HASAFUMA : FX Momentum Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 2.24% Oct Performance 0.00% Min Investment $ 20k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 16.30% Sharpe (RFR=1%) 0.05 CAROR 0.46% Assets $ 0k Worst DD -46.24 S&P Correlation 0.01 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 Oct Qtr 2020 1yr 3yr 5yr 10yr Since7/2012 FX Momentum 0.00 0.00 2.24 2.24 -32.87 27.42 - 3.88 S&P 500 -2.77 -0.04 1.21 7.65 26.97 55.66 - 169.54 +/- S&P 500 2.77 0.04 1.03 -5.41 -59.84 -28.24 - -165.66 Strategy Description SummaryBE REALISTIC: PLAN FOR A MIRACLE An Alternative Asset Manager Hallenborg & Sandström Fund Management AB (HASAFUMA.com) is an alternative wealth management company specializing in quant trading, trend following trading with global financial instruments, such as stocks, bonds,... Read More Account & Fees Type Managed Account Minimum Investment $ 20k Trading Level Incremental Increase $ 20k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency 7-14 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 1650 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 15.00% Intraday 85.00% Decision-Making Discretionary 5.00% Systematic 95.00% Strategy Momentum 50.00% Trend-following 50.00% Composition Currency Futures 100.00% SummaryBE REALISTIC: PLAN FOR A MIRACLE An Alternative Asset Manager Hallenborg & Sandström Fund Management AB (HASAFUMA.com) is an alternative wealth management company specializing in quant trading, trend following trading with global financial instruments, such as stocks, bonds, commodities, currencies, and indices. Founded in 2011 by Thomas Sandström and Henrik Hallenborg HASAFUMA addresses well-informed, risk-conscious investors. HASAFUMAs investment models are active in more than 50 international futures markets. To handle the large trading volumes the trading process is mainly computerized. The systems track the markets 24 hours to determine opportunities. By employing sophisticated systematic models based on algorithms rather than a fund managers belief about the future movements of the markets, we seek to profit from a statistically proven edge. By charting the actions of the market participants, detecting the psychology of the crowd, we seek to find situation where similar patterns tend to repeat themselves and thus gives us an edge to place our calculated “bets” in favorable situations. The trading models has been developed by statistical analysis of historical data of the futures markets. In applying the strategies to real trading a key aspect of the operation is the system’s ability to manage risk. The level of risk varies in HASAFUMAs programs and thus gives each investor the possibility to choose his own comfortable level. In general, the more risk, the higher is the possible return.Investment StrategyFX Momentum – A Currency Futures Strategy The FX Momentum strategy tries to take advantage of short term trends. The model follows impulse moves in the markets by buying high to sell even higher, and selling short at low levels, to buy back even lower. FX Momentum has no correlation to any indices. The results of the model are totally dependent on the manager’s ability to take advantage of short-term fluctuations in the currency market. With a minimum capital requirement of $20.000, FX Momentum is suitable for small and large investors, who would like to profit from short-term trends up or down. 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 -46.24 20 19 4/1/2014 12/1/2015 -41.34 11 - 4/1/2018 3/1/2019 -6.99 4 3 4/1/2013 8/1/2013 -4.05 1 2 10/1/2017 11/1/2017 -3.96 2 1 1/1/2018 3/1/2018 -2.26 1 1 11/1/2013 12/1/2013 -1.90 1 2 1/1/2014 2/1/2014 -0.27 1 1 11/1/2012 12/1/2012 -0.01 1 1 8/1/2017 9/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 28.77 5 4/1/2016 8/1/2016 23.19 4 1/1/2013 4/1/2013 17.29 5 7/1/2012 11/1/2012 17.28 2 1/1/2016 2/1/2016 12.16 4 1/1/2015 4/1/2015 10.28 2 12/1/2016 1/1/2017 10.08 3 9/1/2013 11/1/2013 9.49 3 4/1/2019 6/1/2019 8.68 2 12/1/2017 1/1/2018 7.85 1 3/1/2017 3/1/2017 7.82 4 5/1/2017 8/1/2017 5.11 1 1/1/2014 1/1/2014 4.53 1 10/1/2017 10/1/2017 4.24 1 4/1/2018 4/1/2018 4.11 1 10/1/2016 10/1/2016 3.96 1 7/1/2013 7/1/2013 3.45 1 7/1/2020 7/1/2020 3.30 2 7/1/2015 8/1/2015 2.67 1 3/1/2020 3/1/2020 1.99 2 3/1/2014 4/1/2014 0.80 1 9/1/2020 9/1/2020 0.60 1 9/1/2019 9/1/2019 0.51 1 9/1/2014 9/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -41.34 11 5/1/2018 3/1/2019 -24.98 4 9/1/2015 12/1/2015 -18.91 3 10/1/2014 12/1/2014 -15.88 4 5/1/2014 8/1/2014 -9.78 2 5/1/2015 6/1/2015 -6.14 1 8/1/2013 8/1/2013 -5.41 5 10/1/2019 2/1/2020 -4.68 2 5/1/2013 6/1/2013 -4.05 1 11/1/2017 11/1/2017 -3.96 2 2/1/2018 3/1/2018 -3.22 2 7/1/2019 8/1/2019 -2.26 1 12/1/2013 12/1/2013 -1.97 1 9/1/2016 9/1/2016 -1.90 1 2/1/2014 2/1/2014 -1.62 1 2/1/2017 2/1/2017 -1.54 3 4/1/2020 6/1/2020 -1.52 1 11/1/2016 11/1/2016 -1.43 1 3/1/2016 3/1/2016 -0.50 1 8/1/2020 8/1/2020 -0.27 1 4/1/2017 4/1/2017 -0.27 1 12/1/2012 12/1/2012 -0.01 1 9/1/2017 9/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods100.0098.0095.0089.0083.0077.0065.0053.0041.00 Percent Profitable49.0056.1254.7447.1945.7838.9638.4671.7043.90 Average Period Return0.150.430.830.430.33-1.410.014.371.51 Average Gain3.717.0212.1421.3930.4837.6630.669.4222.83 Average Loss-3.48-7.99-12.84-18.31-25.14-26.35-19.14-8.41-15.17 Best Period16.7121.5538.0455.1983.3289.8256.9224.6349.46 Worst Period-12.47-20.92-29.39-39.74-40.92-43.46-35.24-16.13-34.73 Standard Deviation4.719.4215.5323.6832.1735.6827.889.5623.15 Gain Standard Deviation3.385.419.4514.6220.8023.9417.915.1116.17 Loss Standard Deviation2.886.149.0311.0510.8110.5510.015.1510.45 Sharpe Ratio (1%)0.010.020.02-0.02-0.04-0.10-0.110.03-0.16 Average Gain / Average Loss1.070.880.951.171.211.431.601.121.50 Profit / Loss Ratio1.091.121.141.041.020.911.002.841.18 Downside Deviation (10%)3.347.3111.9318.7325.3629.7528.6319.6134.21 Downside Deviation (5%)3.166.7810.8016.1221.1423.6119.047.1717.03 Downside Deviation (0%)3.126.6410.5215.4920.1122.1416.905.2013.70 Sortino Ratio (10%)-0.08-0.11-0.14-0.24-0.29-0.39-0.55-0.88-0.76 Sortino Ratio (5%)0.020.030.03-0.04-0.06-0.14-0.160.04-0.21 Sortino Ratio (0%)0.050.070.080.030.02-0.060.000.840.11 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 5 0.80 9/2020 Trend Following Strategy Index Month 6 5.11 1/2014 Trend Following Strategy Index Month 10 7.32 11/2013 Systematic Trader Index Month 6 12.67 1/2013 Trend Following Strategy Index Month 5 12.67 1/2013 Trend Following Strategy Index Month 3 4.79 11/2012 Trend Following Strategy Index Month 10 0.70 10/2012 Trend Following Strategy Index Month 4 6.86 8/2012 Systematic Trader Index Month 5 6.86 8/2012 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