City Fund Management : C8 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 0.03% Min Investment $ 1,000k Mgmt. Fee 1.00% Perf. Fee 25.00% Annualized Vol 1.75% Sharpe (RFR=1%) -0.11 CAROR - Assets $ 15.0M Worst DD -1.00 S&P Correlation 0.59 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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since10/2013 C8 0.03 - - - - - - 0.73 S&P 500 3.77 - - - - - - 97.25 +/- S&P 500 -3.74 - - - - - - -96.52 Strategy Description SummaryC8 Investments are an quantitative systematic multi strategy investment manager. The firm’s objective is to generate attractive risk adjusted returns for investors through the implementation of systematic models trading a range of FX instruments. The firm comprises an experienced investment... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 500k CTA Max Funding Factor Management Fee 1.00% Performance Fee 25.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$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 100.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Currency FX 100.00% SummaryC8 Investments are an quantitative systematic multi strategy investment manager. The firm’s objective is to generate attractive risk adjusted returns for investors through the implementation of systematic models trading a range of FX instruments. The firm comprises an experienced investment team with a shared history of success.Investment Strategy The firm deploys state of the art proprietary technology, cutting edge models and portfolio construction techniques whilst adopting rigorous risk management techniques. Their focus is on trading intraday, continuously from Monday morning to Friday afternoon, with no weekend positions. Investment universe is FX G10 Spot - trading rules are based on intraday trends, market volatility and liquidity.Risk ManagementAverage holding time is 4 hours. Fully automated execution through leading liquid providers with best price execution. 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 -1.00 3 - 4/1/2014 7/1/2014 -0.36 1 1 12/1/2013 1/1/2014 -0.02 1 1 2/1/2014 3/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 1.60 3 10/1/2013 12/1/2013 0.44 1 2/1/2014 2/1/2014 0.21 1 6/1/2014 6/1/2014 0.06 1 4/1/2014 4/1/2014 0.03 1 8/1/2014 8/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -0.92 1 7/1/2014 7/1/2014 -0.36 1 1/1/2014 1/1/2014 -0.29 1 5/1/2014 5/1/2014 -0.02 1 3/1/2014 3/1/2014 Show More Time Windows Analysis 1 Month3 Month Number of Periods11.009.00 Percent Profitable63.6455.56 Average Period Return0.070.27 Average Gain0.330.87 Average Loss-0.40-0.49 Best Period0.941.60 Worst Period-0.92-1.00 Standard Deviation0.500.88 Gain Standard Deviation0.360.61 Loss Standard Deviation0.380.44 Sharpe Ratio (1%)-0.030.02 Average Gain / Average Loss0.841.79 Profit / Loss Ratio1.472.24 Downside Deviation (10%)0.561.26 Downside Deviation (5%)0.350.56 Downside Deviation (0%)0.310.41 Sortino Ratio (10%)-0.60-0.76 Sortino Ratio (5%)-0.040.04 Sortino Ratio (0%)0.220.65 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