IFIT Advisory AG : Contrapuntal Fund SP Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Nov Performance -0.13% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 23.45% Sharpe (RFR=1%) 0.23 CAROR 3.74% Assets $ 4.4M Worst DD -30.84 S&P Correlation 0.05 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 Nov Qtr 2020 1yr 3yr 5yr 10yr Since3/2006 Contrapuntal Fund SP -0.13 - - - - - -27.96 23.54 S&P 500 -0.51 - - - - - 9.42 187.08 +/- S&P 500 0.38 - - - - - -37.38 -163.54 Strategy Description SummaryThe Fund pursues a rule based, directional, absolute return strategy. The Fund seeks above average long term growth, with low correlation to stocks and bonds but with a volatility and maximum drawdown potentially lower than traditional stand alone stock market investment. The Fund... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $7.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 800 RT/YR/$M Avg. Margin-to-Equity 14% Targeted Worst DD -30.00% Worst Peak-to-Trough 30.90% Sector Focus Diversified Traders Holding Periods Over 12 Months 3.00% 4-12 Months 40.00% 1-3 Months 46.00% 1-30 Days 11.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Momentum 20.00% Technical 20.00% Trend-following 60.00% Composition Interest Rates 20.00% Stock Indices 20.00% Grains 12.00% Currency Futures 10.00% Softs 10.00% Energy 8.00% Industrial Metals 7.00% Precious Metals 5.00% Other 5.00% Livestock 2.00% VIX 1.00% SummaryThe Fund pursues a rule based, directional, absolute return strategy. The Fund seeks above average long term growth, with low correlation to stocks and bonds but with a volatility and maximum drawdown potentially lower than traditional stand alone stock market investment. The Fund calls it strategy “Systematic Global Macro”. The Global Macro hedge fund strategy can be defined as dynamic global asset allocation. Global Macro hedge fund managers have the ability to take positions in any instrument in any market throughout the world. Asset allocation is the most important determinant of profit in any portfolio and the ability to switch assets from one market to another means that the Fund should be well placed to reap profits from many different sectors as the potential arises. Generally, a Global Macro hedge fund will invest to take advantage of trends in broad economic sectors (such as currencies, bonds, or stock indices) and the Fund is no exception. Diversification over many asset classes should enable the Fund to benefit from whatever sustained trends occur in each market segment. While it is undoubtedly true that correlation between asset classes (positive or negative) tends to strengthen in periods of crisis, in more normal times the benefit of wide diversification is that more opportunities will present themselves and profit can be sought in one or more upwardly trending asset classes at times when trends are not evident in other asset classes. In general, this can lead to a smoother and greater return on equity than investment in any single asset class such as stocks. Investment Manager: Aspeqt Capital Management Ltd, George Town Grand Cayman. Investment Advisor: IFIT Advisory AG, Voltastrasse 61, CH-8044, Zurich, Switzerland. IFIT Advisory AG is registered with VQF. This material is neither a solicitation nor an offer. The value of an investment may go down as well as up. Past performance is not necessarily indicative of future results.Investment StrategyThe Fund invests almost wholly through futures or forward contracts traded on regulated world exchanges from North America and Europe to the Far East and the Southern Hemisphere. The Fund’s potential portfolio of over 100 instruments consists of stock indices, bonds, notes and interest rates, currencies, metals (precious and industrial), grains, energy, meats, soft commodities and various other instruments such as carbon emission futures and volatility and commodity indices. The Fund takes long only positions, except in currency pairs. A mechanical, rule based approach recognizes that human emotions and subjective judgment may perhaps be better replaced by a rule based system which simply follows the flow of trending markets.Risk ManagementThe Fund manages its leverage from a margin perspective. The average margin usage is expected to remain low. Initial individual position size is limited to risk no more than a small percentage of overall capital on each individual position. Overall portfolio risk is limited to around 31% of funds although this can increase somewhat in strongly trending markets. Sector risk is limited to a fixed percentage of capital per sector. Again, sector risk can increase somewhat above this level in strongly trending markets. Risk is calculated in relation to a position’s pre-defined exit level although fast markets, gaps and unexpected slippage can result in an exit at a worse level than that reflected in the planned fixed exit point. 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 -30.84 7 - 4/1/2011 11/1/2011 -30.79 3 18 6/1/2008 9/1/2008 -14.78 3 2 5/1/2007 8/1/2007 -12.85 2 2 2/1/2008 4/1/2008 -11.84 3 2 6/1/2006 9/1/2006 -10.85 3 3 4/1/2010 7/1/2010 -3.07 1 1 10/1/2007 11/1/2007 -2.26 2 3 12/1/2006 2/1/2007 -1.64 1 1 10/1/2010 11/1/2010 -1.56 1 1 2/1/2011 3/1/2011 -0.94 1 1 4/1/2006 5/1/2006 -0.54 1 1 1/1/0001 3/1/2006 Show More Consecutive Gains Run-up Length (Mos.) Start End 31.19 3 12/1/2007 2/1/2008 30.64 6 10/1/2008 3/1/2009 24.10 2 9/1/2007 10/1/2007 17.72 2 5/1/2008 6/1/2008 16.15 3 10/1/2006 12/1/2006 15.04 3 7/1/2009 9/1/2009 13.06 3 12/1/2010 2/1/2011 12.70 3 8/1/2010 10/1/2010 10.96 3 2/1/2010 4/1/2010 6.37 3 3/1/2007 5/1/2007 4.27 1 7/1/2011 7/1/2011 3.76 1 4/1/2011 4/1/2011 3.35 1 4/1/2006 4/1/2006 2.99 1 11/1/2009 11/1/2009 1.86 1 6/1/2010 6/1/2010 1.56 1 6/1/2006 6/1/2006 Show More Consecutive Losses Run-up Length (Mos.) Start End -30.79 3 7/1/2008 9/1/2008 -25.06 4 8/1/2011 11/1/2011 -14.78 3 6/1/2007 8/1/2007 -12.85 2 3/1/2008 4/1/2008 -11.84 3 7/1/2006 9/1/2006 -11.50 2 5/1/2011 6/1/2011 -10.49 1 5/1/2010 5/1/2010 -6.41 3 4/1/2009 6/1/2009 -5.29 2 12/1/2009 1/1/2010 -3.07 1 11/1/2007 11/1/2007 -2.26 2 1/1/2007 2/1/2007 -2.22 1 7/1/2010 7/1/2010 -2.22 1 10/1/2009 10/1/2009 -1.64 1 11/1/2010 11/1/2010 -1.56 1 3/1/2011 3/1/2011 -0.94 1 5/1/2006 5/1/2006 -0.54 1 3/1/2006 3/1/2006 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods69.0067.0064.0058.0052.0046.0034.0022.00 Percent Profitable53.6256.7264.0686.2188.4689.1397.06100.00 Average Period Return0.531.684.3010.5116.5222.8134.1249.98 Average Gain5.069.4012.2013.8620.0626.8635.2349.98 Average Loss-4.70-8.44-9.79-10.40-10.66-10.44-2.48 Best Period19.4631.1957.8143.0660.5348.0762.2273.28 Worst Period-19.66-30.79-30.75-21.34-20.97-17.06-2.486.23 Standard Deviation6.7711.5814.6313.0816.0814.7513.4518.92 Gain Standard Deviation4.757.2010.7410.2913.309.2911.9818.92 Loss Standard Deviation4.657.788.898.506.605.86 Sharpe Ratio (1%)0.070.120.260.730.931.412.312.43 Average Gain / Average Loss1.081.111.251.331.882.5714.19 Profit / Loss Ratio1.241.462.228.3314.4221.10468.39 Downside Deviation (10%)4.678.119.026.526.647.064.094.18 Downside Deviation (5%)4.517.618.085.164.614.450.95 Downside Deviation (0%)4.477.497.854.864.163.850.43 Sortino Ratio (10%)0.030.060.200.841.341.784.496.79 Sortino Ratio (5%)0.100.190.471.843.264.6732.89 Sortino Ratio (0%)0.120.220.552.163.975.9280.16 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