Clarke Capital Management : FX Plus Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance -2.48% Min Investment $ 1,000k Mgmt. Fee 1.80% Perf. Fee 25.00% Annualized Vol 24.76% Sharpe (RFR=1%) 0.28 CAROR 5.15% Assets $ 2.9M Worst DD -30.81 S&P Correlation -0.14 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 YTD 1yr 3yr 5yr 10yr Since5/2004 FX Plus -2.48 - - - -3.13 -15.60 5.23 107.23 S&P 500 -6.94 - - - 29.10 52.82 177.05 300.74 +/- S&P 500 4.46 - - - -32.23 -68.42 -171.82 -193.50 Strategy Description SummaryThe FXF-Plus program currently trades 27 domestic & international commodity interests, 13 of which are either long or short interest rate contracts reflecting interest rates in the US, EMU, the UK, Japan and Australia. Also followed are the major currency markets, and eight equity... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.80% Performance Fee 25.00% Average Commission $7.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 740 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 30.81% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 5.00% 1-3 Months 20.00% 1-30 Days 75.00% Intraday 0% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Counter-trend 10.00% Trend-following 90.00% Composition Interest Rates 48.00% Currency FX 26.00% Stock Indices 26.00% SummaryThe FXF-Plus program currently trades 27 domestic & international commodity interests, 13 of which are either long or short interest rate contracts reflecting interest rates in the US, EMU, the UK, Japan and Australia. Also followed are the major currency markets, and eight equity index markets from Europe & Asia. The program uses 23 models. CCM reserves the right to use these models in any of its programs or pools that it manages or will manage in the future. Ten of the models are intermediate time-frame focus with similar characteristics to those in the Global Basic and Global Magnum programs. Ten are long-term and 7 are ultra-long term. It should be noted that the FXF-Plus program is less diversified than most of CCM’s other programs as only Currency, Interest Rate and Equity Index products are followed. There will be times when there is significant correlation among these products possibly in an adverse direction to positions held in a client's account. Clients of the FXF-Plus program should be aware that this factor alone, although there are others, will lead to periods of extreme volatility and possibly very large drawdowns in a client's equity.Investment StrategyPrimarily trend-following with some counter-trend models.Risk ManagementUses initial and trailing stops. 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 -30.81 4 4 3/1/2008 7/1/2008 -28.75 3 4 1/1/0001 7/1/2004 -28.16 13 7 12/1/2008 1/1/2010 -20.34 12 13 3/1/2013 3/1/2014 -19.16 9 - 1/1/2018 10/1/2018 -17.60 13 10 2/1/2016 3/1/2017 -16.02 26 3 8/1/2010 10/1/2012 -14.70 8 2 4/1/2015 12/1/2015 -14.13 3 15 4/1/2006 7/1/2006 -13.01 2 3 10/1/2007 12/1/2007 -12.35 1 4 12/1/2004 1/1/2005 -8.76 1 2 9/1/2005 10/1/2005 -6.66 2 1 6/1/2005 8/1/2005 -4.17 2 2 12/1/2005 2/1/2006 -2.25 1 1 1/1/2013 2/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 62.10 3 10/1/2008 12/1/2008 40.57 3 10/1/2004 12/1/2004 36.49 4 5/1/2010 8/1/2010 30.28 3 1/1/2008 3/1/2008 29.30 3 4/1/2005 6/1/2005 23.46 3 11/1/2012 1/1/2013 20.95 2 1/1/2016 2/1/2016 20.92 2 9/1/2007 10/1/2007 15.98 1 9/1/2005 9/1/2005 15.33 3 4/1/2007 6/1/2007 14.47 1 5/1/2009 5/1/2009 14.09 2 11/1/2005 12/1/2005 13.72 3 11/1/2014 1/1/2015 13.37 4 4/1/2017 7/1/2017 12.50 1 5/1/2012 5/1/2012 12.20 6 4/1/2014 9/1/2014 12.02 3 7/1/2011 9/1/2011 10.75 2 3/1/2006 4/1/2006 10.63 1 10/1/2017 10/1/2017 9.56 2 10/1/2006 11/1/2006 9.49 1 8/1/2008 8/1/2008 9.00 1 6/1/2016 6/1/2016 7.48 3 7/1/2009 9/1/2009 7.27 1 11/1/2009 11/1/2009 7.01 2 3/1/2015 4/1/2015 6.93 1 1/1/2018 1/1/2018 6.71 3 10/1/2013 12/1/2013 6.50 1 2/1/2009 2/1/2009 6.00 1 4/1/2011 4/1/2011 5.96 1 1/1/2007 1/1/2007 5.13 2 2/1/2010 3/1/2010 4.87 1 3/1/2013 3/1/2013 4.24 1 8/1/2006 8/1/2006 4.23 1 12/1/2010 12/1/2010 3.94 1 8/1/2004 8/1/2004 3.72 1 6/1/2008 6/1/2008 3.63 1 2/1/2012 2/1/2012 3.41 1 9/1/2015 9/1/2015 2.57 1 2/1/2005 2/1/2005 2.41 1 7/1/2012 7/1/2012 1.52 1 2/1/2017 2/1/2017 1.52 1 2/1/2011 2/1/2011 1.40 1 2/1/2014 2/1/2014 0.88 1 12/1/2016 12/1/2016 0.44 1 10/1/2010 10/1/2010 0.39 1 12/1/2011 12/1/2011 0.17 1 9/1/2018 9/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -28.75 3 5/1/2004 7/1/2004 -26.07 2 3/1/2009 4/1/2009 -22.76 2 4/1/2008 5/1/2008 -17.24 7 2/1/2018 8/1/2018 -17.08 2 12/1/2009 1/1/2010 -15.00 6 4/1/2013 9/1/2013 -14.13 3 5/1/2006 7/1/2006 -13.64 1 7/1/2008 7/1/2008 -13.01 2 11/1/2007 12/1/2007 -12.35 1 1/1/2005 1/1/2005 -12.33 5 7/1/2016 11/1/2016 -10.33 2 7/1/2007 8/1/2007 -9.76 3 10/1/2015 12/1/2015 -9.49 2 2/1/2007 3/1/2007 -8.80 1 1/1/2014 1/1/2014 -8.76 1 10/1/2005 10/1/2005 -8.61 3 3/1/2016 5/1/2016 -8.60 4 5/1/2015 8/1/2015 -8.04 1 6/1/2012 6/1/2012 -8.03 1 1/1/2009 1/1/2009 -7.82 2 10/1/2011 11/1/2011 -7.61 1 11/1/2010 11/1/2010 -7.34 1 12/1/2006 12/1/2006 -6.97 2 5/1/2011 6/1/2011 -6.77 1 3/1/2011 3/1/2011 -6.66 2 7/1/2005 8/1/2005 -6.48 3 8/1/2012 10/1/2012 -6.23 2 3/1/2012 4/1/2012 -5.63 1 6/1/2009 6/1/2009 -5.25 2 8/1/2017 9/1/2017 -5.03 1 3/1/2014 3/1/2014 -4.55 1 3/1/2017 3/1/2017 -4.35 1 10/1/2014 10/1/2014 -4.17 2 1/1/2006 2/1/2006 -3.93 1 10/1/2009 10/1/2009 -3.59 1 9/1/2010 9/1/2010 -3.47 1 1/1/2017 1/1/2017 -2.48 1 10/1/2018 10/1/2018 -2.25 1 2/1/2013 2/1/2013 -2.10 1 3/1/2005 3/1/2005 -1.95 1 1/1/2011 1/1/2011 -1.40 1 1/1/2012 1/1/2012 -0.93 2 11/1/2017 12/1/2017 -0.81 1 2/1/2015 2/1/2015 -0.62 1 9/1/2006 9/1/2006 -0.48 1 9/1/2004 9/1/2004 -0.33 1 4/1/2010 4/1/2010 -0.02 1 9/1/2008 9/1/2008 Show More Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 4 5.08 4/2015 Diversified Trader Index Month 5 5.08 4/2015 Systematic Trader Index Month 8 5.08 4/2015 IASG CTA Index Month 4 12.69 1/2013 Systematic Trader Index Month 4 12.69 1/2013 Diversified Trader Index Month 4 12.69 1/2013 Trend Following Strategy Index Month 3 12.69 1/2013 IASG CTA Index Month 5 8.32 12/2012 Diversified Trader Index Month 4 8.32 12/2012 Trend Following Strategy Index Month 5 8.32 12/2012 Systematic Trader Index Month 5 8.32 12/2012 Trend Following Strategy Index Month 8 14.73 8/2010 Diversified Trader Index Month 8 14.73 8/2010 Systematic Trader Index Month 10 14.73 8/2010 Diversified Trader Index Month 4 12.15 6/2010 Systematic Trader Index Month 4 12.15 6/2010 IASG CTA Index Month 4 12.15 6/2010 Trend Following Strategy Index Month 3 12.15 6/2010 Systematic Trader Index Month 2 6.50 2/2009 Trend Following Strategy Index Month 1 6.50 2/2009 IASG CTA Index Month 7 6.50 2/2009 Diversified Trader Index Month 4 6.50 2/2009 IASG CTA Index Month 5 13.34 12/2008 Trend Following Strategy Index Month 1 13.34 12/2008 Diversified Trader Index Month 3 13.34 12/2008 Systematic Trader Index Month 3 13.34 12/2008 Trend Following Strategy Index Month 10 13.24 11/2008 Trend Following Strategy Index Month 1 13.38 3/2008 Systematic Trader Index Month 1 13.38 3/2008 Diversified Trader Index Month 1 13.38 3/2008 IASG CTA Index Month 2 13.38 3/2008 Diversified Trader Index Month 9 5.96 1/2007 Trend Following Strategy Index Month 6 5.96 1/2007 IASG CTA Index Month 2 15.98 9/2005 Diversified Trader Index Month 2 15.98 9/2005 Systematic Trader Index Month 1 15.98 9/2005 Trend Following Strategy Index Month 1 15.98 9/2005 Trend Following Strategy Index Month 3 12.80 6/2005 Systematic Trader Index Month 3 12.80 6/2005 Diversified Trader Index Month 3 12.80 6/2005 IASG CTA Index Month 5 12.80 6/2005 Trend Following Strategy Index Month 9 10.18 5/2005 Systematic Trader Index Month 9 10.18 5/2005 IASG CTA Index Month 9 10.18 5/2005 Diversified Trader Index Month 8 10.18 5/2005 IASG CTA Index Month 5 4.04 4/2005 Diversified Trader Index Month 4 4.04 4/2005 Systematic Trader Index Month 4 4.04 4/2005 Trend Following Strategy Index Month 2 4.04 4/2005 IASG CTA Index Month 1 33.10 11/2004 Trend Following Strategy Index Month 1 33.10 11/2004 Systematic Trader Index Month 1 33.10 11/2004 Diversified Trader Index Month 1 33.10 11/2004 Trend Following Strategy Index Month 9 3.94 8/2004 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