Galaxy Asset Management (HK) Ltd : Galaxy Quantitative Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -5.57% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.64% Sharpe (RFR=1%) -0.13 CAROR -0.90% Assets $ 0k Worst DD -13.48 S&P Correlation -0.12 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since5/2011 Galaxy Quantitative Fund -5.57 - - - - - - -3.26 S&P 500 -0.42 - - - - - - 147.40 +/- S&P 500 -5.15 - - - - - - -150.66 Strategy Description SummaryGalaxy Quantitative Fund is predominantly a quantitative, systematic, medium to high frequency trading program that invests into liquid diversified investment instruments. It utilizes directional and arbitrage strategies and are executed within a systematic and strict risk management... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 7-14 Days Redemption Frequency 7-14 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% 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 0% Intraday 100.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Stock Indices 90.00% Energy 10.00% SummaryGalaxy Quantitative Fund is predominantly a quantitative, systematic, medium to high frequency trading program that invests into liquid diversified investment instruments. It utilizes directional and arbitrage strategies and are executed within a systematic and strict risk management framework. The portfolio's exposure is systematically adjusted to reflect changes in the risk(volatility), return and liquidity of individual markets. Together with a system of stop-losses, the risk of the portfolio is well contained in all market conditions.Investment StrategyCore Strategies: -short-term trend following: intraday directional systems that profit from the intraday trends in different markets; -short-term reversal: counter-trend systems that are triggered by a change in the price action and market sentiment, as well as important support and resistance levels that are determined by the proprietary quantitative models, to determine entry and exit levels for each position; -pattern detection systems: strategies that will try to identify short-term market events, market inefficiencies and event-driven opportunities; -medium-term delta neutral positions taking: non-directional long-short positions as a result of short-term market inefficiencies and arbitrage opportunities.Risk ManagementThe managers are targeting a >20% annual return, and volatility of less than 15%. 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 -13.48 9 - 3/1/2012 12/1/2012 -4.32 2 1 6/1/2011 8/1/2011 -1.72 1 1 11/1/2011 12/1/2011 -0.12 1 1 1/1/2012 2/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 10.20 3 9/1/2011 11/1/2011 9.94 5 1/1/2013 5/1/2013 9.01 4 11/1/2013 2/1/2014 5.37 1 9/1/2014 9/1/2014 2.99 1 7/1/2012 7/1/2012 2.80 1 1/1/2012 1/1/2012 2.37 1 9/1/2012 9/1/2012 2.32 1 7/1/2013 7/1/2013 1.44 1 3/1/2012 3/1/2012 1.15 2 5/1/2011 6/1/2011 1.13 1 11/1/2012 11/1/2012 1.09 1 5/1/2012 5/1/2012 1.07 1 4/1/2014 4/1/2014 0.62 1 6/1/2014 6/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.61 3 10/1/2014 12/1/2014 -7.82 1 6/1/2012 6/1/2012 -5.83 1 8/1/2012 8/1/2012 -5.79 3 8/1/2013 10/1/2013 -4.72 2 7/1/2014 8/1/2014 -4.43 1 12/1/2012 12/1/2012 -4.32 2 7/1/2011 8/1/2011 -2.97 1 4/1/2012 4/1/2012 -1.85 1 3/1/2014 3/1/2014 -1.72 1 12/1/2011 12/1/2011 -1.02 1 5/1/2014 5/1/2014 -0.28 1 10/1/2012 10/1/2012 -0.12 1 2/1/2012 2/1/2012 -0.01 1 6/1/2013 6/1/2013 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods44.0042.0039.0033.0027.0021.00 Percent Profitable54.5554.7664.1057.5848.1580.95 Average Period Return-0.030.160.671.021.883.25 Average Gain2.113.174.395.377.134.44 Average Loss-2.60-3.49-5.98-4.87-3.00-1.84 Best Period6.5110.2011.2012.0314.1210.43 Worst Period-7.82-10.61-11.05-9.89-6.84-2.99 Standard Deviation3.074.515.845.866.213.83 Gain Standard Deviation1.802.742.952.874.533.18 Loss Standard Deviation2.163.403.032.822.221.06 Sharpe Ratio (1%)-0.04-0.020.030.000.060.32 Average Gain / Average Loss0.810.910.741.102.372.41 Profit / Loss Ratio0.981.101.311.502.2010.26 Downside Deviation (10%)2.483.885.396.778.147.94 Downside Deviation (5%)2.303.364.264.223.611.81 Downside Deviation (0%)2.263.243.993.642.650.90 Sortino Ratio (10%)-0.18-0.28-0.33-0.59-0.70-0.88 Sortino Ratio (5%)-0.05-0.030.040.010.100.68 Sortino Ratio (0%)-0.010.050.170.280.713.62 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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