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

Year-to-Date
4.82%
Oct Performance
-0.42%
Min Investment
$ 10k
Mgmt. Fee
1.50%
Perf. Fee
20.00%
Annualized Vol
4.41%
Sharpe (RFR=1%)
1.40
CAROR
-
Assets
$ 27.7M
Worst DD
-2.10
S&P Correlation
0.20

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
3/2019
eGO (ecamos Global Opportunities) UCITS Fund 1.5X - Class C USD -0.42 -2.10 4.82 - - - - 4.82
S&P 500 2.04 1.92 21.16 - - - - 7.16
+/- S&P 500 -2.46 -4.02 -16.34 - - - - -2.34

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.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
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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
-2.10 3 - 7/1/2019 10/1/2019
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Consecutive Gains

Run-up Length (Mos.) Start End
7.07 5 3/1/2019 7/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.10 3 8/1/2019 10/1/2019
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Time Windows Analysis

 1 Month3 Month
Number of Periods8.006.00
Percent Profitable62.5066.67
Average Period Return0.601.85
Average Gain1.383.71
Average Loss-0.70-1.87
Best Period2.195.24
Worst Period-1.31-2.10
Standard Deviation1.273.25
Gain Standard Deviation0.811.94
Loss Standard Deviation0.530.33
Sharpe Ratio (1%)0.400.49
Average Gain / Average Loss1.961.99
Profit / Loss Ratio3.273.98
Downside Deviation (10%)0.741.80
Downside Deviation (5%)0.551.23
Downside Deviation (0%)0.501.09
Sortino Ratio (10%)0.260.35
Sortino Ratio (5%)0.941.30
Sortino Ratio (0%)1.181.71

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.