IKOS : IKOS FX Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance -0.78% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 11.23% Sharpe (RFR=1%) 0.43 CAROR 5.32% Assets $ 48.1M Worst DD -31.13 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since3/2008 IKOS FX Fund -0.78 - - - - -3.72 -15.65 56.09 S&P 500 -0.12 - - - - 91.62 62.29 231.98 +/- S&P 500 -0.66 - - - - -95.34 -77.93 -175.89 Strategy Description SummaryIKOS creates and trades strategies based on robust mathematical modelling including statistical analysis, factor analysis and exploitation of multiple time horizon effects. IKOS FX Fund uses a Systematic Macro approach to trade major liquid global currencies. Econometric models are... Read More Account & Fees Type Fund Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 2% Targeted Worst DD Worst Peak-to-Trough 4.73% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition Currency Futures 95.00% Currency FX 5.00% SummaryIKOS creates and trades strategies based on robust mathematical modelling including statistical analysis, factor analysis and exploitation of multiple time horizon effects. IKOS FX Fund uses a Systematic Macro approach to trade major liquid global currencies. Econometric models are combined with time-series analysis and market micro-structure models within an integrated risk management and systematic high frequency execution platform. The fund seeks returns over tick-by-tick timescales, through short term, medium term technical, up to longer term fundamental in an attempt to capture as many different types of opportunity as possible in order to make the fund more robust to changing market conditions. 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 -31.13 37 - 4/1/2011 5/1/2014 -4.73 2 2 6/1/2008 8/1/2008 -3.23 2 2 10/1/2010 12/1/2010 -2.34 1 1 3/1/2009 4/1/2009 -2.25 1 1 1/1/0001 3/1/2008 -2.08 1 1 7/1/2010 8/1/2010 -1.58 1 1 5/1/2009 6/1/2009 -0.91 1 1 5/1/2010 6/1/2010 -0.35 1 1 1/1/2009 2/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 44.91 9 7/1/2014 3/1/2015 29.86 11 7/1/2009 5/1/2010 19.06 5 9/1/2008 1/1/2009 17.44 4 1/1/2011 4/1/2011 9.84 2 9/1/2010 10/1/2010 6.75 1 5/1/2009 5/1/2009 5.74 3 4/1/2008 6/1/2008 5.13 2 6/1/2011 7/1/2011 4.27 1 7/1/2010 7/1/2010 3.79 2 2/1/2016 3/1/2016 3.19 1 12/1/2015 12/1/2015 3.02 1 7/1/2012 7/1/2012 1.86 1 9/1/2011 9/1/2011 1.13 1 3/1/2013 3/1/2013 0.61 1 3/1/2009 3/1/2009 0.40 1 7/1/2015 7/1/2015 0.25 1 4/1/2012 4/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -12.55 15 4/1/2013 6/1/2014 -11.26 6 4/1/2016 9/1/2016 -10.69 3 4/1/2015 6/1/2015 -10.07 6 10/1/2011 3/1/2012 -9.49 1 5/1/2011 5/1/2011 -6.99 1 8/1/2011 8/1/2011 -6.10 4 8/1/2015 11/1/2015 -5.68 7 8/1/2012 2/1/2013 -4.73 2 7/1/2008 8/1/2008 -3.23 2 11/1/2010 12/1/2010 -2.34 1 4/1/2009 4/1/2009 -2.25 1 3/1/2008 3/1/2008 -2.08 1 8/1/2010 8/1/2010 -1.58 1 6/1/2009 6/1/2009 -1.40 2 5/1/2012 6/1/2012 -1.19 1 1/1/2016 1/1/2016 -0.91 1 6/1/2010 6/1/2010 -0.35 1 2/1/2009 2/1/2009 Show More Top Performer Badges Index Award Type Rank Performance Period Systematic Trader Index Month 4 8.70 3/2015 IASG CTA Index Month 5 8.70 3/2015 IASG CTA Index Month 10 10.68 12/2014 Systematic Trader Index Month 10 3.36 6/2011 Systematic Trader Index Month 7 6.57 3/2011 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