Tendance Finance : Tendance Finance Fund

Year-to-Date: 13.86%
Dec Performance: -0.46%

Min Investment: € 100k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 10.78%
Sharpe (RFR=1%): 0.47
CAROR: 5.65%

Assets: € 25.9M
Worst DD: -20.53
S&P Correlation: -0.11

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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	2020	1yr	3yr	5yr	10yr	Since 5/2012
Tendance Finance Fund	-0.46	-2.74	13.86	13.86	27.33	15.74	-	61.03
S&P 500	3.71	11.69	16.26	16.26	40.48	81.90	-	183.73
+/- S&P 500	-4.17	-14.42	-2.40	-2.40	-13.15	-66.16	-	-122.70

Strategy Description

Investment Strategy

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 Strategy

TENDANCE 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.

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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

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Sharpe Ratio: (RF=1%)
Skewness:
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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
-20.53	44	9	3/1/2015	11/1/2018
-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
-4.72	8	-	4/1/2020	12/1/2020
-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

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
1.84	1	11/1/2016	11/1/2016
1.09	1	8/1/2018	8/1/2018
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

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-9.72	11	4/1/2015	2/1/2016
-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
-4.42	5	8/1/2020	12/1/2020
-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
-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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	104.00	102.00	99.00	93.00	87.00	81.00	69.00	57.00	45.00
Percent Profitable	44.23	50.00	55.56	62.37	65.52	67.90	73.91	80.70	95.56
Average Period Return	0.51	1.61	3.50	7.26	10.88	14.10	15.80	15.61	19.77
Average Gain	3.09	5.95	9.36	14.71	20.24	25.23	25.00	20.83	20.79
Average Loss	-1.55	-2.73	-3.81	-5.10	-6.91	-9.43	-10.26	-6.21	-2.17
Best Period	14.82	19.91	20.94	37.40	47.14	46.19	49.82	45.81	36.58
Worst Period	-6.01	-8.13	-12.00	-11.91	-13.29	-18.06	-15.19	-13.52	-2.89
Standard Deviation	3.11	5.69	8.19	12.03	16.29	19.34	20.36	15.42	8.46
Gain Standard Deviation	2.67	4.86	6.23	8.70	11.97	12.41	14.98	12.17	7.15
Loss Standard Deviation	1.47	1.84	2.35	3.59	3.31	3.99	4.98	4.03	1.02
Sharpe Ratio (1%)	0.14	0.24	0.37	0.52	0.58	0.63	0.63	0.75	1.73
Average Gain / Average Loss	2.00	2.18	2.45	2.89	2.93	2.68	2.44	3.36	9.60
Profit / Loss Ratio	1.59	2.18	3.07	4.78	5.57	5.66	6.91	14.03	206.40
Downside Deviation (10%)	1.82	3.08	4.48	6.60	8.82	11.49	14.24	14.57	11.30
Downside Deviation (5%)	1.63	2.47	3.27	4.33	5.30	6.85	7.23	4.84	1.54
Downside Deviation (0%)	1.59	2.32	2.98	3.81	4.49	5.78	5.79	3.21	0.48
Sortino Ratio (10%)	0.05	0.12	0.23	0.34	0.37	0.34	0.00	-0.41	-0.70
Sortino Ratio (5%)	0.26	0.55	0.92	1.45	1.77	1.76	1.77	2.38	9.53
Sortino Ratio (0%)	0.32	0.69	1.18	1.91	2.43	2.44	2.73	4.87	41.06

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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Program Name	CAROR
Tendance Finance Fund	5.65%

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Tendance Finance : Tendance Finance Fund

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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Tendance Finance : Tendance Finance Fund

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Investment Strategy

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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