TRYCON G.C.M. AG : Tungsten TRYCON AI Global Markets, Class C (UCITS IV) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 5.56% Nov Performance 1.44% Min Investment € 100k Mgmt. Fee 1.45% Perf. Fee 20.00% Annualized Vol 4.78% Sharpe (RFR=1%) 0.08 CAROR 1.28% Assets € 60.0M Worst DD -13.72 S&P Correlation -0.07 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Nov Qtr 2020 1yr 3yr 5yr 10yr Since2/2010 Tungsten TRYCON AI Global Markets, Class C (UCITS IV) 1.44 1.25 5.56 5.56 -1.31 2.49 8.26 14.81 S&P 500 10.75 3.47 12.10 15.30 40.10 72.31 203.60 236.56 +/- S&P 500 -9.31 -2.22 -6.53 -9.74 -41.41 -69.82 -195.35 -221.75 Strategy Description SummaryTungsten 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 SummaryTungsten 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. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 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 Show More 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 1.44 1 11/1/2020 11/1/2020 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 Show More 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 -0.19 1 10/1/2020 10/1/2020 -0.16 1 1/1/2012 1/1/2012 -0.09 1 1/1/2014 1/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods130.00128.00125.00119.00113.00107.0095.0083.0071.00 Percent Profitable53.8554.6962.4057.9865.4961.6851.5863.8677.46 Average Period Return0.120.330.600.911.301.391.974.016.02 Average Gain1.101.982.664.364.925.948.999.048.45 Average Loss-1.05-1.67-2.83-3.86-5.56-5.94-5.52-4.87-2.36 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 Deviation1.382.423.655.396.567.098.227.685.85 Gain Standard Deviation0.831.532.523.654.554.484.684.214.07 Loss Standard Deviation0.931.672.473.373.643.362.652.661.84 Sharpe Ratio (1%)0.020.030.03-0.02-0.03-0.09-0.13-0.010.16 Average Gain / Average Loss1.051.180.941.130.881.001.631.863.58 Profit / Loss Ratio1.241.431.561.561.681.611.743.2812.30 Downside Deviation (10%)1.172.273.706.408.8211.2516.0319.1322.38 Downside Deviation (5%)0.981.712.533.824.675.356.235.653.86 Downside Deviation (0%)0.941.582.293.313.894.214.253.321.41 Sortino Ratio (10%)-0.25-0.40-0.51-0.64-0.71-0.79-0.86-0.92-0.97 Sortino Ratio (5%)0.030.040.04-0.02-0.04-0.12-0.17-0.010.24 Sortino Ratio (0%)0.120.210.260.270.340.330.461.214.28 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. x {{title}} x {{title}} Add Cancel