Ion Asset Architecture : Ion Fund Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -0.06% Min Investment $ 10,000k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 5.93% Sharpe (RFR=1%) 0.25 CAROR 2.33% Assets $ 24.4M Worst DD -16.63 S&P Correlation -0.37 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since11/2007 Ion Fund Program -0.06 - - - - - -13.59 19.28 S&P 500 -2.10 - - - - - 73.15 148.18 +/- S&P 500 2.04 - - - - - -86.73 -128.90 Strategy Description SummaryThe Ion Fund Programme is a 100% systematic programme that operates in highly liquid and listed instruments. Its trading systems are designed to exploit price changes in the short and medium term. The system portfolio consists of trend-following, mean reversion and opportunistic trading... Read More Account & Fees Type Managed Account Minimum Investment $ 10,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 10000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified 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 Composition SummaryThe Ion Fund Programme is a 100% systematic programme that operates in highly liquid and listed instruments. Its trading systems are designed to exploit price changes in the short and medium term. The system portfolio consists of trend-following, mean reversion and opportunistic trading strategies that have been extensively tested over at least ten years of market data. The programme objective is to provide returns on the order of 20% p.a. without showing correlation to any single market. 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 -16.63 39 - 9/1/2010 12/1/2013 -3.85 3 8 8/1/2009 11/1/2009 -3.47 1 1 4/1/2008 5/1/2008 -0.97 1 1 11/1/2008 12/1/2008 -0.36 1 2 3/1/2009 4/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 20.39 6 6/1/2008 11/1/2008 11.20 6 11/1/2007 4/1/2008 6.27 6 4/1/2010 9/1/2010 5.85 4 5/1/2009 8/1/2009 3.10 1 1/1/2009 1/1/2009 2.65 2 12/1/2009 1/1/2010 2.04 2 7/1/2012 8/1/2012 1.99 1 10/1/2009 10/1/2009 1.78 1 10/1/2011 10/1/2011 1.69 1 2/1/2013 2/1/2013 0.80 1 6/1/2011 6/1/2011 0.72 2 1/1/2011 2/1/2011 0.57 2 3/1/2012 4/1/2012 0.50 1 11/1/2012 11/1/2012 0.26 1 6/1/2013 6/1/2013 0.25 2 2/1/2014 3/1/2014 0.24 1 3/1/2009 3/1/2009 0.05 2 12/1/2014 1/1/2015 0.04 1 4/1/2011 4/1/2011 0.02 1 9/1/2014 9/1/2014 0.02 1 3/1/2015 3/1/2015 0.01 1 4/1/2013 4/1/2013 0.01 1 5/1/2014 5/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -7.43 4 11/1/2011 2/1/2012 -4.03 3 10/1/2010 12/1/2010 -3.89 7 7/1/2013 1/1/2014 -3.51 1 11/1/2009 11/1/2009 -3.47 1 5/1/2008 5/1/2008 -3.35 3 7/1/2011 9/1/2011 -2.38 2 2/1/2010 3/1/2010 -2.30 1 9/1/2009 9/1/2009 -1.79 2 9/1/2012 10/1/2012 -1.78 2 5/1/2012 6/1/2012 -1.43 1 3/1/2011 3/1/2011 -0.97 1 12/1/2008 12/1/2008 -0.96 2 12/1/2012 1/1/2013 -0.64 1 5/1/2011 5/1/2011 -0.48 1 5/1/2013 5/1/2013 -0.36 1 4/1/2009 4/1/2009 -0.20 1 3/1/2013 3/1/2013 -0.11 3 4/1/2015 6/1/2015 -0.06 3 6/1/2014 8/1/2014 -0.01 1 4/1/2014 4/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods92.0090.0087.0081.0075.0069.0057.0045.0033.00 Percent Profitable51.0947.7851.7254.3238.6728.9924.5626.6733.33 Average Period Return0.210.591.021.621.260.34-1.70-4.16-2.76 Average Gain1.242.814.326.9711.9217.4821.6115.0012.91 Average Loss-1.10-1.48-2.51-4.74-5.46-6.65-9.29-11.13-10.59 Best Period8.349.7520.3926.7932.6739.0039.1134.1322.91 Worst Period-3.86-6.18-7.41-10.07-12.63-13.16-16.62-16.45-14.48 Standard Deviation1.713.115.169.0811.4312.9314.8313.0612.30 Gain Standard Deviation1.532.854.959.0811.5811.4811.159.687.40 Loss Standard Deviation1.161.592.222.883.493.543.843.833.37 Sharpe Ratio (1%)0.070.110.100.07-0.02-0.13-0.32-0.63-0.64 Average Gain / Average Loss1.131.901.721.472.182.632.331.351.22 Profit / Loss Ratio1.481.781.851.751.381.070.760.490.61 Downside Deviation (10%)1.202.293.927.2710.8714.6722.1328.7032.71 Downside Deviation (5%)1.031.672.594.356.107.8711.2013.4113.13 Downside Deviation (0%)0.991.542.323.745.066.338.7110.079.06 Sortino Ratio (10%)-0.17-0.28-0.37-0.46-0.58-0.68-0.79-0.90-0.93 Sortino Ratio (5%)0.120.200.200.14-0.04-0.21-0.42-0.61-0.60 Sortino Ratio (0%)0.210.380.440.430.250.05-0.19-0.41-0.30 Top Performer Badges Index Award Type Rank Performance Period Systematic Trader Index Month 10 3.14 6/2009 IASG CTA Index Sharpe 3 5.96 2007 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