DynexCorp Ltd : Dynamic Currency Alpha Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 0.49% Min Investment € 1,000k Mgmt. Fee 1.00% Perf. Fee 15.00% Annualized Vol 8.12% Sharpe (RFR=1%) 0.30 CAROR 3.19% Assets € 8.0M Worst DD -21.98 S&P Correlation 0.00 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since1/2006 Dynamic Currency Alpha 0.49 - - - - -0.56 16.44 41.24 S&P 500 1.82 - - - - 78.02 57.83 235.58 +/- S&P 500 -1.33 - - - - -78.59 -41.39 -194.34 Strategy Description SummaryPurpose Adding a currency component to new or existing portfolios Solution Currency alpha via dynamically managed currency manager baskets (superior risk/return than choosing just a single currency manager) Investment Manager DynexCorp, a leading currency alpha manager... Read More Account & Fees Type Managed Account Minimum Investment € 1,000k Trading Level Incremental Increase € 500k CTA Max Funding Factor 5.00 Management Fee 1.00% Performance Fee 15.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 500 RT/YR/$M Avg. Margin-to-Equity 12% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Other 100.00% Composition Currency FX 100.00% SummaryPurpose Adding a currency component to new or existing portfolios Solution Currency alpha via dynamically managed currency manager baskets (superior risk/return than choosing just a single currency manager) Investment Manager DynexCorp, a leading currency alpha manager since 1988, has been invited by Deutsche Bank as index architect and index manager for FXSelect. Deutsche Bank (London) is Index Sponsor and Index Calculation Agent. Dynex uses proprietary algorithms and 30 years of hands-on knowledge of the currency universe to allocate dynamically between 5 and 15 currency manager talents (out of over 70). Allocations may be changed with daily liquidity without bid/ask spread. Dynex monitors the index intraday. Due Diligence by Mercer Consulting. Investment Vehicle The returns of Dynex DCA are delivered through a Total Return Swap (“TRS”) with Deutsche Bank AG London. Risk Control A Stop-Loss Amount is built into the TRS and guaranteed by Deutsche Bank AG London. Reporting Deutsche Bank reports daily the Fixing of Dynex DCA. Dynex can call for interim reports anytime. Investment StrategyInvestment Strategy The FX Select Platform, pioneered by Deutsche Bank in 2004, offers cost-effective creation of manager baskets similar to investable hedge fund indices. These are investable “actual manager talent” indices. Risk ManagementA Stop-Loss Amount is built into the TRS and guaranteed by Deutsche Bank AG London. 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 -21.98 19 - 3/1/2015 10/1/2016 -6.51 10 5 4/1/2011 2/1/2012 -3.03 4 6 7/1/2012 11/1/2012 -2.96 22 10 8/1/2008 6/1/2010 -2.33 3 6 6/1/2013 9/1/2013 -1.22 1 3 10/1/2007 11/1/2007 -1.15 1 2 6/1/2007 7/1/2007 -0.76 2 2 12/1/2006 2/1/2007 -0.70 2 2 1/1/0001 2/1/2006 -0.67 1 1 5/1/2014 6/1/2014 -0.38 1 1 2/1/2008 3/1/2008 -0.37 1 1 3/1/2014 4/1/2014 -0.06 1 1 8/1/2006 9/1/2006 Show More Consecutive Gains Run-up Length (Mos.) Start End 41.84 9 7/1/2014 3/1/2015 10.27 1 11/1/2015 11/1/2015 7.40 4 3/1/2007 6/1/2007 6.13 6 3/1/2006 8/1/2006 5.57 1 7/1/2012 7/1/2012 4.64 3 3/1/2012 5/1/2012 4.20 3 8/1/2007 10/1/2007 4.18 1 7/1/2015 7/1/2015 3.62 4 3/1/2013 6/1/2013 3.56 5 4/1/2008 8/1/2008 3.21 3 10/1/2006 12/1/2006 2.79 3 7/1/2010 9/1/2010 2.17 3 2/1/2011 4/1/2011 2.15 4 10/1/2013 1/1/2014 1.77 1 7/1/2011 7/1/2011 1.65 1 2/1/2008 2/1/2008 1.56 2 12/1/2012 1/1/2013 1.50 1 2/1/2016 2/1/2016 1.22 1 3/1/2014 3/1/2014 1.04 1 12/1/2008 12/1/2008 0.85 1 5/1/2014 5/1/2014 0.82 1 9/1/2009 9/1/2009 0.77 1 11/1/2009 11/1/2009 0.70 1 12/1/2007 12/1/2007 0.63 2 11/1/2016 12/1/2016 0.60 1 11/1/2010 11/1/2010 0.59 1 5/1/2009 5/1/2009 0.59 1 2/1/2010 2/1/2010 0.42 1 8/1/2013 8/1/2013 0.40 1 3/1/2009 3/1/2009 0.24 1 1/1/2012 1/1/2012 0.18 1 9/1/2012 9/1/2012 0.13 1 6/1/2016 6/1/2016 0.13 1 5/1/2015 5/1/2015 0.08 1 11/1/2011 11/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.56 2 12/1/2015 1/1/2016 -8.87 3 3/1/2016 5/1/2016 -8.78 3 8/1/2015 10/1/2015 -7.31 1 4/1/2015 4/1/2015 -4.82 3 8/1/2011 10/1/2011 -2.37 2 5/1/2011 6/1/2011 -2.00 2 10/1/2012 11/1/2012 -1.94 1 6/1/2012 6/1/2012 -1.91 2 12/1/2010 1/1/2011 -1.86 1 6/1/2015 6/1/2015 -1.81 4 3/1/2010 6/1/2010 -1.70 1 7/1/2013 7/1/2013 -1.57 3 9/1/2008 11/1/2008 -1.31 4 7/1/2016 10/1/2016 -1.26 3 6/1/2009 8/1/2009 -1.23 1 8/1/2012 8/1/2012 -1.22 1 11/1/2007 11/1/2007 -1.17 2 1/1/2009 2/1/2009 -1.15 1 7/1/2007 7/1/2007 -1.06 1 9/1/2013 9/1/2013 -0.96 1 2/1/2014 2/1/2014 -0.92 1 2/1/2013 2/1/2013 -0.89 1 12/1/2011 12/1/2011 -0.76 2 1/1/2007 2/1/2007 -0.70 2 1/1/2006 2/1/2006 -0.67 1 6/1/2014 6/1/2014 -0.61 2 12/1/2009 1/1/2010 -0.57 1 2/1/2012 2/1/2012 -0.51 1 4/1/2009 4/1/2009 -0.44 1 1/1/2008 1/1/2008 -0.43 1 10/1/2010 10/1/2010 -0.38 1 3/1/2008 3/1/2008 -0.37 1 4/1/2014 4/1/2014 -0.23 1 10/1/2009 10/1/2009 -0.06 1 9/1/2006 9/1/2006 Show More Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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