Managed Funds
This fund invests mainly in a diversified portfolio of ETF contracts (futures on oil, gas, gold and other commodities e.g. palladium, silver, copper, sugar, wheat etc.). These investments are currently subject to high volatility in principal value of an underlying asset. This risk is minimized by applying algo trading, arbitrage strategies commonly used by the hedge fund managers. The Investment Fund series AAA will generally pay high interest on investments due adopt an arbitrage strategy along with well performed semi-automated platform of risks management and outstripping growth rates of the underlying asset, such as oil, gold, gas. Participants should have an investment time horizon of 1 - 3 years or more with min. investments 10`000 USD
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Annual |
Total |
|
2019 |
5.1 |
6.9 |
10.5 |
1.5 |
7.5 |
4.5 |
12.4 |
13.5 |
-3 |
1.5 |
7.5 |
1.2 |
69.1 |
69.1 |
2020 |
3.3 |
5.1 |
1.8 |
2.4 |
6.3 |
15.3 |
-3.9 |
2.1 |
-0.75 |
-1.5 |
1.5 |
3.75 |
35.4 |
104.5 |
2021 |
3.3 |
0.3 |
1.8 |
2.4 |
4.8 |
-0.75 |
7.2 |
6.3 |
4.8 |
9.6 |
3.75 |
1.35 |
44.85 |
149.35 |
2022 |
0.45 |
1.5 |
4.5 |
5.25 |
3.3 |
1.2 |
-1.3 |
3.6 |
4.8 |
2.3 |
-1.3 |
4.5 |
28.8 |
177.7 |
2023 |
3.9 |
3.3 |
0.3 |
2.1 |
7.5 |
6.3 |
0.9 |
-0.45 |
1.5 |
2.1 |
3.6 |
8.1 |
39.15 |
216.85 |
2024 |
-0.9 |
1.65 |
3.9 |
3.3 |
6.9 |
-0.45 |
1.5 |
5.1 |
3.9 |
4.5 |
-1.3 |
0.7 |
22.2 |
239.05 |
2025 |
0.2 |
1.3 |
2.6 |
1.2 |
3.8 |
5.7 |
0.6 |
0.1 |
2.7 |
1.6 |
3.8 |
5.7 |
29.3 |
268.35 |
2026 |
0.1 |
2.2 |
2.3 |
2.7 |
- |
- |
- |
- |
- |
- |
- |
- |
7.3 |
275.65 |
Based on the data provided in the table, here is the breakdown of the Markowitz (risk/return), Sharpe, Sortino, and Calmar models.
Calculations assume an annual risk-free rate of 4%.
Risk and Return Metrics
These metrics form the basis of the Markowitz approach, which focuses on the relationship between expected return and volatility (risk).
Based on the data provided in the table, here is the breakdown of the Markowitz (risk/return), Sharpe, Sortino, and Calmar models.
Calculations assume an annual risk-free rate of 4%.
Risk and Return Metrics
These metrics form the basis of the Markowitz approach, which focuses on the relationship between expected return and volatility (risk).
Markowitz, Sharpe, Sortino
Key Observations
- Sharpe vs. Sortino: The significantly higher Sortino ratio (13.34) compared to the Sharpe ratio (4.16) indicates that the portfolio has very low downside volatility; most of the total volatility is driven by positive "upside" fluctuations.
- Calmar Ratio: A Calmar ratio of 38.25 is exceptionally high, reflecting that the annual returns are nearly 40 times larger than the single largest peak-to-trough decline (Maximum Drawdown) experienced over this period.
Income Calculator
| Period | Net Profit | Total Balance |
|---|---|---|
| 1 Year | ||
| 3 Years | ||
| Full (2019-26) |
Live Profit Growth
Total Net Income:
$0
$0
