Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
-The trader has over thirty years of experience in the futures industry. Over time he noticed one particular chart pattern that has worked over 70% of the time with a good risk/reward ratio. He has been trading it for twenty years and has recently begun offering it as a Forex only strategy. It is based on a chart pattern but is not black boxed. There is a fixed stop loss on each position and a stop order is entered when the trade is entered. We are rarely in the market, sometimes going many weeks without a trade, thus keeping event risk low. We can trade Spot FX or Futures. Commodities Traded: Dollar Index Japanese Yen British Pound Euro Currency Swiss Franc Australian Dollar
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
Skibo Asset Management Currency Program
Average RoR
0.80%
Max Gain
11.81%
Gain Frequency
53.85%
Average Gain
2.93%
Gain Deviation
2.88%
Risk
Standard Deviation
3.41%
Worst Loss
-6.14%
Loss Frequency
38.46%
Average Loss
-2.01%
Loss Deviation
2.06%
Reward/Risk
Sharpe (RFR=1%)
0.21
Skewness
0.97
Kurtosis
3.62
Reward
Skibo Asset Management Currency Program
Compound RoR
9.36%
Average RoR
9.48%
Max Gain
14.62%
Gain Frequency
53.85%
Average Gain
17.63%
Gain Deviation
9.98%
Risk
Standard Deviation
11.80%
Worst Loss
-0.03%
Loss Frequency
46.15%
Average Loss
-0.03%
Loss Deviation
7.13%
Reward/Risk
Sharpe (RFR=1%)
0.73
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
-7.48
10
3
12/2006
10/2007
-4.65
3
2
7/2006
10/2006
-3.55
1
1
2/2008
3/2008
-0.15
1
—
6/2008
7/2008
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
17.55
3
4/2008
6/2008
9.39
4
11/2007
2/2008
6.26
2
11/2006
12/2006
4.57
2
6/2006
7/2006
3.06
1
8/2007
8/2007
1.03
1
9/2006
9/2006
0.21
1
5/2007
5/2007
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-6.25
2
9/2007
10/2007
-4.44
4
1/2007
4/2007
-3.55
1
3/2008
3/2008
-2.89
1
10/2006
10/2006
-2.81
1
8/2006
8/2006
-0.15
1
7/2008
7/2008
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.