Panima Capital Management Limited : Panima Diversified Futures

Year-to-Date
2.29%
Apr Performance
-0.30%
Min Investment
$ 1,000k
Mgmt. Fee
1.00%
Perf. Fee
25.00%
Annualized Vol
8.39%
Sharpe (RFR=0%)
2.28
CAROR
-
Assets
$ 1.5M
Worst DD
-2.59
S&P Correlation
0.17

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
10/2018
Panima Diversified Futures -0.30 -2.59 2.29 14.83 - - - 36.53
S&P 500 12.68 -9.71 -9.85 -1.14 - - - 7.39
+/- S&P 500 -12.98 7.11 12.14 15.97 - - - 29.13

Strategy Description

Summary

Panima Capital Management Limited is a UK FCA regulated Investment Management Firm established in 2011. Our systematic team draws upon 20 years of macro proprietary trading experience in developing a portfolio of non-correlated scalable systematic strategies designed to produce consistent... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 1.00
Management Fee 1.00%
Performance Fee 25.00%
Average Commission $3.00
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency Daily
Redemption Frequency Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 10000 RT/YR/$M
Avg. Margin-to-Equity 8%
Targeted Worst DD -10.00%
Worst Peak-to-Trough 4.00%
Sector Focus Diversified 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 0%
Systematic 100.00%

Strategy

Counter-trend
25.00%
Momentum
25.00%
Pattern Recognition
25.00%
Trend-following
25.00%
Strategy Pie Chart

Composition

Currency Futures
24.00%
Stock Indices
24.00%
Energy
12.00%
Interest Rates
12.00%
Precious Metals
8.00%
Grains
8.00%
Softs
8.00%
Industrial Metals
4.00%
Composition Pie Chart

Summary

Panima Capital Management Limited is a UK FCA regulated Investment Management Firm established in 2011. Our systematic team draws upon 20 years of macro proprietary trading experience in developing a portfolio of non-correlated scalable systematic strategies designed to produce consistent returns in varying market conditions. The portfolio trades outright positions across 25 different Futures contracts on the world’s most liquid exchanges. Products include Major FX Futures, Equity Index, Fixed Income and Commodities. The strategy takes into the account the liquidity in each market and adjusts the risk accordingly. The strategies can hold positions overnight, for a maximum of a week with no holdings over the weekend.

   

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
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Sharpe Ratio: (RF=1%)
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Compound RoR:
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Sharpe Ratio: (RF=1%)
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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
-2.59 2 - 2/1/2020 4/1/2020
-1.70 1 1 8/1/2019 9/1/2019
-1.40 1 1 5/1/2019 6/1/2019
-0.60 1 1 10/1/2019 11/1/2019
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Consecutive Gains

Run-up Length (Mos.) Start End
18.89 8 10/1/2018 5/1/2019
9.74 3 12/1/2019 2/1/2020
6.40 2 7/1/2019 8/1/2019
4.80 1 10/1/2019 10/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.59 2 3/1/2020 4/1/2020
-1.70 1 9/1/2019 9/1/2019
-1.40 1 6/1/2019 6/1/2019
-0.60 1 11/1/2019 11/1/2019
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods19.0017.0014.008.00
Percent Profitable73.6894.12100.00100.00
Average Period Return1.685.3710.7421.68
Average Gain2.735.8510.7421.68
Average Loss-1.26-2.30
Best Period5.3010.9116.6626.10
Worst Period-2.30-2.305.1017.02
Standard Deviation2.423.553.593.30
Gain Standard Deviation1.853.043.593.30
Loss Standard Deviation0.81
Sharpe Ratio (1%)0.661.442.856.26
Average Gain / Average Loss2.172.54
Profit / Loss Ratio6.0740.66
Downside Deviation (10%)0.940.87
Downside Deviation (5%)0.780.62
Downside Deviation (0%)0.750.56
Sortino Ratio (10%)1.364.73
Sortino Ratio (5%)2.048.28
Sortino Ratio (0%)2.259.62

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.