Tendance Finance : Tendance Finance Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 4.36% Jun Performance 2.42% Min Investment € 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 10.62% Sharpe (RFR=1%) 0.40 CAROR 4.82% Assets € 23.0M Worst DD -20.53 S&P Correlation -0.11 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since5/2012 Tendance Finance Fund 2.42 0.22 -4.36 -8.59 24.54 8.64 - 54.01 S&P 500 2.22 8.17 18.13 43.11 63.21 109.25 - 242.79 +/- S&P 500 0.20 -7.95 -22.49 -51.71 -38.66 -100.60 - -188.78 Strategy Description Investment StrategyTENDANCE FINANCE philosophy is to capture strong trends on all financial markets in order to offer 'all weather' investment strategies. This 'Trend Picking' style can be applied to any asset class and is systematic and technical. The process is purely objective (processes... Read More Account & Fees Type Fund Minimum Investment € 100k Trading Level Incremental Increase € 100k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 400 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD Worst Peak-to-Trough Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition Interest Rates 50.00% Stock Indices 50.00% Investment StrategyTENDANCE FINANCE philosophy is to capture strong trends on all financial markets in order to offer 'all weather' investment strategies. This 'Trend Picking' style can be applied to any asset class and is systematic and technical. The process is purely objective (processes only prices), makes no anticipation and has no macro- economic scenario embedded. The target is to generate a regular positive performance by getting exposure to strong market trends, picking the best members among a group and reducing exposure appropriately (reducing losses by being out of the unfavorable markets). Major specificities : - A global view : all asset classes are covered. - A macro view investment decision process: similar to global macro investors, Tendance Finance looks at a specific asset class before investing in any sub asset class. - A Simple model : not a 'black box' : only common analysis tools are used to monitor momentum and position of assets. The same sets of parameters are applied to all asset classes. - A flexible model : investment universe and strategy can be customized according to customer needs. - An Easy to understand portfolio : positions are automatically generated by signals, with a systematic size management according to the trend strength. 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 -20.53 44 9 3/1/2015 11/1/2018 -11.03 13 - 4/1/2020 5/1/2021 -7.78 5 2 8/1/2019 1/1/2020 -6.23 4 3 4/1/2013 8/1/2013 -5.86 6 3 1/1/0001 10/1/2012 -4.07 1 2 8/1/2014 9/1/2014 -1.80 1 2 2/1/2014 3/1/2014 -1.21 1 2 11/1/2013 12/1/2013 Show More Consecutive Gains Run-up Length (Mos.) Start End 20.94 6 10/1/2014 3/1/2015 19.91 3 2/1/2020 4/1/2020 18.43 5 4/1/2014 8/1/2014 14.56 6 11/1/2012 4/1/2013 9.06 1 3/1/2019 3/1/2019 7.99 2 10/1/2017 11/1/2017 7.90 2 12/1/2018 1/1/2019 7.11 3 9/1/2013 11/1/2013 7.01 2 5/1/2019 6/1/2019 6.16 2 4/1/2017 5/1/2017 6.11 2 6/1/2016 7/1/2016 5.18 1 2/1/2017 2/1/2017 4.58 1 1/1/2018 1/1/2018 4.34 2 1/1/2014 2/1/2014 3.54 1 8/1/2019 8/1/2019 2.42 1 6/1/2021 6/1/2021 1.84 1 11/1/2016 11/1/2016 1.09 1 8/1/2018 8/1/2018 0.62 1 4/1/2021 4/1/2021 0.46 1 7/1/2020 7/1/2020 0.31 1 7/1/2017 7/1/2017 0.29 1 7/1/2012 7/1/2012 0.20 1 3/1/2016 3/1/2016 0.01 1 7/1/2013 7/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -9.72 11 4/1/2015 2/1/2016 -9.35 8 8/1/2020 3/1/2021 -8.13 3 8/1/2016 10/1/2016 -7.78 5 9/1/2019 1/1/2020 -6.51 6 2/1/2018 7/1/2018 -5.95 2 12/1/2016 1/1/2017 -5.91 1 3/1/2017 3/1/2017 -4.54 2 5/1/2013 6/1/2013 -4.22 3 9/1/2018 11/1/2018 -4.11 2 8/1/2017 9/1/2017 -4.07 1 9/1/2014 9/1/2014 -4.06 1 12/1/2017 12/1/2017 -3.97 3 8/1/2012 10/1/2012 -3.17 1 6/1/2017 6/1/2017 -2.25 2 5/1/2012 6/1/2012 -2.15 1 5/1/2021 5/1/2021 -1.98 2 4/1/2016 5/1/2016 -1.80 1 3/1/2014 3/1/2014 -1.78 1 8/1/2013 8/1/2013 -1.40 1 4/1/2019 4/1/2019 -1.21 1 12/1/2013 12/1/2013 -0.77 2 5/1/2020 6/1/2020 -0.39 1 2/1/2019 2/1/2019 -0.31 1 7/1/2019 7/1/2019 Show More Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 3 2.42 6/2021 Diversified Trader Index Month 10 2.42 6/2021 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