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Jaguar Investments Ltd : Ultro Capital Strategy

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Year-to-Date
N / A
May Performance
-0.66%
Min Investment
$ 1,000k
Mgmt. Fee
1.50%
Perf. Fee
20.00%
Annualized Vol
4.45%
Sharpe (RFR=1%)
0.95
CAROR
5.26%
Assets
$ 27.3M
Worst DD
-2.02
S&P Correlation
-0.06
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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 May Qtr YTD 1yr 3yr 5yr 10yr Since
1/2012
Ultro Capital Strategy -0.66 - - - 2.50 4.49 - 46.29
S&P 500 -6.58 - - - 29.91 41.62 - 252.65
+/- S&P 500 5.92 - - - -27.41 -37.13 - -206.36

Strategy Description

Summary

The ULTRO CAPITAL Strategy adopts a discretionary approach to exploiting relative-value opportunities in the exchange-traded metals sector. Strategies may include inter and intra commodity spreads and cross-exchange arbitrage. All instruments are exchange-traded and exchange-cleared.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 500k
CTA Max Funding Factor
Management Fee 1.50%
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 4000 RT/YR/$M
Avg. Margin-to-Equity 14%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Financial & Metals Traders

Holding Periods

Over 12 Months 0%
4-12 Months 15.00%
1-3 Months 50.00%
1-30 Days 25.00%
Intraday 10.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Arbitrage
50.00%
Spreading/hedging
50.00%
Strategy Pie Chart

Composition

Industrial Metals
90.00%
Precious Metals
10.00%
Composition Pie Chart

Summary

The ULTRO CAPITAL Strategy adopts a discretionary approach to exploiting relative-value opportunities in the exchange-traded metals sector. Strategies may include inter and intra commodity spreads and cross-exchange arbitrage. All instruments are exchange-traded and exchange-cleared. The strategy does not use options.

Investment Strategy

Please contact directly for more information

Risk Management

Please contact directly for more information

   

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

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
-2.02 6 3 7/1/2012 1/1/2013
-1.97 10 4 2/1/2017 12/1/2017
-1.89 2 2 1/1/2015 3/1/2015
-1.47 4 2 8/1/2013 12/1/2013
-1.21 1 1 8/1/2018 9/1/2018
-1.12 3 - 2/1/2019 5/1/2019
-0.96 4 7 5/1/2015 9/1/2015
-0.76 1 1 12/1/2018 1/1/2019
-0.46 3 1 9/1/2016 12/1/2016
-0.34 1 1 5/1/2012 6/1/2012
-0.32 1 1 5/1/2014 6/1/2014
-0.20 1 2 6/1/2016 7/1/2016
-0.05 1 2 4/1/2018 5/1/2018
-0.02 1 1 4/1/2016 5/1/2016
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Consecutive Gains

Run-up Length (Mos.) Start End
9.39 5 1/1/2012 5/1/2012
8.67 5 4/1/2013 8/1/2013
8.54 5 1/1/2014 5/1/2014
4.87 3 10/1/2018 12/1/2018
4.81 3 11/1/2014 1/1/2015
3.48 3 7/1/2014 9/1/2014
3.18 2 4/1/2015 5/1/2015
2.37 4 1/1/2018 4/1/2018
2.13 1 7/1/2012 7/1/2012
1.36 2 1/1/2017 2/1/2017
1.32 1 2/1/2013 2/1/2013
0.89 4 10/1/2015 1/1/2016
0.82 1 2/1/2019 2/1/2019
0.59 3 6/1/2018 8/1/2018
0.52 1 6/1/2016 6/1/2016
0.35 1 9/1/2012 9/1/2012
0.29 1 4/1/2016 4/1/2016
0.28 1 8/1/2015 8/1/2015
0.23 2 8/1/2016 9/1/2016
0.10 1 5/1/2017 5/1/2017
0.07 1 11/1/2016 11/1/2016
0.02 1 11/1/2013 11/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-1.89 2 2/1/2015 3/1/2015
-1.77 7 6/1/2017 12/1/2017
-1.63 4 10/1/2012 1/1/2013
-1.21 1 9/1/2018 9/1/2018
-1.12 2 9/1/2013 10/1/2013
-1.12 3 3/1/2019 5/1/2019
-0.81 1 3/1/2013 3/1/2013
-0.76 1 1/1/2019 1/1/2019
-0.74 1 8/1/2012 8/1/2012
-0.70 1 9/1/2015 9/1/2015
-0.54 2 6/1/2015 7/1/2015
-0.45 1 12/1/2016 12/1/2016
-0.37 1 12/1/2013 12/1/2013
-0.34 1 6/1/2012 6/1/2012
-0.32 1 6/1/2014 6/1/2014
-0.31 2 3/1/2017 4/1/2017
-0.21 2 2/1/2016 3/1/2016
-0.20 1 7/1/2016 7/1/2016
-0.08 1 10/1/2016 10/1/2016
-0.05 1 5/1/2018 5/1/2018
-0.02 1 5/1/2016 5/1/2016
Show More

Top Performer Badges

Index Award Type Rank Performance Period
Discretionary Trader Index Month 6 4.09 10/2018

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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