Jaguar Investments Ltd : Aegir Capital Strategy

Year-to-Date: 3.56%
Dec Performance: 0.83%

Min Investment: $ 1,000k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 8.91%
Sharpe (RFR=1%): 1.24
CAROR: 12.33%

Assets: $ 10.4M
Worst DD: -6.31
S&P Correlation: -0.06

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Growth of 1,000 - VAMI

Monthly Performance

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	Dec	Qtr	2019	1yr	3yr	5yr	10yr	Since 1/2012
Aegir Capital Strategy	0.83	1.87	3.56	3.56	4.11	17.25	-	153.44
S&P 500	2.86	8.53	28.87	28.87	42.84	55.32	-	143.67
+/- S&P 500	-2.03	-6.66	-25.30	-25.30	-38.73	-38.08	-	9.77

Strategy Description

Summary

The AEGIR CAPITAL Strategy adopts an algorithmic approach to exploiting price inefficiencies in the exchange-traded energy futures markets. The strategy is a forward-looking, dynamic investment model that evolves as the market evolves. The strategy utilises a proprietary knowledge-base... Read More

Account & Fees

Type: Managed Account
Minimum Investment: $ 1,000k
Trading Level Incremental Increase: $ 500k
CTA Max Funding Factor
Management Fee: 2.00%
Performance Fee: 20.00%
Average Commission: $0
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: 10000 RT/YR/$M
Avg. Margin-to-Equity: 10%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus: Energy Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 10.00%
1-30 Days: 80.00%
Intraday: 10.00%

Decision-Making

Discretionary: 10.00%
Systematic: 90.00%

Strategy

Arbitrage: 50.00%
Spreading/hedging: 50.00%

Composition

Energy: 100.00%

Summary

Investment Strategy

Please contact directly for more information

Risk Management

Please contact directly for more information

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Index: Chart Type:

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

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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
-6.31	2	10	2/1/2013	4/1/2013
-3.36	5	10	9/1/2017	2/1/2018
-2.86	3	4	12/1/2018	3/1/2019
-2.67	7	2	12/1/2016	7/1/2017
-1.99	1	8	9/1/2015	10/1/2015
-1.45	1	1	10/1/2016	11/1/2016
-0.25	1	1	1/1/2015	2/1/2015
-0.20	2	1	9/1/2014	11/1/2014
-0.01	1	1	7/1/2019	8/1/2019

Consecutive Gains

Run-up	Length (Mos.)	Start	End
76.94	10	1/1/2012	10/1/2012
14.85	14	8/1/2013	9/1/2014
10.43	2	1/1/2013	2/1/2013
8.74	7	3/1/2015	9/1/2015
3.64	4	4/1/2019	7/1/2019
3.36	5	6/1/2016	10/1/2016
3.27	2	8/1/2017	9/1/2017
2.88	4	9/1/2019	12/1/2019
2.73	2	5/1/2013	6/1/2013
2.10	2	11/1/2018	12/1/2018
1.96	1	12/1/2016	12/1/2016
1.90	2	12/1/2014	1/1/2015
1.73	2	7/1/2018	8/1/2018
1.69	6	11/1/2015	4/1/2016
1.69	3	3/1/2018	5/1/2018
1.17	1	3/1/2017	3/1/2017
0.56	1	6/1/2017	6/1/2017

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-6.31	2	3/1/2013	4/1/2013
-3.36	5	10/1/2017	2/1/2018
-2.86	3	1/1/2019	3/1/2019
-2.06	2	1/1/2017	2/1/2017
-1.99	1	10/1/2015	10/1/2015
-1.72	2	9/1/2018	10/1/2018
-1.50	1	7/1/2017	7/1/2017
-1.45	1	11/1/2016	11/1/2016
-0.84	2	4/1/2017	5/1/2017
-0.67	1	7/1/2013	7/1/2013
-0.63	1	5/1/2016	5/1/2016
-0.30	1	6/1/2018	6/1/2018
-0.25	1	2/1/2015	2/1/2015
-0.20	2	10/1/2014	11/1/2014
-0.01	1	8/1/2019	8/1/2019

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	96.00	94.00	91.00	85.00	79.00	73.00	61.00	49.00	37.00
Percent Profitable	70.83	75.53	80.22	87.06	89.87	94.52	100.00	100.00	100.00
Average Period Return	1.00	3.09	6.29	10.52	13.81	17.53	25.91	34.54	45.10
Average Gain	1.77	4.47	8.21	12.22	15.54	18.61	25.91	34.54	45.10
Average Loss	-0.93	-1.15	-1.52	-0.92	-1.53	-1.15
Best Period	15.62	36.55	58.81	86.13	88.06	92.29	116.16	134.08	143.43
Worst Period	-5.90	-3.85	-4.15	-2.16	-2.84	-1.62	0.96	4.18	15.97
Standard Deviation	2.57	6.65	12.53	18.57	20.18	23.22	30.74	35.76	38.67
Gain Standard Deviation	2.59	7.12	13.30	19.34	20.58	23.43	30.74	35.76	38.67
Loss Standard Deviation	1.23	0.98	1.06	0.72	0.74	0.51
Sharpe Ratio (1%)	0.36	0.43	0.46	0.51	0.61	0.67	0.74	0.85	1.03
Average Gain / Average Loss	1.90	3.88	5.39	13.22	10.15	16.17
Profit / Loss Ratio	4.98	11.97	21.86	88.95	90.05	278.93
Downside Deviation (10%)	0.94	1.29	1.97	3.01	4.38	5.73	7.57	7.86	5.53
Downside Deviation (5%)	0.82	0.84	1.01	0.76	1.04	0.90	0.45
Downside Deviation (0%)	0.79	0.74	0.82	0.41	0.53	0.29
Sortino Ratio (10%)	0.63	1.44	1.94	1.84	1.42	1.27	1.34	1.65	3.16
Sortino Ratio (5%)	1.12	3.39	5.73	12.58	11.81	17.18	50.31
Sortino Ratio (0%)	1.27	4.17	7.69	25.38	25.83	60.76

Top Performer Badges

Index	Award Type	Rank	Performance	Period
IASG CTA Index	5 Year Rolling	4	143.43	2011 - 2016
IASG CTA Index	Sharpe	7	1.66	2015 - 2016
IASG CTA Index	Sharpe	2	2.48	2014 - 2015
IASG CTA Index	5 Year Rolling	2	238.90	2010 - 2015

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

^#4

Top Performer

IASG CTA INDEX

2011-2016

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More Programs by Jaguar Investments Ltd

Program Name	CAROR
Aegir Capital Strategy	12.33%

IASG Activity

Blends 260
Portfolios 33
Watchlists 56

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Jaguar Investments Ltd : Aegir Capital Strategy

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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