Centa Asset Management : Centa FXDP

archived programs
Year-to-Date
N / A
Jul Performance
0.53%
Min Investment
$ 100k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
5.88%
Sharpe (RFR=1%)
0.56
CAROR
4.19%
Assets
$ 23.7M
Worst DD
-5.54
S&P Correlation
-0.11

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
7/2011
Centa FXDP 0.53 - - - - - - 8.93
S&P 500 4.95 - - - - - - 168.07
+/- S&P 500 -4.42 - - - - - - -159.14

Strategy Description

Summary

The Centa FXDP is a discretionary FX investment programme. The FXDP investment approach concentrates on fundamental analysis, and supplements this with trend, momentum and volatility risk management strategies. Centa has an exceptionally strong and knowledgeable team that is able... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 1.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 0 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
80.00%
Technical
20.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

The Centa FXDP is a discretionary FX investment programme. The FXDP investment approach concentrates on fundamental analysis, and supplements this with trend, momentum and volatility risk management strategies. Centa has an exceptionally strong and knowledgeable team that is able to bring a large pool of experience to bear in currency analysis, investment and advice. The FXDP programme invests only in G7 currencies on a spot/cash basis and does not trade derivative instruments. There is provision for a maximum leverage of 3 times AUM—though to date the FXDP leverage has only ranged between zero and 1.5 times AUM.

   

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
-5.54 3 - 1/1/2013 4/1/2013
-3.72 4 4 3/1/2012 7/1/2012
-2.17 1 1 12/1/2011 1/1/2012
-1.21 1 2 9/1/2011 10/1/2011
-0.51 1 1 7/1/2011 8/1/2011
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Consecutive Gains

Run-up Length (Mos.) Start End
9.79 6 8/1/2012 1/1/2013
4.91 3 5/1/2013 7/1/2013
3.83 2 2/1/2012 3/1/2012
2.48 1 9/1/2011 9/1/2011
1.64 2 11/1/2011 12/1/2011
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.54 3 2/1/2013 4/1/2013
-3.72 4 4/1/2012 7/1/2012
-2.17 1 1/1/2012 1/1/2012
-1.21 1 10/1/2011 10/1/2011
-0.51 2 7/1/2011 8/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods25.0023.0020.0014.008.00
Percent Profitable56.0069.5760.0092.86100.00
Average Period Return0.360.991.833.486.31
Average Gain1.592.493.623.766.31
Average Loss-1.33-2.43-0.86-0.16
Best Period3.517.039.799.759.92
Worst Period-2.68-5.54-2.10-0.162.76
Standard Deviation1.702.973.083.192.71
Gain Standard Deviation1.041.912.693.142.71
Loss Standard Deviation0.771.900.72
Sharpe Ratio (1%)0.160.250.430.781.77
Average Gain / Average Loss1.191.024.1923.93
Profit / Loss Ratio1.672.336.29311.08
Downside Deviation (10%)1.192.272.242.962.66
Downside Deviation (5%)1.011.770.970.46
Downside Deviation (0%)0.961.660.690.04
Sortino Ratio (10%)-0.04-0.11-0.29-0.51-0.48
Sortino Ratio (5%)0.270.421.375.44
Sortino Ratio (0%)0.370.602.6382.87

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.