SMILe Global Management Limited : SMILe Managed Currency Account (YB Standard)

archived programs
Year-to-Date
N / A
Aug Performance
0.00%
Min Investment
$ 100k
Mgmt. Fee
2.00%
Perf. Fee
30.00%
Annualized Vol
8.20%
Sharpe (RFR=1%)
0.85
CAROR
7.96%
Assets
$ 1.1M
Worst DD
-5.10
S&P Correlation
0.00

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 YTD 1yr 3yr 5yr 10yr Since
10/2013
SMILe Managed Currency Account (YB Standard) 0.00 - - - - -3.44 - 25.04
S&P 500 -0.12 - - - - 78.08 - 89.51
+/- S&P 500 0.12 - - - - -81.52 - -64.47

Strategy Description

Summary

The managed trading 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 and commodities markets with full discretionary management. The strategy is base around trading ‘Orbits’... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 5k
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 Daily
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 14 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD -5.00%
Worst Peak-to-Trough 3.00%
Sector Focus Currency Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 100.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Pattern Recognition
25.00%
Seasonal/cyclical
25.00%
Technical
50.00%
Strategy Pie Chart

Composition

Currency FX
85.00%
Precious Metals
7.00%
Energy
5.00%
Other
3.00%
Composition Pie Chart

Summary

The managed trading 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 and commodities markets with full discretionary management. The strategy is base around trading ‘Orbits’ as described below.

Investment Strategy

The strategy is trading G-10 currencies, Gold, Silver, Oil and Bonds, in the Foreign Exchange (FX) Futures, inter-banks and options markets. Trading is based on the comprehensive mathematical model that was developed by a former Software Engineer with IBM and Oracle in the Silicon Valley, USA and has evolved since 2002. Profile Type: Absolute Return in all market conditions. Investment Trigger: Genuine breakout of long term price range. Trading Style: a. Spot, Futures - Directional with a medium and short term timeframes. b. Options - Long (Buy) Vanilla only. Time Horizon: medium (days). Return: The strategy is aiming at an annual net return of over 16% while continuing to generate a consistent positive return on a monthly/quarterly/annual basis with no correlation to other asset classes. R&D: 6 years prior to first trade. Strategy: The methodology revolves around the in-house developed “Orbits” theory which analyses global FX market price movements while focusing on 10-14 large cycles in a year, where the technical and fundamental aspects of the subject instrument(s) move in sync for some time. Orbits are multi-legs price cycles with a sustained macro economic theme.

Risk Management

Risks are calculated on each individual trade and follow a determined strategy to reduce exposure and account drawdown to a minimum. The trading on the account will only be manually traded strategy using a proven methodology. However the manager has full oversight on the trading and will risk manage every single trade against given parameters. NOTE: Trading performance is based on an account of 100,000. Performance can vary depending on the underlying broker due to spreads, commissions and execution costs. All figures are gross of performance fee and management charge. Net of dealing costs

   

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:
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Risk
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
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Average Gain:
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Risk
Standard Deviation:
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Sharpe Ratio: (RF=1%)
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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
-5.10 17 - 11/1/2014 4/1/2016
-2.06 1 1 10/1/2013 11/1/2013
-0.91 2 2 5/1/2014 7/1/2014
-0.01 1 1 1/1/2014 2/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
9.97 4 8/1/2014 11/1/2014
9.39 1 10/1/2013 10/1/2013
7.35 2 12/1/2013 1/1/2014
4.80 3 3/1/2014 5/1/2014
0.45 3 5/1/2015 7/1/2015
0.41 1 1/1/2015 1/1/2015
0.38 1 3/1/2015 3/1/2015
0.32 2 5/1/2016 6/1/2016
0.17 1 2/1/2016 2/1/2016
0.17 1 11/1/2015 11/1/2015
0.12 1 9/1/2015 9/1/2015
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.73 2 3/1/2016 4/1/2016
-2.06 1 11/1/2013 11/1/2013
-1.50 1 12/1/2014 12/1/2014
-0.91 2 6/1/2014 7/1/2014
-0.73 1 10/1/2015 10/1/2015
-0.72 1 4/1/2015 4/1/2015
-0.66 2 12/1/2015 1/1/2016
-0.37 1 2/1/2015 2/1/2015
-0.17 1 8/1/2015 8/1/2015
-0.01 1 2/1/2014 2/1/2014
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month
Number of Periods35.0033.0030.0024.0018.00
Percent Profitable57.1451.5243.3354.1766.67
Average Period Return0.671.632.885.687.41
Average Gain1.664.078.3112.4012.85
Average Loss-0.76-0.96-1.27-2.26-3.46
Best Period9.3911.3818.6129.0329.91
Worst Period-2.18-2.56-3.04-3.49-4.89
Standard Deviation2.373.845.639.309.81
Gain Standard Deviation2.693.994.347.617.16
Loss Standard Deviation0.710.751.061.081.23
Sharpe Ratio (1%)0.250.360.420.500.60
Average Gain / Average Loss2.194.246.535.483.71
Profit / Loss Ratio3.364.514.996.487.42
Downside Deviation (10%)0.841.662.945.066.42
Downside Deviation (5%)0.660.981.542.322.94
Downside Deviation (0%)0.620.841.231.682.10
Sortino Ratio (10%)0.310.240.140.13-0.03
Sortino Ratio (5%)0.881.411.542.022.01
Sortino Ratio (0%)1.071.952.343.373.53

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.