Jaguar Investments Ltd : Ultro Capital Strategy

Year-to-Date: 1.06%
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	2019	1yr	3yr	5yr	10yr	Since 1/2012
Ultro Capital Strategy	-0.66	-1.12	-1.06	3.11	4.91	14.80	-	46.29
S&P 500	-6.58	-1.17	9.77	1.72	29.91	41.62	-	110.35
+/- S&P 500	5.92	0.05	-10.84	1.38	-24.99	-26.81	-	-64.06

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%

Summary

Investment Strategy

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Risk Management

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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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Index:

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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
-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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	89.00	87.00	84.00	78.00	72.00	66.00	54.00	42.00	30.00
Percent Profitable	57.30	70.11	85.71	87.18	91.67	95.45	100.00	100.00	100.00
Average Period Return	0.44	1.35	2.53	4.88	7.51	9.96	15.06	19.76	26.12
Average Gain	1.05	2.19	3.15	5.70	8.23	10.44	15.06	19.76	26.12
Average Loss	-0.40	-0.62	-1.17	-0.69	-0.48	-0.19
Best Period	7.60	8.78	10.88	16.87	19.89	26.28	37.20	39.16	40.67
Worst Period	-1.21	-1.48	-2.02	-1.44	-1.07	-0.35	0.95	4.90	14.80
Standard Deviation	1.28	2.31	3.13	4.57	6.69	8.29	10.68	9.49	6.15
Gain Standard Deviation	1.39	2.26	2.95	4.32	6.51	8.17	10.68	9.49	6.15
Loss Standard Deviation	0.33	0.46	0.52	0.49	0.32	0.16
Sharpe Ratio (1%)	0.28	0.48	0.65	0.85	0.90	0.96	1.13	1.65	3.42
Average Gain / Average Loss	2.65	3.56	2.69	8.28	17.01	53.92
Profit / Loss Ratio	3.65	8.34	16.13	56.30	187.12	1132.28
Downside Deviation (10%)	0.58	1.15	1.80	2.98	4.29	5.64	7.64	7.57	4.72
Downside Deviation (5%)	0.38	0.54	0.67	0.64	0.69	0.70	0.42
Downside Deviation (0%)	0.33	0.42	0.48	0.30	0.16	0.05
Sortino Ratio (10%)	0.05	0.11	0.03	-0.04	-0.02	-0.05	-0.09	-0.24	-0.32
Sortino Ratio (5%)	0.94	2.06	3.05	6.03	8.68	11.29	28.43
Sortino Ratio (0%)	1.31	3.25	5.26	16.45	46.09	198.07

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.

^#6

Top Performer

DISCRETIONARY TRADER INDEX

OCTOBER
2018

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More Programs by Jaguar Investments Ltd

Program Name	CAROR
Aegir Capital Strategy	12.33%
Vario Capital Strategy	-1.34%

IASG Activity

Blends 104
Portfolios 16
Watchlists 39

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Jaguar Investments Ltd : Ultro 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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