Programme results after all fees
|Statistics (after fees, since 2013-01)|
|Returns since Fund launch (2013)||36.89%|
|Returns since Strategy launch (2008)||208.85%|
|Last 12 months return||-3.27%|
|Name||Algorithmic Trading Portfolio|
|Recommended investment term||6+ months|
|Fund size||2.5 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|
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.
June 2021 subfund M
Algorithmic Trading Portfolio value shrank 2.58% in June. The loss can mainly be attributed to unsuccessful trading of commodity instruments. The energy sector lost 3.04%, currencies 0.63%, metals 0.27%, agriculture instruments contracted 0.25% in value. The loss was somewhat offset by a good performance of bonds and equity indices asset classes, which earned 1.49% and 0.13%, respectively. For more information download our monthly report.
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.