Jaguar Investments Ltd : Ultro Capital Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 May Qtr YTD 1yr 3yr 5yr 10yr Since1/2012 Ultro Capital Strategy -0.66 - - - 4.78 5.13 - 46.29 S&P 500 -6.58 - - - 29.91 41.62 - 196.77 +/- S&P 500 5.92 - - - -25.12 -36.48 - -150.48 Strategy Description SummaryThe 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% Composition Industrial Metals 90.00% Precious Metals 10.00% SummaryThe 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 StrategyPlease contact directly for more informationRisk ManagementPlease contact directly for more information 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 -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 Show More 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 Show More 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 Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods89.0087.0084.0078.0072.0066.0054.0042.0030.00 Percent Profitable57.3070.1185.7187.1891.6795.45100.00100.00100.00 Average Period Return0.441.352.534.887.519.9615.0619.7626.12 Average Gain1.052.193.155.708.2310.4415.0619.7626.12 Average Loss-0.40-0.62-1.17-0.69-0.48-0.19 Best Period7.608.7810.8816.8719.8926.2837.2039.1640.67 Worst Period-1.21-1.48-2.02-1.44-1.07-0.350.954.9014.80 Standard Deviation1.282.313.134.576.698.2910.689.496.15 Gain Standard Deviation1.392.262.954.326.518.1710.689.496.15 Loss Standard Deviation0.330.460.520.490.320.16 Sharpe Ratio (1%)0.280.480.650.850.900.961.131.653.42 Average Gain / Average Loss2.653.562.698.2817.0153.92 Profit / Loss Ratio3.658.3416.1356.30187.121132.28 Downside Deviation (10%)0.581.151.802.984.295.647.647.574.72 Downside Deviation (5%)0.380.540.670.640.690.700.42 Downside Deviation (0%)0.330.420.480.300.160.05 Sortino Ratio (10%)0.050.110.03-0.04-0.02-0.05-0.09-0.24-0.32 Sortino Ratio (5%)0.942.063.056.038.6811.2928.43 Sortino Ratio (0%)1.313.255.2616.4546.09198.07 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. x {{title}} x {{title}} Add Cancel