Results | Algo – algorithmic trading

Results

Programme results after all fees

 


Fund statistics



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%
Positive months69.23%
Annual volatility6.85%
Sharpe0.54
Fund facts
NameAlgorithmic Trading Portfolio
LiquidityMonthly
Lock-up periodNone
Recommended investment term6+ months
Fund size2.5 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

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.

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