Sparta Administradora de Recursos Ltda. : Sparta Anti-Cíclico Fundo de Investimento Multimercado

Year-to-Date: N / A
Aug Performance: 9.15%

Min Investment: $ 10k
Mgmt. Fee: 4.00%
Perf. Fee: 20.00%

Annualized Vol: 41.25%
Sharpe (RFR=1%): 0.83
CAROR: 31.17%

Assets: $ 9.8M
Worst DD: -38.63
S&P Correlation: 0.10

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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	Since 10/2005
Sparta Anti-Cíclico Fundo de Investimento Multimercado	9.15	-	-	-	-	-	-17.83	553.07
S&P 500	1.98	-	-	-	-	-	53.52	207.97
+/- S&P 500	7.17	-	-	-	-	-	-71.35	345.10

Strategy Description

Summary

Account & Fees

Type	Managed Account
Minimum Investment	$ 10k
Trading Level Incremental Increase	$ 5k
CTA Max Funding Factor
Management Fee	4.00%
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	0 RT/YR/$M
Avg. Margin-to-Equity	0%
Targeted Worst DD
Worst Peak-to-Trough	0%
Sector Focus	Not Specified

Holding Periods

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

Decision-Making

Discretionary	0%
Systematic	0%

Strategy

Composition

Summary

The fund employs fundamental analysis to create scenarios for each of the markets it invests, maximizing perceived upside/risk ratio. It trades commodities, stock indexes, currency and interest rates, mainly in Brazil, but also in US exchange-listed derivatives. The fund keeps in its portfolio at least 67% of Ibovespa-listed stocks, which can be hedged with derivatives. The leverage is controlled through risk controls (such as VaR and Stress Testing), and since it offers daily liquidity, positions are based in liquid instruments. The fund is regulated by Brazilian SEC-equivalent (CVM). Returns in USD. Official currency is BRL.Minimum initial investment : BRL 10,000.

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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.

Compare to:

Index:

Monthly Annual

Reward
Average RoR:
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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
-38.63	2	2	11/1/2007	1/1/2008
-34.58	6	-	3/1/2011	9/1/2011
-29.84	6	9	12/1/2009	6/1/2010
-22.01	3	14	6/1/2008	9/1/2008
-10.66	1	1	7/1/2006	8/1/2006
-9.70	1	2	10/1/2005	11/1/2005
-8.75	3	2	2/1/2006	5/1/2006
-5.79	1	1	7/1/2007	8/1/2007
-4.27	1	3	12/1/2006	1/1/2007
-3.72	1	2	9/1/2006	10/1/2006

Consecutive Gains

Run-up	Length (Mos.)	Start	End
177.29	5	2/1/2008	6/1/2008
77.56	3	9/1/2007	11/1/2007
64.92	4	4/1/2007	7/1/2007
33.73	1	10/1/2005	10/1/2005
28.14	4	9/1/2009	12/1/2009
26.86	4	9/1/2010	12/1/2010
20.74	3	12/1/2005	2/1/2006
15.79	2	6/1/2006	7/1/2006
15.63	5	12/1/2011	4/1/2012
14.89	3	1/1/2009	3/1/2009
14.19	1	9/1/2006	9/1/2006
11.85	1	10/1/2011	10/1/2011
11.73	1	7/1/2010	7/1/2010
10.37	2	7/1/2012	8/1/2012
8.29	1	10/1/2008	10/1/2008
8.18	2	11/1/2006	12/1/2006
4.40	1	3/1/2011	3/1/2011
4.30	1	2/1/2007	2/1/2007
2.19	1	2/1/2010	2/1/2010
0.73	1	7/1/2009	7/1/2009

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-38.63	2	12/1/2007	1/1/2008
-34.58	6	4/1/2011	9/1/2011
-27.51	4	3/1/2010	6/1/2010
-22.01	3	7/1/2008	9/1/2008
-12.96	2	5/1/2012	6/1/2012
-10.96	3	4/1/2009	6/1/2009
-10.66	1	8/1/2006	8/1/2006
-9.70	1	11/1/2005	11/1/2005
-8.75	3	3/1/2006	5/1/2006
-5.79	1	8/1/2007	8/1/2007
-5.29	1	1/1/2010	1/1/2010
-4.27	1	1/1/2007	1/1/2007
-3.72	1	10/1/2006	10/1/2006
-2.85	2	11/1/2008	12/1/2008
-2.07	2	1/1/2011	2/1/2011
-1.49	1	8/1/2010	8/1/2010
-1.37	1	3/1/2007	3/1/2007
-1.12	1	11/1/2011	11/1/2011
-1.05	1	8/1/2009	8/1/2009

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year
Number of Periods	83.00	81.00	78.00	72.00	66.00	60.00	48.00	36.00
Percent Profitable	55.42	66.67	71.79	68.06	72.73	76.67	72.92	91.67
Average Period Return	2.93	8.18	17.11	40.25	74.71	116.39	185.06	259.39
Average Gain	10.03	17.64	29.41	64.12	107.57	155.87	255.69	284.03
Average Loss	-5.90	-10.74	-14.21	-10.60	-12.89	-13.35	-5.10	-11.66
Best Period	60.47	98.84	133.56	210.72	362.34	435.37	490.23	600.27
Worst Period	-34.85	-26.03	-34.58	-24.78	-29.56	-26.32	-9.94	-21.81
Standard Deviation	11.91	21.51	32.10	63.46	101.43	134.06	173.46	186.14
Gain Standard Deviation	10.57	19.77	29.26	64.07	100.77	129.27	150.43	174.29
Loss Standard Deviation	6.23	8.34	10.21	8.17	9.53	8.98	2.77	8.80
Sharpe Ratio (1%)	0.24	0.37	0.52	0.62	0.72	0.85	1.05	1.37
Average Gain / Average Loss	1.70	1.64	2.07	6.05	8.34	11.68	50.15	24.35
Profit / Loss Ratio	2.12	3.29	5.27	12.88	22.25	38.37	135.01	267.89
Downside Deviation (10%)	5.88	8.37	10.32	9.93	11.75	12.28	11.30	10.07
Downside Deviation (5%)	5.72	7.91	9.44	7.96	8.94	8.52	4.46	4.99
Downside Deviation (0%)	5.69	7.79	9.22	7.50	8.29	7.68	2.99	3.95
Sortino Ratio (10%)	0.43	0.83	1.42	3.55	5.71	8.64	14.98	23.62
Sortino Ratio (5%)	0.50	1.00	1.76	4.93	8.19	13.43	40.79	51.16
Sortino Ratio (0%)	0.52	1.05	1.86	5.36	9.01	15.15	61.84	65.59

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.

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Blends 10
Portfolios 5
Watchlists 9

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Sparta Administradora de Recursos Ltda. : Sparta Anti-Cíclico Fundo de Investimento Multimercado

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Sparta Administradora de Recursos Ltda. : Sparta Anti-Cíclico Fundo de Investimento Multimercado

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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