Jaguar Investments Ltd : Aegir Capital Strategy

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

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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	2020	1yr	3yr	5yr	10yr	Since 1/2012
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

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

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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.

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	108.00	106.00	103.00	97.00	91.00	85.00	73.00	61.00	49.00
Percent Profitable	71.30	78.30	82.52	88.66	91.21	95.29	100.00	100.00	100.00
Average Period Return	1.10	3.42	7.01	11.99	15.18	18.47	25.64	32.79	41.57
Average Gain	1.89	4.69	8.82	13.64	16.79	19.44	25.64	32.79	41.57
Average Loss	-0.92	-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	2.67	6.70	12.27	17.99	19.44	21.84	28.31	32.39	34.22
Gain Standard Deviation	2.70	7.05	12.80	18.47	19.61	21.92	28.31	32.39	34.22
Loss Standard Deviation	1.17	0.98	1.06	0.72	0.74	0.51
Sharpe Ratio (1%)	0.38	0.47	0.53	0.61	0.70	0.75	0.80	0.89	1.07
Average Gain / Average Loss	2.06	4.07	5.79	14.75	10.96	16.89
Profit / Loss Ratio	5.47	14.69	27.33	115.33	113.70	342.04
Downside Deviation (10%)	0.92	1.22	1.85	2.81	4.10	5.32	7.10	7.42	5.25
Downside Deviation (5%)	0.79	0.79	0.95	0.71	0.97	0.84	0.42
Downside Deviation (0%)	0.76	0.70	0.77	0.39	0.50	0.27
Sortino Ratio (10%)	0.76	1.79	2.45	2.48	1.85	1.54	1.39	1.52	2.66
Sortino Ratio (5%)	1.29	4.01	6.86	15.51	14.07	19.67	54.40
Sortino Ratio (0%)	1.44	4.91	9.13	30.89	30.46	69.09

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.

^#3

Top Performer

IASG CTA INDEX

APRIL
2020

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More Programs by Jaguar Investments Ltd

Program Name	CAROR
Aegir Capital Strategy	13.57%

IASG Activity

Blends 268
Portfolios 37
Watchlists 66

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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

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Find the right managed futures programs for you with our comprehensive free CTA database.

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

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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