Centa Asset Management : Centa FXDP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since7/2011 Centa FXDP 0.53 - - - - - - 8.93 S&P 500 4.95 - - - - - - 168.07 +/- S&P 500 -4.42 - - - - - - -159.14 Strategy Description SummaryThe 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% Composition Currency FX 100.00% SummaryThe 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. 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 -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 Show More 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 Show More 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 Show More 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. 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