PYX Asset Management : PYX Asset Management Managed FX Account

archived programs
Year-to-Date
N / A
Oct Performance
0.01%
Min Investment
$ 50k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
5.72%
Sharpe (RFR=1%)
1.54
CAROR
10.09%
Assets
$ 10.3M
Worst DD
-6.51
S&P Correlation
-0.06

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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since
1/2008
PYX Asset Management Managed FX Account 0.01 - - - - -0.07 28.39 112.33
S&P 500 8.30 - - - - 75.70 72.25 151.29
+/- S&P 500 -8.29 - - - - -75.77 -43.86 -38.96

Strategy Description

Summary

PYX Asset Management Limited is a London based regulated asset management company founded by industry experts with over 30 years foreign exchange experience. Our mission statement is to bring institutional style asset management to all with a mantra of wealth preservation before... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor 3.00
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
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 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD -2.00%
Worst Peak-to-Trough -5.28%
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 10.00%
Intraday 90.00%

Decision-Making

Discretionary 30.00%
Systematic 70.00%

Strategy

Fundamental
10.00%
Momentum
20.00%
Technical
50.00%
Trend-following
20.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

PYX Asset Management Limited is a London based regulated asset management company founded by industry experts with over 30 years foreign exchange experience. Our mission statement is to bring institutional style asset management to all with a mantra of wealth preservation before wealth creation.

Investment Strategy

The PYX Asset Management Managed Account utilizes a unique proprietary algorithm that has been researched and developed over the last 10 years. Human oversight and manual position entry at all stages of the trading life-cycle ensure all risk is managed efficiently throughout the trading day. The program targets and exploit small technical inefficiencies in correlated pairs across the liquid G10 space combined with a very robust and strong risk management system that can be adapted to each individual investor account. Risk is constantly reviewed on an on-going basis taking into account position size, volatility and exposure. The strategy objective is to attract returns of 15-20 % per annum with low volatility and targets trades with a high statistical probability of success.

Risk Management

Risk management is the most important aspect of PYX Asset Managements business. With multi-layer risk management systems employed to diversify pre and post trade exposure for all clients. Short term trades with no position held over weekends and a risk reward ratio of 2-1 are a pre-requisite of any trade taken by PYX Asset Management. Coupled with the unique ability to tailor risk for each individual investor on a daily, weekly or monthly basis ensures that all clients can be safe in the knowledge that a maximum stop persists within their account from the outset. If daily a target or stop is hit the user interface will automatically close all open and resting positions.

   

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

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-6.51 17 - 11/1/2013 4/1/2015
-5.21 2 5 2/1/2012 4/1/2012
-4.16 2 3 6/1/2013 8/1/2013
-0.95 1 2 9/1/2009 10/1/2009
-0.53 1 1 11/1/2010 12/1/2010
-0.32 1 1 7/1/2011 8/1/2011
-0.31 1 1 4/1/2011 5/1/2011
-0.13 1 1 10/1/2011 11/1/2011
-0.13 1 1 2/1/2013 3/1/2013
-0.05 1 1 9/1/2012 10/1/2012
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Consecutive Gains

Run-up Length (Mos.) Start End
38.43 21 1/1/2008 9/1/2009
26.71 13 11/1/2009 11/1/2010
6.69 4 1/1/2011 4/1/2011
6.65 3 12/1/2011 2/1/2012
5.73 3 9/1/2013 11/1/2013
4.23 3 4/1/2013 6/1/2013
4.19 1 5/1/2012 5/1/2012
4.04 4 11/1/2012 2/1/2013
2.86 2 9/1/2011 10/1/2011
1.87 3 7/1/2012 9/1/2012
1.62 2 6/1/2011 7/1/2011
1.32 3 5/1/2015 7/1/2015
1.16 2 5/1/2014 6/1/2014
0.66 1 3/1/2014 3/1/2014
0.47 1 2/1/2015 2/1/2015
0.01 1 10/1/2015 10/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-5.21 2 3/1/2012 4/1/2012
-4.16 2 7/1/2013 8/1/2013
-3.51 3 12/1/2013 2/1/2014
-2.18 2 3/1/2015 4/1/2015
-1.93 7 7/1/2014 1/1/2015
-1.29 1 4/1/2014 4/1/2014
-0.95 1 10/1/2009 10/1/2009
-0.53 1 12/1/2010 12/1/2010
-0.32 1 8/1/2011 8/1/2011
-0.31 1 5/1/2011 5/1/2011
-0.29 2 8/1/2015 9/1/2015
-0.15 1 6/1/2012 6/1/2012
-0.13 1 3/1/2013 3/1/2013
-0.13 1 11/1/2011 11/1/2011
-0.05 1 10/1/2012 10/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods94.0092.0089.0083.0077.0071.0059.0047.0035.00
Percent Profitable71.2878.2676.4078.3184.4290.14100.00100.00100.00
Average Period Return0.822.515.2111.0217.1523.9438.9254.0071.01
Average Gain1.463.547.1714.6020.8426.8538.9254.0071.01
Average Loss-0.82-1.19-1.14-1.91-2.85-2.64
Best Period6.6813.3516.2729.6036.8053.4679.40100.59113.52
Worst Period-3.20-3.51-3.49-4.58-5.65-4.113.6110.8824.67
Standard Deviation1.653.245.209.5813.4517.3524.5528.3728.65
Gain Standard Deviation1.422.894.337.5711.2115.7224.5528.3728.65
Loss Standard Deviation0.950.920.871.151.511.24
Sharpe Ratio (1%)0.440.700.911.051.161.261.461.762.30
Average Gain / Average Loss1.792.986.297.657.3210.15
Profit / Loss Ratio4.6110.7420.3827.6139.6492.84
Downside Deviation (10%)0.821.241.843.324.454.824.193.140.64
Downside Deviation (5%)0.680.790.901.451.811.53
Downside Deviation (0%)0.650.690.691.031.260.91
Sortino Ratio (10%)0.501.041.491.812.152.845.5310.3267.59
Sortino Ratio (5%)1.082.865.256.918.6314.35
Sortino Ratio (0%)1.253.627.5510.7013.6026.44

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.