Ion Asset Architecture : Ion Volium Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance 0.95% Min Investment $ 0k Mgmt. Fee 0% Perf. Fee 50.00% Annualized Vol 0.75% Sharpe (RFR=1%) 2.41 CAROR 2.84% Assets $ 1.9M Worst DD N/A S&P Correlation 0.02 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 2020 1yr 3yr 5yr 10yr Since4/2011 Ion Volium Fund 0.95 - - - - - - 12.62 S&P 500 -2.10 - - - - - - 172.59 +/- S&P 500 3.05 - - - - - - -159.97 Strategy Description SummaryThe Ion Volium Fund is a 100% systematic fund that employs very high-frequency trading strategies on a handful of listed instruments. The focus is on selecting strategies that offer consistency in returns. Due to the very short holding periods employed, the entire portfolio is subject... Read More Account & Fees Type Fund Minimum Investment $ 0k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 50.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Redemption Frequency Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 50000 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 100.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Composition SummaryThe Ion Volium Fund is a 100% systematic fund that employs very high-frequency trading strategies on a handful of listed instruments. The focus is on selecting strategies that offer consistency in returns. Due to the very short holding periods employed, the entire portfolio is subject to strong capacity constraints. 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 Consecutive Gains Run-up Length (Mos.) Start End 12.33 41 2/1/2012 6/1/2015 0.26 3 5/1/2011 7/1/2011 Show More Consecutive Losses Run-up Length (Mos.) Start End Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods51.0049.0046.0040.0034.0028.0016.00 Percent Profitable86.2791.8497.83100.00100.00100.00100.00 Average Period Return0.230.671.332.654.005.318.14 Average Gain0.270.731.362.654.005.318.14 Average Loss Best Period0.951.973.645.747.789.4211.87 Worst Period0.000.000.000.241.472.315.35 Standard Deviation0.220.500.891.421.701.992.04 Gain Standard Deviation0.210.470.871.421.701.992.04 Loss Standard Deviation Sharpe Ratio (1%)0.700.860.941.161.471.652.50 Average Gain / Average Loss Profit / Loss Ratio Downside Deviation (10%)0.250.731.432.743.975.317.88 Downside Deviation (5%)0.040.090.170.220.01 Downside Deviation (0%) Sortino Ratio (10%)-0.68-0.76-0.80-0.86-0.91-0.93-0.97 Sortino Ratio (5%)4.234.574.787.45416.94 Sortino Ratio (0%) Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Sharpe 3 2.22 2014 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