Talenta Capital LLP : Multi-Strategy

Year-to-Date: 17.99%
Dec Performance: 0.14%

Min Investment: $ 950k
Mgmt. Fee: 0.75%
Perf. Fee: 10.00%

Annualized Vol: 10.97%
Sharpe (RFR=1%): 1.02
CAROR: 12.25%

Assets: $ 726k
Worst DD: -10.51
S&P Correlation: 0.76

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Growth of 1,000 - VAMI

Monthly Performance

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	Dec	Qtr	2019	1yr	3yr	5yr	10yr	Since 2/2017
Multi-Strategy	0.14	3.29	17.99	17.99	-	-	-	40.09
S&P 500	2.86	8.53	28.87	28.87	-	-	-	35.30
+/- S&P 500	-2.72	-5.24	-10.88	-10.88	-	-	-	4.79

Strategy Description

Summary

The Talenta Multi-Strategy Fund offers investors a range of uncorrelated, systematic and momentum trading strategies that trade highly liquid futures across global markets and S&P500. The Fund targets annual growth of 10-15% at a level of volatility below 10%.... Read More

Account & Fees

Type: Managed Account
Minimum Investment: $ 950k
Trading Level Incremental Increase: $ 500k
CTA Max Funding Factor
Management Fee: 0.75%
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: Any Investor
Lock-up Period: 0

Trading

Trading Frequency: 100 RT/YR/$M
Avg. Margin-to-Equity: 20%
Targeted Worst DD: 15.00%
Worst Peak-to-Trough: -15.00%
Sector Focus: Diversified Traders

Holding Periods

Over 12 Months: 50.00%
4-12 Months: 10.00%
1-3 Months: 40.00%
1-30 Days: 0%
Intraday: 0%

Summary

Investment Strategy

The trading strategy portfolio is designed to capture market upside and offer protection against adverse market events (‘crisis alpha’) offering 'attractive correlation' over time which is structural in nature. Portfolios are created using algorithms with few tuneable parameters and positions that are risk-adjusted. The approach is designed to offer structural resilience in both range-bound and trending markets.

Risk Management

Proprietary capital allocation, capital preservation and risk management algorithms operate across and within strategies enabling drawdown reduction and low latency market recovery. Risk management is applied at Fund, strategy and instrument levels. Risk management techniques include: - volatility adjusted position sizing - low parameter, price-driven threshold analysis - volatility ranking - correlation controls - limitations on equity per position - portfolio heat-based risk management - risk free rate threshold to underpin absolute return intent

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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.

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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
-10.51	4	6	8/1/2018	12/1/2018
-5.29	1	5	1/1/2018	2/1/2018
-2.48	1	2	8/1/2019	9/1/2019
-1.47	1	1	2/1/2017	3/1/2017
-1.15	1	1	5/1/2017	6/1/2017
-0.36	1	2	7/1/2017	8/1/2017

Consecutive Gains

Run-up	Length (Mos.)	Start	End
17.84	5	9/1/2017	1/1/2018
10.90	4	1/1/2019	4/1/2019
9.91	6	3/1/2018	8/1/2018
7.45	3	6/1/2019	8/1/2019
4.72	1	2/1/2017	2/1/2017
3.81	1	7/1/2017	7/1/2017
3.29	3	10/1/2019	12/1/2019
2.98	1	11/1/2018	11/1/2018
2.52	2	4/1/2017	5/1/2017

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-6.84	1	12/1/2018	12/1/2018
-6.71	2	9/1/2018	10/1/2018
-5.29	1	2/1/2018	2/1/2018
-2.48	1	9/1/2019	9/1/2019
-1.71	1	5/1/2019	5/1/2019
-1.47	1	3/1/2017	3/1/2017
-1.15	1	6/1/2017	6/1/2017
-0.36	1	8/1/2017	8/1/2017

Time Windows Analysis

	3 Year	4 Year	1 Month	3 Month	6 Month	12 Month	18 Month
Number of Periods	20.00	8.00	35.00	33.00	30.00	24.00	18.00
Percent Profitable	100.00	100.00	74.29	81.82	86.67	95.83	100.00
Average Period Return	28.84	44.78	1.02	2.87	5.95	11.30	16.15
Average Gain	28.84	44.78	2.37	4.28	7.47	11.92	16.15
Average Loss			-2.90	-3.52	-3.89	-2.99
Best Period	36.39	54.00	8.08	9.35	17.42	27.45	28.84
Worst Period	21.43	30.02	-6.84	-9.23	-5.27	-2.99	6.64
Standard Deviation	4.90	9.50	3.17	4.11	5.56	7.83	6.11
Gain Standard Deviation	4.90	9.50	2.12	2.69	4.21	7.38	6.11
Loss Standard Deviation			2.31	3.31	1.37
Sharpe Ratio (1%)	5.26	4.29	0.29	0.64	0.98	1.31	2.40
Average Gain / Average Loss			0.82	1.22	1.92	3.98
Profit / Loss Ratio			2.36	5.48	12.49	91.56
Downside Deviation (10%)			2.01	2.41	2.40	1.88	0.22
Downside Deviation (5%)			1.87	2.06	1.66	0.82
Downside Deviation (0%)			1.84	1.98	1.48	0.61
Sortino Ratio (10%)			0.30	0.68	1.45	3.34	38.28
Sortino Ratio (5%)			0.50	1.27	3.29	12.59
Sortino Ratio (0%)			0.55	1.45	4.01	18.49

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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More Programs by Talenta Capital LLP

Program Name	CAROR
Multi-Strategy	12.25%
CTA	5.21%

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Talenta Capital LLP : Multi-Strategy

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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