Vortex

Currency Program

Year-to-Date
N/A
Dec5.19%
Minimum Investment
$500k
Management Fee0.00%
Performance Fee15.00%
Annualized Volatility12.93%
Sharpe (RFR=1%)0.36
CAROR4.92%
AUM$2.4M
Worst Drawdown-27.50
S&P Correlation-0.11
Annualized Vol
12.93%
Sharpe (RFR=1%)
0.36
CAROR
4.92%
Worst DD
-27.50
S&P Correlation
-0.11
Growth of $1,000 — VAMI
Created with Highcharts 9.1.02014201520162017201820192020ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllDec 1, 2013Dec 1, 2020Jan '14Jul '14Jan '15Jul '15Jan '16Jul '16Jan '17Jul '17Jan '18Jul '18Jan '19Jul '19Jan '20Jul '209171.05k1.18k1.31k1.44k1.57k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
2020-6.431.722.86-2.814.804.613.771.143.08-2.31-0.545.1915.34-6.43
2019-4.11-2.580.35-0.36-2.75-2.953.931.18-3.60-0.86-1.185.53-7.61-12.45
20180.35-0.350.440.804.78-0.19-5.86-0.09-1.04-1.43-5.270.38-7.63-13.25
20170.93-4.830.480.980.173.842.822.86-3.690.720.682.417.23-4.83

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
Dec
Qtr
YTD
1yr
3yr
5yr
10yr
Since 12/2013
Currency Program5.192.21-0.11-2.1139.98
S&P 5003.71-15.3516.2611.6928.8971.46147.28
+/- S&P 5001.4815.35-16.26-9.48-29.00-73.57-107.30

Strategy

Created with Highcharts 9.1.0

Composition

Created with Highcharts 9.1.0
Account & Fees
TypeManaged Account
Minimum Investment
$500k
Management Fee0.00%
Performance Fee15.00%
Available to US InvestorsNo
Investor RequirementsQualified Eligible Persons (QEP)
High Water Markyes
Subscription FrequencyDaily
Redemption FrequencyDaily
Decision-Making
Trading
Trading Frequency260 RT/YR/$M
Avg. Margin-Equity Ratio5.00%
Targeted Worst DD0.00%
Worst Peak-to-Trough0.00%
Sector FocusCurrency Traders
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months0.00%
1-30 Days100.00%
Intraday0.00%