DynexCorp Ltd : Dynamic Currency Alpha

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	Since 1/2006
Dynamic Currency Alpha	0.49	-	-	-	-	-9.39	15.67	41.24
S&P 500	1.82	-	-	-	-	78.02	57.83	204.21
+/- S&P 500	-1.33	-	-	-	-	-87.41	-42.16	-162.97

Strategy Description

Summary

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%

Summary

Purpose
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 Strategy

Investment 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 Management

A Stop-Loss Amount is built into the TRS and guaranteed by Deutsche Bank AG London.

Compare to:

{{result.name}} {{result.description}}

Index: Chart Type:

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:

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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	132.00	130.00	127.00	121.00	115.00	109.00	97.00	85.00	73.00
Percent Profitable	55.30	54.62	65.35	68.60	74.78	77.06	85.57	89.41	100.00
Average Period Return	0.29	0.88	1.82	3.90	6.42	8.85	11.31	13.27	15.12
Average Gain	1.53	3.06	4.64	8.16	10.34	12.13	13.71	15.06	15.12
Average Loss	-1.26	-1.75	-3.48	-5.42	-5.19	-2.20	-2.87	-1.84
Best Period	11.86	21.92	32.17	41.56	44.96	46.10	55.04	47.20	47.10
Worst Period	-7.31	-9.22	-17.27	-18.14	-21.72	-5.27	-5.56	-3.42	1.12
Standard Deviation	2.35	4.01	6.59	10.30	11.71	11.36	13.09	13.15	11.94
Gain Standard Deviation	2.16	3.77	6.01	9.01	10.52	10.92	12.65	12.76	11.94
Loss Standard Deviation	1.52	2.37	3.78	5.84	5.93	1.78	1.84	1.13
Sharpe Ratio (1%)	0.09	0.16	0.20	0.28	0.42	0.60	0.63	0.70	0.84
Average Gain / Average Loss	1.21	1.75	1.33	1.51	1.99	5.52	4.78	8.18
Profit / Loss Ratio	1.52	2.10	2.51	3.29	5.90	18.53	28.36	69.06
Downside Deviation (10%)	1.50	2.57	4.22	6.92	7.83	7.48	10.75	14.00	16.78
Downside Deviation (5%)	1.34	2.08	3.21	4.84	4.47	2.22	2.46	2.30	1.25
Downside Deviation (0%)	1.30	1.98	3.01	4.43	3.92	1.34	1.28	0.69
Sortino Ratio (10%)	-0.08	-0.14	-0.15	-0.16	-0.15	-0.19	-0.41	-0.59	-0.75
Sortino Ratio (5%)	0.15	0.30	0.41	0.60	1.10	3.08	3.37	4.00	7.99
Sortino Ratio (0%)	0.22	0.44	0.61	0.88	1.64	6.58	8.84	19.18

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.

Get Free Research Report on This CTA

Get additional information on DynexCorp Ltd, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by DynexCorp Ltd

Program Name	CAROR

IASG Activity

Blends 5
Portfolios 7
Watchlists 9

Find the right managed futures programs for you with our comprehensive free CTA database.

DynexCorp Ltd : Dynamic Currency Alpha

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

Connect With Us for Latest CTA News & Rankings

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

DynexCorp Ltd : Dynamic Currency Alpha

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: