SMILe Global Management Limited : SMILe Managed Currency Account (JD Standard) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Aug Performance 0.00% Min Investment $ 250k Mgmt. Fee 2.00% Perf. Fee 30.00% Annualized Vol 9.87% Sharpe (RFR=1%) 1.46 CAROR 15.96% Assets $ 798k Worst DD -14.12 S&P Correlation -0.03 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 Aug Qtr 2020 1yr 3yr 5yr 10yr Since1/2009 SMILe Managed Currency Account (JD Standard) 0.00 - - - - -7.65 93.08 211.16 S&P 500 -0.12 - - - - 78.08 66.48 350.10 +/- S&P 500 0.12 - - - - -85.73 26.60 -138.94 Strategy Description SummaryThe managed currency account is an individual trading account which is managed to provide attractive returns with a risk strategy aimed at reducing volatility to the global currency markets.... Read More Account & Fees Type Managed Account Minimum Investment $ 250k Trading Level Incremental Increase $ 25k CTA Max Funding Factor Management Fee 2.00% Performance Fee 30.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Daily Redemption Frequency 1-7 Days Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 5% Targeted Worst DD -25.00% Worst Peak-to-Trough Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 50.00% Intraday 50.00% Decision-Making Discretionary 100.00% Systematic 0% Strategy Fundamental 80.00% Spreading/hedging 5.00% Technical 10.00% Trend-following 5.00% Composition Currency FX 100.00% SummaryThe managed currency account is an individual trading account which is managed to provide attractive returns with a risk strategy aimed at reducing volatility to the global currency markets.Investment StrategyInvestment Universe The managed product is constructed pre-dominantly from USD, GBP and EUR currency pairings with AUD, CAD, JPY, NZD & CHF. Investment Team The investment team is a highly specialised team with a combined experience of over 60 years in the FX markets. The team members who form this team are professional motivated individuals with a strong belief in the managed account programme. The team members have all worked within the financial services industry for many years. Research The investment team conducts research using its own procedures and methodology with the main focus of identifying strategies that are able to produce consistent returns over time. The manager’s research process contains both quantitative and qualitative elements. Portfolio construction The portfolio targets a return of 25% per annum with minimal volatility over the medium to longer term. The target return is the aim of the investment team and it does not constitute a guarantee. The managed account may use derivatives and currency hedges if required to ensure minimal exposure and risks.Risk ManagementRisks are calculated on each individual trade and follow a determined strategy to reduce exposure and account drawdown to a minimum. NOTE: Trading performance is based on an account of 250,000. Performance can vary depending on the underlying broker due to spreads, commissions and execution costs.NOTE: account based on client account starting at 250,000. All figures are gross of performance fee and management charge. Net of dealing costs. 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 -14.12 13 - 12/1/2014 1/1/2016 -9.11 3 2 12/1/2011 3/1/2012 -6.78 2 2 8/1/2014 10/1/2014 -5.04 2 2 8/1/2013 10/1/2013 -4.76 2 2 7/1/2009 9/1/2009 -3.60 1 3 2/1/2010 3/1/2010 -2.30 1 1 4/1/2011 5/1/2011 -0.60 1 1 2/1/2009 3/1/2009 Show More Consecutive Gains Run-up Length (Mos.) Start End 35.91 13 4/1/2010 4/1/2011 31.21 8 4/1/2012 11/1/2012 25.69 8 1/1/2013 8/1/2013 21.44 7 6/1/2011 12/1/2011 19.89 10 11/1/2013 8/1/2014 19.69 5 10/1/2009 2/1/2010 13.02 4 4/1/2009 7/1/2009 9.96 2 11/1/2014 12/1/2014 4.05 2 1/1/2009 2/1/2009 2.13 1 3/1/2015 3/1/2015 1.71 2 7/1/2015 8/1/2015 0.67 1 11/1/2015 11/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -10.48 9 12/1/2015 8/1/2016 -9.11 3 1/1/2012 3/1/2012 -6.78 2 9/1/2014 10/1/2014 -5.04 2 9/1/2013 10/1/2013 -4.76 2 8/1/2009 9/1/2009 -3.77 3 4/1/2015 6/1/2015 -3.60 1 3/1/2010 3/1/2010 -3.24 2 1/1/2015 2/1/2015 -2.30 1 5/1/2011 5/1/2011 -1.48 2 9/1/2015 10/1/2015 -0.60 1 3/1/2009 3/1/2009 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods92.0090.0087.0081.0075.0069.0057.0045.0033.00 Percent Profitable68.4870.0077.0185.1988.0088.41100.00100.00100.00 Average Period Return1.283.968.2318.3730.5143.9075.86115.96152.96 Average Gain2.697.1011.9223.0235.9950.6975.86115.96152.96 Average Loss-2.47-4.14-4.58-8.41-9.65-7.83 Best Period7.7813.4026.1243.3363.5278.41113.96173.30220.19 Worst Period-7.65-10.48-11.21-13.33-14.12-11.970.2334.7462.81 Standard Deviation2.855.868.7714.5620.5025.2332.8042.7753.85 Gain Standard Deviation1.873.335.899.8714.9317.7932.8042.7753.85 Loss Standard Deviation2.103.264.374.613.573.56 Sharpe Ratio (1%)0.420.630.881.191.421.662.222.622.75 Average Gain / Average Loss1.091.712.602.743.736.48 Profit / Loss Ratio3.284.919.6815.7427.3449.39 Downside Deviation (10%)1.693.103.775.456.136.293.27 Downside Deviation (5%)1.562.683.014.004.043.540.49 Downside Deviation (0%)1.532.582.843.663.542.90 Sortino Ratio (10%)0.520.881.532.453.745.3518.39 Sortino Ratio (5%)0.771.382.574.347.1911.85148.94 Sortino Ratio (0%)0.841.532.905.028.6215.16 Top Performer Badges Index Award Type Rank Performance Period IASG CTA Index Sharpe 5 1.76 2015 IASG CTA Index 5 Year 7 109.07 2010 - 2015 IASG CTA Index 3 Year 9 74.93 2011 - 2014 IASG CTA Index Sharpe 5 2.18 2014 Discretionary Trader Index Month 1 7.42 12/2014 IASG CTA Index 5 Year 4 191.54 2009 - 2014 IASG CTA Index Sharpe 5 2.40 2013 IASG CTA Index 3 Year 8 98.34 2010 - 2013 Discretionary Trader Index Month 4 6.50 12/2013 Discretionary Trader Index Month 5 6.15 7/2013 Discretionary Trader Index Month 9 3.35 4/2013 Discretionary Trader Index Month 7 1.80 3/2013 Discretionary Trader Index Month 6 6.40 2/2013 IASG CTA Index Sharpe 7 2.38 2012 Discretionary Trader Index Month 10 3.60 5/2012 Discretionary Trader Index Month 5 7.78 4/2012 IASG CTA Index Month 8 7.78 4/2012 IASG CTA Index Sharpe 10 3.02 2011 Discretionary Trader Index Month 9 5.23 6/2011 Discretionary Trader Index Month 4 6.21 7/2010 Discretionary Trader Index Month 8 4.70 12/2009 Discretionary Trader Index Month 7 4.86 7/2009 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