SA2 Advisors LLP : SA2 Bellwether Core Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -1.50% Min Investment $ 1,000k Mgmt. Fee 1.00% Perf. Fee 10.00% Annualized Vol 6.19% Sharpe (RFR=1%) 1.28 CAROR - Assets $ 0k Worst DD -2.45 S&P Correlation 0.48 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 Jun Qtr 2020 1yr 3yr 5yr 10yr Since6/2012 SA2 Bellwether Core -1.50 - - - - - - 25.02 S&P 500 1.91 - - - - - - 172.94 +/- S&P 500 -3.41 - - - - - - -147.92 Strategy Description SummarySA2 Bellwether Fund is a Global Discretionary Macro Fund managed by SA2 Advisors LLP which based in London, England. ... Read More Account & Fees Type Fund Minimum Investment $ 1,000k Trading Level Incremental Increase $ 100k CTA Max Funding Factor Management Fee 1.00% Performance Fee 10.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 1 Trading Trading Frequency 250 RT/YR/$M Avg. Margin-to-Equity 8% Targeted Worst DD Worst Peak-to-Trough 7.50% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 50.00% 1-3 Months 50.00% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 100.00% Composition Stock Indices 60.00% Interest Rates 40.00% SummarySA2 Bellwether Fund is a Global Discretionary Macro Fund managed by SA2 Advisors LLP which based in London, England. Investment StrategySA2 Advisors’ CEO and Chief Investment Officer is Robert Page. Robert has more than 20+ years’ experience in institutional trading and investing. SA2 employs fundamental analysis such as forecasting and risk models to identifying opportunities globally. The fund primarily trades in equity and fixed income markets. Risk ManagementMaster Fund Level Stops Risk limits are independently monitored by the Investment Manager. Strict fund-level stop loss rules are maintained as follows STOP No. 1 – Down 6.0% If the Master Fund’s trading profits are down 6% on a month-end basis as measured from the previous 31 Dec for the U.S. Dollar-denominated Class A Core Shares only, then the portfolio is liquidated to cash for a minimum period of one (1) month. Paper trading is calculated from the cessation of trading, before liquidation costs. The manager will re-start at the next month end where the paper trading calculations would place them above the stop. Thereafter, trading will resume with a new lower stop at down 6.0% minus the paper trading profit. If, for whatever reason (including non-existence), the Class A Core Shares were not valued on the previous 31st December, then the Manager shall estimate such 31st December value for this STOP calculation STOP No. 2 - Down 10.0% If the Master Fund’s trading profits are down 10% on a month-end basis as measured from the previous 31 December for the U.S. Dollar-denominated Class A Core Shares only, then the portfolio is liquidated to cash for a minimum period of two (2) months. The manager will re-start following the two-month period end where the paper trading calculations would place them above the stop. Thereafter, trading will resume with a new lower stop at down 10% minus the paper trading profit. If, for whatever reason (including non-existence), the Class A Core Shares were not valued on the previous 31st December, then the Manager shall estimate such 31st December value for this STOP calculation. The Investment Manager may extend each stop period. In addition, the Directors will periodically review the Master Fund’s stop level and may, in their sole discretion and without notice to shareholders, revise the levels. SA2 has its own forecast for risk at the instrument, asset class and portfolio levels but the risk is ultimately determined by the manager.SA2 Advisors runs a daily risk report which considers daily and 5 day historical VAR, sensitivity analysis, exposures to FX risk, country exposure and variance of returns.etc 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 -2.45 1 1 7/1/2013 8/1/2013 -2.00 2 1 4/1/2013 6/1/2013 -1.80 1 3 12/1/2013 1/1/2014 -1.50 1 - 5/1/2014 6/1/2014 -0.51 1 1 2/1/2013 3/1/2013 -0.21 1 1 8/1/2012 9/1/2012 Show More Consecutive Gains Run-up Length (Mos.) Start End 14.02 4 9/1/2013 12/1/2013 6.48 3 6/1/2012 8/1/2012 4.48 5 10/1/2012 2/1/2013 3.08 4 2/1/2014 5/1/2014 2.17 1 7/1/2013 7/1/2013 1.94 1 4/1/2013 4/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -2.45 1 8/1/2013 8/1/2013 -2.00 2 5/1/2013 6/1/2013 -1.80 1 1/1/2014 1/1/2014 -1.50 1 6/1/2014 6/1/2014 -0.51 1 3/1/2013 3/1/2013 -0.21 1 9/1/2012 9/1/2012 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods23.0023.0020.0014.008.00 Percent Profitable69.5778.2685.0085.7175.00 Average Period Return0.752.965.827.5812.00 Average Gain1.605.098.0410.2816.38 Average Loss-1.21-4.68-6.75-8.60-2.28 Best Period4.8325.0626.9314.3217.99 Worst Period-2.45-13.26-9.93-9.12-2.28 Standard Deviation1.798.078.867.498.24 Gain Standard Deviation1.367.317.433.271.57 Loss Standard Deviation0.806.115.040.73 Sharpe Ratio (1%)0.370.340.600.881.27 Average Gain / Average Loss1.321.091.191.207.19 Profit / Loss Ratio3.023.916.757.1743.16 Downside Deviation (10%)0.983.783.945.164.40 Downside Deviation (5%)0.823.433.233.631.44 Downside Deviation (0%)0.783.353.063.260.81 Sortino Ratio (10%)0.340.460.850.501.00 Sortino Ratio (5%)0.800.791.651.817.30 Sortino Ratio (0%)0.950.881.902.3314.91 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