Celerity FX : Global Monetary Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -0.17% Min Investment $ 50k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 14.97% Sharpe (RFR=1%) 1.15 CAROR - Assets $ 1.3M Worst DD -6.34 S&P Correlation 0.21 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 2020 1yr 3yr 5yr 10yr Since8/2007 Global Monetary Program -0.17 - - - - - - 23.75 S&P 500 -16.94 - - - - - - 152.19 +/- S&P 500 16.77 - - - - - - -128.44 Strategy Description Summary-The Global Monetary Program?s investment objective is to provide investors with total returns through active participation in global currencies and its related markets.nbsp; &These returns are expected to have a low correlation with equity and bond markets, hence providing investors... Read More Account & Fees Type Managed Account Minimum Investment $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $7.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 500 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Summary-The Global Monetary Program?s investment objective is to provide investors with total returns through active participation in global currencies and its related markets.nbsp; &These returns are expected to have a low correlation with equity and bond markets, hence providing investors with reasonable diversification from traditional asset markets. nbsp;& 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 -6.34 2 1 10/1/2007 12/1/2007 -4.20 1 1 2/1/2008 3/1/2008 -1.83 1 - 6/1/2008 7/1/2008 -0.50 1 1 1/1/0001 8/1/2007 Show More Consecutive Gains Run-up Length (Mos.) Start End 13.94 2 1/1/2008 2/1/2008 12.50 2 9/1/2007 10/1/2007 9.11 3 4/1/2008 6/1/2008 1.13 2 8/1/2008 9/1/2008 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.34 2 11/1/2007 12/1/2007 -4.20 1 3/1/2008 3/1/2008 -1.83 1 7/1/2008 7/1/2008 -0.50 1 8/1/2007 8/1/2007 -0.17 1 10/1/2008 10/1/2008 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods15.0013.0010.00 Percent Profitable60.0084.62100.00 Average Period Return1.524.4810.44 Average Gain3.985.7410.44 Average Loss-2.18-2.45 Best Period9.9613.2520.06 Worst Period-5.77-4.172.89 Standard Deviation4.325.206.56 Gain Standard Deviation3.514.536.56 Loss Standard Deviation2.302.44 Sharpe Ratio (1%)0.330.811.52 Average Gain / Average Loss1.832.35 Profit / Loss Ratio2.7412.92 Downside Deviation (10%)2.111.62 Downside Deviation (5%)1.951.26 Downside Deviation (0%)1.911.17 Sortino Ratio (10%)0.532.02 Sortino Ratio (5%)0.733.37 Sortino Ratio (0%)0.793.82 Top Performer Badges Index Award Type Rank Performance Period 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