Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Our Low Volatility FX Futures Program was specifically designed to appeal to a wide array of investors, offering a much needed alternative in the currency futures arena. This program trades all major currency futures with a focus on position sizing and dynamic risk management to assist in the containment of volatility. It has an annualized objective of 10-20% , a targeted max drawdown of 5-10%, maximum margin usage of 8%, and a minimum account size of 100k (50% notional funding available). The advisor specializes only in currencies, the strategy employed is completely discretionary, combining a technically based trading approach with an extensive overlay of fundamental and correlative analysis to other major markets such as, interest rates, equities, energies, and metals. This combination of analyses allows the advisor to better understand where the best trading opportunities may lie, seeking the lowest risk trades with an acceptable potential reward. The program typically trades only one currency at any given time, with maximum risk per trade capped at 1.5%, stops are used to manage both initial risk and to protect open profits. In times of heightened market volatility, capital preservation is chosen over performance.
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
Iron Fortress FX USA Iron Fortress FX USA Low Vol FX Futures Program
Average RoR
-1.85%
Max Gain
1.89%
Gain Frequency
16.67%
Average Gain
1.89%
Gain Deviation
Risk
Standard Deviation
1.95%
Worst Loss
-3.61%
Loss Frequency
83.33%
Average Loss
-2.60%
Loss Deviation
0.73%
Reward/Risk
Sharpe (RFR=1%)
-0.99
Skewness
1.82
Kurtosis
3.89
Reward
Iron Fortress FX USA Iron Fortress FX USA Low Vol FX Futures Program
Compound RoR
-20.25%
Average RoR
-21.39%
Max Gain
-10.69%
Gain Frequency
0.00%
Average Gain
Gain Deviation
Risk
Standard Deviation
6.75%
Worst Loss
-10.69%
Loss Frequency
100.00%
Average Loss
-21.39%
Loss Deviation
2.55%
Reward/Risk
Sharpe (RFR=1%)
-3.44
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 (Months)
Recovery (Months)
Peak
Valley
-10.69
—
—
—
11/2013
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
1.89
1
9/2013
9/2013
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-6.63
2
10/2013
11/2013
-6.13
3
6/2013
8/2013
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.