Iron Fortress FX USA : Iron Fortress FX USA Low Vol FX Futures Program

archived programs
Year-to-Date
N / A
Nov Performance
-3.13%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
6.75%
Sharpe (RFR=1%)
-3.44
CAROR
-
Assets
$ 88k
Worst DD
-10.69
S&P Correlation
-0.05

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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since
6/2013
Iron Fortress FX USA Low Vol FX Futures Program -3.13 - - - - - - -10.69
S&P 500 2.80 - - - - - - 115.70
+/- S&P 500 -5.93 - - - - - - -126.39

Strategy Description

Summary

Our Low Volatility FX Futures Program was specifically designed to appeal to a wide array of investors, offering a much needed alternative in the currency futures arena. This program trades all major currency futures with a focus on position sizing and dynamic risk management to assist... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 100k
CTA Max Funding Factor 2.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $4.00
Available to US Investors Yes

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 8%
Targeted Worst DD -5.00%
Worst Peak-to-Trough 5.00%
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 100.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Technical
50.00%
Trend-following
50.00%
Strategy Pie Chart

Composition

Currency Futures
100.00%
Composition Pie Chart

Summary

Our Low Volatility FX Futures Program was specifically designed to appeal to a wide array of investors, offering a much needed alternative in the currency futures arena. This program trades all major currency futures with a focus on position sizing and dynamic risk management to assist in the containment of volatility. It has an annualized objective of 10-20% , a targeted max drawdown of 5-10%, maximum margin usage of 8%, and a minimum account size of 100k (50% notional funding available). The advisor specializes only in currencies, the strategy employed is completely discretionary, combining a technically based trading approach with an extensive overlay of fundamental and correlative analysis to other major markets such as, interest rates, equities, energies, and metals. This combination of analyses allows the advisor to better understand where the best trading opportunities may lie, seeking the lowest risk trades with an acceptable potential reward. The program typically trades only one currency at any given time, with maximum risk per trade capped at 1.5%, stops are used to manage both initial risk and to protect open profits. In times of heightened market volatility, capital preservation is chosen over performance.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
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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
-10.69 -1 - 1/1/0001 11/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
1.89 1 9/1/2013 9/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-6.63 2 10/1/2013 11/1/2013
-6.13 3 6/1/2013 8/1/2013
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Time Windows Analysis

 1 Month3 Month
Number of Periods6.004.00
Percent Profitable16.670.00
Average Period Return-1.85-4.34
Average Gain1.89
Average Loss-2.60-4.34
Best Period1.89-2.51
Worst Period-3.61-6.13
Standard Deviation1.951.53
Gain Standard Deviation
Loss Standard Deviation0.731.53
Sharpe Ratio (1%)-0.99-3.00
Average Gain / Average Loss0.73
Profit / Loss Ratio0.15
Downside Deviation (10%)2.815.72
Downside Deviation (5%)2.524.78
Downside Deviation (0%)2.454.54
Sortino Ratio (10%)-0.80-0.97
Sortino Ratio (5%)-0.77-0.96
Sortino Ratio (0%)-0.76-0.96

Top Performer Badges

Index Award Type Rank Performance Period

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.