Ion Asset Architecture : Ion Nivium Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 1.19% Min Investment $ 100k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 2.50% Sharpe (RFR=1%) 0.60 CAROR 2.50% Assets $ 5.4M Worst DD -2.31 S&P Correlation -0.09 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 Since5/2013 Ion Nivium Fund 1.19 - - - - - - 5.48 S&P 500 -2.10 - - - - - - 104.13 +/- S&P 500 3.29 - - - - - - -98.64 Strategy Description SummaryThe Ion Nivium fund is a quantitative global macro fund which invests primarily in foreign exchange, interest rate and sovereign credit markets, and secondarily in corporate credit index, equity index and commodity markets. The geographical focus is the G10 and liquid emerging markets.... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 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 Systematic 100.00% Strategy Composition SummaryThe Ion Nivium fund is a quantitative global macro fund which invests primarily in foreign exchange, interest rate and sovereign credit markets, and secondarily in corporate credit index, equity index and commodity markets. The geographical focus is the G10 and liquid emerging markets. The fund invests based on proprietary quantitative models that identify deviations from fair value across a variety of time horizons and the holding period of the fund’s positions varies from a few days to several months. 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 -2.31 4 - 1/1/2015 5/1/2015 -1.14 2 2 3/1/2014 5/1/2014 -0.64 2 3 10/1/2013 12/1/2013 -0.02 1 1 7/1/2014 8/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 3.88 5 9/1/2014 1/1/2015 2.06 6 5/1/2013 10/1/2013 1.51 2 6/1/2014 7/1/2014 1.19 1 6/1/2015 6/1/2015 0.97 3 1/1/2014 3/1/2014 0.44 1 4/1/2015 4/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -1.45 1 5/1/2015 5/1/2015 -1.31 2 2/1/2015 3/1/2015 -1.14 2 4/1/2014 5/1/2014 -0.64 2 11/1/2013 12/1/2013 -0.02 1 8/1/2014 8/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods26.0024.0021.0015.009.00 Percent Profitable69.2370.8376.19100.00100.00 Average Period Return0.210.631.403.124.73 Average Gain0.551.252.023.124.73 Average Loss-0.57-0.87-0.60 Best Period1.813.004.535.176.34 Worst Period-1.45-2.28-1.481.182.67 Standard Deviation0.721.291.791.361.29 Gain Standard Deviation0.480.911.561.361.29 Loss Standard Deviation0.540.680.61 Sharpe Ratio (1%)0.170.300.501.562.50 Average Gain / Average Loss0.971.433.38 Profit / Loss Ratio2.193.4810.81 Downside Deviation (10%)0.631.261.882.303.11 Downside Deviation (5%)0.460.700.60 Downside Deviation (0%)0.420.580.40 Sortino Ratio (10%)-0.32-0.47-0.57-0.82-0.92 Sortino Ratio (5%)0.270.551.50 Sortino Ratio (0%)0.491.083.53 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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