Warning: "continue" targeting switch is equivalent to "break". Did you mean to use "continue 2"? in /home/algo/domains/algo.lt/public_html/wp-content/plugins/qtranslate-x/qtranslate_frontend.php on line 300

Warning: count(): Parameter must be an array or an object that implements Countable in /home/algo/domains/algo.lt/public_html/wp-content/themes/algo/variables.php on line 107
Results | Algo – algorithmic trading

Warning: count(): Parameter must be an array or an object that implements Countable in /home/algo/domains/algo.lt/public_html/wp-content/themes/algo/variables.php on line 107

Results

Programme results after all fees

 


Fund statistics



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%
Positive months67.29%
Annual volatility6.92%
Sharpe0.42
Fund facts
NameAlgorithmic Trading Portfolio
LiquidityMonthly
Lock-up periodNone
Recommended investment term6+ months
Fund size1.1 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

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.


Warning: count(): Parameter must be an array or an object that implements Countable in /home/algo/domains/algo.lt/public_html/wp-content/themes/algo/variables.php on line 107
Message send
Your name*
E-mail address*
Your message