Index Mechanics BV : Index Investments Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance -2.22% Min Investment $ 1,000k Mgmt. Fee 0% Perf. Fee 27.50% Annualized Vol 14.45% Sharpe (RFR=1%) -1.89 CAROR - Assets $ 1.4M Worst DD -18.21 S&P Correlation 0.35 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 Aug Qtr 2019 1yr 3yr 5yr 10yr Since1/2016 Index Investments Program -2.22 -14.21 - - - - - -16.78 S&P 500 -0.12 3.53 - - - - - 11.89 +/- S&P 500 -2.10 -17.74 - - - - - -28.67 Strategy Description SummaryIndex Mechanics operandus can be best described as a short term systematically managed futures strategy that applies dynamic risk management techniques to trade a universe of 25 index futures. Trading markets randomly. After many years of research and market analysis, the investment... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 50k CTA Max Funding Factor 1.00 Management Fee 0% Performance Fee 27.50% Average Commission $15.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 850 RT/YR/$M Avg. Margin-to-Equity 12% Targeted Worst DD -25.00% Worst Peak-to-Trough 26.57% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 20.00% 1-30 Days 80.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition Stock Indices 34.00% Currency Futures 33.00% Industrial Metals 33.00% SummaryIndex Mechanics operandus can be best described as a short term systematically managed futures strategy that applies dynamic risk management techniques to trade a universe of 25 index futures. Trading markets randomly. After many years of research and market analysis, the investment team believes that the ability to predicting market direction through fundamental or technical analysis is limited and risk management is a more powerful tool for producing consistent positive performance. As such the strategy is built upon the selection of a sub-set of markets determined by volatility and correlation and innovative systematic money- and risk management algorithms. The strategy provides: 1. A discriminate level of downside protection for beta- or beta- correlated strategies. 2. A distinctive risk adjusted return. 3. A high degree of diversification, low correlation, with leading Managed Futures competitors. Go to: www.indexmechanics.com. Performance capsule IASG: Net of fees. Investment StrategyAfter entering the market randomly, every trade is nurtured arithmetic on the basis of innovative Money- & Risk management algorithms. Trading up- and down markets. Focusing on Global financial indices like equity-, metal-, commodity- and currency- indices. Short term.Risk ManagementThe strategy trades highly liquid exchange-traded futures purely along arithmetic parameters. Risk management is fully automated. The operandus can at any time be (net) long, short or neutral in any given market, and it may include any Index. 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 -18.21 5 - 3/1/2016 8/1/2016 -2.98 2 1 1/1/0001 2/1/2016 Show More Consecutive Gains Run-up Length (Mos.) Start End 4.88 1 3/1/2016 3/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -18.21 5 4/1/2016 8/1/2016 -2.98 2 1/1/2016 2/1/2016 Show More Time Windows Analysis 12 Month18 Month2 Year3 Year4 Year1 Month3 Month Number of Periods39.0033.0027.0015.003.008.006.00 Percent Profitable94.87100.00100.00100.00100.0012.5033.33 Average Period Return34.7455.7372.99145.84153.90-2.19-6.78 Average Gain36.7555.7372.99145.84153.904.881.92 Average Loss-2.55-3.20-11.13 Best Period71.8883.56139.53191.04191.984.882.10 Worst Period-3.0427.8633.50110.97123.45-10.04-16.05 Standard Deviation23.3414.6122.2623.2234.904.178.88 Gain Standard Deviation22.2114.6122.2623.2234.900.25 Loss Standard Deviation0.693.287.46 Sharpe Ratio (1%)1.453.713.196.154.29-0.55-0.79 Average Gain / Average Loss14.391.520.17 Profit / Loss Ratio266.220.220.09 Downside Deviation (10%)1.804.4111.38 Downside Deviation (5%)0.814.1910.68 Downside Deviation (0%)0.594.1310.51 Sortino Ratio (10%)16.55-0.59-0.70 Sortino Ratio (5%)41.53-0.54-0.66 Sortino Ratio (0%)59.01-0.53-0.65 Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Month 2 12.96 2/2015 Systematic Trader Index Month 2 12.96 2/2015 Diversified Trader Index Month 2 12.96 2/2015 Diversified Trader Index Month 8 15.33 1/2015 Systematic Trader Index Month 9 15.33 1/2015 IASG CTA Index Month 10 15.33 1/2015 IASG CTA Index Month 6 11.82 12/2014 Systematic Trader Index Month 8 11.82 12/2014 Diversified Trader Index Month 8 11.82 12/2014 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