C-View Limited : Emerging & Minor Currency Program

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

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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	Oct	Qtr	2019	1yr	3yr	5yr	10yr	Since 4/2008
Emerging & Minor Currency Program	-1.62	-2.51	-	-4.13	-9.93	-8.44	-	4.14
S&P 500	-1.94	-2.18	-	2.25	21.04	69.63	-	58.66
+/- S&P 500	0.32	-0.32	-	-6.38	-30.97	-78.07	-	-54.53

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
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 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 Strategy

The 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 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 sizeable differences in interest rates between currencies and subdued or beneficial exchange rate movements.

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Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	103.00	101.00	98.00	92.00	86.00	80.00	68.00	56.00	44.00
Percent Profitable	49.51	59.41	61.22	58.70	62.79	68.75	66.18	66.07	68.18
Average Period Return	0.04	0.16	0.37	0.84	1.45	2.29	3.45	4.35	5.48
Average Gain	0.61	1.07	1.65	3.17	4.27	5.29	7.36	8.86	10.34
Average Loss	-0.53	-1.17	-1.64	-2.46	-3.30	-4.30	-4.19	-4.45	-4.93
Best Period	2.61	3.96	4.95	8.04	10.30	12.02	14.69	13.51	16.39
Worst Period	-2.82	-3.16	-5.08	-7.02	-7.99	-10.08	-9.95	-8.89	-8.47
Standard Deviation	0.80	1.41	2.07	3.52	4.82	5.79	6.92	7.32	8.09
Gain Standard Deviation	0.59	0.87	1.25	2.30	3.40	4.07	4.71	4.24	4.26
Loss Standard Deviation	0.54	0.91	1.36	1.95	2.61	2.71	3.02	2.00	2.23
Sharpe Ratio (1%)	-0.05	-0.06	-0.06	-0.05	-0.01	0.05	0.06	0.04	0.05
Average Gain / Average Loss	1.14	0.92	1.00	1.29	1.29	1.23	1.76	1.99	2.09
Profit / Loss Ratio	1.16	1.34	1.59	1.83	2.18	2.71	3.44	3.88	4.49
Downside Deviation (10%)	0.77	1.69	2.89	5.40	7.76	9.82	14.10	18.67	23.55
Downside Deviation (5%)	0.57	1.07	1.58	2.55	3.35	3.85	4.62	5.16	5.88
Downside Deviation (0%)	0.53	0.94	1.32	2.01	2.55	2.82	2.98	2.83	3.04
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	-0.02	0.07	0.09	0.06	0.06
Sortino Ratio (0%)	0.08	0.17	0.28	0.42	0.57	0.81	1.16	1.54	1.80

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.

^#6

Top Performer

DISCRETIONARY TRADER INDEX

MARCH
2016

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C-View Limited : Emerging & Minor Currency 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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