Programme results after all fees
|Statistics (after fees, since 2013-01)|
|Returns since Fund launch (2013)||30.69%|
|Returns since Strategy launch (2008)||194.85%|
|Last 12 months return||-9.45%|
|Name||Algorithmic Trading Portfolio|
|Recommended investment term||6+ months|
|Fund size||6.1 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|
The subfund M wrapped up the year of 2018 with a profitable month of December earning +0.24%. During this month the results of the fund were visually different when compared to general market tendencies. S&P 500 stock index fell roughly -9% while the algorithms in our portfolio trading S&P 500 made a profit of +0.15%. Entire stocks asset class made a minor loss of -0.18% which was mostly affected by the loss in NASDAQ 100 (-0.23%). The poor performance of the stock market was not a unique sight during December. Bloomberg Commodities index fell -6.9%. ATP algorithms trading commodities were successful in coffee (+0.17%), gold (+0.09%), Brent oil (+0.07%). All of the commodity sectors traded by the fund were profitable: agriculture (+0.22%), metals (+0.11%), energy (+0.07%). For more information download our monthly report.
ATP subfund M earned +0.33% in November. The best performing asset classes were interest rates (+0.52%) and currencies (+0.32%). The only significant negative result was experienced in energies (-0.66%). Most of the algorithms performed well in November. The only individual future that stood out was natural gas (-0.77%). For more information download our monthly report.
During the month of October the subfund M suffered a small loss of -0.15%. Profit was taken from metal (+0.38%), bond (+0.22%), currency (+0.21%) and stock indices (+0.11%) sectors. Monthly performance was negatively affected by agriculture (-0.3%), energy (-0.35%) and other instruments not assigned to any sector (-0.43%). Looking at individual instruments the profits distributed evenly. The biggest earners were Euro FX (+0.28%), gold (+0.26%) and 5 Year Treasury Bonds (+0.23%). The worst performing instruments were CBOE Volatility index (-0.43%), wheat (-0.45%) and Ultra T–Bond (-0.47%). For more information download our monthly report.
The subfund M started the autumn negatively by losing -1.44% in September. The biggest impact on the negative results was unsuccessful trading in bonds (-1.67%). Bond markets became extremely volatile after announcement of FED‘s rate hike and the possibility of another one in December. Individually, the largest loss was generated by 2 Year US Treasury Notes (-0.49%), Euro Bund (-0.40%) and 10 Year US Treasury Notes (-0.37%). The best performing sector this month was currencies (+0.27%) this can be addressed to Euro (+0.36%). Other asset classes did not make a significant impact on overall results. For more information download our monthly report.
The subfund M generated a -0.52% loss in August. The best performing asset classes were stock indexes (+0.47%) and interest rates (+0.84%). No asset class suffered a significant loss due to a wide diversification. However, energy, metals, currencies, and agriculture classes lost from -0.38% to -0.48%. For more information download our monthly report.