15 1 4/1/2014 4/1/2014 -0.14 1 6/1/2008 6/1/2008 -0.12 1 8/1/2010 8/1/2010 -0.09 1 8/1/2009 8/1/2009 -0.02 2 5/1/2011 6/1/2011 -0.01 1 6/1/2009 6/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods103.00101.0098.0092.0086.0080.0068.0056.0044.00 Percent Profitable49.5159.4161.2258.7062.7968.7566.1866.0768.18 Average Period Return0.040.160.370.841.452.293.454.355.48 Average Gain0.611.071.653.174.275.297.368.8610.34 Average Loss-0.53-1.17-1.64-2.46-3.30-4.30-4.19-4.45-4.93 Best Period2.613.964.958.0410.3012.0214.6913.5116.39 Worst Period-2.82-3.16-5.08-7.02-7.99-10.08-9.95-8.89-8.47 Standard Deviation0.801.412.073.524.825.796.927.328.09 Gain Standard Deviation0.590.871.252.303.404.074.714.244.26 Loss Standard Deviation0.540.911.361.952.612.713.022.002.23 Sharpe Ratio (1%)-0.05-0.06-0.06-0.05-0.010.050.060.040.05 Average Gain / Average Loss1.140.921.001.291.291.231.761.992.09 Profit / Loss Ratio1.161.341.591.832.182.713.443.884.49 Downside Deviation (10%)0.771.692.895.407.769.8214.1018.6723.55 Downside Deviation (5%)0.571.071.582.553.353.854.625.165.88 Downside Deviation (0%)0.530.941.322.012.552.822.982.833.04 Sortino Ratio (10%)-0.48-0.63-0.72-0.77-0.79-0.81-0.87-0.92-0.94 Sortino Ratio (5%)-0.07-0.08-0.08-0.06-0.020.070.090.060.06 Sortino Ratio (0%)0.080.170.280.420.570.811.161.541.80 Top Performer Badges Index Award Type Rank Performance Period Discretionary Trader Index Month 6 2.32 3/2016 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