Monolith Capital, LLC : Currency Opportunities Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Feb Performance -1.10% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.04% Sharpe (RFR=1%) 1.69 CAROR - Assets $ 1.9M Worst DD -3.75 S&P Correlation 0.21 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 Feb Qtr YTD 1yr 3yr 5yr 10yr Since1/2013 Currency Opportunities -1.10 - - - - - - 22.49 S&P 500 4.31 - - - - - - 193.16 +/- S&P 500 -5.41 - - - - - - -170.66 Strategy Description SummaryMonolith Capital offers the Currency Opportunities Program to investors. The Currency Opportunities Program is a globally focused investment program that seeks absolute, dollar denominated returns using leveraged foreign exchange and currency investment strategies, grounded in a strict... Read More Account & Fees Type Managed Account Minimum Investment $ 100k Trading Level Incremental Increase $ 100k CTA Max Funding Factor 5.00 Management Fee 2.00% Performance Fee 20.00% Average Commission $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 1100 RT/YR/$M Avg. Margin-to-Equity 2% Targeted Worst DD -8.00% Worst Peak-to-Trough 1.28% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 50.00% Intraday 50.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 20.00% Momentum 15.00% Pattern Recognition 10.00% Technical 30.00% Trend-following 15.00% Other 10.00% Composition Currency FX 100.00% SummaryMonolith Capital offers the Currency Opportunities Program to investors. The Currency Opportunities Program is a globally focused investment program that seeks absolute, dollar denominated returns using leveraged foreign exchange and currency investment strategies, grounded in a strict risk management framework. The trading model was developed through 12 months and over 400 hours of significant analysis, testing, and trial between January 2012 and December 2012, before being launched in January 2013. The paramount focus of the strategy is to achieve uncorrelated, superior risk adjusted returns in excess of the general markets, while maintaining annual volatility of 6-8%.Investment StrategyThe Program's trading strategy rests in the core belief of building wealth consistently, in any market condition, while attempting to minimize portfolio risk, using multiple controls to mitigate downside volatility. The Program utilizes a discretionary technical and fundamental trading model developed by Monolith Capital which analyzes historical price behavior, utilizing multiple technical indicators and time horizons, to attempt to forecast future short-term price trends. The Program proactively pursues a directional agnostic, global event and technically driven investment approach of managed foreign exchange across specific classes of currencies. The Program strives to provide superior risk adjusted returns by using a multifaceted investment strategy which includes: *Use of multiple indicator analysis of technical, trend, pattern recognition, volume, and behavioral finance. *Tactical trading with holding periods varying between intra-day and intra-week, capitalizing on volatility and momentum. *Maintaining investments with high liquidity. *Rigorous risk management framework to mitigate downside volatility. *Evaluation and in depth research of the underlying economics of potential investment opportunities. *Thorough back testing to analyze the efficacy of investment methodology. Risk ManagementStrict control of value at risk. Small relative position exposure. Strict parameters to mitigate and close losing trading positions. 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 -3.75 2 - 9/1/2013 11/1/2013 -1.28 1 1 7/1/2013 8/1/2013 -0.43 1 1 1/1/2013 2/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 22.92 5 3/1/2013 7/1/2013 4.23 1 9/1/2013 9/1/2013 1.74 1 12/1/2013 12/1/2013 0.64 1 1/1/2013 1/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -3.75 2 10/1/2013 11/1/2013 -1.31 2 1/1/2014 2/1/2014 -1.28 1 8/1/2013 8/1/2013 -0.43 1 2/1/2013 2/1/2013 Show More 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