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/ ecamos Capital AG / eGO (ecamos Global Opportunities) UCITS Fund 1.5X - Class C USD

ecamos Capital AG : eGO (ecamos Global Opportunities) UCITS Fund 1.5X - Class C USD

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Year-to-Date
2.61%
Feb Performance
-0.89%
Min Investment
$ 10k
Mgmt. Fee
1.50%
Perf. Fee
20.00%
Annualized Vol
7.59%
Sharpe (RFR=1%)
0.85
CAROR
7.44%
Assets
$ 23.5M
Worst DD
-5.85
S&P Correlation
0.68
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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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since
3/2019
eGO (ecamos Global Opportunities) UCITS Fund 1.5X - Class C USD -0.89 -0.67 -2.61 7.50 - - - 15.42
S&P 500 5.94 8.65 4.76 33.19 - - - 38.82
+/- S&P 500 -6.83 -9.31 -7.37 -25.70 - - - -23.40

Strategy Description

Investment Strategy

The fund's investment strategy is based on the investment managers proprietary "ecamos Global Opportunities (eGO) Strategy", a systematic, diversified multi-strategy trading program investing in a broad set of liquid financial instruments, mostly composed of highly liquid... Read More

Account & Fees

Type Fund
Minimum Investment $ 10k
Trading Level Incremental Increase $ 1k
CTA Max Funding Factor
Management Fee 1.50%
Performance Fee 20.00%
Average Commission
Available to US Investors No

Subscriptions

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

Trading

Trading Frequency 4000 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Not Specified

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

The fund's investment strategy is based on the investment managers proprietary "ecamos Global Opportunities (eGO) Strategy", a systematic, diversified multi-strategy trading program investing in a broad set of liquid financial instruments, mostly composed of highly liquid exchange traded futures and options. Investment decisions are determined by trading signals generated by the proprietary algorithms of the investment manager which are based on the analysis of quantitative data such as historical price data, volumes, volatility and technical data like market behaviour. The fund's targeted volatility is approximately 15% per annum over the medium- to long-term. Its investment objective is to generate long-term capital growth. The fund aims to achieve uncorrelated returns to traditional asset classes as well as to other alternative investment strategies.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Monthly Annual
Reward
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Average Gain:
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Risk
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Average Loss:
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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
-5.85 1 4 2/1/2020 3/1/2020
-2.61 2 - 12/1/2020 2/1/2021
-2.10 3 3 7/1/2019 10/1/2019
-1.13 1 1 9/1/2020 10/1/2020
-0.50 1 1 7/1/2020 8/1/2020
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Consecutive Gains

Run-up Length (Mos.) Start End
9.52 4 4/1/2020 7/1/2020
7.65 2 11/1/2020 12/1/2020
7.07 5 3/1/2019 7/1/2019
2.43 3 11/1/2019 1/1/2020
1.08 1 9/1/2020 9/1/2020
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.85 2 2/1/2020 3/1/2020
-2.61 2 1/1/2021 2/1/2021
-2.10 3 8/1/2019 10/1/2019
-1.13 1 10/1/2020 10/1/2020
-0.50 1 8/1/2020 8/1/2020
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods24.0022.0019.0013.007.00
Percent Profitable62.5068.1878.9584.62100.00
Average Period Return0.621.983.234.939.47
Average Gain1.813.844.425.899.47
Average Loss-1.53-2.01-1.24-0.36
Best Period5.546.4310.8911.0710.96
Worst Period-5.85-5.27-3.96-0.596.93
Standard Deviation2.193.383.923.691.37
Gain Standard Deviation1.442.073.443.131.37
Loss Standard Deviation1.811.641.820.33
Sharpe Ratio (1%)0.250.510.701.065.80
Average Gain / Average Loss1.191.913.5616.56
Profit / Loss Ratio2.224.1013.3691.06
Downside Deviation (10%)1.492.022.012.580.25
Downside Deviation (5%)1.351.541.080.54
Downside Deviation (0%)1.321.420.920.17
Sortino Ratio (10%)0.140.370.38-0.037.53
Sortino Ratio (5%)0.401.132.537.28
Sortino Ratio (0%)0.471.393.5129.57

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.

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