Ceros AG : Ceros-Neumann Managed Account Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -1.49% Min Investment $ 30k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 14.77% Sharpe (RFR=1%) 1.09 CAROR - Assets $ 686k Worst DD -5.53 S&P Correlation 0.25 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 Jun Qtr 2020 1yr 3yr 5yr 10yr Since9/2011 Ceros-Neumann Managed Account -1.49 - - - - - - 14.32 S&P 500 3.96 - - - - - - 228.57 +/- S&P 500 -5.45 - - - - - - -214.25 Strategy Description Investment StrategyThe manager seeks to exploit opportunities through diversified strategies for both cash and futures markets. The main goal is the preservation and long-term accumulation of capital. The expected yearly return is 15% or more. The core investment is a diversified portfolio... Read More Account & Fees Type Managed Account Minimum Investment $ 30k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $10.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 100 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 35.00% 1-3 Months 35.00% 1-30 Days 30.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 30.00% Option-spreads 30.00% Spreading/hedging 30.00% Technical 10.00% Composition Stock Indices 70.00% Energy 30.00% Investment StrategyThe manager seeks to exploit opportunities through diversified strategies for both cash and futures markets. The main goal is the preservation and long-term accumulation of capital. The expected yearly return is 15% or more. The core investment is a diversified portfolio of highest-dividend paying companies in the Eurozone. Via the use of derivatives this portfolio is constantly hedged (cross-hedge). Therefore, at all times the managed account is protected against large draw-downs and a stock market crash. In order to obtain additional gains the manager applies various strategies on the regulated financial and commodity markets. These additional gains as well as the received dividends are used to finance the cross-hedge positions. When additional gains and dividends exceed the hedging costs the surplus amount is invested in the stock portfolio. The strategies used to secure additional gains are mainly based on inter-contract spreads and calendar spreads using options or futures to exploit volatility as well as seasonal effects. Through the combination of cash instruments with additional strategies on the financial and commodity markets the manager seeks to have a low correlation to the stock market. In the last years the manager has applied this system highly successful in his proprietary trading. Since September this strategy is open for external investors. The strategy is tradable with a minimum of USD 30.000. 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 -5.53 1 1 11/1/2011 12/1/2011 -2.68 3 - 3/1/2012 6/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 21.13 3 1/1/2012 3/1/2012 2.65 3 9/1/2011 11/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.53 1 12/1/2011 12/1/2011 -2.68 3 4/1/2012 6/1/2012 Show More Time Windows Analysis 1 Month3 Month Number of Periods10.008.00 Percent Profitable60.0075.00 Average Period Return1.435.44 Average Gain3.758.40 Average Loss-2.06-3.45 Best Period8.5721.13 Worst Period-5.53-4.21 Standard Deviation4.268.37 Gain Standard Deviation3.627.47 Loss Standard Deviation2.381.08 Sharpe Ratio (1%)0.320.62 Average Gain / Average Loss1.822.44 Profit / Loss Ratio2.737.32 Downside Deviation (10%)2.032.37 Downside Deviation (5%)1.881.89 Downside Deviation (0%)1.841.77 Sortino Ratio (10%)0.501.78 Sortino Ratio (5%)0.722.75 Sortino Ratio (0%)0.783.08 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