Europe Index : BEL-20

Year-to-Date
19.18%
Aug Performance
2.75%
17.00%
Annualized Vol
0.13
Sharpe (RFR=1%)
1.66%
CAROR
-63.89
Worst DD
0.77
S&P Correlation

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.

Strategy Description

Account & Fees

Type Index
Minimum Investment $ 10k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee
Performance Fee 0%
Average Commission
Available to US Investors No

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

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

Holding Periods

Over 12 Months
4-12 Months
1-3 Months
1-30 Days
Intraday

Decision-Making

Discretionary
Systematic

Strategy

Composition

   

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:
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
-63.89 21 - 5/1/2007 2/1/2009
-47.43 29 24 10/1/2000 3/1/2003
-6.05 2 4 3/1/2006 5/1/2006
-2.89 1 1 1/1/2007 2/1/2007
-2.75 1 3 3/1/2005 4/1/2005
-1.94 1 1 9/1/2005 10/1/2005
-0.12 1 1 7/1/2005 8/1/2005
-0.10 1 1 10/1/2006 11/1/2006
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Consecutive Gains

Run-up Length (Mos.) Start End
51.83 11 4/1/2003 2/1/2004
26.78 8 8/1/2004 3/1/2005
22.38 3 7/1/2009 9/1/2009
22.08 3 3/1/2009 5/1/2009
20.50 1 11/1/2020 11/1/2020
19.85 5 11/1/2005 3/1/2006
19.18 8 1/1/2021 8/1/2021
15.41 4 1/1/2019 4/1/2019
14.97 4 7/1/2013 10/1/2013
14.69 3 4/1/2020 6/1/2020
13.42 3 1/1/2015 3/1/2015
13.36 4 6/1/2012 9/1/2012
12.75 5 6/1/2006 10/1/2006
12.45 2 10/1/2015 11/1/2015
12.06 4 12/1/2011 3/1/2012
11.83 7 11/1/2012 5/1/2013
10.99 2 10/1/2002 11/1/2002
10.78 4 9/1/2019 12/1/2019
9.77 4 2/1/2017 5/1/2017
9.12 3 3/1/2007 5/1/2007
9.02 2 9/1/2010 10/1/2010
8.26 2 2/1/2014 3/1/2014
8.01 3 12/1/2010 2/1/2011
8.00 2 6/1/2019 7/1/2019
7.09 2 12/1/2006 1/1/2007
6.78 2 11/1/2001 12/1/2001
6.29 3 7/1/2016 9/1/2016
6.19 3 5/1/2005 7/1/2005
5.72 2 2/1/2010 3/1/2010
5.54 1 4/1/2008 4/1/2008
5.48 1 7/1/2010 7/1/2010
5.38 2 9/1/2017 10/1/2017
5.26 1 7/1/2015 7/1/2015
5.12 2 6/1/2001 7/1/2001
4.96 2 11/1/2009 12/1/2009
4.82 1 7/1/2018 7/1/2018
4.73 1 8/1/2008 8/1/2008
4.22 3 3/1/2016 5/1/2016
4.14 1 11/1/2014 11/1/2014
3.99 1 4/1/2011 4/1/2011
3.96 2 8/1/2014 9/1/2014
3.92 1 7/1/2017 7/1/2017
3.67 1 12/1/2016 12/1/2016
3.36 1 1/1/2018 1/1/2018
3.25 1 9/1/2005 9/1/2005
2.69 1 10/1/2007 10/1/2007
2.49 1 4/1/2004 4/1/2004
2.29 1 6/1/2004 6/1/2004
2.27 2 3/1/2002 4/1/2002
2.24 1 5/1/2014 5/1/2014
1.84 1 12/1/2013 12/1/2013
1.81 1 8/1/2020 8/1/2020
1.77 1 10/1/2000 10/1/2000
1.44 1 12/1/2008 12/1/2008
1.38 1 4/1/2018 4/1/2018
1.20 1 12/1/2000 12/1/2000
1.18 1 11/1/2018 11/1/2018
1.04 1 2/1/2001 2/1/2001
0.94 1 5/1/2015 5/1/2015
0.94 1 2/1/2008 2/1/2008
0.37 1 10/1/2011 10/1/2011
0.13 1 4/1/2001 4/1/2001
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Consecutive Losses

Run-up Length (Mos.) Start End
-40.00 3 9/1/2008 11/1/2008
-33.51 5 5/1/2002 9/1/2002
-26.65 3 1/1/2020 3/1/2020
-23.72 3 5/1/2008 7/1/2008
-23.01 5 5/1/2011 9/1/2011
-21.18 4 12/1/2002 3/1/2003
-16.20 3 11/1/2007 1/1/2008
-11.60 3 8/1/2018 10/1/2018
-11.12 2 8/1/2015 9/1/2015
-11.11 2 1/1/2009 2/1/2009
-11.05 3 8/1/2001 10/1/2001
-10.35 3 12/1/2015 2/1/2016
-9.91 2 4/1/2012 5/1/2012
-9.88 3 4/1/2010 6/1/2010
-8.68 2 9/1/2020 10/1/2020
-8.45 1 5/1/2019 5/1/2019
-7.93 4 6/1/2007 9/1/2007
-7.00 1 12/1/2018 12/1/2018
-6.46 1 11/1/2010 11/1/2010
-6.19 2 2/1/2018 3/1/2018
-6.05 2 4/1/2006 5/1/2006
-5.37 1 3/1/2001 3/1/2001
-4.88 2 5/1/2018 6/1/2018
-4.79 1 6/1/2016 6/1/2016
-4.65 1 6/1/2013 6/1/2013
-4.14 1 3/1/2004 3/1/2004
-3.91 1 11/1/2000 11/1/2000
-3.74 1 10/1/2009 10/1/2009
-3.61 1 6/1/2015 6/1/2015
-3.53 1 8/1/2019 8/1/2019
-3.05 1 11/1/2011 11/1/2011
-2.91 2 11/1/2017 12/1/2017
-2.89 1 2/1/2007 2/1/2007
-2.75 1 4/1/2005 4/1/2005
-2.44 1 6/1/2017 6/1/2017
-2.38 1 8/1/2010 8/1/2010
-2.17 2 10/1/2016 11/1/2016
-1.99 1 10/1/2014 10/1/2014
-1.97 1 5/1/2001 5/1/2001
-1.95 1 6/1/2009 6/1/2009
-1.94 1 10/1/2005 10/1/2005
-1.91 2 6/1/2014 7/1/2014
-1.85 1 1/1/2001 1/1/2001
-1.78 1 1/1/2017 1/1/2017
-1.66 1 3/1/2011 3/1/2011
-1.64 1 7/1/2020 7/1/2020
-1.39 1 8/1/2017 8/1/2017
-1.39 1 4/1/2015 4/1/2015
-1.28 1 4/1/2014 4/1/2014
-1.25 1 12/1/2020 12/1/2020
-1.20 2 1/1/2002 2/1/2002
-1.15 1 11/1/2013 11/1/2013
-1.11 1 1/1/2014 1/1/2014
-1.00 1 3/1/2008 3/1/2008
-0.99 1 5/1/2004 5/1/2004
-0.26 1 1/1/2010 1/1/2010
-0.22 1 7/1/2004 7/1/2004
-0.17 1 10/1/2012 10/1/2012
-0.12 1 8/1/2005 8/1/2005
-0.10 1 11/1/2006 11/1/2006
-0.08 1 12/1/2014 12/1/2014
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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.