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/ Mondiale Asset Management / Mondiale Trading Program (2X)

Mondiale Asset Management : Mondiale Trading Program (2X)

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Closed to new investments
Year-to-Date
6.40%
May Performance
1.71%
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
30.00%
Annualized Vol
10.64%
Sharpe (RFR=1%)
0.92
CAROR
10.72%
Assets
$ 348.0M
Worst DD
-16.80
S&P Correlation
0.17
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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 YTD 1yr 3yr 5yr 10yr Since
9/1997
Mondiale Trading Program (2X) 1.71 2.05 6.40 17.98 35.13 51.31 152.64 1,022.61
S&P 500 0.55 10.31 15.56 42.58 60.44 104.89 219.32 353.48
+/- S&P 500 1.16 -8.26 -9.16 -24.60 -25.30 -53.57 -66.68 669.14

Strategy Description

Summary

Quantitative managed futures trading for institutional clients.... 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

Quantitative managed futures trading for institutional clients.

   

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

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
-16.80 29 28 10/1/2007 3/1/2010
-12.04 10 4 12/1/1998 10/1/1999
-10.49 13 5 11/1/2018 12/1/2019
-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
-0.56 1 1 2/1/2021 3/1/2021
-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
-0.21 1 1 9/1/2020 10/1/2020
-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
22.84 9 1/1/2020 9/1/2020
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
7.25 4 11/1/2020 2/1/2021
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
2.63 2 4/1/2021 5/1/2021
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
-5.79 3 10/1/2019 12/1/2019
-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
-4.25 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
-0.56 1 3/1/2021 3/1/2021
-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 10/1/2020 10/1/2020
-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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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.

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