Programme results after all fees
Fund statistics
Statistics (after fees, since 2013-01) | |
---|---|
Returns since Fund launch (2013) | 29.47% |
Returns since Strategy launch (2008) | 192.09% |
Last 12 months return | -8.85% |
Positive months | 67.29% |
Annual volatility | 6.92% |
Sharpe | 0.42 |
Fund facts | |
Name | Algorithmic Trading Portfolio |
Liquidity | Monthly |
Lock-up period | None |
Recommended investment term | 6+ months |
Fund size | 1.1 mm USD |
Fund currency | USD, EUR |
ISIN code | LTIF00000559 |
Domicile | Lithuania |
Management company | Orion Asset Management |
Administrator | Orion Securities |
Depository | AB SEB Bank |
Regulator | Bank of Lithuania |
Auditor | Ernst & Young Baltic UAB |
Broker | Trade Station Securities |
Inception date | 2012 10 22 |
Fees | |
Annual management fee | 1% |
Subscription fee | Up to 3% |
Success fee | 20% |
High watermark | Yes |
Redemption fee | No charge |
Factsheets
November 2021 subfund M
Algorithmic Trading Portfolio shrank in value by 1.87% in November. Algorithms trading stock index futures contributed the most to the negative monthly result (-3.51%), lower losses were recorded in currency (-0.57%) and energy (-0.26%) asset classes. Bonds (+1.64%) and agricultural futures (+0.78%) were the two noticeably profitable sectors. For more information download our monthly report.
October 2021 subfund M
Algorithmic Trading Portfolio lost 0.21% in October. Negative monthly result was mainly due to unprofitable trading in bond instruments (-2.88%). Monthly loss was somewhat offset by profits earned from trading futures of the metal (+1.45%) and energy (+0.81%) asset classes. For more information download our monthly report.
April 2021 subfund M
During September value of Algorithmic Trading Portfolio Fund shrank by 3.57%. Unsuccessful trading of bond and energy sector futures contributed the most to the loss (-3.94% and -1.42%, respectively). Algorithms worked profitably in the metals (+1.20%), currency (+0.39%) and stock index (+0.17%) sectors. For more information download our monthly report.
August 2021 subfund M
The value of the Algorithmic Trading Portfolio fund shrank by 2.00% in August. Negative monthly results can be mainly attributed to losses in energy sector instruments (-1.99%), metals (-1.06%) and agricultural products (-0.79%). The negative result was somewhat offset by the profit from bond sector futures (+1.78%). The contribution of currency and stock index asset classes to the overall August result was minimal. For more information download our monthly report.
July 2021 subfund M
Algorithmic Trading portfolio fund declined by 0.76% in value during July. Positive results in the bond (+1.12%), metals (+0.2%) and currency (+0.11%) asset classes were overshadowed by losses generated from trading energy (-1.58%) and agricultural products (-0.63%) instruments. For more information download our monthly report.