C-View Limited : Emerging & Minor Currency Program

archived programs
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

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 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

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... 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%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

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.

   

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
-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
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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
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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
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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.