Tom Capital AG : Tom Capital Growth Fund

Year-to-Date
19.41%
Aug Performance
2.10%
Min Investment
$ 5,000k
Mgmt. Fee
1.50%
Perf. Fee
20.00%
Annualized Vol
13.61%
Sharpe (RFR=1%)
0.00
CAROR
0.10%
Assets
$ 28.0M
Worst DD
-27.34
S&P Correlation
0.41

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
12/2015
Tom Capital Growth Fund 2.10 4.75 -19.41 -18.79 -10.30 - - 0.45
S&P 500 7.01 14.98 8.34 19.61 40.39 - - 69.51
+/- S&P 500 -4.91 -10.23 -27.75 -38.40 -50.69 - - -69.06

Strategy Description

Summary

Tom Capital AG is a privately owned, well-financed and fully independent Swiss financial advisor and authorized asset manager of collective investment schemes with focus on research and development of systematic investment strategies. It is supervised by the Swiss Financial Market... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 5,000k
Trading Level Incremental Increase $ 500k
CTA Max Funding Factor
Management Fee 1.50%
Performance Fee 20.00%
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 QEP
Lock-up Period 0

Trading

Trading Frequency 2000 RT/YR/$M
Avg. Margin-to-Equity
Targeted Worst DD -15.00%
Worst Peak-to-Trough 15.00%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 33.00%
1-3 Months 33.00%
1-30 Days 34.00%
Intraday 0%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Counter-trend
100.00%
Strategy Pie Chart

Composition

Stock Indices
34.00%
Currency Futures
33.00%
Interest Rates
33.00%
Composition Pie Chart

Summary

Tom Capital AG is a privately owned, well-financed and fully independent Swiss financial advisor and authorized asset manager of collective investment schemes with focus on research and development of systematic investment strategies. It is supervised by the Swiss Financial Market Supervisory Authority (FINMA) and is an active member of the Swiss Association of Asset Managers (VSV ASG).

Investment Strategy

The fund capitalizes on mispricings of assets as identified by our research. The fund profits when financial markets revert to their fair price. The fund applies different trading strategies and instruments according to their mispricing.

Risk Management

The fund has a total exposure limit of 585% of NAV and a sub-limit structure preventing risk concentration. Furthermore, different strategies with different investment horizons applied in diverse futures markets are used to diversify risk.

   

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
-27.34 11 - 4/1/2019 3/1/2020
-12.26 7 22 8/1/2016 3/1/2017
-3.26 1 1 1/1/2016 2/1/2016
-0.20 1 1 2/1/2019 3/1/2019
-0.01 1 1 6/1/2016 7/1/2016
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Consecutive Gains

Run-up Length (Mos.) Start End
22.17 4 3/1/2016 6/1/2016
15.76 5 10/1/2018 2/1/2019
5.04 2 1/1/2018 2/1/2018
4.86 2 7/1/2020 8/1/2020
4.13 3 4/1/2017 6/1/2017
4.00 1 8/1/2018 8/1/2018
3.83 2 6/1/2019 7/1/2019
3.02 2 11/1/2019 12/1/2019
2.96 2 12/1/2015 1/1/2016
2.60 1 8/1/2017 8/1/2017
2.60 1 6/1/2018 6/1/2018
2.40 1 4/1/2019 4/1/2019
1.00 1 4/1/2020 4/1/2020
0.70 1 8/1/2016 8/1/2016
0.20 1 10/1/2016 10/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-23.59 3 1/1/2020 3/1/2020
-12.08 5 11/1/2016 3/1/2017
-7.90 1 5/1/2019 5/1/2019
-5.00 1 9/1/2018 9/1/2018
-3.47 3 8/1/2019 10/1/2019
-3.26 1 2/1/2016 2/1/2016
-2.97 3 3/1/2018 5/1/2018
-2.80 1 7/1/2018 7/1/2018
-2.50 1 7/1/2017 7/1/2017
-1.49 4 9/1/2017 12/1/2017
-0.40 1 9/1/2016 9/1/2016
-0.40 2 5/1/2020 6/1/2020
-0.20 1 3/1/2019 3/1/2019
-0.01 1 7/1/2016 7/1/2016
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods57.0055.0052.0046.0040.0034.0022.00
Percent Profitable50.8852.7355.7756.5257.5055.8863.64
Average Period Return0.090.10-0.33-0.540.691.832.54
Average Gain2.514.816.627.989.0511.279.87
Average Loss-2.42-5.14-9.08-11.62-10.61-10.12-10.30
Best Period9.3319.0623.0119.9618.1019.0628.76
Worst Period-18.90-23.59-23.14-26.61-21.67-17.07-14.42
Standard Deviation3.937.5210.8211.9011.1811.6912.45
Gain Standard Deviation2.214.837.054.794.414.349.00
Loss Standard Deviation3.766.468.018.766.494.894.34
Sharpe Ratio (1%)0.00-0.02-0.08-0.13-0.07-0.02-0.04
Average Gain / Average Loss1.040.940.730.690.851.110.96
Profit / Loss Ratio1.071.040.920.891.151.411.68
Downside Deviation (10%)3.266.189.3112.3712.6714.0017.71
Downside Deviation (5%)3.135.728.2310.058.908.658.43
Downside Deviation (0%)3.095.617.989.518.047.426.68
Sortino Ratio (10%)-0.10-0.18-0.30-0.45-0.54-0.60-0.75
Sortino Ratio (5%)0.00-0.03-0.10-0.15-0.09-0.02-0.06
Sortino Ratio (0%)0.030.02-0.04-0.060.090.250.38

Top Performer Badges

Index Award Type Rank Performance Period
Diversified Trader Index Month 8 4.50 1/2019
IASG CTA Index Month 10 4.50 1/2019
Systematic Trader Index Month 10 4.50 1/2019
Diversified Trader Index Month 6 3.90 2/2018

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