Ion Asset Architecture : Ion Pherium Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance 2.37% Min Investment $ 10,000k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 9.39% Sharpe (RFR=1%) -0.43 CAROR -3.45% Assets $ 9.5M Worst DD -15.81 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since9/2012 Ion Pherium Program 2.37 - - - - - - -7.06 S&P 500 -1.55 - - - - - - 170.35 +/- S&P 500 3.92 - - - - - - -177.40 Strategy Description SummaryThe Ion Pherium Fund is a fully systematic fund focusing on medium to long-term effects in global stock index, interest rate, commodity and foreign exchange markets. The portfolio of strategies deployed include a broadly diversified set of trend-following, mean reversion, carry, fundamental... Read More Account & Fees Type Managed Account Minimum Investment $ 10,000k Trading Level Incremental Increase $ 1,000k CTA Max Funding Factor Management Fee 0% Performance Fee 30.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 4-12 Months 1-3 Months 1-30 Days Intraday Decision-Making Discretionary Systematic 100.00% Strategy Composition SummaryThe Ion Pherium Fund is a fully systematic fund focusing on medium to long-term effects in global stock index, interest rate, commodity and foreign exchange markets. The portfolio of strategies deployed include a broadly diversified set of trend-following, mean reversion, carry, fundamental and relative-value strategies. The Fund targets an annualized volatility of 20%. 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 -15.81 5 - 4/1/2013 9/1/2013 -4.27 2 5 1/1/0001 10/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 7.32 4 1/1/2013 4/1/2013 7.08 2 10/1/2013 11/1/2013 4.76 2 4/1/2014 5/1/2014 2.92 1 8/1/2014 8/1/2014 2.10 1 11/1/2012 11/1/2012 Show More Consecutive Losses Run-up Length (Mos.) Start End -15.81 5 5/1/2013 9/1/2013 -5.72 4 12/1/2013 3/1/2014 -4.60 2 6/1/2014 7/1/2014 -4.27 2 9/1/2012 10/1/2012 -1.00 1 12/1/2012 12/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods24.0022.0019.0013.007.00 Percent Profitable41.6740.9121.057.690.00 Average Period Return-0.37-1.06-2.39-6.84-8.04 Average Gain2.383.453.071.15 Average Loss-2.33-4.19-3.85-7.50-8.04 Best Period3.785.978.481.15-5.22 Worst Period-6.58-11.66-12.82-12.63-10.85 Standard Deviation2.714.705.084.152.57 Gain Standard Deviation1.001.833.62 Loss Standard Deviation1.533.254.423.532.57 Sharpe Ratio (1%)-0.17-0.28-0.57-1.89-3.71 Average Gain / Average Loss1.020.820.800.15 Profit / Loss Ratio0.730.570.210.01 Downside Deviation (10%)2.384.816.7912.4915.82 Downside Deviation (5%)2.164.175.418.799.84 Downside Deviation (0%)2.114.025.117.918.39 Sortino Ratio (10%)-0.33-0.48-0.72-0.95-0.99 Sortino Ratio (5%)-0.21-0.31-0.53-0.89-0.97 Sortino Ratio (0%)-0.17-0.26-0.47-0.86-0.96 Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. 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