IKOS : IKOS G10 Currency Fund Euro

archived programsClosed to new investments
Year-to-Date
N / A
Jan Performance
3.32%
Min Investment
$ 0k
Mgmt. Fee
3.60%
Perf. Fee
20.00%
Annualized Vol
6.68%
Sharpe (RFR=1%)
2.44
CAROR
-
Assets
$ 11.2M
Worst DD
-2.00
S&P Correlation
0.34

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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
6/2009
IKOS G10 Currency Fund Euro 3.32 - - - - - - 11.99
S&P 500 -3.70 - - - - - - 276.81
+/- S&P 500 7.02 - - - - - - -264.83

Strategy Description

Account & Fees

Type Managed Account
Minimum Investment $ 0k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 3.60%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark Yes
Subscription Frequency Monthly
Redemption Frequency Monthly
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 0%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 0%

Strategy

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-2.00 1 1 1/1/0001 6/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
14.27 7 7/1/2009 1/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.00 1 6/1/2009 6/1/2009
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Time Windows Analysis

 1 Month3 Month
Number of Periods8.006.00
Percent Profitable87.50100.00
Average Period Return1.444.84
Average Gain1.934.84
Average Loss-2.00
Best Period3.327.14
Worst Period-2.001.90
Standard Deviation1.932.07
Gain Standard Deviation1.442.07
Loss Standard Deviation
Sharpe Ratio (1%)0.702.22
Average Gain / Average Loss0.97
Profit / Loss Ratio6.77
Downside Deviation (10%)0.86
Downside Deviation (5%)0.74
Downside Deviation (0%)0.71
Sortino Ratio (10%)1.20
Sortino Ratio (5%)1.84
Sortino Ratio (0%)2.04

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.