Results | Algo – algorithmic trading

Results

Programme results after all fees

 


Fund statistics



Statistics (after fees, since 2013-01)
Returns since Fund launch (2013)44.90%
Returns since Strategy launch (2008)226.90%
Last 12 months return2.41%
Positive months71.13%
Annual volatility6.81%
Sharpe0.69
Fund facts
NameAlgorithmic Trading Portfolio
LiquidityMonthly
Lock-up periodNone
Recommended investment term6+ months
Fund size4.4 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

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.

December 2020 subfund M

Algorithmic Trading Portfolio ended 2020 with +0.87% growth in December. Most of the earnings came from trading instruments in bonds (+0.43%), equity indices (+0.25%) and metals (+0.21%) sectors. Other asset classes did not stand out too much, their results were close to zero. For more information download our monthly report.

November 2020 subfund M

Algorithmic Trading Portfolio earned +0.37% in November. Biggest share of the profits was generated by bonds (+0.39%) asset class. Profit from metals (+0.17%) and stock indexes (+0.16%) sectors also contributed to the positive monthly result. The loss was incurred in trading instruments belonging to the asset classes of agricultural production (-0.24%) and energy (-0.09%). For more information download our monthly report.

October 2020 subfund M

During October Algorithmic Trading Portfolio suffered a -1.84% loss. The negative monthly result was mainly determined by trading bond (-1.38%), stock index (-0.64%) and metals (-0.25%) futures. Only the energy sector (+0.31%) was noticeably profitable. For more information download our monthly report.

September 2020 subfund M

September was profitable for Algorithmic Trading Portfolio earning +1.87%. Most of the profit was generated in the bond (+1.1%) and metal (+0.65%) sectors. A positive result was achieved by trading stock index (+0.34%) and currency (+0.2%) futures. The fund’s return was slightly reduced by losses in energy (-0.28%) and agricultural (-0.13%) asset classes. Most traded instruments were profitable. The algorithms worked best this month when trading Euro Buxl bonds (+0.42%), FTSE 100 (+0.38%), copper (+0.37%) and cocoa (+0.31%) futures. For more information download our monthly report.

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