Fx Concepts Trading Advisor Inc. : Multi-Strategy Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance -5.90% Min Investment $ 250k Mgmt. Fee 1.50% Perf. Fee 20.00% Annualized Vol 11.40% Sharpe (RFR=1%) 0.35 CAROR 4.37% Assets $ 71.0M Worst DD -27.73 S&P Correlation 0.04 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 2020 1yr 3yr 5yr 10yr Since1/2002 Multi-Strategy Program -5.90 - - - - - -21.44 64.19 S&P 500 4.95 - - - - - 70.19 228.90 +/- S&P 500 -10.85 - - - - - -91.63 -164.72 Strategy Description Investment StrategyOur Multi-Strategy Program consists of numerous trading strategies with low correlation to each other; the Developed Market Currency strategies and Global Currency program. The Fund periodically adjusts the allocation between the two strategies to achieve an optimum balance... Read More Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.50% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 15% 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 StrategyOur Multi-Strategy Program consists of numerous trading strategies with low correlation to each other; the Developed Market Currency strategies and Global Currency program. The Fund periodically adjusts the allocation between the two strategies to achieve an optimum balance of risk and return. Basic Facts: * Major, minor, and emerging currencies * Target Annualized Return: 15-18% (net) * Targeted Volatility: 13-15% Key Benefits: * Diversification across DMC and GCP strategies * Low correlation between strategies * Dynamic risk allocation between strategies * Integrated risk management * 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 -27.73 56 - 11/1/2008 7/1/2013 -11.23 7 8 2/1/2004 9/1/2004 -10.45 6 6 11/1/2005 5/1/2006 -7.16 2 3 1/1/0001 2/1/2002 -4.74 2 2 6/1/2003 8/1/2003 -4.61 2 2 6/1/2005 8/1/2005 -4.61 3 2 10/1/2007 1/1/2008 -4.23 2 2 7/1/2008 9/1/2008 -3.34 2 2 6/1/2007 8/1/2007 -3.05 2 1 1/1/2007 3/1/2007 -2.32 2 1 6/1/2002 8/1/2002 -1.43 1 1 1/1/2003 2/1/2003 -0.68 1 1 12/1/2003 1/1/2004 -0.45 1 1 3/1/2008 4/1/2008 Show More Consecutive Gains Run-up Length (Mos.) Start End 20.42 4 3/1/2003 6/1/2003 17.20 5 9/1/2002 1/1/2003 16.88 4 3/1/2002 6/1/2002 16.63 4 9/1/2003 12/1/2003 12.82 4 10/1/2006 1/1/2007 11.86 3 4/1/2007 6/1/2007 11.44 5 10/1/2004 2/1/2005 11.07 3 2/1/2010 4/1/2010 9.98 3 2/1/2011 4/1/2011 9.41 3 9/1/2005 11/1/2005 8.66 3 4/1/2005 6/1/2005 7.92 2 2/1/2008 3/1/2008 6.42 4 7/1/2010 10/1/2010 5.86 1 8/1/2006 8/1/2006 5.66 2 9/1/2007 10/1/2007 5.28 2 10/1/2008 11/1/2008 5.03 2 1/1/2012 2/1/2012 3.71 1 3/1/2013 3/1/2013 3.41 1 9/1/2011 9/1/2011 3.39 3 5/1/2008 7/1/2008 3.30 1 5/1/2012 5/1/2012 2.75 1 1/1/2013 1/1/2013 2.73 1 2/1/2004 2/1/2004 2.32 1 12/1/2010 12/1/2010 1.93 1 6/1/2006 6/1/2006 1.82 1 9/1/2009 9/1/2009 1.80 1 5/1/2009 5/1/2009 1.79 1 9/1/2012 9/1/2012 1.58 1 7/1/2011 7/1/2011 1.00 1 2/1/2006 2/1/2006 0.98 1 11/1/2011 11/1/2011 0.94 2 6/1/2004 7/1/2004 0.35 1 7/1/2012 7/1/2012 0.15 1 2/1/2009 2/1/2009 0.07 1 6/1/2013 6/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.83 3 6/1/2009 8/1/2009 -8.22 1 8/1/2011 8/1/2011 -7.83 1 1/1/2011 1/1/2011 -7.30 2 3/1/2009 4/1/2009 -7.26 4 10/1/2009 1/1/2010 -7.16 2 1/1/2002 2/1/2002 -6.85 1 10/1/2011 10/1/2011 -6.78 2 5/1/2011 6/1/2011 -6.63 3 3/1/2006 5/1/2006 -6.44 2 8/1/2004 9/1/2004 -6.00 3 3/1/2004 5/1/2004 -5.90 1 7/1/2013 7/1/2013 -5.03 2 12/1/2005 1/1/2006 -4.89 2 4/1/2013 5/1/2013 -4.86 2 3/1/2012 4/1/2012 -4.74 2 7/1/2003 8/1/2003 -4.61 2 7/1/2005 8/1/2005 -4.61 3 11/1/2007 1/1/2008 -4.23 2 8/1/2008 9/1/2008 -4.13 1 6/1/2012 6/1/2012 -3.98 1 3/1/2005 3/1/2005 -3.64 1 11/1/2010 11/1/2010 -3.34 2 7/1/2007 8/1/2007 -3.05 2 2/1/2007 3/1/2007 -2.84 3 10/1/2012 12/1/2012 -2.32 2 7/1/2002 8/1/2002 -1.93 1 9/1/2006 9/1/2006 -1.51 1 8/1/2012 8/1/2012 -1.43 1 2/1/2003 2/1/2003 -1.34 2 5/1/2010 6/1/2010 -0.68 1 1/1/2004 1/1/2004 -0.59 2 12/1/2008 1/1/2009 -0.52 1 2/1/2013 2/1/2013 -0.45 1 4/1/2008 4/1/2008 -0.28 1 7/1/2006 7/1/2006 -0.16 1 12/1/2011 12/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods139.00137.00134.00128.00122.00116.00104.0092.0080.00 Percent Profitable53.9651.8264.1860.9463.1161.2162.5070.6575.00 Average Period Return0.411.422.945.918.4810.4715.3320.2428.70 Average Gain2.806.027.8014.2318.6123.2330.4935.1242.81 Average Loss-2.38-3.54-5.76-7.07-8.86-9.65-9.94-15.59-13.62 Best Period9.3719.6926.2840.0259.1680.0678.1286.04101.14 Worst Period-8.22-11.59-16.29-19.72-19.34-18.15-21.22-23.80-27.13 Standard Deviation3.295.988.4314.1718.3221.3024.6929.0635.98 Gain Standard Deviation1.934.345.9211.4715.3817.5618.3320.4630.16 Loss Standard Deviation2.162.554.155.595.274.216.216.206.72 Sharpe Ratio (1%)0.100.190.290.350.380.400.500.560.66 Average Gain / Average Loss1.171.701.352.012.102.413.072.253.14 Profit / Loss Ratio1.371.832.433.143.603.805.115.429.43 Downside Deviation (10%)2.393.755.548.3610.6112.9116.5221.0922.15 Downside Deviation (5%)2.223.164.486.127.047.728.7911.159.93 Downside Deviation (0%)2.183.024.235.616.246.557.159.077.56 Sortino Ratio (10%)0.000.050.090.110.080.02-0.03-0.060.05 Sortino Ratio (5%)0.150.370.550.800.991.101.401.452.38 Sortino Ratio (0%)0.190.470.701.051.361.602.142.233.80 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