Albedo Capital SAS

Albedo Systematic FX

Year-to-Date
N/A
May-0.04%
Minimum Investment
€1,000k
Management Fee2.00%
Performance Fee20.00%
Annualized Volatility16.49%
Sharpe (RFR=1%)1.65
CAROR
AUM€12.0M
Worst Drawdown-7.94
S&P Correlation-0.22
Annualized Vol
16.49%
Sharpe (RFR=1%)
1.65
CAROR
30.61%
Worst DD
-7.94
S&P Correlation
-0.22
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0Jan '15Apr '15Jul '15Oct '15Jan '16Apr '16ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllDec 1, 2014May 1, 2016Jan '15Mar '15May '15Jul '15Sep '15Nov '15Jan '16Mar '16May '1610001.12k1.24k1.35k1.47k1.59k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
20160.99-5.640.06-0.06-0.04-4.74-5.68
201515.805.100.837.203.901.520.416.704.370.951.24-3.3653.25-3.36

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
May
Qtr
YTD
1yr
3yr
5yr
10yr
Since 12/2014
Albedo Systematic FX-0.0445.98
S&P 5001.53-52.252.59120.96
+/- S&P 500-1.5752.25-2.59-74.98

Strategy

Created with Highcharts 9.1.0

Composition

Created with Highcharts 9.1.0
Account & Fees
TypeManaged Account
Minimum Investment
€1,000k
Management Fee2.00%
Performance Fee20.00%
Available to US InvestorsNo
Investor RequirementsQualified Eligible Persons (QEP)
High Water Markyes
Subscription Frequency1-7 Days
Redemption Frequency1-7 Days
Decision-Making
Trading
Trading Frequency2200 RT/YR/$M
Avg. Margin-Equity Ratio8.00%
Targeted Worst DD-15.00%
Worst Peak-to-Trough10.00%
Sector FocusCurrency Traders
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months0.00%
1-30 Days20.00%
Intraday80.00%