InCube Capital : IFR InCube Augura Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance -0.83% Min Investment $ 1,000k Mgmt. Fee 1.00% Perf. Fee 10.00% Annualized Vol 10.30% Sharpe (RFR=1%) -0.40 CAROR - Assets $ 5.7M Worst DD -14.86 S&P Correlation 0.33 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 Since12/2011 IFR InCube Augura Fund -0.83 2.82 - -11.85 - - - -6.44 S&P 500 2.97 4.69 - 16.72 - - - 33.71 +/- S&P 500 -3.80 -1.87 - -28.57 - - - -40.15 Strategy Description SummaryAugura is a 100% systematic and highly liquid long-only managed futures program. The Augura Fund trades a diversified set of commodity, currency and interest rate futures markets. ... Read More Account & Fees Type Fund Minimum Investment $ 1,000k Trading Level Incremental Increase $ 20k CTA Max Funding Factor Management Fee 1.00% Performance Fee 10.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 500 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD -15.00% Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 30.00% 4-12 Months 50.00% 1-3 Months 15.00% 1-30 Days 5.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition Currency Futures 25.00% Precious Metals 20.00% Interest Rates 20.00% Grains 10.00% Softs 10.00% Energy 10.00% Industrial Metals 5.00% SummaryAugura is a 100% systematic and highly liquid long-only managed futures program. The Augura Fund trades a diversified set of commodity, currency and interest rate futures markets. Investment StrategyThe strategy benefits from hedging pressure caused by large commercial market participants. Its algorithm tries to detect markets which exhibit large hedging pressure and thus attract significant investment flows. The Fund offers daily liquidity and the potential for returns independent of traditional forms of investment. Risk ManagementInvestment objectives: annualized net return > 10%, volatility < 15%, maximum drawdown < 15%, low correlation to equities, bonds and large CTAs. 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 -14.86 9 - 8/1/2012 5/1/2013 -6.29 3 3 2/1/2012 5/1/2012 -0.50 1 1 1/1/0001 12/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 8.99 3 6/1/2012 8/1/2012 4.64 2 1/1/2012 2/1/2012 4.22 3 6/1/2013 8/1/2013 1.47 1 1/1/2013 1/1/2013 1.27 1 11/1/2012 11/1/2012 0.86 1 3/1/2013 3/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.12 2 4/1/2013 5/1/2013 -6.29 3 3/1/2012 5/1/2012 -4.68 2 9/1/2012 10/1/2012 -3.48 1 12/1/2012 12/1/2012 -2.82 1 2/1/2013 2/1/2013 -0.83 1 9/1/2013 9/1/2013 -0.50 1 12/1/2011 12/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month Number of Periods22.0020.0017.0011.00 Percent Profitable50.0040.0029.419.09 Average Period Return-0.26-1.01-3.05-5.83 Average Gain1.934.202.702.64 Average Loss-2.45-4.48-5.45-6.68 Best Period6.428.995.202.64 Worst Period-6.76-7.64-11.80-11.85 Standard Deviation2.975.104.754.70 Gain Standard Deviation1.733.171.57 Loss Standard Deviation2.252.383.263.98 Sharpe Ratio (1%)-0.12-0.25-0.75-1.45 Average Gain / Average Loss0.790.940.500.40 Profit / Loss Ratio0.790.630.210.04 Downside Deviation (10%)2.524.777.1611.72 Downside Deviation (5%)2.344.075.648.16 Downside Deviation (0%)2.303.905.277.31 Sortino Ratio (10%)-0.26-0.47-0.77-0.92 Sortino Ratio (5%)-0.15-0.31-0.63-0.84 Sortino Ratio (0%)-0.11-0.26-0.58-0.80 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