Performance

 

ICA MAP Aggressive Strategy

 

 NET results afterdeductingBrokerFee(spread), MonthlyManagementFee(0.16%), and MonthlyPerformanceFee(25%). 
 Valid certificates and brokerage trading Journals are ready to be provided for verifying performance figures above.

 Performance Analysis:

Alpha (α): 6.5%         Beta(β): -0.46         R2: 0.3%

                  

Total Executed Trades:                           3,377

Average Yearly Return:                  +59.43%                      

Average Leverage per trade:                x1.82

Annual Volatility:                               48%

Worst Peak-to-Valley Drawdown:        -29.65%                        

Average Monthly Return:               +6.92%

Monthly VaR at 95% Confidence:        -16.71%

Monthly Standard Deviation:         13.99%

Compounded Return:                          +1517.25%

Sharp Ratio:                                     1.69




 Trading Volume: $10.000 deposit would generate$1.1 million monthly volume. (Deposits are 110 leveraged monthly).

 

 ICA MAP Conservative Strategy

   The performance above represents the gross trading results after deducting the broker fees. 

 Valid certificates and brokerage trading Journals are ready to be provided for verifying performance figures above.

 This performance has been recorded by dividing the profit or loss has been resulted from the live trading by 3.5; Then
compounding the results of each month.


 Performance Analysis:

Alpha (α): 2.39%         Beta(β): -0.17         R2: 0.42%

                  

Total Executed Trades:                        3,377

Average Yearly Return:                  +18.79%                       

Average Leverage per trade:              x0.5

Annual Volatility:                               15%

Worst Peak-to-Valley Drawdown:       -9.06%

Average Monthly Return:                 +2.52%                         

Monthly VaR at 95% Confidence:        -4.84%

Monthly Standard Deviation:              4.41%                         

Compounded Return:                           +215.62%

Sharp Ratio:                                       1.91      

 

 


Trading Volume: $10.000 deposit would generate $314,000 monthly volume. (Deposits are 32 leveraged monthly).

 

 

Performance Recording:

                          November 2007 – January 2010            Capital Market Services (USA) LLC
                          November 2010 – October 2011            Interactive Brokers (U.K.) LLC
                          November 2011 – July 2012                   Saxo Bank (SCHWEIZ) AG
                          July 2012 – March 2013                           CitiFX Pro (Citibank, UK)