PYX Asset Management : PYX Asset Management Managed FX Account Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since1/2008 PYX Asset Management Managed FX Account 0.01 - - - - - 19.97 112.33 S&P 500 8.30 - - - - - 72.25 194.47 +/- S&P 500 -8.29 - - - - - -52.28 -82.14 Strategy Description SummaryPYX 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% Composition Currency FX 100.00% SummaryPYX 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 StrategyThe 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 ManagementRisk 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. 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 -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 Show More 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 Show More 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 Show More 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. x {{title}} x {{title}} Add Cancel