Talenta Capital LLP : Multi-Strategy Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 3.54% May Performance 2.64% Min Investment $ 950k Mgmt. Fee 0.75% Perf. Fee 10.00% Annualized Vol 12.73% Sharpe (RFR=1%) 0.70 CAROR 9.45% Assets $ 701k Worst DD -13.37 S&P Correlation 0.85 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 May Qtr YTD 1yr 3yr 5yr 10yr Since2/2017 Multi-Strategy 2.64 11.35 -3.54 0.33 29.23 - - 35.13 S&P 500 4.53 3.05 -5.77 10.62 24.94 - - 29.83 +/- S&P 500 -1.89 8.30 2.23 -10.29 4.29 - - 5.30 Strategy Description SummaryThe 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% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Stock Indices 55.00% Currency Futures 5.00% Currency FX 5.00% Industrial Metals 5.00% Precious Metals 5.00% Energy 5.00% Grains 5.00% Interest Rates 5.00% Livestock 5.00% Softs 5.00% SummaryThe 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%.Investment StrategyThe 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 ManagementProprietary 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 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 -13.37 3 - 12/1/2019 3/1/2020 -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 Show More Consecutive Gains Run-up Length (Mos.) Start End 17.84 5 9/1/2017 1/1/2018 11.35 2 4/1/2020 5/1/2020 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 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.37 3 1/1/2020 3/1/2020 -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 Show More Time Windows Analysis 4 Year1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods8.0040.0038.0035.0029.0023.0017.00 Percent Profitable100.0070.0076.3277.1489.6695.65100.00 Average Period Return44.780.821.964.559.9113.2218.55 Average Gain44.782.604.097.2611.3814.1518.55 Average Loss-3.33-4.90-4.62-2.79-7.23 Best Period54.008.499.3517.4227.4528.8428.80 Worst Period30.02-9.11-13.37-10.52-5.34-7.230.14 Standard Deviation9.503.674.926.408.128.258.47 Gain Standard Deviation9.502.342.694.277.197.108.47 Loss Standard Deviation2.754.162.562.67 Sharpe Ratio (1%)4.290.200.350.631.101.421.95 Average Gain / Average Loss0.780.831.574.081.96 Profit / Loss Ratio1.822.695.3035.3943.04 Downside Deviation (10%)2.503.543.602.743.452.62 Downside Deviation (5%)2.363.152.701.411.830.45 Downside Deviation (0%)2.323.052.491.141.51 Sortino Ratio (10%)0.170.210.581.791.633.17 Sortino Ratio (5%)0.310.541.506.346.4036.50 Sortino Ratio (0%)0.350.641.838.718.77 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