Tendance Finance : Tendance Finance Fund

Year-to-Date
17.07%
Sep Performance
-0.62%
Min Investment
€ 100k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
10.90%
Sharpe (RFR=1%)
0.51
CAROR
6.17%
Assets
€ 28.0M
Worst DD
-20.53
S&P Correlation
-0.10

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
5/2012
Tendance Finance Fund -0.62 -1.28 17.07 8.78 35.63 16.29 - 65.56
S&P 500 -3.92 8.47 4.09 12.98 32.33 73.37 - 154.04
+/- S&P 500 3.30 -9.75 12.97 -4.19 3.30 -57.08 - -88.48

Strategy Description

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... 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%
Strategy Pie Chart

Composition

Interest Rates
50.00%
Stock Indices
50.00%
Composition Pie Chart

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.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
-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
-2.04 5 - 4/1/2020 9/1/2020
-1.80 1 2 2/1/2014 3/1/2014
-1.21 1 2 11/1/2013 12/1/2013
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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
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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
-4.22 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
-1.73 2 8/1/2020 9/1/2020
-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

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods101.0099.0096.0090.0084.0078.0066.0054.0042.00
Percent Profitable45.5451.5257.2961.1164.2966.6772.7379.6395.24
Average Period Return0.551.743.727.0810.7913.3415.3515.1820.05
Average Gain3.095.959.3614.8420.6224.7324.9520.6521.16
Average Loss-1.58-2.73-3.83-5.10-6.91-9.43-10.26-6.21-2.17
Best Period14.8219.9120.9437.4047.1446.1949.8245.8136.58
Worst Period-6.01-8.13-12.00-11.91-13.29-18.06-15.19-13.52-2.89
Standard Deviation3.155.738.2212.1916.5619.3020.7015.738.70
Gain Standard Deviation2.674.866.238.9212.1512.5715.4412.577.28
Loss Standard Deviation1.501.902.443.593.313.994.984.031.02
Sharpe Ratio (1%)0.150.260.390.500.560.590.590.711.72
Average Gain / Average Loss1.962.182.442.912.982.622.433.339.77
Profit / Loss Ratio1.642.323.274.575.375.246.4913.01195.44
Downside Deviation (10%)1.833.054.426.718.9711.7114.5614.9711.26
Downside Deviation (5%)1.652.453.244.405.396.987.394.981.59
Downside Deviation (0%)1.602.312.963.874.575.905.923.300.50
Sortino Ratio (10%)0.080.170.280.310.360.26-0.03-0.43-0.67
Sortino Ratio (5%)0.280.611.001.381.721.621.672.239.38
Sortino Ratio (0%)0.340.761.261.832.362.262.594.6140.24

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.