Results | Algo – algorithmic trading

Results

Programme results after all fees

 


Fund statistics



Statistics (after fees, since 2013-01)
Returns since Fund launch (2013)41.53%
Returns since Strategy launch (2008)219.29%
Last 12 months return-0.89%
Positive months70.65%
Annual volatility6.92%
Sharpe0.67
Fund facts
NameAlgorithmic Trading Portfolio
LiquidityMonthly
Lock-up periodNone
Recommended investment term6+ months
Fund size4.9 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 2020 subfund M

Algorithmic Trading Portfolio ended the summer with a gain of +2.75%. Trading was successful in all asset classes during August. Most of the earnings were gained from bonds (+1.74%) and metals (+0.52%), with slightly lower profits from currencies (+0.21%), stock indices (+0.15%) and agricultural products (+0.1%). For more information download our monthly report.

July 2020 subfund M

During July 2020 Algorithmic Trading Portfolio earned +0.42%. Profitable trading of bond futures (+0.42%) contributed the most to the positive monthly result. Earnings from agro and soft futures (+0.11%) were offset by losses in the stock index sector (-0.11%). For more information download our monthly report.

June 2020 subfund M

Algorithmic Trading Portfolio recorded a -0.52% decrease in value in June. A small loss was incurred in trading almost all asset classes. Bonds (-0.2%), metals (-0.11%) and energy (-0.1%) were the most negative sectors. The situation is similar when considering the results of individual futures. Most instruments recorded a small loss. For more information download our monthly report.

May 2020 subfund M

Algorithmic Trading Portfolio lost -0.68% during May. Poor result could be attributed to the loss incurred in trading agriculture (-1.21%) and metal (-0.63%) futures. The loss was slightly outweighed by profits earned from trading bond (+0.58%), energy (+0.47%) and equity index (+0.11%) asset classes. For more information download our monthly report.

April 2020 subfund M

Algorithmic Trading Portfolio earned +1.24% in April. Profitable trading in bonds (+0.66%), stock indices (+0.24%) and currency (+0.18%) futures contributed the most to the positive monthly result. Other asset classes did not have a significant impact on the monthly results. Looking at the individual instruments the best earners were 30-year Ultra T-bonds (+0.53%), Canadian dollar (+0.23%), NASDAQ 100 (+0.22%) and gold (+0.21%) futures. For more information download our monthly report.

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