Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
"AC Spectrum is an UCITS III CTA that trades stock index, bond, interest rate, currency, and commodity markets around the world. It takes long
and short positions in liquid futures markets. A fully systematic approach combines trend, carry and correlation strategies. AC Spectrum's
proprietary conviction weighted position sizing and volatility equalization systems optimize the fund's multi-strategy approach and ensure efficient
risk control. The Fund targets a return of 18% to 20% per year with 15% volatility."
AUM & Cumulative Returns
Distribution
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
Aquila Capital Concepts GmbH AC Quant - Spectrum Fund EUR A
Average RoR
-0.56%
Max Gain
9.99%
Gain Frequency
40.63%
Average Gain
3.52%
Gain Deviation
2.75%
Risk
Standard Deviation
4.20%
Worst Loss
-6.43%
Loss Frequency
59.38%
Average Loss
-3.36%
Loss Deviation
2.25%
Reward/Risk
Sharpe (RFR=1%)
-0.15
Skewness
0.46
Kurtosis
-0.19
Reward
Aquila Capital Concepts GmbH AC Quant - Spectrum Fund EUR A
Compound RoR
-7.52%
Average RoR
-6.58%
Max Gain
6.89%
Gain Frequency
25.00%
Average Gain
10.33%
Gain Deviation
9.54%
Risk
Standard Deviation
14.56%
Worst Loss
-22.64%
Loss Frequency
75.00%
Average Loss
-12.22%
Loss Deviation
7.80%
Reward/Risk
Sharpe (RFR=1%)
-0.53
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.
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Average
-0.56
-1.74
-5.64
-14.32
-25.41
Min
-6.43
-14.60
-19.69
-26.72
-33.73
Max
9.99
20.97
14.14
5.52
-20.35
% Positive
40.63
30.00
22.22
9.52
0.00
Avg. Pos. Period
3.52
6.93
8.47
5.41
0.00
Avg. Neg. Period
-3.36
-5.45
-9.67
-16.40
-25.41
# of Periods
32.00
30.00
27.00
21.00
9.00
Drawdown Report
Depth
Length (Months)
Recovery (Months)
Peak
Valley
-35.93
23
—
9/2011
8/2013
-6.35
2
2
—
6/2011
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
20.97
3
7/2011
9/2011
11.85
4
9/2013
12/2013
6.01
1
5/2012
5/2012
4.39
1
7/2013
7/2013
2.55
2
12/2011
1/2012
1.53
1
1/2013
1/2013
0.19
1
7/2012
7/2012
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-16.31
5
8/2012
12/2012
-11.73
5
2/2013
6/2013
-8.82
3
2/2012
4/2012
-6.73
2
10/2011
11/2011
-6.35
2
5/2011
6/2011
-6.16
1
8/2013
8/2013
-5.85
1
6/2012
6/2012
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Top Performer Badges
Index
Award Type
Rank
Performance
Period
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.