Mondiale Asset Management : Mondiale Trading Program (2X)

Closed to new investments
Year-to-Date
4.14%
Oct Performance
-4.45%
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
30.00%
Annualized Vol
10.92%
Sharpe (RFR=1%)
0.85
CAROR
10.13%
Assets
$ 264.0M
Worst DD
-16.80
S&P Correlation
0.20

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
9/1997
Mondiale Trading Program (2X) -4.45 -2.22 -4.14 -6.44 14.19 16.94 92.93 748.71
S&P 500 2.04 1.92 21.16 12.01 41.41 48.99 190.12 210.99
+/- S&P 500 -6.49 -4.14 -25.30 -18.45 -27.22 -32.05 -97.19 537.72

Strategy Description

Summary

The Mondiale Trading Program (2X) targets annualized standard deviation of 15%.... Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 0k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
3.00
Management Fee
0%
Performance Fee
30.00%
Average Commission
$0
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

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

Strategy

Composition

Summary

The Mondiale Trading Program (2X) targets annualized standard deviation of 15%.

   

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

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
-16.80 29 28 10/1/2007 3/1/2010
-12.04 10 4 12/1/1998 10/1/1999
-9.21 11 - 11/1/2018 10/1/2019
-8.93 6 5 8/1/2002 2/1/2003
-8.28 2 2 3/1/2002 5/1/2002
-7.90 5 5 4/1/2014 9/1/2014
-7.83 6 3 3/1/2004 9/1/2004
-7.74 2 3 6/1/2001 8/1/2001
-6.38 4 3 12/1/2004 4/1/2005
-6.37 4 2 2/1/2015 6/1/2015
-5.86 7 3 12/1/2017 7/1/2018
-5.64 7 10 8/1/2015 3/1/2016
-3.98 2 1 12/1/2001 2/1/2002
-3.53 1 3 7/1/2005 8/1/2005
-3.43 3 2 5/1/2007 8/1/2007
-3.15 1 2 4/1/2013 5/1/2013
-2.71 1 2 1/1/2001 2/1/2001
-2.46 1 1 9/1/2012 10/1/2012
-1.94 2 1 1/1/2013 3/1/2013
-1.58 1 1 8/1/2000 9/1/2000
-1.27 1 1 11/1/2005 12/1/2005
-1.02 2 1 3/1/2006 5/1/2006
-0.93 1 1 1/1/2006 2/1/2006
-0.88 1 3 8/1/2017 9/1/2017
-0.87 1 1 8/1/2013 9/1/2013
-0.52 1 1 7/1/2012 8/1/2012
-0.39 1 1 5/1/2000 6/1/2000
-0.34 1 1 8/1/2003 9/1/2003
-0.28 1 1 5/1/1998 6/1/1998
-0.21 1 1 10/1/1997 11/1/1997
-0.07 1 1 2/1/2017 3/1/2017
-0.04 1 1 2/1/2007 3/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
37.78 7 11/1/1999 5/1/2000
32.81 6 12/1/1997 5/1/1998
26.85 7 10/1/2013 4/1/2014
23.39 6 7/1/1998 12/1/1998
22.97 4 10/1/2000 1/1/2001
16.59 3 6/1/2002 8/1/2002
15.34 3 5/1/2012 7/1/2012
15.03 9 6/1/2006 2/1/2007
14.79 6 3/1/2003 8/1/2003
13.64 2 10/1/2018 11/1/2018
12.54 3 11/1/2012 1/1/2013
9.81 2 8/1/2011 9/1/2011
9.80 4 3/1/2001 6/1/2001
9.03 3 10/1/2004 12/1/2004
8.79 6 10/1/2003 3/1/2004
8.76 2 7/1/2015 8/1/2015
8.69 5 4/1/2017 8/1/2017
8.25 3 5/1/2005 7/1/2005
8.05 1 5/1/2009 5/1/2009
7.90 2 11/1/2001 12/1/2001
7.70 1 1/1/2006 1/1/2006
7.02 1 4/1/2013 4/1/2013
6.69 1 9/1/2001 9/1/2001
5.91 2 9/1/1997 10/1/1997
5.86 1 3/1/2002 3/1/2002
5.85 3 6/1/2013 8/1/2013
5.83 4 11/1/2016 2/1/2017
5.80 3 12/1/2014 2/1/2015
5.66 1 7/1/2010 7/1/2010
5.45 2 11/1/2010 12/1/2010
5.45 2 7/1/2000 8/1/2000
5.25 2 4/1/2010 5/1/2010
5.05 1 4/1/2011 4/1/2011
4.98 3 9/1/2005 11/1/2005
4.46 1 10/1/2014 10/1/2014
4.07 2 4/1/2007 5/1/2007
3.90 1 8/1/2018 8/1/2018
3.89 2 10/1/2002 11/1/2002
3.64 2 9/1/2007 10/1/2007
3.45 1 4/1/1999 4/1/1999
3.44 2 6/1/2016 7/1/2016
2.99 3 2/1/2019 4/1/2019
2.69 2 7/1/2009 8/1/2009
2.51 1 3/1/2009 3/1/2009
2.47 1 3/1/2006 3/1/2006
2.46 3 10/1/2017 12/1/2017
2.39 1 9/1/2012 9/1/2012
2.33 2 8/1/2019 9/1/2019
2.31 1 4/1/2016 4/1/2016
2.02 1 6/1/1999 6/1/1999
1.90 1 9/1/2016 9/1/2016
1.62 1 2/1/2005 2/1/2005
1.38 1 10/1/2015 10/1/2015
1.33 1 2/1/2011 2/1/2011
1.33 1 12/1/2007 12/1/2007
0.96 1 11/1/2009 11/1/2009
0.75 1 6/1/2019 6/1/2019
0.70 1 7/1/2014 7/1/2014
0.52 1 9/1/2010 9/1/2010
0.29 1 4/1/2015 4/1/2015
0.18 1 12/1/2015 12/1/2015
0.16 1 6/1/2018 6/1/2018
0.09 1 2/1/2016 2/1/2016
0.06 1 6/1/2004 6/1/2004
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Consecutive Losses

Run-up Length (Mos.) Start End
-10.40 7 10/1/2011 4/1/2012
-9.77 14 1/1/2008 2/1/2009
-9.21 4 7/1/1999 10/1/1999
-8.93 4 12/1/2009 3/1/2010
-8.52 3 12/1/2002 2/1/2003
-8.28 2 4/1/2002 5/1/2002
-7.89 3 1/1/1999 3/1/1999
-7.74 2 7/1/2001 8/1/2001
-7.46 1 11/1/2007 11/1/2007
-6.70 2 8/1/2014 9/1/2014
-6.42 2 12/1/2018 1/1/2019
-5.28 1 3/1/2011 3/1/2011
-5.17 3 7/1/2004 9/1/2004
-5.04 2 5/1/2015 6/1/2015
-5.03 1 1/1/2005 1/1/2005
-4.45 1 10/1/2019 10/1/2019
-4.25 5 1/1/2018 5/1/2018
-4.17 1 9/1/2002 9/1/2002
-3.98 2 1/1/2002 2/1/2002
-3.87 1 1/1/2011 1/1/2011
-3.53 1 8/1/2005 8/1/2005
-3.51 1 9/1/2015 9/1/2015
-3.43 3 6/1/2007 8/1/2007
-3.24 1 7/1/2019 7/1/2019
-3.15 1 5/1/2013 5/1/2013
-3.07 1 9/1/2018 9/1/2018
-3.00 2 3/1/2005 4/1/2005
-2.89 1 6/1/2009 6/1/2009
-2.86 2 4/1/2004 5/1/2004
-2.83 1 8/1/2016 8/1/2016
-2.73 1 10/1/2010 10/1/2010
-2.71 1 2/1/2001 2/1/2001
-2.46 1 10/1/2012 10/1/2012
-2.28 1 3/1/2016 3/1/2016
-2.19 1 10/1/2016 10/1/2016
-1.97 2 5/1/2014 6/1/2014
-1.94 2 2/1/2013 3/1/2013
-1.84 1 7/1/2018 7/1/2018
-1.72 2 9/1/2009 10/1/2009
-1.69 1 3/1/2015 3/1/2015
-1.58 1 9/1/2000 9/1/2000
-1.49 1 1/1/2016 1/1/2016
-1.47 1 4/1/2009 4/1/2009
-1.38 1 5/1/2016 5/1/2016
-1.38 3 5/1/2011 7/1/2011
-1.27 1 12/1/2005 12/1/2005
-1.18 1 5/1/2019 5/1/2019
-1.02 2 4/1/2006 5/1/2006
-0.95 1 10/1/2001 10/1/2001
-0.93 1 2/1/2006 2/1/2006
-0.88 1 9/1/2017 9/1/2017
-0.87 1 9/1/2013 9/1/2013
-0.60 1 8/1/2010 8/1/2010
-0.52 1 8/1/2012 8/1/2012
-0.39 1 6/1/2000 6/1/2000
-0.34 1 11/1/2014 11/1/2014
-0.34 1 9/1/2003 9/1/2003
-0.34 1 5/1/1999 5/1/1999
-0.28 1 6/1/1998 6/1/1998
-0.27 1 6/1/2010 6/1/2010
-0.21 1 11/1/1997 11/1/1997
-0.07 1 3/1/2017 3/1/2017
-0.07 1 11/1/2015 11/1/2015
-0.04 1 3/1/2007 3/1/2007
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods266.00264.00261.00255.00249.00243.00231.00219.00207.00
Percent Profitable56.7762.8869.3580.7888.3588.8994.8195.4397.10
Average Period Return0.862.625.3110.5815.7521.3633.7844.9956.68
Average Gain2.875.839.3314.2118.6324.6536.1047.3758.47
Average Loss-2.00-3.13-4.16-4.78-6.07-4.94-8.58-4.92-3.50
Best Period11.2424.4235.7960.4781.6484.35129.76173.90224.96
Worst Period-9.09-14.75-14.75-14.75-14.68-12.47-13.48-9.11-8.90
Standard Deviation3.155.908.8813.6817.4620.7730.3637.4341.83
Gain Standard Deviation2.424.857.4812.5816.4519.6429.4536.6441.11
Loss Standard Deviation1.702.643.254.545.193.994.103.183.11
Sharpe Ratio (1%)0.250.400.540.700.820.931.011.091.23
Average Gain / Average Loss1.441.872.252.973.074.994.219.6216.69
Profit / Loss Ratio2.113.525.5712.7623.2739.9176.83201.06559.23
Downside Deviation (10%)1.832.953.954.865.525.866.948.128.74
Downside Deviation (5%)1.672.473.003.183.132.672.812.101.60
Downside Deviation (0%)1.632.362.782.852.712.102.151.230.77
Sortino Ratio (10%)0.240.470.721.151.481.902.602.893.33
Sortino Ratio (5%)0.460.961.613.014.567.2610.9519.5232.33
Sortino Ratio (0%)0.531.111.913.725.8210.1615.7136.4573.86

Top Performer Badges

Index Award Type Rank Performance Period

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