Mondiale Asset Management : Mondiale Trading Program (2X) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 2.48% Jan Performance 2.48% Min Investment $ 0k Mgmt. Fee 0% Perf. Fee 30.00% Annualized Vol 10.70% Sharpe (RFR=1%) 0.91 CAROR 10.70% Assets $ 348.0M Worst DD -16.80 S&P Correlation 0.17 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 YTD 1yr 3yr 5yr 10yr Since9/1997 Mondiale Trading Program (2X) 2.48 5.41 2.48 25.45 24.70 43.82 144.65 981.24 S&P 500 -1.11 13.59 -1.11 15.15 31.52 89.48 185.82 288.04 +/- S&P 500 3.59 -8.18 3.59 10.30 -6.82 -45.66 -41.17 693.20 Strategy Description SummaryQuantitative 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 SummaryQuantitative managed futures trading for institutional clients. 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 -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 -0.52 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 Show More 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 7.02 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 5.41 3 11/1/2020 1/1/2021 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 Show More 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 -0.52 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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods281.00279.00276.00270.00264.00258.00246.00234.00222.00 Percent Profitable58.0164.1669.5780.3789.0288.3795.1295.7397.30 Average Period Return0.902.705.4110.5215.4220.8032.7443.8254.70 Average Gain2.825.809.4314.2218.0724.1434.8646.0056.32 Average Loss-1.96-3.18-4.12-4.76-6.07-4.62-8.58-4.92-3.50 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 Deviation3.095.848.8013.5617.0920.3929.7336.5641.13 Gain Standard Deviation2.364.717.3112.3916.1519.2928.9135.8440.51 Loss Standard Deviation1.692.643.224.495.193.934.103.183.11 Sharpe Ratio (1%)0.260.420.560.700.810.921.001.091.21 Average Gain / Average Loss1.441.822.292.992.985.234.069.3416.08 Profit / Loss Ratio2.223.635.7012.4824.1239.7279.25209.22578.80 Downside Deviation (10%)1.792.933.924.885.425.866.777.958.64 Downside Deviation (5%)1.622.452.973.193.042.622.722.031.54 Downside Deviation (0%)1.582.342.762.862.632.052.081.190.74 Sortino Ratio (10%)0.270.500.751.131.441.802.512.803.13 Sortino Ratio (5%)0.501.001.652.984.587.1610.9119.6032.20 Sortino Ratio (0%)0.571.151.963.685.8710.1315.7136.7073.82 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. x {{title}} x {{title}} Add Cancel