ecamos Capital AG : eGO (ecamos Global Opportunities) UCITS Fund 1.5X - Class C USD Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 5.27% Mar Performance -5.85% Min Investment $ 10k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 7.17% Sharpe (RFR=1%) 0.03 CAROR - Assets $ 30.7M Worst DD -5.85 S&P Correlation 0.67 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 Since3/2019 eGO (ecamos Global Opportunities) UCITS Fund 1.5X - Class C USD -5.85 -5.27 -5.27 -0.59 - - - 1.09 S&P 500 -12.51 -20.00 -20.00 -8.82 - - - -8.82 +/- S&P 500 6.66 14.73 14.73 8.23 - - - 9.91 Strategy Description Investment StrategyThe 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 StrategyThe 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. 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 -5.85 1 - 2/1/2020 3/1/2020 -2.10 3 3 7/1/2019 10/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 7.07 5 3/1/2019 7/1/2019 2.43 3 11/1/2019 1/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -5.85 2 2/1/2020 3/1/2020 -2.10 3 8/1/2019 10/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods13.0011.008.00 Percent Profitable61.5472.7375.00 Average Period Return0.101.021.30 Average Gain1.162.532.44 Average Loss-1.99-3.00-2.12 Best Period2.195.245.67 Worst Period-5.85-5.27-3.96 Standard Deviation2.073.142.82 Gain Standard Deviation0.801.861.88 Loss Standard Deviation2.611.982.60 Sharpe Ratio (1%)0.010.250.28 Average Gain / Average Loss0.580.841.15 Profit / Loss Ratio1.172.253.45 Downside Deviation (10%)1.842.372.63 Downside Deviation (5%)1.701.891.60 Downside Deviation (0%)1.671.781.41 Sortino Ratio (10%)-0.17-0.09-0.44 Sortino Ratio (5%)0.010.410.50 Sortino Ratio (0%)0.060.580.93 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