Results | Algo – algorithmic trading

Results

Programme results after all fees

 


Fund statistics



Statistics (after fees, since 2013-01)
Returns since Fund launch (2013)44.48%
Returns since Strategy launch (2008)225.95%
Last 12 months return4.79%
Positive months71.29%
Annual volatility6.82%
Sharpe0.65
Fund facts
NameAlgorithmic Trading Portfolio
LiquidityMonthly
Lock-up periodNone
Recommended investment term6+ months
Fund size3.4 mm USD
Fund currencyUSD, EUR
ISIN codeLTIF00000559
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

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.

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