Results | Algo – algorithmic trading

Results

Programme results after all fees

 


Fund statistics



Statistics (after fees, since 2013-01)
Returns since Fund launch (2013)44.14%
Returns since Strategy launch (2008)225.18%
Last 12 months return10.75%
Positive months72.84%
Annual volatility6.89%
Sharpe0.81
Fund facts
NameAlgorithmic Trading Portfolio
LiquidityMonthly
Lock-up periodNone
Recommended investment term6+ months
Fund size5.0 mm USD
Fund currencyUSD, EUR
ISIN codeLTIF00000559
Bloomberg codeALGOTP1
DomicileLithuania
Management companyOrion Asset Management
AdministratorOrion Securities
DepositoryAB SEB Bank
RegulatorBank of Lithuania
AuditorErnst & Young Baltic UAB
BrokerTrade Station Securities
Inception date2012 10 22
Fees
Annual management fee1%
Subscription feeUp to 3%
Success fee20%
High watermarkYes
Redemption feeNo charge

Factsheets

September 2019 subfund M

Algorithmic Trading Portfolio subfund M has earned 0.94% during the month of September. First half of the month was not favorable for algorithms, but the slow start was dominated by excellent performances during the second half of the month. The best performing asset classes were energy (+0.51%) and agriculture (+0.23%). Currencies and stock indices were also profitable (both +0.16%). For more information download our monthly report.

August 2019 subfund M

Algorithmic Trading Portfolio subfund M earned +0.87% during August. The month was variable for our algorithms. Unsuccessful start of the month which also paired with a downturn in world markets was weighed out by consecutive and profitable trading during the second half of the month. The biggest impact on prosperous monthly result was successful trading of bonds (+0.82%). Modest but also profitable result was achieved by trading energy (+0.26%) and agriculture (+0.19%) asset classes. For more information download our monthly report.

July 2019 subfund M

Month of July was great for ATP Subfund M. The fund earned +1.63% and almost all of asset classes were traded profitably by funds algorithms. Most successful sectors were energy (+0.47%) and bonds (+0.46%). Agricultures (+0.31%), metals (+0.28%) and currencies (+0.2%) also performed well. The only asset class that lost money was stock indices (-0.09%). For more information download our monthly report.

June 2019 subfund M

ATP Subfund M finished the first half of 2019 successfully with a profit of +1.41% during the month of June. Year to date result is +6.58%. Good YTD result can be accredited to newly implemented risk control instruments and abortion of underperforming strategies at the beginning of 2019. Positive result of June was mostly impacted by profits from bond (+0.67%), energy (+0.32%) and stock indices (+0.28%) sectors. For more information download our monthly report.

May 2019 subfund M

The month of May was profitable for the ATP subfund M earning +0.41%. Even though the return is moderate it is pleasant that the fund continues its positive streak with seventh month in the row being profitable. The biggest profit by the fund was made trading bonds (+0.63%) and metals (+0.34%). Notable loss was taken in energy (-0.46%) and agriculture (-0.21%) sectors. For more information download our monthly report.

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