Conquest Capital Group : Conquest Star UCITS Fund

archived programs
Year-to-Date
N / A
Mar Performance
-14.75%
Min Investment
$ 10,000k
Mgmt. Fee
1.25%
Perf. Fee
15.00%
Annualized Vol
21.88%
Sharpe (RFR=1%)
-1.22
CAROR
-24.77%
Assets
$ 47.4M
Worst DD
-46.61
S&P Correlation
-0.56

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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since
3/2017
Conquest Star UCITS Fund -14.75 - - - -44.36 - - -44.72
S&P 500 1.79 - - - 36.22 - - 46.64
+/- S&P 500 -16.54 - - - -80.58 - - -91.36

Strategy Description

Investment Strategy

Conquest STAR is an "all-weather" offering designed to capture independent alpha from short-term trading opportunities regardless of the risk environment in both “risk-seeking” and “risk-averse” regimes. The fund employs 4 sub strategies using a dynamic risk allocation... Read More

Account & Fees

Type Fund
Minimum Investment $ 10,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.25%
Performance Fee 15.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 1200 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 0%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Composition

Investment Strategy

Conquest STAR is an "all-weather" offering designed to capture independent alpha from short-term trading opportunities regardless of the risk environment in both “risk-seeking” and “risk-averse” regimes. The fund employs 4 sub strategies using a dynamic risk allocation based on the Conquest Risk Aversion Index. The strategy provides geographic and asset class diversification by trading in over 30 liquid global futures markets including currencies, equity indices, and fixed income with no correlation to traditional portfolios, hedge fund portfolios, and CTA portfolios.

   

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
-46.61 14 - 1/1/2018 3/1/2019
-4.97 2 6 5/1/2017 7/1/2017
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
8.29 1 12/1/2018 12/1/2018
5.84 1 10/1/2018 10/1/2018
4.16 1 1/1/2018 1/1/2018
3.75 1 8/1/2017 8/1/2017
0.75 3 3/1/2017 5/1/2017
0.50 1 10/1/2017 10/1/2017
0.26 1 5/1/2018 5/1/2018
0.23 1 3/1/2018 3/1/2018
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-39.16 3 1/1/2019 3/1/2019
-10.07 4 6/1/2018 9/1/2018
-9.53 1 11/1/2018 11/1/2018
-6.09 1 2/1/2018 2/1/2018
-4.97 2 6/1/2017 7/1/2017
-0.43 2 11/1/2017 12/1/2017
-0.28 1 4/1/2018 4/1/2018
Show More

Time Windows Analysis

 3 Year4 Year5 Year1 Month3 Month6 Month12 Month18 Month
Number of Periods59.0047.0035.0011.0025.0023.0020.0014.008.00
Percent Profitable100.00100.00100.00100.0040.0039.1310.000.000.00
Average Period Return51.4377.3496.29104.29-2.14-5.09-7.27-12.96-19.96
Average Gain51.4377.3496.29104.292.381.954.63
Average Loss-5.51-9.61-8.59-12.96-19.96
Best Period88.34117.47125.16117.598.294.278.14-1.92-7.50
Worst Period7.7742.6657.2994.36-20.52-39.16-36.92-43.28-44.36
Standard Deviation22.5020.4621.046.706.3210.3010.5113.2113.51
Gain Standard Deviation22.5020.4621.046.702.951.774.97
Loss Standard Deviation6.2711.0210.1813.2113.51
Sharpe Ratio (1%)2.153.584.3314.48-0.35-0.52-0.74-1.06-1.59
Average Gain / Average Loss0.430.200.54
Profit / Loss Ratio0.310.130.06
Downside Deviation (10%)1.386.3311.8414.0822.0130.31
Downside Deviation (5%)6.1611.3012.7418.8924.91
Downside Deviation (0%)6.1211.1712.4318.1623.62
Sortino Ratio (10%)25.88-0.40-0.53-0.69-0.82-0.91
Sortino Ratio (5%)-0.36-0.47-0.61-0.74-0.86
Sortino Ratio (0%)-0.35-0.46-0.59-0.71-0.85

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.