Deep Field Capital AG

Singularity Program *QEP*


Monthly Performance (%)

Date Range: 06/10 - 04/19
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2019 0.05 -3.03 2.98 2.06   1.97 
2018 3.22 0.44 1.45 -0.52 -5.00 -1.24 -5.46 -5.41 -0.08 -6.58 0.22 7.16  -12.00 
2017 -3.98 -0.15 1.69 -1.68 4.19 -3.15 0.32 1.24 1.10 -0.41 -0.67 -0.11  -1.86 
2016 2.29 -0.08 -4.84 -1.88 -7.75 -0.83 1.08 -16.13 -4.11 -4.18 0.34 0.98  -31.09 
2015 0.06 -2.02 5.45 4.45 3.07 -0.11 6.47 1.74 2.10 1.90 1.35 3.31  31.19 
2014 -2.74 2.58 -6.49 -3.40 3.16 1.95 -3.31 1.08 -1.04 7.89 0.49 5.95  5.30 
2013 1.56 2.00 -0.74 1.19 3.53 2.24 -3.21 3.13 -4.41 -1.61 2.16 0.82  6.49 
2012 4.07 2.68 1.64 -0.14 2.61 2.31 2.31 -2.77 -0.03 -1.36 2.79 0.02  14.83 
2011 4.98 0.05 7.13 0.91 10.33 -0.08 6.35 6.67 0.82 3.06 -2.89 0.61  44.16 
2010 -2.19 9.47 -0.17 0.25 9.09 2.99  20.39 
Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

SINGULARITY is a fully automated managed futures program designed to deliver a regular stream of multi-directional alpha that has a low correlation to traditional and other alternative investment strategies. The program executes a purely systematic trading approach using quantitative analysis of real-time price data to identify price trends and patterns that offer a high statistical likelihood of delivering consistent investment profits over time. While the highly reactive system only trades pure trend following signals in a diversified portfolio of liquid futures markets across all asset classes, it actually shows no correlation to the trend following space or any other trading styles. The idiosyncratic investment profile is driven by the combination of intra-market diversification (number of strategy elements/strategy variations in every traded market) and cross-market diversification (number of instruments), offering great scalability and attractive risk-adjusted returns. As of today SINGULARITY trades more than 1000 independent strategy elements in up to 23 markets across short- mid-, and long-term time frames, each independently generating buy and sell signals. Execution and risk management is entirely electronic and automated, utilizing in-house proprietary software. SINGULARITY is open for external investors since 09/2011.

Performance Statistics

Date Range: 06/10 - 04/19
  Program S&P 500 Altegris 40 
Total Return 77.93% 225.82% 12.92% 
Annualized Return 6.74% 14.16% 1.37% 
Annualized Std. Deviation 13.23% 12.05% 8.56% 
Correlation -0.13 0.18 
Sharpe Ratio (rf=2.5%) 0.32 0.97 -0.13 
Worst Month -16.13% -9.03% -6.10% 
Date of Worst Month 08/2016 12/2018 02/2018 
Worst Drawdown -45.82% -16.26% -15.74% 
Date of Worst Drawdown 1/16 - 10/18 4/11 - 9/11 4/11 - 9/13 
Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 06/10 - 04/19

Year or YTD Program S&P 500 Altegris 40 
2019 1.97 18.24 5.17 
2018 -12.00 -4.38 -4.29 
2017 -1.86 21.84 1.24 
2016 -31.09 11.98 -3.13 
2015 31.19 1.41 0.09 
2014 5.30 13.69 15.75 
2013 6.49 32.41 -2.45 
2012 14.83 15.98 -4.75 
2011 44.16 2.12 -3.23 
2010 20.39 23.27 9.38 
Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 06/10 - 04/19
Date: 4/30/2019
Perf: $1,124.89 Date: 3/31/2019
Perf: $1,094.78 Date: 2/28/2019
Perf: $1,056.84 Date: 1/31/2019
Perf: $1,050.12 Date: 12/31/2018
Perf: $1,069.59 Date: 11/30/2018
Perf: $1,065.11 Date: 10/31/2018
Perf: $1,078.05 Date: 9/30/2018
Perf: $1,105.35 Date: 8/31/2018
Perf: $1,110.35 Date: 7/31/2018
Perf: $1,082.74 Date: 6/30/2018
Perf: $1,090.92 Date: 5/31/2018
Perf: $1,081.83 Date: 4/30/2018
Perf: $1,095.97 Date: 3/31/2018
Perf: $1,084.26 Date: 2/28/2018
Perf: $1,085.24 Date: 1/31/2018
Perf: $1,155.74 Date: 12/31/2017
Perf: $1,117.52 Date: 11/30/2017
Perf: $1,105.47 Date: 10/31/2017
Perf: $1,104.03 Date: 9/30/2017
Perf: $1,059.64 Date: 8/31/2017
Perf: $1,082.48 Date: 7/31/2017
Perf: $1,064.80 Date: 6/30/2017
Perf: $1,060.66 Date: 5/31/2017
Perf: $1,092.57 Date: 4/30/2017
Perf: $1,090.50 Date: 3/31/2017
Perf: $1,097.08 Date: 2/28/2017
Perf: $1,113.33 Date: 1/31/2017
Perf: $1,089.58 Date: 12/31/2016
Perf: $1,103.82 Date: 11/30/2016
Perf: $1,095.49 Date: 10/31/2016
Perf: $1,107.68 Date: 9/30/2016
Perf: $1,137.01 Date: 8/31/2016
Perf: $1,151.87 Date: 7/31/2016
Perf: $1,183.71 Date: 6/30/2016
Perf: $1,171.76 Date: 5/31/2016
Perf: $1,123.99 Date: 4/30/2016
Perf: $1,144.01 Date: 3/31/2016
Perf: $1,173.47 Date: 2/29/2016
Perf: $1,208.14 Date: 1/31/2016
Perf: $1,179.13 Date: 12/31/2015
Perf: $1,139.48 Date: 11/30/2015
Perf: $1,166.30 Date: 10/31/2015
Perf: $1,127.84 Date: 9/30/2015
Perf: $1,147.82 Date: 8/31/2015
Perf: $1,123.44 Date: 7/31/2015
Perf: $1,143.22 Date: 6/30/2015
Perf: $1,100.20 Date: 5/31/2015
Perf: $1,160.55 Date: 4/30/2015
Perf: $1,168.96 Date: 3/31/2015
Perf: $1,215.90 Date: 2/28/2015
Perf: $1,189.61 Date: 1/31/2015
Perf: $1,191.51 Date: 12/31/2014
Perf: $1,138.46 Date: 11/30/2014
Perf: $1,118.77 Date: 10/31/2014
Perf: $1,055.94 Date: 9/30/2014
Perf: $1,040.64 Date: 8/31/2014
Perf: $1,025.37 Date: 7/31/2014
Perf: $983.75 Date: 6/30/2014
Perf: $991.69 Date: 5/31/2014
Perf: $983.23 Date: 4/30/2014
Perf: $958.69 Date: 3/31/2014
Perf: $951.46 Date: 2/28/2014
Perf: $965.75 Date: 1/31/2014
Perf: $957.90 Date: 12/31/2013
Perf: $983.57 Date: 11/30/2013
Perf: $984.95 Date: 10/31/2013
Perf: $967.44 Date: 9/30/2013
Perf: $945.78 Date: 8/31/2013
Perf: $951.49 Date: 7/31/2013
Perf: $970.11 Date: 6/30/2013
Perf: $978.63 Date: 5/31/2013
Perf: $1,017.18 Date: 4/30/2013
Perf: $1,062.88 Date: 3/31/2013
Perf: $1,036.15 Date: 2/28/2013
Perf: $1,021.44 Date: 1/31/2013
Perf: $1,027.40 Date: 12/31/2012
Perf: $1,008.24 Date: 11/30/2012
Perf: $1,003.33 Date: 10/31/2012
Perf: $1,000.52 Date: 9/30/2012
Perf: $1,038.10 Date: 8/31/2012
Perf: $1,055.52 Date: 7/31/2012
Perf: $1,070.07 Date: 6/30/2012
Perf: $1,028.03 Date: 5/31/2012
Perf: $1,068.19 Date: 4/30/2012
Perf: $1,048.27 Date: 3/31/2012
Perf: $1,042.02 Date: 2/29/2012
Perf: $1,066.22 Date: 1/31/2012
Perf: $1,061.87 Date: 12/31/2011
Perf: $1,058.48 Date: 11/30/2011
Perf: $1,048.42 Date: 10/31/2011
Perf: $1,045.28 Date: 9/30/2011
Perf: $1,088.38 Date: 8/31/2011
Perf: $1,089.04 Date: 7/31/2011
Perf: $1,091.22 Date: 6/30/2011
Perf: $1,053.40 Date: 5/31/2011
Perf: $1,081.52 Date: 4/30/2011
Perf: $1,122.49 Date: 3/31/2011
Perf: $1,080.36 Date: 2/28/2011
Perf: $1,097.14 Date: 1/31/2011
Perf: $1,078.80 Date: 12/31/2010
Perf: $1,093.79 Date: 11/30/2010
Perf: $1,048.80 Date: 10/31/2010
Perf: $1,087.29 Date: 9/30/2010
Perf: $1,046.67 Date: 8/31/2010
Perf: $1,027.97 Date: 7/31/2010
Perf: $987.10 Date: 6/30/2010
Perf: $1,000.00 Date: 4/30/2019
Perf: $3,437.97 Date: 3/31/2019
Perf: $3,304.15 Date: 2/28/2019
Perf: $3,241.27 Date: 1/31/2019
Perf: $3,140.47 Date: 12/31/2018
Perf: $2,907.57 Date: 11/30/2018
Perf: $3,196.18 Date: 10/31/2018
Perf: $3,132.29 Date: 9/30/2018
Perf: $3,362.26 Date: 8/31/2018
Perf: $3,343.21 Date: 7/31/2018
Perf: $3,237.66 Date: 6/30/2018
Perf: $3,121.54 Date: 5/31/2018
Perf: $3,102.30 Date: 4/30/2018
Perf: $3,029.30 Date: 3/31/2018
Perf: $3,017.83 Date: 2/28/2018
Perf: $3,096.48 Date: 1/31/2018
Perf: $3,215.12 Date: 12/31/2017
Perf: $3,040.88 Date: 11/30/2017
Perf: $3,007.49 Date: 10/31/2017
Perf: $2,917.91 Date: 9/30/2017
Perf: $2,851.47 Date: 8/31/2017
Perf: $2,793.92 Date: 7/31/2017
Perf: $2,785.29 Date: 6/30/2017
Perf: $2,729.07 Date: 5/31/2017
Perf: $2,712.25 Date: 4/30/2017
Perf: $2,674.54 Date: 3/31/2017
Perf: $2,647.27 Date: 2/28/2017
Perf: $2,644.10 Date: 1/31/2017
Perf: $2,543.14 Date: 12/31/2016
Perf: $2,495.72 Date: 11/30/2016
Perf: $2,447.26 Date: 10/31/2016
Perf: $2,359.95 Date: 9/30/2016
Perf: $2,403.69 Date: 8/31/2016
Perf: $2,403.21 Date: 7/31/2016
Perf: $2,399.85 Date: 6/30/2016
Perf: $2,314.45 Date: 5/31/2016
Perf: $2,308.45 Date: 4/30/2016
Perf: $2,267.63 Date: 3/31/2016
Perf: $2,258.82 Date: 2/29/2016
Perf: $2,115.40 Date: 1/31/2016
Perf: $2,118.15 Date: 12/31/2015
Perf: $2,228.69 Date: 11/30/2015
Perf: $2,264.47 Date: 10/31/2015
Perf: $2,257.70 Date: 9/30/2015
Perf: $2,081.98 Date: 8/31/2015
Perf: $2,134.71 Date: 7/31/2015
Perf: $2,271.69 Date: 6/30/2015
Perf: $2,224.97 Date: 5/31/2015
Perf: $2,268.98 Date: 4/30/2015
Perf: $2,240.09 Date: 3/31/2015
Perf: $2,218.79 Date: 2/28/2015
Perf: $2,254.41 Date: 1/31/2015
Perf: $2,131.83 Date: 12/31/2014
Perf: $2,197.76 Date: 11/30/2014
Perf: $2,203.27 Date: 10/31/2014
Perf: $2,145.55 Date: 9/30/2014
Perf: $2,094.45 Date: 8/31/2014
Perf: $2,124.19 Date: 7/31/2014
Perf: $2,042.49 Date: 6/30/2014
Perf: $2,071.07 Date: 5/31/2014
Perf: $2,029.07 Date: 4/30/2014
Perf: $1,982.48 Date: 3/31/2014
Perf: $1,967.91 Date: 2/28/2014
Perf: $1,951.52 Date: 1/31/2014
Perf: $1,866.23 Date: 12/31/2013
Perf: $1,933.12 Date: 11/30/2013
Perf: $1,885.42 Date: 10/31/2013
Perf: $1,829.62 Date: 9/30/2013
Perf: $1,749.16 Date: 8/31/2013
Perf: $1,695.90 Date: 7/31/2013
Perf: $1,746.55 Date: 6/30/2013
Perf: $1,661.96 Date: 5/31/2013
Perf: $1,684.53 Date: 4/30/2013
Perf: $1,646.02 Date: 3/31/2013
Perf: $1,614.85 Date: 2/28/2013
Perf: $1,556.48 Date: 1/31/2013
Perf: $1,535.60 Date: 12/31/2012
Perf: $1,459.97 Date: 11/30/2012
Perf: $1,446.80 Date: 10/31/2012
Perf: $1,438.46 Date: 9/30/2012
Perf: $1,465.57 Date: 8/31/2012
Perf: $1,428.71 Date: 7/31/2012
Perf: $1,397.28 Date: 6/30/2012
Perf: $1,378.12 Date: 5/31/2012
Perf: $1,323.59 Date: 4/30/2012
Perf: $1,408.22 Date: 3/31/2012
Perf: $1,417.15 Date: 2/29/2012
Perf: $1,372.01 Date: 1/31/2012
Perf: $1,315.19 Date: 12/31/2011
Perf: $1,258.80 Date: 11/30/2011
Perf: $1,246.09 Date: 10/31/2011
Perf: $1,248.84 Date: 9/30/2011
Perf: $1,125.79 Date: 8/31/2011
Perf: $1,210.92 Date: 7/31/2011
Perf: $1,280.44 Date: 6/30/2011
Perf: $1,306.98 Date: 5/31/2011
Perf: $1,329.17 Date: 4/30/2011
Perf: $1,344.36 Date: 3/31/2011
Perf: $1,305.72 Date: 2/28/2011
Perf: $1,305.19 Date: 1/31/2011
Perf: $1,261.91 Date: 12/31/2010
Perf: $1,232.69 Date: 11/30/2010
Perf: $1,155.51 Date: 10/31/2010
Perf: $1,155.39 Date: 9/30/2010
Perf: $1,112.99 Date: 8/31/2010
Perf: $1,021.84 Date: 7/31/2010
Perf: $1,070.10 Date: 6/30/2010
Perf: $1,000.00 Date: 4/30/2019
Perf: $1,779.28 Date: 3/31/2019
Perf: $1,743.36 Date: 2/28/2019
Perf: $1,692.91 Date: 1/31/2019
Perf: $1,745.81 Date: 12/31/2018
Perf: $1,744.94 Date: 11/30/2018
Perf: $1,628.35 Date: 10/31/2018
Perf: $1,624.78 Date: 9/30/2018
Perf: $1,739.22 Date: 8/31/2018
Perf: $1,740.61 Date: 7/31/2018
Perf: $1,840.16 Date: 6/30/2018
Perf: $1,946.44 Date: 5/31/2018
Perf: $1,970.88 Date: 4/30/2018
Perf: $2,074.61 Date: 3/31/2018
Perf: $2,085.45 Date: 2/28/2018
Perf: $2,055.64 Date: 1/31/2018
Perf: $2,046.64 Date: 12/31/2017
Perf: $1,982.79 Date: 11/30/2017
Perf: $1,984.98 Date: 10/31/2017
Perf: $1,998.36 Date: 9/30/2017
Perf: $2,006.59 Date: 8/31/2017
Perf: $1,984.76 Date: 7/31/2017
Perf: $1,960.45 Date: 6/30/2017
Perf: $1,954.20 Date: 5/31/2017
Perf: $2,017.76 Date: 4/30/2017
Perf: $1,936.61 Date: 3/31/2017
Perf: $1,969.70 Date: 2/28/2017
Perf: $1,936.97 Date: 1/31/2017
Perf: $1,939.88 Date: 12/31/2016
Perf: $2,020.29 Date: 11/30/2016
Perf: $2,000.68 Date: 10/31/2016
Perf: $1,993.90 Date: 9/30/2016
Perf: $2,080.88 Date: 8/31/2016
Perf: $2,170.07 Date: 7/31/2016
Perf: $2,587.42 Date: 6/30/2016
Perf: $2,559.78 Date: 5/31/2016
Perf: $2,581.20 Date: 4/30/2016
Perf: $2,798.05 Date: 3/31/2016
Perf: $2,851.66 Date: 2/29/2016
Perf: $2,996.70 Date: 1/31/2016
Perf: $2,999.10 Date: 12/31/2015
Perf: $2,931.96 Date: 11/30/2015
Perf: $2,838.02 Date: 10/31/2015
Perf: $2,800.22 Date: 9/30/2015
Perf: $2,748.00 Date: 8/31/2015
Perf: $2,691.48 Date: 7/31/2015
Perf: $2,645.45 Date: 6/30/2015
Perf: $2,484.69 Date: 5/31/2015
Perf: $2,487.43 Date: 4/30/2015
Perf: $2,413.34 Date: 3/31/2015
Perf: $2,310.52 Date: 2/28/2015
Perf: $2,191.11 Date: 1/31/2015
Perf: $2,236.28 Date: 12/31/2014
Perf: $2,234.94 Date: 11/30/2014
Perf: $2,109.43 Date: 10/31/2014
Perf: $2,099.14 Date: 9/30/2014
Perf: $1,945.63 Date: 8/31/2014
Perf: $1,966.08 Date: 7/31/2014
Perf: $1,945.07 Date: 6/30/2014
Perf: $2,011.66 Date: 5/31/2014
Perf: $1,973.18 Date: 4/30/2014
Perf: $1,912.74 Date: 3/31/2014
Perf: $1,980.06 Date: 2/28/2014
Perf: $2,117.48 Date: 1/31/2014
Perf: $2,064.23 Date: 12/31/2013
Perf: $2,122.38 Date: 11/30/2013
Perf: $2,105.12 Date: 10/31/2013
Perf: $2,060.61 Date: 9/30/2013
Perf: $2,094.33 Date: 8/31/2013
Perf: $2,190.95 Date: 7/31/2013
Perf: $2,124.45 Date: 6/30/2013
Perf: $2,194.91 Date: 5/31/2013
Perf: $2,146.82 Date: 4/30/2013
Perf: $2,073.62 Date: 3/31/2013
Perf: $2,049.24 Date: 2/28/2013
Perf: $2,064.51 Date: 1/31/2013
Perf: $2,024.03 Date: 12/31/2012
Perf: $1,992.94 Date: 11/30/2012
Perf: $1,992.54 Date: 10/31/2012
Perf: $1,938.46 Date: 9/30/2012
Perf: $1,965.19 Date: 8/31/2012
Perf: $1,965.78 Date: 7/31/2012
Perf: $2,021.78 Date: 6/30/2012
Perf: $1,976.13 Date: 5/31/2012
Perf: $1,931.51 Date: 4/30/2012
Perf: $1,882.38 Date: 3/31/2012
Perf: $1,885.02 Date: 2/29/2012
Perf: $1,854.61 Date: 1/31/2012
Perf: $1,806.20 Date: 12/31/2011
Perf: $1,735.56 Date: 11/30/2011
Perf: $1,725.04 Date: 10/31/2011
Perf: $1,776.38 Date: 9/30/2011
Perf: $1,723.64 Date: 8/31/2011
Perf: $1,709.62 Date: 7/31/2011
Perf: $1,602.72 Date: 6/30/2011
Perf: $1,507.02 Date: 5/31/2011
Perf: $1,508.23 Date: 4/30/2011
Perf: $1,367.01 Date: 3/31/2011
Perf: $1,354.69 Date: 2/28/2011
Perf: $1,264.53 Date: 1/31/2011
Perf: $1,263.89 Date: 12/31/2010
Perf: $1,203.94 Date: 11/30/2010
Perf: $1,168.98 Date: 10/31/2010
Perf: $1,071.58 Date: 9/30/2010
Perf: $1,068.91 Date: 8/31/2010
Perf: $1,070.73 Date: 7/31/2010
Perf: $978.10 Date: 6/30/2010
Perf: $1,000.00
Note: All performance data is since program inception.

Monthly Returns

Date Range: 06/10 - 04/19
Date: 4/30/2019
Return: 2.06 % Date: 3/31/2019
Return: 2.98 % Date: 2/28/2019
Return: -3.03 % Date: 1/31/2019
Return: 0.05 % Date: 12/31/2018
Return: 7.16 % Date: 11/30/2018
Return: 0.22 % Date: 10/31/2018
Return: -6.58 % Date: 9/30/2018
Return: -0.08 % Date: 8/31/2018
Return: -5.41 % Date: 7/31/2018
Return: -5.46 % Date: 6/30/2018
Return: -1.24 % Date: 5/31/2018
Return: -5.00 % Date: 4/30/2018
Return: -0.52 % Date: 3/31/2018
Return: 1.45 % Date: 2/28/2018
Return: 0.44 % Date: 1/31/2018
Return: 3.22 % Date: 12/31/2017
Return: -0.11 % Date: 11/30/2017
Return: -0.67 % Date: 10/31/2017
Return: -0.41 % Date: 9/30/2017
Return: 1.10 % Date: 8/31/2017
Return: 1.24 % Date: 7/31/2017
Return: 0.32 % Date: 6/30/2017
Return: -3.15 % Date: 5/31/2017
Return: 4.19 % Date: 4/30/2017
Return: -1.68 % Date: 3/31/2017
Return: 1.69 % Date: 2/28/2017
Return: -0.15 % Date: 1/31/2017
Return: -3.98 % Date: 12/31/2016
Return: 0.98 % Date: 11/30/2016
Return: 0.34 % Date: 10/31/2016
Return: -4.18 % Date: 9/30/2016
Return: -4.11 % Date: 8/31/2016
Return: -16.13 % Date: 7/31/2016
Return: 1.08 % Date: 6/30/2016
Return: -0.83 % Date: 5/31/2016
Return: -7.75 % Date: 4/30/2016
Return: -1.88 % Date: 3/31/2016
Return: -4.84 % Date: 2/29/2016
Return: -0.08 % Date: 1/31/2016
Return: 2.29 % Date: 12/31/2015
Return: 3.31 % Date: 11/30/2015
Return: 1.35 % Date: 10/31/2015
Return: 1.90 % Date: 9/30/2015
Return: 2.10 % Date: 8/31/2015
Return: 1.74 % Date: 7/31/2015
Return: 6.47 % Date: 6/30/2015
Return: -0.11 % Date: 5/31/2015
Return: 3.07 % Date: 4/30/2015
Return: 4.45 % Date: 3/31/2015
Return: 5.45 % Date: 2/28/2015
Return: -2.02 % Date: 1/31/2015
Return: 0.06 % Date: 12/31/2014
Return: 5.95 % Date: 11/30/2014
Return: 0.49 % Date: 10/31/2014
Return: 7.89 % Date: 9/30/2014
Return: -1.04 % Date: 8/31/2014
Return: 1.08 % Date: 7/31/2014
Return: -3.31 % Date: 6/30/2014
Return: 1.95 % Date: 5/31/2014
Return: 3.16 % Date: 4/30/2014
Return: -3.40 % Date: 3/31/2014
Return: -6.49 % Date: 2/28/2014
Return: 2.58 % Date: 1/31/2014
Return: -2.74 % Date: 12/31/2013
Return: 0.82 % Date: 11/30/2013
Return: 2.16 % Date: 10/31/2013
Return: -1.61 % Date: 9/30/2013
Return: -4.41 % Date: 8/31/2013
Return: 3.13 % Date: 7/31/2013
Return: -3.21 % Date: 6/30/2013
Return: 2.24 % Date: 5/31/2013
Return: 3.53 % Date: 4/30/2013
Return: 1.19 % Date: 3/31/2013
Return: -0.74 % Date: 2/28/2013
Return: 2.00 % Date: 1/31/2013
Return: 1.56 % Date: 12/31/2012
Return: 0.02 % Date: 11/30/2012
Return: 2.79 % Date: 10/31/2012
Return: -1.36 % Date: 9/30/2012
Return: -0.03 % Date: 8/31/2012
Return: -2.77 % Date: 7/31/2012
Return: 2.31 % Date: 6/30/2012
Return: 2.31 % Date: 5/31/2012
Return: 2.61 % Date: 4/30/2012
Return: -0.14 % Date: 3/31/2012
Return: 1.64 % Date: 2/29/2012
Return: 2.68 % Date: 1/31/2012
Return: 4.07 % Date: 12/31/2011
Return: 0.61 % Date: 11/30/2011
Return: -2.89 % Date: 10/31/2011
Return: 3.06 % Date: 9/30/2011
Return: 0.82 % Date: 8/31/2011
Return: 6.67 % Date: 7/31/2011
Return: 6.35 % Date: 6/30/2011
Return: -0.08 % Date: 5/31/2011
Return: 10.33 % Date: 4/30/2011
Return: 0.91 % Date: 3/31/2011
Return: 7.13 % Date: 2/28/2011
Return: 0.05 % Date: 1/31/2011
Return: 4.98 % Date: 12/31/2010
Return: 2.99 % Date: 11/30/2010
Return: 9.09 % Date: 10/31/2010
Return: 0.25 % Date: 9/30/2010
Return: -0.17 % Date: 8/31/2010
Return: 9.47 % Date: 7/31/2010
Return: -2.19 % Date: 6/30/2010
Return: 0.00 %
Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 06/10 - 04/19
Return: -7.00 %
Count: 1 Return: -16.00 %
Count: 1 Return: -8.00 %
Count: 1 Return: -5.00 %
Count: 4 Return: 8.00 %
Count: 1 Return: -6.00 %
Count: 1 Return: -4.00 %
Count: 4 Return: -1.00 %
Count: 7 Return: 2.00 %
Count: 14 Return: 4.00 %
Count: 4 Return: -3.00 %
Count: 8 Return: 6.00 %
Count: 3 Return: 10.00 %
Count: 1 Return: 1.00 %
Count: 12 Return: 7.00 %
Count: 3 Return: 5.00 %
Count: 2 Return: 3.00 %
Count: 12 Return: 9.00 %
Count: 2 Return: -2.00 %
Count: 5 Return: 0.00 %
Count: 21
Note: All performance data is since program inception.

Underwater Curve

Date Range: 06/10 - 04/19
Date: 4/30/2019
Drawdown: -40.67 % Date: 3/31/2019
Drawdown: -41.87 % Date: 2/28/2019
Drawdown: -43.55 % Date: 1/31/2019
Drawdown: -41.79 % Date: 12/31/2018
Drawdown: -41.82 % Date: 11/30/2018
Drawdown: -45.71 % Date: 10/31/2018
Drawdown: -45.82 % Date: 9/30/2018
Drawdown: -42.01 % Date: 8/31/2018
Drawdown: -41.96 % Date: 7/31/2018
Drawdown: -38.64 % Date: 6/30/2018
Drawdown: -35.10 % Date: 5/31/2018
Drawdown: -34.28 % Date: 4/30/2018
Drawdown: -30.83 % Date: 3/31/2018
Drawdown: -30.46 % Date: 2/28/2018
Drawdown: -31.46 % Date: 1/31/2018
Drawdown: -31.76 % Date: 12/31/2017
Drawdown: -33.89 % Date: 11/30/2017
Drawdown: -33.81 % Date: 10/31/2017
Drawdown: -33.37 % Date: 9/30/2017
Drawdown: -33.09 % Date: 8/31/2017
Drawdown: -33.82 % Date: 7/31/2017
Drawdown: -34.63 % Date: 6/30/2017
Drawdown: -34.84 % Date: 5/31/2017
Drawdown: -32.72 % Date: 4/30/2017
Drawdown: -35.43 % Date: 3/31/2017
Drawdown: -34.32 % Date: 2/28/2017
Drawdown: -35.41 % Date: 1/31/2017
Drawdown: -35.32 % Date: 12/31/2016
Drawdown: -32.64 % Date: 11/30/2016
Drawdown: -33.29 % Date: 10/31/2016
Drawdown: -33.52 % Date: 9/30/2016
Drawdown: -30.62 % Date: 8/31/2016
Drawdown: -27.64 % Date: 7/31/2016
Drawdown: -13.73 % Date: 6/30/2016
Drawdown: -14.65 % Date: 5/31/2016
Drawdown: -13.93 % Date: 4/30/2016
Drawdown: -6.70 % Date: 3/31/2016
Drawdown: -4.92 % Date: 2/29/2016
Drawdown: -0.08 % Date: 1/31/2016
Drawdown: 0.00 % Date: 12/31/2015
Drawdown: 0.00 % Date: 11/30/2015
Drawdown: 0.00 % Date: 10/31/2015
Drawdown: 0.00 % Date: 9/30/2015
Drawdown: 0.00 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: 0.00 % Date: 6/30/2015
Drawdown: -0.11 % Date: 5/31/2015
Drawdown: 0.00 % Date: 4/30/2015
Drawdown: 0.00 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: -2.02 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: -3.89 % Date: 10/31/2014
Drawdown: -4.36 % Date: 9/30/2014
Drawdown: -11.36 % Date: 8/31/2014
Drawdown: -10.43 % Date: 7/31/2014
Drawdown: -11.38 % Date: 6/30/2014
Drawdown: -8.35 % Date: 5/31/2014
Drawdown: -10.10 % Date: 4/30/2014
Drawdown: -12.86 % Date: 3/31/2014
Drawdown: -9.79 % Date: 2/28/2014
Drawdown: -3.53 % Date: 1/31/2014
Drawdown: -5.95 % Date: 12/31/2013
Drawdown: -3.30 % Date: 11/30/2013
Drawdown: -4.09 % Date: 10/31/2013
Drawdown: -6.12 % Date: 9/30/2013
Drawdown: -4.58 % Date: 8/31/2013
Drawdown: -0.18 % Date: 7/31/2013
Drawdown: -3.21 % Date: 6/30/2013
Drawdown: 0.00 % Date: 5/31/2013
Drawdown: 0.00 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: -0.74 % Date: 2/28/2013
Drawdown: 0.00 % Date: 1/31/2013
Drawdown: 0.00 % Date: 12/31/2012
Drawdown: -1.43 % Date: 11/30/2012
Drawdown: -1.45 % Date: 10/31/2012
Drawdown: -4.12 % Date: 9/30/2012
Drawdown: -2.80 % Date: 8/31/2012
Drawdown: -2.77 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: 0.00 % Date: 4/30/2012
Drawdown: -0.14 % 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: -2.30 % Date: 11/30/2011
Drawdown: -2.89 % Date: 10/31/2011
Drawdown: 0.00 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: 0.00 % Date: 6/30/2011
Drawdown: -0.08 % Date: 5/31/2011
Drawdown: 0.00 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: 0.00 % Date: 2/28/2011
Drawdown: 0.00 % Date: 1/31/2011
Drawdown: 0.00 % Date: 12/31/2010
Drawdown: 0.00 % Date: 11/30/2010
Drawdown: 0.00 % Date: 10/31/2010
Drawdown: 0.00 % Date: 9/30/2010
Drawdown: -0.17 % Date: 8/31/2010
Drawdown: 0.00 % Date: 7/31/2010
Drawdown: -2.19 %
Note: All performance data is since program inception.

Underwater Curve

Manager Information

Manager Name:  Deep Field Capital AG
Address: Baarerstrasse 125
City: CH-6300 Zug
State:
Zip:
Country: Switzerland

Key People

Name:  Bastian Bolesta
Position:  Chief Executive Officer
Biography: 

As CEO I oversee all aspects of the firm’s day-to-day business and represent the team and its trading strategies to investors and all other external parties. Our objective is to provide institutional and other qualified investors with high quality quantitative investment strategies to optimize long term risk adjusted returns. Our quantitative trading ideas and programs are built on more than 15 years of personal experience in self-funded proprietary day trading and in depth research. Separating the development and management of our systematic trading programs from the former discretionary proprietary trading business, we transferred the asset management responsibilities for the SINGULARITY Program (the BVI fund and any related managed accounts) from our former asset management company to the newly established Deep Field Capital AG in 2014.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Softs Yes 
 Grains Yes 
 Investment Methodology
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Pattern Recognition Yes 
 Quantitative Analysis Yes 
 Volatility Trading Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Long Term Yes 
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $3,000,000 
 Margin / Equity Ratio: 8% 
 Managed Account Availability: Open