TRYCON G.C.M. AG : Tungsten TRYCON AI Global Markets, Class C (UCITS IV)

Year-to-Date: 2.96%
Apr Performance: -0.28%

Min Investment: € 100k
Mgmt. Fee: 1.45%
Perf. Fee: 20.00%

Annualized Vol: 4.86%
Sharpe (RFR=0%): 0.05
CAROR: 1.11%

Assets: € 60.0M
Worst DD: -13.72
S&P Correlation: -0.09

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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	Apr	Qtr	YTD	1yr	3yr	5yr	10yr	Since 2/2010
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)	-0.28	3.03	2.96	5.57	-3.81	-1.57	8.66	11.97
S&P 500	12.68	-9.71	-9.85	-1.14	20.91	38.23	142.89	172.78
+/- S&P 500	-12.96	12.74	12.81	6.71	-24.73	-39.80	-134.23	-160.81

Strategy Description

Summary

Account & Fees

Type	Fund
Minimum Investment	€ 100k
Trading Level Incremental Increase	€ 0k
CTA Max Funding Factor
Management Fee	1.45%
Performance Fee	20.00%
Average Commission	$3.50
Available to US Investors	No

Subscriptions

High Water Mark	Yes
Subscription Frequency	Daily
Redemption Frequency	Daily
Investor Requirements	Any Investor
Lock-up Period	0

Trading

Trading Frequency	1500 RT/YR/$M
Avg. Margin-to-Equity	6%
Targeted Worst DD	-10.00%
Worst Peak-to-Trough	4.40%
Sector Focus	Financial & Metals 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

Composition

Summary

Tungsten TRYCON Basic Invest HAIG is a purely systematic, UCITS compliant CTA fund with daily liquidity. The fund's objective is to provide absolute returns with a moderate risk-return profile and low correlation to equity markets and other investments. The fund seeks to achieve its objective predominantly through the implementation of our proprietary QuantMatrix models. The strategy trades some 40 global equity, bond, interest rate and currency markets, using regulated, liquid and exchange traded financial instruments. Both long and short positions can be held seeking to profit from identified trading oportunities. The strategy and its strict risk management are based on a clearly defined set of rules, adjusting the portfolio dynamically to changing market conditions.

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Index: Chart Type:

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

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
-13.72	24	-	2/1/2017	2/1/2019
-8.22	4	11	4/1/2013	8/1/2013
-4.44	5	22	10/1/2010	3/1/2011
-3.96	1	6	11/1/2015	12/1/2015
-2.11	3	6	2/1/2015	5/1/2015
-1.34	2	2	9/1/2016	11/1/2016
-1.13	1	1	1/1/2013	2/1/2013
-0.62	1	1	6/1/2010	7/1/2010
-0.33	2	1	6/1/2016	8/1/2016
-0.26	1	1	9/1/2014	10/1/2014

Consecutive Gains

Run-up	Length (Mos.)	Start	End
10.18	6	4/1/2014	9/1/2014
5.04	4	11/1/2014	2/1/2015
4.89	3	6/1/2019	8/1/2019
4.66	5	2/1/2010	6/1/2010
4.39	2	3/1/2019	4/1/2019
3.72	2	1/1/2016	2/1/2016
3.65	2	2/1/2020	3/1/2020
3.01	3	8/1/2010	10/1/2010
2.95	3	7/1/2011	9/1/2011
2.85	4	9/1/2013	12/1/2013
2.53	1	4/1/2011	4/1/2011
2.47	4	8/1/2015	11/1/2015
2.06	1	1/1/2013	1/1/2013
1.92	1	11/1/2019	11/1/2019
1.91	1	9/1/2012	9/1/2012
1.89	3	12/1/2016	2/1/2017
1.86	2	5/1/2016	6/1/2016
1.60	2	11/1/2011	12/1/2011
1.43	1	7/1/2012	7/1/2012
1.39	1	12/1/2010	12/1/2010
1.22	2	3/1/2013	4/1/2013
1.22	1	2/1/2012	2/1/2012
1.12	1	11/1/2012	11/1/2012
1.11	2	10/1/2017	11/1/2017
0.88	1	5/1/2012	5/1/2012
0.88	1	9/1/2016	9/1/2016
0.63	2	7/1/2017	8/1/2017
0.54	1	2/1/2014	2/1/2014
0.51	1	4/1/2015	4/1/2015
0.47	1	7/1/2018	7/1/2018
0.43	1	7/1/2013	7/1/2013
0.43	1	6/1/2015	6/1/2015

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-8.68	7	12/1/2017	6/1/2018
-6.47	2	5/1/2013	6/1/2013
-4.78	7	8/1/2018	2/1/2019
-3.96	1	12/1/2015	12/1/2015
-3.47	3	1/1/2011	3/1/2011
-2.54	2	9/1/2019	10/1/2019
-2.41	4	3/1/2017	6/1/2017
-2.37	1	11/1/2010	11/1/2010
-2.29	1	8/1/2013	8/1/2013
-2.18	1	10/1/2011	10/1/2011
-1.96	2	12/1/2019	1/1/2020
-1.75	1	10/1/2012	10/1/2012
-1.70	1	8/1/2012	8/1/2012
-1.64	2	5/1/2011	6/1/2011
-1.59	1	3/1/2014	3/1/2014
-1.39	1	3/1/2015	3/1/2015
-1.36	2	3/1/2012	4/1/2012
-1.34	2	10/1/2016	11/1/2016
-1.23	1	5/1/2015	5/1/2015
-1.13	1	2/1/2013	2/1/2013
-0.99	1	6/1/2012	6/1/2012
-0.92	2	3/1/2016	4/1/2016
-0.64	1	5/1/2019	5/1/2019
-0.62	1	7/1/2010	7/1/2010
-0.55	1	9/1/2017	9/1/2017
-0.53	1	12/1/2012	12/1/2012
-0.37	1	7/1/2015	7/1/2015
-0.33	2	7/1/2016	8/1/2016
-0.28	1	4/1/2020	4/1/2020
-0.26	1	10/1/2014	10/1/2014
-0.16	1	1/1/2012	1/1/2012
-0.09	1	1/1/2014	1/1/2014

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	123.00	121.00	118.00	112.00	106.00	100.00	88.00	76.00	64.00
Percent Profitable	53.66	53.72	60.17	55.36	63.21	59.00	55.68	69.74	85.94
Average Period Return	0.10	0.28	0.48	0.74	0.86	1.04	2.35	4.69	6.86
Average Gain	1.11	2.01	2.67	4.45	4.61	5.90	8.99	9.04	8.45
Average Loss	-1.08	-1.72	-2.83	-3.86	-5.56	-5.94	-6.00	-5.35	-2.91
Best Period	3.51	7.16	10.18	13.83	17.36	16.34	18.78	17.56	15.94
Worst Period	-4.92	-6.70	-8.12	-10.84	-12.15	-13.72	-11.99	-12.00	-6.47
Standard Deviation	1.40	2.47	3.71	5.50	6.52	7.19	8.43	7.68	5.54
Gain Standard Deviation	0.85	1.58	2.59	3.83	4.63	4.68	4.68	4.21	4.07
Loss Standard Deviation	0.94	1.67	2.47	3.37	3.64	3.36	2.57	2.83	2.28
Sharpe Ratio (1%)	0.01	0.01	-0.01	-0.05	-0.10	-0.13	-0.08	0.08	0.32
Average Gain / Average Loss	1.02	1.17	0.94	1.15	0.83	0.99	1.50	1.69	2.91
Profit / Loss Ratio	1.21	1.35	1.42	1.43	1.42	1.43	1.88	3.89	17.78
Downside Deviation (10%)	1.19	2.33	3.80	6.59	9.11	11.58	15.81	18.51	21.49
Downside Deviation (5%)	1.01	1.75	2.61	3.94	4.82	5.53	6.25	5.46	3.39
Downside Deviation (0%)	0.96	1.63	2.36	3.41	4.02	4.36	4.33	3.31	1.36
Sortino Ratio (10%)	-0.26	-0.41	-0.52	-0.65	-0.74	-0.80	-0.85	-0.91	-0.97
Sortino Ratio (5%)	0.02	0.02	-0.01	-0.07	-0.13	-0.17	-0.11	0.11	0.52
Sortino Ratio (0%)	0.11	0.17	0.20	0.22	0.22	0.24	0.54	1.41	5.06

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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More Programs by TRYCON G.C.M. AG

Program Name	CAROR
Tungsten TRYCON AI Global Markets, Class C (UCITS IV)	1.11%

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TRYCON G.C.M. AG : Tungsten TRYCON AI Global Markets, Class C (UCITS IV)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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