Turning Wheel Capital, Inc. : Currency Alpha Program

archived programsClosed to new investments
Year-to-Date
N / A
Apr Performance
-2.41%
Min Investment
$ 0k
Mgmt. Fee
0%
Perf. Fee
0%
Annualized Vol
4.82%
Sharpe (RFR=1%)
0.32
CAROR
-
Assets
$ 0k
Worst DD
-2.41
S&P Correlation
0.30

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
11/2013
Currency Alpha Program -2.41 - - - - - - 1.23
S&P 500 0.62 - - - - - - 91.86
+/- S&P 500 -3.03 - - - - - - -90.64

Strategy Description

Summary

Currency Alpha has been closed. Turning Wheel Capital made a strategic decision in 2014 to discontinue offering multiple sector-only products. Instead, it is focusing all alpha-generation efforts into its flagship product, Pure Alpha. Please click on the link to Pure Alpha to view... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 0k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 0%
Average Commission $5.50
Available to US Investors No

Subscriptions

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

Trading

Trading Frequency 2500 RT/YR/$M
Avg. Margin-to-Equity 1%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Currency Traders

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Composition

Currency Futures
100.00%
Composition Pie Chart

Summary

Currency Alpha has been closed. Turning Wheel Capital made a strategic decision in 2014 to discontinue offering multiple sector-only products. Instead, it is focusing all alpha-generation efforts into its flagship product, Pure Alpha. Please click on the link to Pure Alpha to view performance, strategy description, etc.

   

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
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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
-2.41 1 - 3/1/2014 4/1/2014
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Consecutive Gains

Run-up Length (Mos.) Start End
3.73 5 11/1/2013 3/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.41 1 4/1/2014 4/1/2014
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Time Windows Analysis

 1 Month3 Month
Number of Periods6.004.00
Percent Profitable83.3375.00
Average Period Return0.211.17
Average Gain0.741.68
Average Loss-2.41-0.36
Best Period1.392.23
Worst Period-2.41-0.36
Standard Deviation1.391.10
Gain Standard Deviation0.600.52
Loss Standard Deviation
Sharpe Ratio (1%)0.090.83
Average Gain / Average Loss0.314.66
Profit / Loss Ratio1.5313.98
Downside Deviation (10%)1.160.79
Downside Deviation (5%)1.020.30
Downside Deviation (0%)0.980.18
Sortino Ratio (10%)-0.17-0.08
Sortino Ratio (5%)0.133.02
Sortino Ratio (0%)0.226.49

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.