Programme results after all fees
|Statistics (after fees, since 2013-01)|
|Returns since Fund launch (2013)||44.48%|
|Returns since Strategy launch (2008)||225.95%|
|Last 12 months return||4.79%|
|Name||Algorithmic Trading Portfolio|
|Recommended investment term||6+ months|
|Fund size||3.4 mm USD|
|Fund currency||USD, EUR|
|Management company||Orion Asset Management|
|Depository||AB SEB Bank|
|Regulator||Bank of Lithuania|
|Auditor||Ernst & Young Baltic UAB|
|Broker||Trade Station Securities|
|Inception date||2012 10 22|
|Annual management fee||1%|
|Subscription fee||Up to 3%|
|Redemption fee||No charge|
May 2021 subfund M
Algorithmic Trading Portfolio earned +0.87% in May. Performance wise the month was moderate for algorithms. During May bond sector earned the most (+1.12%) while strategies trading energy instruments performed the worst (-0.56%). For more information download our monthly report.
April 2021 subfund M
In April Algortihmic Trading Portfolio Fund earned +0.31%. The algorithms traded in a volatile manner, with good performance in the first three weeks and a slight contraction in earnings during the last week. Among individual asset classes, the highest earnings in April were in bond futures (+0.59%) and metals (+0.11%). A more significant loss was incurred in the agricultural sector (-0.39%). Currency trading, energy and stock indexes generated neither noticeable gains nor more pronounced losses. For more information download our monthly report.
March 2021 subfund M
Algorithmic Trading Portfolio Fund earned 1.96% in March. The algorithms traded most asset classes profitably, with the highest earnings coming from energy products (+0.86%) and stock indices (+0.59%). Among the profitable sectors in March there were also agriculture (+0.55%), metals (+0.54%) and currencies (+0.36%). The only unprofitable asset class was bonds (-0.93%). For more information download our monthly report.
February 2021 subfund M
The value of the Algorithmic Trading Portfolio Fund shrank by 3.35% in February. The negative result was mainly due to losses from trading the instruments of the bond sector (-1.97%), where government bond prices fell as bond yields rose. Losses were also recorded when trading agro and soft products (-0.93%). Algorithms trading energy instruments suffered as well (-0.66%). The fund was profitable in the metal and stock index classes (+0.11% each). For more information download our monthly report.
January 2021 subfund M
Algorithmic Trading Portfolio started the year of 2021 earning +1.14%. Good result of January was mainly influenced by earnings from bond (+0.63%), equity indexes (+0.3%) and currency (+0.18%) asset classes. Other sectors had almost no effect on the monthly result. For more information download our monthly report.