Fx Concepts Trading Advisor Inc. : Global Currency Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance -5.31% Min Investment $ 250k Mgmt. Fee 1.75% Perf. Fee 20.00% Annualized Vol 10.69% Sharpe (RFR=1%) 0.48 CAROR 5.66% Assets $ 619.0M Worst DD -31.17 S&P Correlation 0.02 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since3/2001 Global Currency Program -5.31 - - - - - -20.24 98.15 S&P 500 4.95 - - - - - 70.19 249.85 +/- S&P 500 -10.26 - - - - - -90.43 -151.70 Strategy Description Investment StrategyThe Global Currency Program (GCP) is a unique systematic strategy that generates superior risk-adjusted returns using a large selection of over 30 currencies, including major, minor and emerging markets. GCP has a low correlation not only versus our developed markets currency... Read More Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.75% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 650 RT/YR/$M Avg. Margin-to-Equity 20% Targeted Worst DD Worst Peak-to-Trough Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 10.00% Systematic 90.00% Strategy Composition Currency FX 100.00% Investment StrategyThe Global Currency Program (GCP) is a unique systematic strategy that generates superior risk-adjusted returns using a large selection of over 30 currencies, including major, minor and emerging markets. GCP has a low correlation not only versus our developed markets currency programs, but also versus other asset classes and CTAs. The hallmarks of the GCP program are the use of dynamic allocation to focus on the best market opportunities and the ability to build diverse portfolios by incorporating a large number of currencies. Diversified portfolio of over 30 currencies Target Annualized Return: 12 -14% (net) Targeted Volatility: 11-13% GCP Program Assets: over $3.0 billion The Key Benefitis include: * Diversification over large number of positions * Over 500 potential currency pairings analyzed daily * Smart allocation techniques * Both price and interest rate data incorporated * Disciplined,transparent investment process. 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 -31.17 55 - 12/1/2008 7/1/2013 -14.51 8 10 12/1/2003 8/1/2004 -5.48 1 2 4/1/2006 5/1/2006 -4.17 3 2 10/1/2007 1/1/2008 -3.84 3 1 5/1/2002 8/1/2002 -3.32 2 3 7/1/2008 9/1/2008 -2.86 2 2 12/1/2001 2/1/2002 -2.75 2 1 5/1/2001 7/1/2001 -2.39 1 2 6/1/2003 7/1/2003 -2.37 1 2 11/1/2005 12/1/2005 -2.29 2 2 8/1/2001 10/1/2001 -2.01 1 1 7/1/2005 8/1/2005 -1.99 1 2 1/1/2007 2/1/2007 -0.62 1 2 6/1/2007 7/1/2007 -0.21 1 1 1/1/2003 2/1/2003 -0.04 1 1 8/1/2006 9/1/2006 Show More Consecutive Gains Run-up Length (Mos.) Start End 17.71 4 3/1/2003 6/1/2003 17.01 10 1/1/2010 10/1/2010 16.28 6 9/1/2004 2/1/2005 15.71 3 3/1/2001 5/1/2001 12.27 6 2/1/2008 7/1/2008 11.48 5 8/1/2003 12/1/2003 11.47 5 9/1/2002 1/1/2003 10.85 3 6/1/2006 8/1/2006 10.73 4 4/1/2005 7/1/2005 10.50 4 3/1/2007 6/1/2007 10.06 3 3/1/2002 5/1/2002 9.59 4 10/1/2006 1/1/2007 7.39 2 1/1/2012 2/1/2012 7.30 2 11/1/2001 12/1/2001 6.86 1 8/1/2001 8/1/2001 6.38 3 9/1/2005 11/1/2005 6.18 3 8/1/2007 10/1/2007 5.59 3 2/1/2011 4/1/2011 4.63 4 1/1/2006 4/1/2006 3.67 3 10/1/2008 12/1/2008 3.33 1 5/1/2012 5/1/2012 3.27 2 6/1/2004 7/1/2004 3.21 1 9/1/2009 9/1/2009 2.70 2 5/1/2009 6/1/2009 2.69 2 12/1/2012 1/1/2013 1.59 1 9/1/2012 9/1/2012 1.45 1 2/1/2009 2/1/2009 1.26 1 7/1/2011 7/1/2011 0.83 1 2/1/2004 2/1/2004 0.79 1 7/1/2012 7/1/2012 0.74 1 11/1/2009 11/1/2009 0.64 1 3/1/2013 3/1/2013 0.45 1 12/1/2010 12/1/2010 0.33 1 9/1/2011 9/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.37 4 4/1/2013 7/1/2013 -10.35 2 7/1/2009 8/1/2009 -8.62 1 1/1/2011 1/1/2011 -8.46 3 3/1/2004 5/1/2004 -8.37 1 8/1/2004 8/1/2004 -7.37 1 8/1/2011 8/1/2011 -6.71 2 3/1/2009 4/1/2009 -6.68 3 10/1/2011 12/1/2011 -5.95 1 3/1/2005 3/1/2005 -5.48 1 5/1/2006 5/1/2006 -4.91 2 5/1/2011 6/1/2011 -4.84 1 10/1/2009 10/1/2009 -4.81 2 3/1/2012 4/1/2012 -4.25 1 11/1/2010 11/1/2010 -4.17 3 11/1/2007 1/1/2008 -3.84 3 6/1/2002 8/1/2002 -3.51 1 6/1/2012 6/1/2012 -3.32 2 8/1/2008 9/1/2008 -2.86 2 1/1/2002 2/1/2002 -2.77 1 12/1/2009 12/1/2009 -2.75 2 6/1/2001 7/1/2001 -2.39 1 7/1/2003 7/1/2003 -2.37 1 12/1/2005 12/1/2005 -2.29 2 9/1/2001 10/1/2001 -2.11 1 1/1/2004 1/1/2004 -2.05 1 1/1/2009 1/1/2009 -2.01 1 8/1/2005 8/1/2005 -1.99 1 2/1/2007 2/1/2007 -1.92 1 8/1/2012 8/1/2012 -1.89 2 10/1/2012 11/1/2012 -0.64 1 2/1/2013 2/1/2013 -0.62 1 7/1/2007 7/1/2007 -0.21 1 2/1/2003 2/1/2003 -0.04 1 9/1/2006 9/1/2006 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods149.00147.00144.00138.00132.00126.00114.00102.0090.00 Percent Profitable63.7661.2270.1465.9466.6761.9072.8173.5377.78 Average Period Return0.511.513.096.349.7613.3620.8429.9641.61 Average Gain2.294.937.3113.8619.4227.8234.0747.0557.65 Average Loss-2.63-3.89-6.83-8.22-9.55-10.14-14.58-17.49-14.54 Best Period10.3617.6520.2430.6942.4051.4082.2683.5699.97 Worst Period-8.62-12.11-14.83-20.95-20.77-22.02-25.54-24.84-31.02 Standard Deviation3.095.527.8912.7616.7821.2126.7833.0138.00 Gain Standard Deviation1.903.714.747.9311.1712.6217.9818.7925.96 Loss Standard Deviation2.113.003.875.775.745.016.016.977.16 Sharpe Ratio (1%)0.140.230.330.420.490.530.670.780.96 Average Gain / Average Loss0.871.271.071.692.032.742.342.693.97 Profit / Loss Ratio1.532.002.523.274.074.466.267.4713.88 Downside Deviation (10%)2.223.695.518.4610.5612.9916.6820.6320.79 Downside Deviation (5%)2.063.174.526.337.188.109.6911.639.84 Downside Deviation (0%)2.023.054.285.846.426.978.219.667.60 Sortino Ratio (10%)0.050.080.110.160.210.240.300.410.67 Sortino Ratio (5%)0.210.400.570.841.151.401.842.233.71 Sortino Ratio (0%)0.250.500.721.091.521.922.543.105.47 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