Mondiale Asset Management : Mondiale Trading Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Jan Qtr 2020 1yr 3yr 5yr 10yr Since9/1997 Mondiale Trading Program -0.09 - - - -0.09 6.01 37.34 234.87 S&P 500 5.62 - - - 40.12 86.59 102.74 292.41 +/- S&P 500 -5.71 - - - -40.21 -80.58 -65.40 -57.55 Strategy Description SummaryMondiale... 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 SummaryMondiale 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 -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 Show More 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 Show More 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods245.00243.00240.00234.00228.00222.00210.00198.00186.00 Percent Profitable55.5163.3770.0077.3580.7085.1491.4390.9195.70 Average Period Return0.511.533.075.968.6811.5117.7523.2628.12 Average Gain1.673.325.318.3711.3513.9819.7925.8629.55 Average Loss-1.06-1.76-2.38-2.33-2.46-2.64-4.02-2.71-3.71 Best Period6.6712.7818.1332.6140.1741.7769.6086.19105.09 Worst Period-4.57-7.84-7.84-7.94-8.23-7.08-8.35-6.33-7.08 Standard Deviation1.773.385.067.829.8411.6716.6719.7021.92 Gain Standard Deviation1.372.834.307.209.0310.8715.9518.7621.31 Loss Standard Deviation0.941.471.762.322.522.033.092.131.78 Sharpe Ratio (1%)0.240.380.510.630.730.810.880.971.05 Average Gain / Average Loss1.581.892.233.594.625.304.939.537.96 Profit / Loss Ratio2.223.685.7612.5119.3230.3552.5795.26177.16 Downside Deviation (10%)1.101.932.784.015.236.358.4610.5612.86 Downside Deviation (5%)0.931.421.761.912.071.972.292.232.07 Downside Deviation (0%)0.891.311.541.541.541.281.471.030.84 Sortino Ratio (10%)0.090.160.220.240.210.200.230.160.04 Sortino Ratio (5%)0.460.911.472.593.474.816.428.6111.10 Sortino Ratio (0%)0.571.172.003.865.659.0112.0922.6033.34 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 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 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 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 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 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 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 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. x {{title}} x {{title}} Add Cancel