Conquest Capital Group : Conquest Star UCITS Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Mar Qtr YTD 1yr 3yr 5yr 10yr Since3/2017 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 StrategyConquest 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 StrategyConquest 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. 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 -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. x {{title}} x {{title}} Add Cancel