Mondiale Asset Management : Mondiale Trading Program (2X)

Year-to-Date: 0.57%
May Performance: -1.18%

Min Investment: $ 0k
Mgmt. Fee: 0%
Perf. Fee: 30.00%

Annualized Vol: 10.92%
Sharpe (RFR=1%): 0.89
CAROR: 10.58%

Assets: $ 266.0M
Worst DD: -16.80
S&P Correlation: 0.20

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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)	-1.18	0.73	0.57	7.18	20.01	19.09	98.36	790.38
S&P 500	-6.58	-1.17	9.77	1.72	29.91	41.62	196.32	191.39
+/- S&P 500	5.40	1.90	-9.21	5.46	-9.89	-22.53	-97.96	599.00

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%.

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

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
-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
-6.42	2	-	11/1/2018	1/1/2019
-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

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
2.31	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
0.70	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

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
-4.25	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
-3.15	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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	261.00	259.00	256.00	250.00	244.00	238.00	226.00	214.00	202.00
Percent Profitable	56.70	63.71	69.53	80.80	88.11	88.66	94.69	95.33	97.03
Average Period Return	0.89	2.70	5.43	10.71	16.02	21.73	34.16	45.65	57.55
Average Gain	2.91	5.86	9.48	14.36	19.00	25.14	36.56	48.13	59.42
Average Loss	-1.96	-3.19	-4.18	-4.75	-6.07	-4.94	-8.58	-4.92	-3.50
Best Period	11.24	24.42	35.79	60.47	81.64	84.35	129.76	173.90	224.96
Worst Period	-9.09	-14.75	-14.75	-14.75	-14.68	-12.47	-13.48	-9.11	-8.90
Standard Deviation	3.15	5.93	8.92	13.77	17.53	20.82	30.59	37.60	41.97
Gain Standard Deviation	2.43	4.85	7.46	12.65	16.45	19.60	29.64	36.75	41.19
Loss Standard Deviation	1.69	2.67	3.26	4.58	5.19	3.99	4.10	3.18	3.11
Sharpe Ratio (1%)	0.26	0.41	0.55	0.71	0.83	0.95	1.02	1.11	1.25
Average Gain / Average Loss	1.48	1.84	2.27	3.03	3.13	5.09	4.26	9.77	16.96
Profit / Loss Ratio	2.17	3.61	5.68	13.01	23.21	39.77	76.01	199.38	554.14
Downside Deviation (10%)	1.81	2.95	3.94	4.85	5.52	5.84	7.01	8.15	8.76
Downside Deviation (5%)	1.65	2.48	3.00	3.18	3.16	2.69	2.84	2.12	1.61
Downside Deviation (0%)	1.61	2.36	2.78	2.85	2.73	2.12	2.17	1.25	0.78
Sortino Ratio (10%)	0.27	0.50	0.75	1.18	1.53	1.97	2.62	2.96	3.41
Sortino Ratio (5%)	0.49	0.99	1.64	3.06	4.60	7.33	10.96	19.61	32.48
Sortino Ratio (0%)	0.55	1.14	1.95	3.76	5.86	10.23	15.71	36.57	74.09

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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Program Name	CAROR
Mondiale Trading Program (2X)	10.58%

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Mondiale Asset Management : Mondiale Trading Program (2X)

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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