FGI Asset Management : FGI Global Diversified

archived programs
Year-to-Date
N / A
Performance
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
0.00%
Sharpe (RFR=1%)
0.00
CAROR
-
Assets
Worst DD
N/A
S&P Correlation
0.00

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

Summary

-Assets calculated in NZ$ Performance does not include interest income. FGI Asset Management Limited ("FGI AM") objective is to provide world class risk adjusted returns on equity for its investors. FGI AM is a total return manager. It executes trades in exchange traded derivatives... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 0k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $0
Available to US Investors Request Information

Subscriptions

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

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

Summary

-Assets calculated in NZ$ Performance does not include interest income. FGI Asset Management Limited ("FGI AM") objective is to provide world class risk adjusted returns on equity for its investors. FGI AM is a total return manager. It executes trades in exchange traded derivatives (futures and options in the financial, currency, metals, energy and soft commodity sectors) on behalf of clients following its proprietary trading rules. The object is to offer managed futures as an investment option for investors without the time or expertise to do so themselves. FGI AM relies primarily on computer based technical market models designed to signal potentially profitable trades. FGI AM periodically reviews the trading systems it uses, the markets traded, and the amount traded and will implement any changes it deems appropriate purely at FGI AM's discretion. To develop our trading models FGI AM tests trading theories over historical data to derive a range of expected results. Care is taken to create rules that are not tailored to each markets behavior (which could change) but that capture price behavior that is true to markets in general. Using its own proprietary asset allocation models we strive to create a portfolio that offers diversification and flexibility rather than one that simply produces the best historical returns. FGI AM believes that markets do trend and that disciplined trading can capture this dynamic. A portfolio that contains a mix of currency exposure, fixed income (bond) exposure, and commodity exposure across different global regions achieves good diversity and captures certain pervading dynamics be they business cycles in bond's, Government/central bank involvement in currencies (e.g. moderating exchange rate moves), and or weather patterns in commodities. However FGI AM also believes there are underlying patterns in prices across a wide range of time periods that provide good risk adjusted trading returns irrespective of longer term trends and overall market dynamics. Hence FGI AM will continue to develop systems to capture this. The benefits that derive from diversifying markets should accrue also to diversifying systems and time frames.

   

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
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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

Consecutive Gains

Run-up Length (Mos.) Start End
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Consecutive Losses

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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.