Jaguar Investments Ltd : Aegir Capital Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 24.05% Dec Performance 0.34% Min Investment $ 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 9.23% Sharpe (RFR=1%) 1.32 CAROR 13.57% Assets $ 45.0M Worst DD -6.31 S&P Correlation -0.10 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since1/2012 Aegir Capital Strategy 0.34 0.62 24.05 24.05 31.75 34.31 - 214.40 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 - 183.29 +/- S&P 500 -3.37 -11.07 7.79 7.79 -8.72 -47.58 - 31.11 Strategy Description SummaryThe 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% SummaryThe 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 containing multiple trade structures that are executed in specific scenarios. The strategy does not use options. 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 -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 -1.37 1 - 10/1/2020 11/1/2020 -0.81 1 1 4/1/2020 5/1/2020 -0.25 1 1 1/1/2015 2/1/2015 -0.20 2 1 9/1/2014 11/1/2014 -0.17 1 1 8/1/2020 9/1/2020 -0.01 1 1 7/1/2019 8/1/2019 Show More Consecutive Gains Run-up Length (Mos.) Start End 76.94 10 1/1/2012 10/1/2012 23.36 8 9/1/2019 4/1/2020 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 3.84 3 6/1/2020 8/1/2020 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 2.73 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 1.67 1 10/1/2020 10/1/2020 1.17 1 3/1/2017 3/1/2017 0.56 1 6/1/2017 6/1/2017 0.34 1 12/1/2020 12/1/2020 Show More 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 -1.37 1 11/1/2020 11/1/2020 -0.84 2 4/1/2017 5/1/2017 -0.81 1 5/1/2020 5/1/2020 -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 -0.17 1 9/1/2020 9/1/2020 -0.01 1 8/1/2019 8/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods108.00106.00103.0097.0091.0085.0073.0061.0049.00 Percent Profitable71.3078.3082.5288.6691.2195.29100.00100.00100.00 Average Period Return1.103.427.0111.9915.1818.4725.6432.7941.57 Average Gain1.894.698.8213.6416.7919.4425.6432.7941.57 Average Loss-0.92-1.15-1.52-0.92-1.53-1.15 Best Period15.6236.5558.8186.1388.0692.29116.16134.08143.43 Worst Period-5.90-3.85-4.15-2.16-2.84-1.620.964.1815.97 Standard Deviation2.676.7012.2717.9919.4421.8428.3132.3934.22 Gain Standard Deviation2.707.0512.8018.4719.6121.9228.3132.3934.22 Loss Standard Deviation1.170.981.060.720.740.51 Sharpe Ratio (1%)0.380.470.530.610.700.750.800.891.07 Average Gain / Average Loss2.064.075.7914.7510.9616.89 Profit / Loss Ratio5.4714.6927.33115.33113.70342.04 Downside Deviation (10%)0.921.221.852.814.105.327.107.425.25 Downside Deviation (5%)0.790.790.950.710.970.840.42 Downside Deviation (0%)0.760.700.770.390.500.27 Sortino Ratio (10%)0.761.792.452.481.851.541.391.522.66 Sortino Ratio (5%)1.294.016.8615.5114.0719.6754.40 Sortino Ratio (0%)1.444.919.1330.8930.4669.09 Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Month 3 8.22 4/2020 Systematic Trader Index Month 3 8.22 4/2020 IASG CTA Index Month 3 8.22 4/2020 Systematic Trader Index Month 3 8.22 4/2020 IASG CTA Index 5 Year 4 143.43 2011 - 2016 IASG CTA Index Sharpe 7 1.66 2016 IASG CTA Index Sharpe 2 2.48 2015 IASG CTA Index 5 Year 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. x {{title}} x {{title}} Add Cancel