Ecamos Capital AG

ecamos Volatility Strategy 2X USD *QEP*


Monthly Performance (%)

Date Range: 10/11 - 11/18
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2018 0.98 -1.17 0.57 -1.19 4.88 -1.38 1.76 0.84 -2.78 -17.60 3.61   -12.63 
2017 5.37 1.20 0.84 2.49 1.79 -1.52 2.82 1.78 -1.94 2.06 1.87 -0.50  17.28 
2016 -9.73 3.95 7.24 1.07 7.01 2.56 5.31 1.38 0.95 0.96 -0.69 1.05  21.89 
2015 -2.05 6.79 3.27 4.29 4.12 -2.05 7.73 -16.55 1.16 2.28 1.69 0.66  9.39 
2014 -0.90 -1.46 -0.02 1.54 5.04 1.51 -5.31 1.46 -3.81 -11.23 4.00 -9.18  -18.10 
2013 9.58 -0.28 3.26 1.23 -5.77 -1.62 9.75 -2.23 2.64 -0.96 1.84 -1.31  16.09 
2012 8.81 6.04 7.62 -2.47 -0.51 8.28 2.85 6.22 4.09 -5.36 12.60 -7.94  45.55 
2011 -0.44 -2.18  -2.61 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The ecamos Volatility Strategy is based on a systematic investment approach to achieve substantial medium to long-term capital appreciation by exploiting risk premia on volatility futures and options. The strategy can take either long or short positions on the various volatility futures. Systematically hedging the positions enables the gap risk of the strategy to be reduced and stability of performance to be increased. Positions and weightings are dynamically adjusted to protect against prolonged drawdowns.

Performance Statistics

Date Range: 10/11 - 11/18
  Program S&P 500 Altegris 40 
Total Return 84.13% 183.91% -2.14% 
Annualized Return 9.00% 15.67% -0.30% 
Annualized Std. Deviation 17.58% 10.42% 8.42% 
Correlation 0.54 0.08 
Sharpe Ratio (rf=2.5%) 0.37 1.26 -0.33 
Worst Month -17.60% -6.84% -6.10% 
Date of Worst Month 10/2018 10/2018 02/2018 
Worst Drawdown -24.10% -8.35% -13.10% 
Date of Worst Drawdown 6/14 - 1/15 7/15 - 9/15 3/15 - 9/17 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 10/11 - 11/18

Year or YTD Program S&P 500 Altegris 40 
2018 -12.63 5.11 -4.69 
2017 17.28 21.84 1.24 
2016 21.89 11.98 -3.13 
2015 9.39 1.41 0.09 
2014 -18.10 13.69 15.75 
2013 16.09 32.41 -2.45 
2012 45.55 15.98 -4.75 
2011 -2.61 0.80 1.26 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 10/11 - 11/18
Date: 11/30/2018
Perf: $1,018.97 Date: 10/31/2018
Perf: $1,031.35 Date: 9/30/2018
Perf: $1,057.47 Date: 8/31/2018
Perf: $1,062.25 Date: 7/31/2018
Perf: $1,035.83 Date: 6/30/2018
Perf: $1,043.66 Date: 5/31/2018
Perf: $1,034.97 Date: 4/30/2018
Perf: $1,048.49 Date: 3/31/2018
Perf: $1,037.29 Date: 2/28/2018
Perf: $1,038.23 Date: 1/31/2018
Perf: $1,105.67 Date: 12/31/2017
Perf: $1,069.11 Date: 11/30/2017
Perf: $1,057.58 Date: 10/31/2017
Perf: $1,056.21 Date: 9/30/2017
Perf: $1,013.73 Date: 8/31/2017
Perf: $1,035.58 Date: 7/31/2017
Perf: $1,018.67 Date: 6/30/2017
Perf: $1,014.72 Date: 5/31/2017
Perf: $1,045.24 Date: 4/30/2017
Perf: $1,043.25 Date: 3/31/2017
Perf: $1,049.55 Date: 2/28/2017
Perf: $1,065.10 Date: 1/31/2017
Perf: $1,042.38 Date: 12/31/2016
Perf: $1,056.00 Date: 11/30/2016
Perf: $1,048.04 Date: 10/31/2016
Perf: $1,059.69 Date: 9/30/2016
Perf: $1,087.76 Date: 8/31/2016
Perf: $1,101.97 Date: 7/31/2016
Perf: $1,132.43 Date: 6/30/2016
Perf: $1,121.00 Date: 5/31/2016
Perf: $1,075.30 Date: 4/30/2016
Perf: $1,094.45 Date: 3/31/2016
Perf: $1,122.63 Date: 2/29/2016
Perf: $1,155.80 Date: 1/31/2016
Perf: $1,128.05 Date: 12/31/2015
Perf: $1,090.12 Date: 11/30/2015
Perf: $1,115.78 Date: 10/31/2015
Perf: $1,078.99 Date: 9/30/2015
Perf: $1,098.09 Date: 8/31/2015
Perf: $1,074.77 Date: 7/31/2015
Perf: $1,093.69 Date: 6/30/2015
Perf: $1,052.54 Date: 5/31/2015
Perf: $1,110.27 Date: 4/30/2015
Perf: $1,118.32 Date: 3/31/2015
Perf: $1,163.22 Date: 2/28/2015
Perf: $1,138.07 Date: 1/31/2015
Perf: $1,139.89 Date: 12/31/2014
Perf: $1,089.14 Date: 11/30/2014
Perf: $1,070.30 Date: 10/31/2014
Perf: $1,010.20 Date: 9/30/2014
Perf: $995.56 Date: 8/31/2014
Perf: $980.95 Date: 7/31/2014
Perf: $941.14 Date: 6/30/2014
Perf: $948.73 Date: 5/31/2014
Perf: $940.64 Date: 4/30/2014
Perf: $917.16 Date: 3/31/2014
Perf: $910.24 Date: 2/28/2014
Perf: $923.91 Date: 1/31/2014
Perf: $916.40 Date: 12/31/2013
Perf: $940.96 Date: 11/30/2013
Perf: $942.28 Date: 10/31/2013
Perf: $925.52 Date: 9/30/2013
Perf: $904.80 Date: 8/31/2013
Perf: $910.27 Date: 7/31/2013
Perf: $928.09 Date: 6/30/2013
Perf: $936.23 Date: 5/31/2013
Perf: $973.11 Date: 4/30/2013
Perf: $1,016.84 Date: 3/31/2013
Perf: $991.26 Date: 2/28/2013
Perf: $977.19 Date: 1/31/2013
Perf: $982.89 Date: 12/31/2012
Perf: $964.56 Date: 11/30/2012
Perf: $959.86 Date: 10/31/2012
Perf: $957.18 Date: 9/30/2012
Perf: $993.13 Date: 8/31/2012
Perf: $1,009.79 Date: 7/31/2012
Perf: $1,023.72 Date: 6/30/2012
Perf: $983.49 Date: 5/31/2012
Perf: $1,021.92 Date: 4/30/2012
Perf: $1,002.86 Date: 3/31/2012
Perf: $996.88 Date: 2/29/2012
Perf: $1,020.03 Date: 1/31/2012
Perf: $1,015.87 Date: 12/31/2011
Perf: $1,012.63 Date: 11/30/2011
Perf: $1,003.00 Date: 10/31/2011
Perf: $1,000.00 Date: 11/30/2018
Perf: $2,559.33 Date: 10/31/2018
Perf: $2,508.16 Date: 9/30/2018
Perf: $2,692.32 Date: 8/31/2018
Perf: $2,677.06 Date: 7/31/2018
Perf: $2,592.54 Date: 6/30/2018
Perf: $2,499.56 Date: 5/31/2018
Perf: $2,484.15 Date: 4/30/2018
Perf: $2,425.70 Date: 3/31/2018
Perf: $2,416.51 Date: 2/28/2018
Perf: $2,479.49 Date: 1/31/2018
Perf: $2,574.49 Date: 12/31/2017
Perf: $2,434.97 Date: 11/30/2017
Perf: $2,408.24 Date: 10/31/2017
Perf: $2,336.50 Date: 9/30/2017
Perf: $2,283.30 Date: 8/31/2017
Perf: $2,237.22 Date: 7/31/2017
Perf: $2,230.30 Date: 6/30/2017
Perf: $2,185.29 Date: 5/31/2017
Perf: $2,171.82 Date: 4/30/2017
Perf: $2,141.62 Date: 3/31/2017
Perf: $2,119.79 Date: 2/28/2017
Perf: $2,117.25 Date: 1/31/2017
Perf: $2,036.40 Date: 12/31/2016
Perf: $1,998.43 Date: 11/30/2016
Perf: $1,959.63 Date: 10/31/2016
Perf: $1,889.71 Date: 9/30/2016
Perf: $1,924.74 Date: 8/31/2016
Perf: $1,924.36 Date: 7/31/2016
Perf: $1,921.67 Date: 6/30/2016
Perf: $1,853.28 Date: 5/31/2016
Perf: $1,848.48 Date: 4/30/2016
Perf: $1,815.79 Date: 3/31/2016
Perf: $1,808.74 Date: 2/29/2016
Perf: $1,693.89 Date: 1/31/2016
Perf: $1,696.10 Date: 12/31/2015
Perf: $1,784.61 Date: 11/30/2015
Perf: $1,813.26 Date: 10/31/2015
Perf: $1,807.84 Date: 9/30/2015
Perf: $1,667.13 Date: 8/31/2015
Perf: $1,709.36 Date: 7/31/2015
Perf: $1,819.04 Date: 6/30/2015
Perf: $1,781.63 Date: 5/31/2015
Perf: $1,816.88 Date: 4/30/2015
Perf: $1,793.74 Date: 3/31/2015
Perf: $1,776.68 Date: 2/28/2015
Perf: $1,805.20 Date: 1/31/2015
Perf: $1,707.05 Date: 12/31/2014
Perf: $1,759.84 Date: 11/30/2014
Perf: $1,764.25 Date: 10/31/2014
Perf: $1,718.04 Date: 9/30/2014
Perf: $1,677.12 Date: 8/31/2014
Perf: $1,700.93 Date: 7/31/2014
Perf: $1,635.51 Date: 6/30/2014
Perf: $1,658.40 Date: 5/31/2014
Perf: $1,624.76 Date: 4/30/2014
Perf: $1,587.46 Date: 3/31/2014
Perf: $1,575.80 Date: 2/28/2014
Perf: $1,562.67 Date: 1/31/2014
Perf: $1,494.38 Date: 12/31/2013
Perf: $1,547.94 Date: 11/30/2013
Perf: $1,509.74 Date: 10/31/2013
Perf: $1,465.06 Date: 9/30/2013
Perf: $1,400.63 Date: 8/31/2013
Perf: $1,357.99 Date: 7/31/2013
Perf: $1,398.54 Date: 6/30/2013
Perf: $1,330.81 Date: 5/31/2013
Perf: $1,348.88 Date: 4/30/2013
Perf: $1,318.04 Date: 3/31/2013
Perf: $1,293.08 Date: 2/28/2013
Perf: $1,246.34 Date: 1/31/2013
Perf: $1,229.62 Date: 12/31/2012
Perf: $1,169.06 Date: 11/30/2012
Perf: $1,158.52 Date: 10/31/2012
Perf: $1,151.84 Date: 9/30/2012
Perf: $1,173.55 Date: 8/31/2012
Perf: $1,144.04 Date: 7/31/2012
Perf: $1,118.86 Date: 6/30/2012
Perf: $1,103.52 Date: 5/31/2012
Perf: $1,059.86 Date: 4/30/2012
Perf: $1,127.63 Date: 3/31/2012
Perf: $1,134.78 Date: 2/29/2012
Perf: $1,098.63 Date: 1/31/2012
Perf: $1,053.13 Date: 12/31/2011
Perf: $1,007.98 Date: 11/30/2011
Perf: $997.80 Date: 10/31/2011
Perf: $1,000.00 Date: 11/30/2018
Perf: $1,841.26 Date: 10/31/2018
Perf: $1,777.11 Date: 9/30/2018
Perf: $2,156.68 Date: 8/31/2018
Perf: $2,218.35 Date: 7/31/2018
Perf: $2,199.88 Date: 6/30/2018
Perf: $2,161.83 Date: 5/31/2018
Perf: $2,192.08 Date: 4/30/2018
Perf: $2,090.08 Date: 3/31/2018
Perf: $2,115.25 Date: 2/28/2018
Perf: $2,103.27 Date: 1/31/2018
Perf: $2,128.16 Date: 12/31/2017
Perf: $2,107.51 Date: 11/30/2017
Perf: $2,118.10 Date: 10/31/2017
Perf: $2,079.22 Date: 9/30/2017
Perf: $2,037.25 Date: 8/31/2017
Perf: $2,077.56 Date: 7/31/2017
Perf: $2,041.22 Date: 6/30/2017
Perf: $1,985.24 Date: 5/31/2017
Perf: $2,015.88 Date: 4/30/2017
Perf: $1,980.43 Date: 3/31/2017
Perf: $1,932.32 Date: 2/28/2017
Perf: $1,916.22 Date: 1/31/2017
Perf: $1,893.50 Date: 12/31/2016
Perf: $1,797.00 Date: 11/30/2016
Perf: $1,778.33 Date: 10/31/2016
Perf: $1,790.68 Date: 9/30/2016
Perf: $1,773.66 Date: 8/31/2016
Perf: $1,756.96 Date: 7/31/2016
Perf: $1,733.05 Date: 6/30/2016
Perf: $1,645.66 Date: 5/31/2016
Perf: $1,604.59 Date: 4/30/2016
Perf: $1,499.47 Date: 3/31/2016
Perf: $1,483.60 Date: 2/29/2016
Perf: $1,383.44 Date: 1/31/2016
Perf: $1,330.87 Date: 12/31/2015
Perf: $1,474.32 Date: 11/30/2015
Perf: $1,464.65 Date: 10/31/2015
Perf: $1,440.31 Date: 9/30/2015
Perf: $1,408.20 Date: 8/31/2015
Perf: $1,392.06 Date: 7/31/2015
Perf: $1,668.13 Date: 6/30/2015
Perf: $1,548.44 Date: 5/31/2015
Perf: $1,580.85 Date: 4/30/2015
Perf: $1,518.29 Date: 3/31/2015
Perf: $1,455.84 Date: 2/28/2015
Perf: $1,409.74 Date: 1/31/2015
Perf: $1,320.10 Date: 12/31/2014
Perf: $1,347.73 Date: 11/30/2014
Perf: $1,483.96 Date: 10/31/2014
Perf: $1,426.88 Date: 9/30/2014
Perf: $1,607.39 Date: 8/31/2014
Perf: $1,671.06 Date: 7/31/2014
Perf: $1,647.02 Date: 6/30/2014
Perf: $1,739.38 Date: 5/31/2014
Perf: $1,713.50 Date: 4/30/2014
Perf: $1,631.29 Date: 3/31/2014
Perf: $1,606.55 Date: 2/28/2014
Perf: $1,606.87 Date: 1/31/2014
Perf: $1,630.67 Date: 12/31/2013
Perf: $1,645.48 Date: 11/30/2013
Perf: $1,667.33 Date: 10/31/2013
Perf: $1,637.20 Date: 9/30/2013
Perf: $1,653.07 Date: 8/31/2013
Perf: $1,610.55 Date: 7/31/2013
Perf: $1,647.29 Date: 6/30/2013
Perf: $1,500.94 Date: 5/31/2013
Perf: $1,525.66 Date: 4/30/2013
Perf: $1,619.08 Date: 3/31/2013
Perf: $1,599.41 Date: 2/28/2013
Perf: $1,548.91 Date: 1/31/2013
Perf: $1,553.26 Date: 12/31/2012
Perf: $1,417.47 Date: 11/30/2012
Perf: $1,539.72 Date: 10/31/2012
Perf: $1,367.43 Date: 9/30/2012
Perf: $1,444.87 Date: 8/31/2012
Perf: $1,388.10 Date: 7/31/2012
Perf: $1,306.82 Date: 6/30/2012
Perf: $1,270.60 Date: 5/31/2012
Perf: $1,173.44 Date: 4/30/2012
Perf: $1,179.46 Date: 3/31/2012
Perf: $1,209.33 Date: 2/29/2012
Perf: $1,123.70 Date: 1/31/2012
Perf: $1,059.70 Date: 12/31/2011
Perf: $973.90 Date: 11/30/2011
Perf: $995.60 Date: 10/31/2011
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 10/11 - 11/18
Date: 11/30/2018
Return: 3.61 % Date: 10/31/2018
Return: -17.60 % Date: 9/30/2018
Return: -2.78 % Date: 8/31/2018
Return: 0.84 % Date: 7/31/2018
Return: 1.76 % Date: 6/30/2018
Return: -1.38 % Date: 5/31/2018
Return: 4.88 % Date: 4/30/2018
Return: -1.19 % Date: 3/31/2018
Return: 0.57 % Date: 2/28/2018
Return: -1.17 % Date: 1/31/2018
Return: 0.98 % Date: 12/31/2017
Return: -0.50 % Date: 11/30/2017
Return: 1.87 % Date: 10/31/2017
Return: 2.06 % Date: 9/30/2017
Return: -1.94 % Date: 8/31/2017
Return: 1.78 % Date: 7/31/2017
Return: 2.82 % Date: 6/30/2017
Return: -1.52 % Date: 5/31/2017
Return: 1.79 % Date: 4/30/2017
Return: 2.49 % Date: 3/31/2017
Return: 0.84 % Date: 2/28/2017
Return: 1.20 % Date: 1/31/2017
Return: 5.37 % Date: 12/31/2016
Return: 1.05 % Date: 11/30/2016
Return: -0.69 % Date: 10/31/2016
Return: 0.96 % Date: 9/30/2016
Return: 0.95 % Date: 8/31/2016
Return: 1.38 % Date: 7/31/2016
Return: 5.31 % Date: 6/30/2016
Return: 2.56 % Date: 5/31/2016
Return: 7.01 % Date: 4/30/2016
Return: 1.07 % Date: 3/31/2016
Return: 7.24 % Date: 2/29/2016
Return: 3.95 % Date: 1/31/2016
Return: -9.73 % Date: 12/31/2015
Return: 0.66 % Date: 11/30/2015
Return: 1.69 % Date: 10/31/2015
Return: 2.28 % Date: 9/30/2015
Return: 1.16 % Date: 8/31/2015
Return: -16.55 % Date: 7/31/2015
Return: 7.73 % Date: 6/30/2015
Return: -2.05 % Date: 5/31/2015
Return: 4.12 % Date: 4/30/2015
Return: 4.29 % Date: 3/31/2015
Return: 3.27 % Date: 2/28/2015
Return: 6.79 % Date: 1/31/2015
Return: -2.05 % Date: 12/31/2014
Return: -9.18 % Date: 11/30/2014
Return: 4.00 % Date: 10/31/2014
Return: -11.23 % Date: 9/30/2014
Return: -3.81 % Date: 8/31/2014
Return: 1.46 % Date: 7/31/2014
Return: -5.31 % Date: 6/30/2014
Return: 1.51 % Date: 5/31/2014
Return: 5.04 % Date: 4/30/2014
Return: 1.54 % Date: 3/31/2014
Return: -0.02 % Date: 2/28/2014
Return: -1.46 % Date: 1/31/2014
Return: -0.90 % Date: 12/31/2013
Return: -1.31 % Date: 11/30/2013
Return: 1.84 % Date: 10/31/2013
Return: -0.96 % Date: 9/30/2013
Return: 2.64 % Date: 8/31/2013
Return: -2.23 % Date: 7/31/2013
Return: 9.75 % Date: 6/30/2013
Return: -1.62 % Date: 5/31/2013
Return: -5.77 % Date: 4/30/2013
Return: 1.23 % Date: 3/31/2013
Return: 3.26 % Date: 2/28/2013
Return: -0.28 % Date: 1/31/2013
Return: 9.58 % Date: 12/31/2012
Return: -7.94 % Date: 11/30/2012
Return: 12.60 % Date: 10/31/2012
Return: -5.36 % Date: 9/30/2012
Return: 4.09 % Date: 8/31/2012
Return: 6.22 % Date: 7/31/2012
Return: 2.85 % Date: 6/30/2012
Return: 8.28 % Date: 5/31/2012
Return: -0.51 % Date: 4/30/2012
Return: -2.47 % Date: 3/31/2012
Return: 7.62 % Date: 2/29/2012
Return: 6.04 % Date: 1/31/2012
Return: 8.81 % Date: 12/31/2011
Return: -2.18 % Date: 11/30/2011
Return: -0.44 % Date: 10/31/2011
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 10/11 - 11/18
Return: -18.00 %
Count: 1 Return: -3.00 %
Count: 1 Return: -10.00 %
Count: 1 Return: -17.00 %
Count: 1 Return: 7.00 %
Count: 3 Return: -9.00 %
Count: 1 Return: -11.00 %
Count: 1 Return: -4.00 %
Count: 1 Return: 5.00 %
Count: 4 Return: 2.00 %
Count: 11 Return: -6.00 %
Count: 1 Return: 1.00 %
Count: 14 Return: 10.00 %
Count: 2 Return: -8.00 %
Count: 1 Return: 13.00 %
Count: 1 Return: -5.00 %
Count: 2 Return: 4.00 %
Count: 6 Return: 3.00 %
Count: 6 Return: -1.00 %
Count: 9 Return: 8.00 %
Count: 3 Return: 6.00 %
Count: 2 Return: 9.00 %
Count: 1 Return: -2.00 %
Count: 8 Return: 0.00 %
Count: 5
Note: All performance data is since program inception.

Underwater Curve

Date Range: 10/11 - 11/18
Date: 11/30/2018
Drawdown: -17.00 % Date: 10/31/2018
Drawdown: -19.89 % Date: 9/30/2018
Drawdown: -2.78 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: 0.00 % Date: 6/30/2018
Drawdown: -1.38 % Date: 5/31/2018
Drawdown: 0.00 % Date: 4/30/2018
Drawdown: -1.79 % Date: 3/31/2018
Drawdown: -0.61 % Date: 2/28/2018
Drawdown: -1.17 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: -0.50 % Date: 11/30/2017
Drawdown: 0.00 % Date: 10/31/2017
Drawdown: 0.00 % Date: 9/30/2017
Drawdown: -1.94 % Date: 8/31/2017
Drawdown: 0.00 % Date: 7/31/2017
Drawdown: 0.00 % Date: 6/30/2017
Drawdown: -1.52 % Date: 5/31/2017
Drawdown: 0.00 % Date: 4/30/2017
Drawdown: 0.00 % Date: 3/31/2017
Drawdown: 0.00 % Date: 2/28/2017
Drawdown: 0.00 % Date: 1/31/2017
Drawdown: 0.00 % Date: 12/31/2016
Drawdown: 0.00 % Date: 11/30/2016
Drawdown: -0.69 % Date: 10/31/2016
Drawdown: 0.00 % Date: 9/30/2016
Drawdown: 0.00 % Date: 8/31/2016
Drawdown: 0.00 % Date: 7/31/2016
Drawdown: -0.36 % Date: 6/30/2016
Drawdown: -5.39 % Date: 5/31/2016
Drawdown: -7.75 % Date: 4/30/2016
Drawdown: -13.79 % Date: 3/31/2016
Drawdown: -14.71 % Date: 2/29/2016
Drawdown: -20.46 % Date: 1/31/2016
Drawdown: -23.49 % Date: 12/31/2015
Drawdown: -15.24 % Date: 11/30/2015
Drawdown: -15.79 % Date: 10/31/2015
Drawdown: -17.19 % Date: 9/30/2015
Drawdown: -19.04 % Date: 8/31/2015
Drawdown: -19.97 % Date: 7/31/2015
Drawdown: -4.10 % Date: 6/30/2015
Drawdown: -10.98 % Date: 5/31/2015
Drawdown: -9.11 % Date: 4/30/2015
Drawdown: -12.71 % Date: 3/31/2015
Drawdown: -16.30 % Date: 2/28/2015
Drawdown: -18.95 % Date: 1/31/2015
Drawdown: -24.10 % Date: 12/31/2014
Drawdown: -22.52 % Date: 11/30/2014
Drawdown: -14.68 % Date: 10/31/2014
Drawdown: -17.97 % Date: 9/30/2014
Drawdown: -7.59 % Date: 8/31/2014
Drawdown: -3.93 % Date: 7/31/2014
Drawdown: -5.31 % Date: 6/30/2014
Drawdown: 0.00 % Date: 5/31/2014
Drawdown: 0.00 % Date: 4/30/2014
Drawdown: -2.16 % Date: 3/31/2014
Drawdown: -3.65 % Date: 2/28/2014
Drawdown: -3.63 % Date: 1/31/2014
Drawdown: -2.20 % Date: 12/31/2013
Drawdown: -1.31 % Date: 11/30/2013
Drawdown: 0.00 % Date: 10/31/2013
Drawdown: -0.96 % Date: 9/30/2013
Drawdown: 0.00 % Date: 8/31/2013
Drawdown: -2.23 % Date: 7/31/2013
Drawdown: 0.00 % Date: 6/30/2013
Drawdown: -7.30 % Date: 5/31/2013
Drawdown: -5.77 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: 0.00 % Date: 2/28/2013
Drawdown: -0.28 % Date: 1/31/2013
Drawdown: 0.00 % Date: 12/31/2012
Drawdown: -7.94 % Date: 11/30/2012
Drawdown: 0.00 % Date: 10/31/2012
Drawdown: -5.36 % Date: 9/30/2012
Drawdown: 0.00 % Date: 8/31/2012
Drawdown: 0.00 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: -2.97 % Date: 4/30/2012
Drawdown: -2.47 % Date: 3/31/2012
Drawdown: 0.00 % Date: 2/29/2012
Drawdown: 0.00 % Date: 1/31/2012
Drawdown: 0.00 % Date: 12/31/2011
Drawdown: -2.61 % Date: 11/30/2011
Drawdown: -0.44 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Ecamos Capital AG
Address: Holbeinstrasse 31
City: Zurich
State:
Zip: 8008
Country: Switzerland

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Other Futures Yes 
 Investment Methodology
 Systematic Yes 
 Volatility Trading Yes 
 Instruments Traded
 Futures Yes 
 Listed Options Yes 
 Geographical Focus
 United States Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum:  
 Margin / Equity Ratio: 12% 
 Managed Account Availability: Open