Insch Capital Management SA : Insch Kintore (Bidirectional Gold)

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	Since 2/2015
Insch Kintore (Bidirectional Gold)	-2.60	1.89	-	-21.68	12.20	-	-	29.14
S&P 500	3.03	7.25	-	16.39	45.64	-	-	37.07
+/- S&P 500	-5.63	-5.36	-	-38.07	-33.43	-	-	-7.93

Strategy Description

Summary

Insch 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%

Summary

Investment Strategy

The 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 Management

The 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:

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:

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

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

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

Time Windows Analysis

	4 Year	5 Year	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year
Number of Periods	31.00	19.00	43.00	41.00	38.00	32.00	26.00	20.00
Percent Profitable	100.00	100.00	53.49	48.78	71.05	78.13	88.46	95.00
Average Period Return	125.37	172.05	0.85	2.74	6.34	15.76	21.91	31.55
Average Gain	125.37	172.05	5.87	12.69	14.31	22.88	25.69	33.26
Average Loss			-4.92	-6.73	-13.20	-9.67	-7.14	-0.97
Best Period	181.15	260.84	27.32	38.84	37.73	59.36	43.16	61.66
Worst Period	85.97	125.06	-11.81	-18.76	-23.78	-21.63	-8.61	-0.97
Standard Deviation	21.35	38.34	7.46	12.75	14.43	18.20	14.71	19.27
Gain Standard Deviation	21.35	38.34	6.34	10.30	6.75	13.24	10.75	18.17
Loss Standard Deviation			3.30	5.59	7.77	6.70	1.78
Sharpe Ratio (1%)	5.68	4.35	0.10	0.20	0.41	0.81	1.39	1.53
Average Gain / Average Loss			1.19	1.89	1.08	2.37	3.60	34.43
Profit / Loss Ratio			1.37	1.80	2.66	8.45	27.61	654.22
Downside Deviation (10%)			4.24	6.90	9.33	7.45	5.18	3.14
Downside Deviation (5%)			4.05	6.34	8.38	5.77	2.98	0.67
Downside Deviation (0%)			4.01	6.20	8.14	5.37	2.47	0.22
Sortino Ratio (10%)			0.11	0.22	0.42	1.45	2.77	6.78
Sortino Ratio (5%)			0.19	0.39	0.70	2.56	6.86	44.39
Sortino Ratio (0%)			0.21	0.44	0.78	2.93	8.86	146.06

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	Year Rolling	10	21.18	2016 - 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.

^#2

Top Performer

TREND FOLLOWING STRATEGY INDEX

JULY
2018

Get Free Research Report on This CTA

Get additional information on Insch Capital Management SA, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by Insch Capital Management SA

Program Name	CAROR

IASG Activity

Blends 5
Portfolios 2
Watchlists 1

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

Insch Capital Management SA : Insch Kintore (Bidirectional Gold)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: