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

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

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Year-to-Date
4.26%
Sep Performance
0.17%
Min Investment
€ 100k
Mgmt. Fee
1.45%
Perf. Fee
20.00%
Annualized Vol
4.80%
Sharpe (RFR=1%)
0.06
CAROR
1.19%
Assets
€ 60.0M
Worst DD
-13.72
S&P Correlation
-0.09
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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
2/2010
Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 0.17 1.13 4.26 2.52 -2.04 -1.80 6.69 13.40
S&P 500 -3.92 8.47 4.09 12.98 32.33 73.37 191.64 201.34
+/- S&P 500 4.09 -7.35 0.17 -10.46 -34.37 -75.18 -184.96 -187.94

Strategy Description

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... Read More

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.

   

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

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
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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
2.35 2 6/1/2020 7/1/2020
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
0.17 1 9/1/2020 9/1/2020
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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
-1.18 2 4/1/2020 5/1/2020
-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 1 8/1/2020 8/1/2020
-0.33 2 7/1/2016 8/1/2016
-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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods128.00126.00123.00117.00111.00105.0093.0081.0069.00
Percent Profitable53.9154.7661.7957.2664.8660.9552.6965.4379.71
Average Period Return0.110.320.570.851.201.252.064.176.25
Average Gain1.101.992.674.374.865.868.999.048.45
Average Loss-1.07-1.70-2.83-3.86-5.56-5.94-5.65-5.05-2.42
Best Period3.517.1610.1813.8317.3616.3418.7817.5615.94
Worst Period-4.92-6.70-8.12-10.84-12.15-13.72-11.99-12.00-6.47
Standard Deviation1.392.443.675.426.577.088.287.705.77
Gain Standard Deviation0.831.542.543.714.594.524.684.214.07
Loss Standard Deviation0.931.672.473.373.643.362.622.651.97
Sharpe Ratio (1%)0.020.030.02-0.03-0.05-0.11-0.120.010.20
Average Gain / Average Loss1.031.170.941.130.870.991.591.793.50
Profit / Loss Ratio1.221.421.531.521.611.541.773.3913.74
Downside Deviation (10%)1.172.283.736.468.9011.3615.9818.9922.13
Downside Deviation (5%)0.991.722.553.864.715.406.245.633.72
Downside Deviation (0%)0.951.592.313.343.934.254.283.341.38
Sortino Ratio (10%)-0.26-0.40-0.51-0.64-0.72-0.79-0.86-0.92-0.97
Sortino Ratio (5%)0.030.040.03-0.04-0.06-0.14-0.160.020.31
Sortino Ratio (0%)0.110.200.250.260.310.290.481.254.52

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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