PECT : FOREX 10 x

archived programs
Year-to-Date
N / A
Feb Performance
18.34%
Min Investment
$ 100k
Mgmt. Fee
3.00%
Perf. Fee
3.00%
Annualized Vol
20.24%
Sharpe (RFR=1%)
4.10
CAROR
-
Assets
$ 2.6M
Worst DD
N/A
S&P Correlation
-0.22

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 Since
9/2006
FOREX 10 x 18.34 - - - - - - 229.40
S&P 500 -3.48 - - - - - - 149.15
+/- S&P 500 21.82 - - - - - - 80.25

Strategy Description

Summary

-HISTORY&SADVICE SA, based in Geneva, was founded in 2006 by professionals uniting more than 50 years experience in forex and financial futures in major Swiss Banks and trading companies. The company is NOT trading with a black box system and has... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 3.00%
Performance Fee 3.00%
Average Commission $15.00
Available to US Investors

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period 0

Trading

Trading Frequency 700 RT/YR/$M
Avg. Margin-to-Equity 4%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Not Specified

Holding Periods

Over 12 Months
4-12 Months
1-3 Months
1-30 Days
Intraday

Decision-Making

Discretionary
Systematic

Strategy

Summary

-HISTORY&SADVICE SA, based in Geneva, was founded in 2006 by professionals uniting more than 50 years experience in forex and financial futures in major Swiss Banks and trading companies. The company is NOT trading with a black box system and has

   

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
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

Consecutive Gains

Run-up Length (Mos.) Start End
229.40 18 9/1/2006 2/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods18.0016.0013.007.00
Percent Profitable100.00100.00100.00100.00
Average Period Return6.9920.2540.6292.19
Average Gain6.9920.2540.6292.19
Average Loss
Best Period18.3441.3670.31109.13
Worst Period0.739.8221.4578.72
Standard Deviation5.849.1814.7912.11
Gain Standard Deviation5.849.1814.7912.11
Loss Standard Deviation
Sharpe Ratio (1%)1.182.182.717.53
Average Gain / Average Loss
Profit / Loss Ratio
Downside Deviation (10%)
Downside Deviation (5%)
Downside Deviation (0%)
Sortino Ratio (10%)
Sortino Ratio (5%)
Sortino Ratio (0%)

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.