EVOLUTIQ GmbH : Pred-X Model Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Mar Performance 2.93% Min Investment $ 500k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 6.73% Sharpe (RFR=1%) -1.08 CAROR - Assets $ 1.9M Worst DD -9.55 S&P Correlation -0.11 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 Since3/2015 Pred-X Model 2.93 - - - - 0.00 - -6.79 S&P 500 6.60 - - - - 55.32 - 96.34 +/- S&P 500 -3.67 - - - - -55.32 - -103.13 Strategy Description SummaryEVOLUTIQ’s Pred-X Model is an absolute return, systematic directional multi asset class CTA strategy. It’s target return is 10% p.a. with a target volatility of 7% p.a. The target Sortino ratio of 1.5 allows to customize the strategy to achieve investor specific volatility levels while... Read More Account & Fees Type Managed Account Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 5000 RT/YR/$M Avg. Margin-to-Equity 6% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition Stock Indices 60.00% Currency Futures 20.00% Interest Rates 20.00% SummaryEVOLUTIQ’s Pred-X Model is an absolute return, systematic directional multi asset class CTA strategy. It’s target return is 10% p.a. with a target volatility of 7% p.a. The target Sortino ratio of 1.5 allows to customize the strategy to achieve investor specific volatility levels while retaining the target Sortino ratio. Investment StrategyThe Pred-X model is the proprietary in-house developed market prediction and simulation algorithm of EVOLUTIQ. It is built upon doctoral research conducted by Dr. Oliver Steinki on the applicability of ensemble methods in option pricing models by using Lévy processes and was further enhanced by Dr. Peter Miko’s academic research in the field of artificial intelligence. Risk ManagementSystematic risk management techniques to adhere to certain risk limits, to achieve a pre-specified volatility target and to achieve a more optimal position sizing and risk diversification. 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 -9.55 -1 - 1/1/0001 12/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.59 1 1/1/2016 1/1/2016 2.93 1 3/1/2016 3/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.55 10 3/1/2015 12/1/2015 -3.35 1 2/1/2016 2/1/2016 Show More Time Windows Analysis 1 Month3 Month6 Month Number of Periods13.0011.008.00 Percent Profitable15.3818.180.00 Average Period Return-0.52-1.96-4.91 Average Gain3.262.39 Average Loss-1.21-2.93-4.91 Best Period3.593.05-1.68 Worst Period-3.35-4.59-6.93 Standard Deviation1.942.402.00 Gain Standard Deviation0.470.94 Loss Standard Deviation1.061.142.00 Sharpe Ratio (1%)-0.31-0.92-2.71 Average Gain / Average Loss2.690.82 Profit / Loss Ratio0.490.18 Downside Deviation (10%)1.753.887.62 Downside Deviation (5%)1.513.035.73 Downside Deviation (0%)1.452.825.26 Sortino Ratio (10%)-0.53-0.82-0.97 Sortino Ratio (5%)-0.40-0.73-0.95 Sortino Ratio (0%)-0.36-0.70-0.93 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