Insch Capital Management SA : Insch Kintore (Bidirectional Gold) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance -2.60% Min Investment $ 200k Mgmt. Fee 1.50% Perf. Fee 15.00% Annualized Vol 25.84% Sharpe (RFR=1%) 0.36 CAROR 7.40% Assets $ 409k Worst DD -28.65 S&P Correlation -0.24 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 YTD 1yr 3yr 5yr 10yr Since2/2015 Insch Kintore (Bidirectional Gold) -2.60 - - - -10.00 3.52 - 29.14 S&P 500 3.03 - - - 45.64 75.89 - 103.04 +/- S&P 500 -5.63 - - - -55.64 -72.37 - -73.90 Strategy Description SummaryInsch Capital Management SA is based in Lugano, Switzerland. The firm was established in 2004 and is regulated in Switzerland as a discretionary asset manager and fiduciary company. Insch also has a Representative Office in London and is an appointed representative introducer of... Read More Account & Fees Type Managed Account Minimum Investment $ 200k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.50% Performance Fee 15.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 20 RT/YR/$M Avg. Margin-to-Equity 3% Targeted Worst DD Worst Peak-to-Trough Sector Focus Financial & Metals Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Currency FX 50.00% Precious Metals 50.00% SummaryInsch Capital Management SA is based in Lugano, Switzerland. The firm was established in 2004 and is regulated in Switzerland as a discretionary asset manager and fiduciary company. Insch also has a Representative Office in London and is an appointed representative introducer of Linear Investments Ltd., which is authorized and regulated by the Financial Conduct Authority.Investment StrategyThe Insch Kintore Program is an entirely systematic trading program, which trades gold versus G7 currencies. Buy and sell signals are generated from price breakouts, volatility and other proprietary signals. Stop and reverse signals are taken as long as volatility constraints have not been exceeded. The system aims for a robust track record with consistent alpha, alongside non-correlated downside deviation when compared with gold investments.Risk ManagementThe system incorporates a volatility filter. Following a price reversal, a signal is not generated if the exchange rate volatility (quantified by a proprietary volatility measure) exceeds certain pre-defined volatility bands. Each trade has a trailing stop, which ensures that losses are not allowed to accumulate. 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 -28.65 7 11 2/1/2016 9/1/2016 -24.81 5 - 1/1/2018 6/1/2018 -10.63 3 1 9/1/2015 12/1/2015 -6.53 2 1 9/1/2017 11/1/2017 -4.14 5 1 1/1/0001 6/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 50.70 2 1/1/2016 2/1/2016 27.76 5 10/1/2016 2/1/2017 22.40 6 4/1/2017 9/1/2017 20.07 3 7/1/2015 9/1/2015 9.38 2 12/1/2017 1/1/2018 5.94 1 11/1/2015 11/1/2015 4.61 1 7/1/2018 7/1/2018 1.72 1 8/1/2016 8/1/2016 1.65 1 3/1/2015 3/1/2015 0.95 1 5/1/2016 5/1/2016 Show More Consecutive Losses Run-up Length (Mos.) Start End -24.81 5 2/1/2018 6/1/2018 -19.53 2 3/1/2016 4/1/2016 -8.71 1 9/1/2016 9/1/2016 -8.43 1 10/1/2015 10/1/2015 -7.87 1 12/1/2015 12/1/2015 -6.53 2 10/1/2017 11/1/2017 -5.42 2 6/1/2016 7/1/2016 -4.66 1 3/1/2017 3/1/2017 -3.05 3 4/1/2015 6/1/2015 -2.73 1 2/1/2015 2/1/2015 -2.60 1 8/1/2018 8/1/2018 Show More Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 2 4.61 7/2018 IASG CTA Index Month 9 4.61 7/2018 Systematic Trader Index Month 5 4.61 7/2018 IASG CTA Index Annual 10 21.18 2017 Trend Following Strategy Index Month 2 7.90 12/2017 Systematic Trader Index Month 2 7.90 12/2017 IASG CTA Index Month 2 7.90 12/2017 Trend Following Strategy Index Month 10 0.07 9/2017 Trend Following Strategy Index Month 1 9.04 8/2017 Systematic Trader Index Month 1 9.04 8/2017 IASG CTA Index Month 3 9.04 8/2017 Trend Following Strategy Index Month 10 3.98 7/2017 Systematic Trader Index Month 7 3.13 6/2017 Trend Following Strategy Index Month 2 3.13 6/2017 Trend Following Strategy Index Month 6 3.76 5/2017 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