Programme results after all fees
|Statistics (after fees, since 2013-01)|
|Returns since Fund launch (2013)||29.47%|
|Returns since Strategy launch (2008)||192.09%|
|Last 12 months return||-8.85%|
|Name||Algorithmic Trading Portfolio|
|Recommended investment term||6+ months|
|Fund size||1.1 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|
November 2021 subfund M
Algorithmic Trading Portfolio shrank in value by 1.87% in November. Algorithms trading stock index futures contributed the most to the negative monthly result (-3.51%), lower losses were recorded in currency (-0.57%) and energy (-0.26%) asset classes. Bonds (+1.64%) and agricultural futures (+0.78%) were the two noticeably profitable sectors. For more information download our monthly report.
October 2021 subfund M
Algorithmic Trading Portfolio lost 0.21% in October. Negative monthly result was mainly due to unprofitable trading in bond instruments (-2.88%). Monthly loss was somewhat offset by profits earned from trading futures of the metal (+1.45%) and energy (+0.81%) asset classes. For more information download our monthly report.
April 2021 subfund M
During September value of Algorithmic Trading Portfolio Fund shrank by 3.57%. Unsuccessful trading of bond and energy sector futures contributed the most to the loss (-3.94% and -1.42%, respectively). Algorithms worked profitably in the metals (+1.20%), currency (+0.39%) and stock index (+0.17%) sectors. For more information download our monthly report.
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.