QCAM Currency Asset Management AG : QCAM v-Pro Dynamic Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A May Performance 1.08% Min Investment € 1,000k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.82% Sharpe (RFR=1%) 0.60 CAROR 7.24% Assets € 554.0M Worst DD -20.75 S&P Correlation -0.20 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 May Qtr YTD 1yr 3yr 5yr 10yr Since7/2007 QCAM v-Pro Dynamic 1.08 - - - 0.00 -16.52 35.18 114.55 S&P 500 2.16 - - - 27.07 64.22 91.20 195.18 +/- S&P 500 -1.08 - - - -27.07 -80.74 -56.02 -80.63 Strategy Description Summaryv-Pro is offered as an Irish UCITS V fund (v-Pro Dynamic only), a Luxembourg based SICAV-SIF fund (v-Pro only) and as managed account. v-Pro Dynamic is the 2XL-version of standard v-Pro... Read More Account & Fees Type Fund Minimum Investment € 1,000k Trading Level Incremental Increase € 0k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 15.00% 1-3 Months 35.00% 1-30 Days 50.00% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 10.00% Momentum 10.00% Option-purchasing 15.00% Option-spreads 15.00% Option-writing 15.00% Spreading/hedging 10.00% Other 25.00% Composition Currency FX 100.00% Summaryv-Pro is offered as an Irish UCITS V fund (v-Pro Dynamic only), a Luxembourg based SICAV-SIF fund (v-Pro only) and as managed account. v-Pro Dynamic is the 2XL-version of standard v-ProInvestment Strategyv-Pro dynamic is a long/short FX volatility program. Four different volatility strategies are adopted in order to achieve stable returns in various market environments. v-Pro dynamic uses a blended approach: Profitable trades are identified through quantitative analysis of the volatility and spot markets combined with discretionary filtering through QCAM's volatility trading team. Investments are mainly done in high liquid major currencies, completed by opportunity trades in emerging currencies. Risk ManagementWe have regulatory risk limits as well as internal risk limits. We check them on a daily basis. The management company checks the regulatory risk limits also on daily basis and report us their results. 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 -20.75 26 - 2/1/2016 4/1/2018 -17.98 13 7 5/1/2013 6/1/2014 -10.92 12 4 8/1/2010 8/1/2011 -3.00 1 1 4/1/2009 5/1/2009 -2.98 1 3 12/1/2008 1/1/2009 -2.89 4 1 8/1/2012 12/1/2012 -2.26 1 1 1/1/2015 2/1/2015 -2.00 2 2 8/1/2009 10/1/2009 -1.61 1 2 11/1/2015 12/1/2015 -1.24 1 1 2/1/2010 3/1/2010 -0.99 1 1 6/1/2012 7/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 44.00 18 7/1/2007 12/1/2008 31.09 2 12/1/2014 1/1/2015 21.73 10 9/1/2011 6/1/2012 17.23 9 3/1/2015 11/1/2015 12.00 5 1/1/2013 5/1/2013 10.28 4 11/1/2009 2/1/2010 6.46 5 4/1/2010 8/1/2010 6.16 3 6/1/2009 8/1/2009 5.92 2 9/1/2014 10/1/2014 4.02 3 2/1/2009 4/1/2009 2.71 1 7/1/2014 7/1/2014 2.02 2 11/1/2016 12/1/2016 1.94 2 1/1/2016 2/1/2016 1.08 1 5/1/2018 5/1/2018 1.08 1 8/1/2012 8/1/2012 0.87 1 10/1/2012 10/1/2012 0.79 1 5/1/2014 5/1/2014 0.54 1 5/1/2011 5/1/2011 0.40 1 10/1/2013 10/1/2013 0.33 1 5/1/2016 5/1/2016 0.04 1 2/1/2011 2/1/2011 0.01 1 1/1/2014 1/1/2014 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.14 16 1/1/2017 4/1/2018 -10.12 4 6/1/2013 9/1/2013 -5.55 3 2/1/2014 4/1/2014 -4.69 5 9/1/2010 1/1/2011 -4.55 3 6/1/2011 8/1/2011 -4.36 2 3/1/2016 4/1/2016 -3.46 5 6/1/2016 10/1/2016 -3.21 1 6/1/2014 6/1/2014 -3.00 1 5/1/2009 5/1/2009 -2.98 1 1/1/2009 1/1/2009 -2.64 2 3/1/2011 4/1/2011 -2.57 2 11/1/2012 12/1/2012 -2.26 1 2/1/2015 2/1/2015 -2.00 2 9/1/2009 10/1/2009 -1.61 1 12/1/2015 12/1/2015 -1.38 2 11/1/2013 12/1/2013 -1.24 1 3/1/2010 3/1/2010 -1.18 1 9/1/2012 9/1/2012 -0.99 1 7/1/2012 7/1/2012 -0.52 1 11/1/2014 11/1/2014 -0.23 1 8/1/2014 8/1/2014 Show More Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Annual 1 43.36 2015 Discretionary Trader Index Month 4 4.32 5/2015 Discretionary Trader Index Month 9 4.36 3/2015 Discretionary Trader Index Month 2 27.16 1/2015 IASG CTA Index Month 3 27.16 1/2015 Discretionary Trader Index Month 10 3.09 12/2014 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