Garraway Capital Management LLP : Garraway Financial Trends Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 5.95% Apr Performance 1.10% Min Investment $ 100k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 13.86% Sharpe (RFR=1%) 0.02 CAROR 0.38% Assets $ 49.4M Worst DD -22.29 S&P Correlation -0.15 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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since9/2012 Garraway Financial Trends 1.10 0.00 5.95 4.02 6.85 -12.23 - 3.31 S&P 500 5.24 16.22 14.93 48.22 63.01 106.89 - 211.78 +/- S&P 500 -4.14 -16.22 -8.98 -44.20 -56.16 -119.12 - -208.47 Strategy Description SummaryGarraway Financial Trends is a medium term systematic trend follower trading a liquid portfolio of currencies, stock indices, and government bonds. Research is theory driven, not data driven and the strategy's key parameters are re-optimised on a regular basis. ... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 10k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 600 RT/YR/$M Avg. Margin-to-Equity 14% Targeted Worst DD Worst Peak-to-Trough 18.77% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Currency Futures 25.00% Currency FX 25.00% Interest Rates 25.00% Stock Indices 25.00% SummaryGarraway Financial Trends is a medium term systematic trend follower trading a liquid portfolio of currencies, stock indices, and government bonds. Research is theory driven, not data driven and the strategy's key parameters are re-optimised on a regular basis. Investment StrategyThe Fund seeks to provide capital appreciation over the medium term with a target annualised volatility of 15%. It aims to perform independently of traditional stock and bond investments, thereby providing valuable diversification benefits and potentially improving the risk/reward profile of a traditional portfolio. The investment manager employs a systematic, proprietary, trend following strategy which trades across global UCITS eligible exchange traded financial futures.Risk ManagementRisk management is built into the strategy. Individual markets are constrained by risk rather than pre-determined sector or margin allocation. Stops are determined at the time a new position is opened and there is a 10 x notional gross exposure limit on the portfolio. 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 -22.29 28 - 7/1/2016 11/1/2018 -17.82 18 8 9/1/2012 3/1/2014 -12.88 10 2 2/1/2015 12/1/2015 -9.10 3 2 2/1/2016 5/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 26.08 4 11/1/2014 2/1/2015 19.22 2 1/1/2016 2/1/2016 14.39 6 4/1/2014 9/1/2014 14.10 2 7/1/2019 8/1/2019 10.86 2 6/1/2016 7/1/2016 8.51 2 3/1/2013 4/1/2013 6.90 1 5/1/2019 5/1/2019 6.40 1 3/1/2020 3/1/2020 6.28 3 2/1/2021 4/1/2021 6.19 1 12/1/2020 12/1/2020 6.07 3 10/1/2013 12/1/2013 5.70 2 10/1/2017 11/1/2017 5.63 1 3/1/2019 3/1/2019 5.15 1 12/1/2018 12/1/2018 3.93 1 12/1/2016 12/1/2016 3.85 1 1/1/2013 1/1/2013 3.71 1 9/1/2015 9/1/2015 3.09 1 1/1/2018 1/1/2018 2.24 1 8/1/2018 8/1/2018 1.94 1 7/1/2017 7/1/2017 1.12 1 6/1/2018 6/1/2018 1.11 1 7/1/2020 7/1/2020 1.11 1 7/1/2015 7/1/2015 1.09 1 9/1/2016 9/1/2016 1.03 1 11/1/2012 11/1/2012 0.86 1 4/1/2017 4/1/2017 0.85 1 2/1/2017 2/1/2017 0.75 1 11/1/2019 11/1/2019 0.73 1 5/1/2015 5/1/2015 0.61 1 1/1/2020 1/1/2020 Show More Consecutive Losses Run-up Length (Mos.) Start End -17.26 5 5/1/2013 9/1/2013 -16.07 4 2/1/2018 5/1/2018 -12.22 3 4/1/2020 6/1/2020 -9.87 2 9/1/2019 10/1/2019 -9.17 3 10/1/2015 12/1/2015 -9.10 3 3/1/2016 5/1/2016 -7.55 4 8/1/2020 11/1/2020 -7.48 3 9/1/2018 11/1/2018 -6.85 2 9/1/2012 10/1/2012 -5.99 3 1/1/2014 3/1/2014 -5.62 1 2/1/2013 2/1/2013 -5.12 1 10/1/2014 10/1/2014 -4.27 2 10/1/2016 11/1/2016 -3.77 2 8/1/2017 9/1/2017 -3.75 1 8/1/2015 8/1/2015 -3.60 2 3/1/2015 4/1/2015 -3.18 2 1/1/2019 2/1/2019 -3.04 1 3/1/2017 3/1/2017 -2.82 2 5/1/2017 6/1/2017 -2.20 1 12/1/2017 12/1/2017 -2.13 1 6/1/2015 6/1/2015 -1.98 1 7/1/2018 7/1/2018 -1.80 1 8/1/2016 8/1/2016 -1.66 1 6/1/2019 6/1/2019 -1.06 1 2/1/2020 2/1/2020 -0.86 1 12/1/2019 12/1/2019 -0.53 1 4/1/2019 4/1/2019 -0.48 1 12/1/2012 12/1/2012 -0.31 1 1/1/2021 1/1/2021 -0.20 1 1/1/2017 1/1/2017 Show More Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Month 6 4.97 7/2019 Trend Following Strategy Index Month 6 4.97 7/2019 Diversified Trader Index Month 7 4.97 7/2019 Systematic Trader Index Month 8 4.97 7/2019 Trend Following Strategy Index Month 8 5.15 12/2018 IASG CTA Index Annual 10 18.66 2016 Trend Following Strategy Index Month 7 3.93 12/2016 Diversified Trader Index Month 10 3.93 12/2016 Trend Following Strategy Index Month 8 1.09 9/2016 Trend Following Strategy Index Month 8 9.20 6/2016 IASG CTA Index Month 9 9.20 6/2016 Diversified Trader Index Month 9 9.20 6/2016 Systematic Trader Index Month 10 9.20 6/2016 Trend Following Strategy Index Month 9 7.64 2/2016 IASG CTA Index Month 7 7.64 2/2016 IASG CTA Index Month 5 10.76 1/2016 Systematic Trader Index Month 7 10.76 1/2016 Trend Following Strategy Index Month 6 10.76 1/2016 Diversified Trader Index Month 6 10.76 1/2016 Trend Following Strategy Index Month 10 14.59 11/2014 Diversified Trader Index Month 10 14.59 11/2014 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