Mondiale Asset Management : Mondiale Trading Program

Year-to-Date: N / A
Jan Performance: -0.09%

Min Investment: $ 0k
Mgmt. Fee: 1.00%
Perf. Fee: 20.00%

Annualized Vol: 6.13%
Sharpe (RFR=1%): 0.84
CAROR: 6.10%

Assets: $ 552.0M
Worst DD: -10.20
S&P Correlation: 0.22

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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	Jan	Qtr	2019	1yr	3yr	5yr	10yr	Since 9/1997
Mondiale Trading Program	-0.09	1.11	-	5.07	6.24	24.81	42.55	234.87
S&P 500	5.62	9.65	-	22.66	40.12	86.59	102.74	179.35
+/- S&P 500	-5.71	-8.54	-	-17.59	-33.88	-61.78	-60.19	55.52

Strategy Description

Summary

Mondiale... Read More

Account & Fees

Type: Managed Account
Minimum Investment: $ 0k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor
Management Fee: 1.00%
Performance Fee: 20.00%
Average Commission: $0
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency
Redemption Frequency
Investor Requirements: QEP
Lock-up Period: 0

Trading

Trading Frequency: RT/YR/$M
Avg. Margin-to-Equity: 0%
Targeted Worst DD
Worst Peak-to-Trough: 0%
Sector Focus: Diversified Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 0%
1-30 Days: 0%
Intraday: 0%

Decision-Making

Discretionary: 0%
Systematic: 100.00%

Strategy

Composition

Summary

Mondiale

Compare to:

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Index: Chart Type:

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:

Monthly Annual

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Average RoR:
Max Gain:
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Average Gain:
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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
-10.20	34	32	5/1/2007	3/1/2010
-5.76	10	4	12/1/1998	10/1/1999
-5.50	2	3	6/1/2001	8/1/2001
-5.43	6	5	8/1/2002	2/1/2003
-4.57	5	5	4/1/2014	9/1/2014
-4.34	2	2	3/1/2002	5/1/2002
-4.13	6	3	3/1/2004	9/1/2004
-3.62	4	2	2/1/2015	6/1/2015
-3.46	7	14	8/1/2015	3/1/2016
-3.28	4	3	12/1/2004	4/1/2005
-1.97	2	1	12/1/2001	2/1/2002
-1.91	1	3	7/1/2005	8/1/2005
-1.86	1	2	4/1/2013	5/1/2013
-1.73	1	2	1/1/2001	2/1/2001
-1.16	2	1	1/1/2013	3/1/2013
-1.00	1	1	8/1/2000	9/1/2000
-0.97	2	1	3/1/2006	5/1/2006
-0.59	3	1	8/1/2017	11/1/2017
-0.56	1	1	1/1/2006	2/1/2006
-0.54	1	1	8/1/2013	9/1/2013
-0.45	1	1	11/1/2005	12/1/2005
-0.33	1	1	5/1/1998	6/1/1998
-0.22	1	1	5/1/2000	6/1/2000
-0.17	1	1	10/1/1997	11/1/1997
-0.14	1	1	8/1/2003	9/1/2003
-0.11	1	1	2/1/2007	3/1/2007
-0.09	1	-	12/1/2017	1/1/2018
-0.01	1	1	7/1/2006	8/1/2006

Consecutive Gains

Run-up	Length (Mos.)	Start	End
18.72	7	11/1/1999	5/1/2000
18.13	6	12/1/1997	5/1/1998
16.44	6	7/1/1998	12/1/1998
14.19	7	10/1/2013	4/1/2014
14.12	4	10/1/2000	1/1/2001
8.96	3	6/1/2002	8/1/2002
8.75	6	3/1/2003	8/1/2003
7.89	3	5/1/2012	7/1/2012
7.20	3	11/1/2012	1/1/2013
5.44	6	10/1/2003	3/1/2004
5.17	6	9/1/2006	2/1/2007
5.04	4	3/1/2001	6/1/2001
5.03	2	8/1/2011	9/1/2011
4.97	2	11/1/2001	12/1/2001
4.58	2	7/1/2015	8/1/2015
4.57	3	10/1/2004	12/1/2004
4.56	5	4/1/2017	8/1/2017
4.47	1	9/1/2001	9/1/2001
4.03	1	5/1/2009	5/1/2009
3.98	1	1/1/2006	1/1/2006
3.92	1	4/1/2013	4/1/2013
3.82	3	5/1/2005	7/1/2005
3.37	2	7/1/2000	8/1/2000
3.18	3	6/1/2013	8/1/2013
3.05	3	12/1/2014	2/1/2015
3.03	4	11/1/2016	2/1/2017
2.99	1	3/1/2002	3/1/2002
2.93	2	9/1/1997	10/1/1997
2.88	2	11/1/2010	12/1/2010
2.81	1	7/1/2010	7/1/2010
2.54	2	6/1/2006	7/1/2006
2.46	2	4/1/2010	5/1/2010
2.43	1	4/1/2011	4/1/2011
2.34	2	4/1/2007	5/1/2007
2.29	1	10/1/2014	10/1/2014
2.24	2	9/1/2007	10/1/2007
2.11	3	9/1/2005	11/1/2005
2.10	2	10/1/2002	11/1/2002
1.76	1	4/1/1999	4/1/1999
1.71	1	7/1/2016	7/1/2016
1.48	1	9/1/2012	9/1/2012
1.41	1	3/1/2006	3/1/2006
1.24	2	7/1/2009	8/1/2009
1.24	1	3/1/2009	3/1/2009
1.22	1	12/1/2017	12/1/2017
1.08	1	4/1/2016	4/1/2016
1.06	1	6/1/1999	6/1/1999
0.88	1	9/1/2016	9/1/2016
0.80	1	2/1/2005	2/1/2005
0.75	1	10/1/2015	10/1/2015
0.72	1	12/1/2007	12/1/2007
0.60	1	2/1/2011	2/1/2011
0.42	1	11/1/2009	11/1/2009
0.31	1	7/1/2014	7/1/2014
0.20	1	9/1/2010	9/1/2010
0.11	1	4/1/2015	4/1/2015
0.06	1	6/1/2004	6/1/2004
0.03	1	12/1/2015	12/1/2015

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-6.20	7	10/1/2011	4/1/2012
-5.50	2	7/1/2001	8/1/2001
-5.36	14	1/1/2008	2/1/2009
-5.10	3	12/1/2002	2/1/2003
-4.91	4	12/1/2009	3/1/2010
-4.49	4	7/1/1999	10/1/1999
-4.34	2	4/1/2002	5/1/2002
-4.12	1	11/1/2007	11/1/2007
-3.93	3	1/1/1999	3/1/1999
-3.75	2	8/1/2014	9/1/2014
-2.74	2	5/1/2015	6/1/2015
-2.72	1	3/1/2011	3/1/2011
-2.55	1	1/1/2005	1/1/2005
-2.53	3	7/1/2004	9/1/2004
-2.40	1	9/1/2002	9/1/2002
-2.29	3	6/1/2007	8/1/2007
-2.11	1	9/1/2015	9/1/2015
-2.04	3	1/1/2016	3/1/2016
-2.02	1	1/1/2011	1/1/2011
-1.97	2	1/1/2002	2/1/2002
-1.91	1	8/1/2005	8/1/2005
-1.86	1	5/1/2013	5/1/2013
-1.85	1	10/1/2012	10/1/2012
-1.73	1	2/1/2001	2/1/2001
-1.70	2	4/1/2004	5/1/2004
-1.59	1	8/1/2016	8/1/2016
-1.55	1	6/1/2009	6/1/2009
-1.54	2	3/1/2005	4/1/2005
-1.43	1	10/1/2010	10/1/2010
-1.18	1	10/1/2016	10/1/2016
-1.17	2	5/1/2014	6/1/2014
-1.16	2	2/1/2013	3/1/2013
-1.07	2	9/1/2009	10/1/2009
-1.02	1	3/1/2015	3/1/2015
-1.00	1	9/1/2000	9/1/2000
-0.97	2	4/1/2006	5/1/2006
-0.86	3	5/1/2011	7/1/2011
-0.82	1	4/1/2009	4/1/2009
-0.82	2	5/1/2016	6/1/2016
-0.79	1	10/1/2001	10/1/2001
-0.59	3	9/1/2017	11/1/2017
-0.56	1	2/1/2006	2/1/2006
-0.54	1	9/1/2013	9/1/2013
-0.45	1	12/1/2005	12/1/2005
-0.44	1	8/1/2012	8/1/2012
-0.39	1	8/1/2010	8/1/2010
-0.33	1	6/1/1998	6/1/1998
-0.24	1	11/1/2014	11/1/2014
-0.22	1	6/1/2000	6/1/2000
-0.20	1	6/1/2010	6/1/2010
-0.17	1	11/1/1997	11/1/1997
-0.14	1	9/1/2003	9/1/2003
-0.12	1	5/1/1999	5/1/1999
-0.11	1	3/1/2017	3/1/2017
-0.11	1	11/1/2015	11/1/2015
-0.11	1	3/1/2007	3/1/2007
-0.09	1	1/1/2018	1/1/2018
-0.01	1	8/1/2006	8/1/2006

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	245.00	243.00	240.00	234.00	228.00	222.00	210.00	198.00	186.00
Percent Profitable	55.51	63.37	70.00	77.35	80.70	85.14	91.43	90.91	95.70
Average Period Return	0.51	1.53	3.07	5.96	8.68	11.51	17.75	23.26	28.12
Average Gain	1.67	3.32	5.31	8.37	11.35	13.98	19.79	25.86	29.55
Average Loss	-1.06	-1.76	-2.38	-2.33	-2.46	-2.64	-4.02	-2.71	-3.71
Best Period	6.67	12.78	18.13	32.61	40.17	41.77	69.60	86.19	105.09
Worst Period	-4.57	-7.84	-7.84	-7.94	-8.23	-7.08	-8.35	-6.33	-7.08
Standard Deviation	1.77	3.38	5.06	7.82	9.84	11.67	16.67	19.70	21.92
Gain Standard Deviation	1.37	2.83	4.30	7.20	9.03	10.87	15.95	18.76	21.31
Loss Standard Deviation	0.94	1.47	1.76	2.32	2.52	2.03	3.09	2.13	1.78
Sharpe Ratio (1%)	0.24	0.38	0.51	0.63	0.73	0.81	0.88	0.97	1.05
Average Gain / Average Loss	1.58	1.89	2.23	3.59	4.62	5.30	4.93	9.53	7.96
Profit / Loss Ratio	2.22	3.68	5.76	12.51	19.32	30.35	52.57	95.26	177.16
Downside Deviation (10%)	1.10	1.93	2.78	4.01	5.23	6.35	8.46	10.56	12.86
Downside Deviation (5%)	0.93	1.42	1.76	1.91	2.07	1.97	2.29	2.23	2.07
Downside Deviation (0%)	0.89	1.31	1.54	1.54	1.54	1.28	1.47	1.03	0.84
Sortino Ratio (10%)	0.09	0.16	0.22	0.24	0.21	0.20	0.23	0.16	0.04
Sortino Ratio (5%)	0.46	0.91	1.47	2.59	3.47	4.81	6.42	8.61	11.10
Sortino Ratio (0%)	0.57	1.17	2.00	3.86	5.65	9.01	12.09	22.60	33.34

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Diversified Trader Index	Month	7	2.22	6/2006
IASG CTA Index	Sharpe	10	1.58	2002 - 2003
Diversified Trader Index	Month	10	0.79	6/2003
Diversified Trader Index	Month	5	0.27	3/2003
IASG CTA Index	Sharpe	7	1.51	2001 - 2002
Diversified Trader Index	Month	10	1.38	11/2002
Diversified Trader Index	Month	5	0.71	10/2002
Systematic Trader Index	Month	5	0.71	10/2002
IASG CTA Index	Sharpe	4	1.97	2000 - 2001
IASG CTA Index	Month	4	3.04	11/2001
Diversified Trader Index	Month	1	3.04	11/2001
Systematic Trader Index	Month	2	3.04	11/2001
Diversified Trader Index	Month	5	2.20	4/2001
Systematic Trader Index	Month	6	2.20	4/2001
IASG CTA Index	Month	9	2.20	4/2001
IASG CTA Index	Sharpe	5	2.32	1999 - 2000
Systematic Trader Index	Month	10	4.34	10/2000
Systematic Trader Index	Month	9	1.15	7/2000
Diversified Trader Index	Month	7	1.15	7/2000
Diversified Trader Index	Month	7	4.11	4/2000
IASG CTA Index	Month	8	4.11	4/2000
Systematic Trader Index	Month	8	4.11	4/2000
Systematic Trader Index	Month	7	3.36	3/2000
Diversified Trader Index	Month	4	3.36	3/2000
IASG CTA Index	Month	8	3.36	3/2000
Diversified Trader Index	Month	10	4.44	2/2000
Systematic Trader Index	Month	9	4.44	2/2000
IASG CTA Index	Sharpe	6	1.76	1998 - 1999
Systematic Trader Index	Month	7	-0.39	10/1999
IASG CTA Index	Month	9	-0.39	10/1999
Diversified Trader Index	Month	3	-0.39	10/1999
IASG CTA Index	Sharpe	2	3.62	1997 - 1998
IASG CTA Index	Month	2	6.67	10/1998
Systematic Trader Index	Month	2	6.67	10/1998
Diversified Trader Index	Month	2	6.67	10/1998
Diversified Trader Index	Month	3	1.18	4/1998
Systematic Trader Index	Month	4	1.18	4/1998
IASG CTA Index	Month	8	1.18	4/1998
Diversified Trader Index	Month	3	5.02	2/1998
IASG CTA Index	Month	4	5.02	2/1998
Systematic Trader Index	Month	3	5.02	2/1998
IASG CTA Index	Sharpe	2	3.25	1996 - 1997
IASG CTA Index	Month	9	0.82	10/1997
Systematic Trader Index	Month	8	0.82	10/1997
Diversified Trader Index	Month	7	0.82	10/1997

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

^#7

Top Performer

DIVERSIFIED TRADER INDEX

JUNE
2006

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Watchlists 49

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Mondiale Asset Management : Mondiale Trading Program

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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