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Anello Asset Management LLP 

AAM Isis FX Program US Clients

Manager: Mark Hewlett

Address: 15th Floor St Mary Axe, London, , United Kingdom

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Dec 1, 2010
AUM:N/A
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$150,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:-2.41%104.62%
Annual ROR:-1.45%53.66%
YTD:0.00%7.90%
1 Year:0.00%15.09%
Alpha:-0.10
Beta:-0.02
Statistics Program S&P 500
Average Monthly Gain:0.59%3.93%
Average Monthly Loss:-0.50%-2.87%
Winning Months:711
Losing Months:139
Current DD:4.002.07
Max DD:4.0017.03
Sharpe Ratio (RF 1%):-1.02
Annualized Std Dev:2.41

Methodology

Discretionary:100%
Systematic:0%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodShort Term
---------------------------
Pattern Recognition:50%
Technical Analysis:50%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2012-0.37-0.04-0.49-0.73-0.05-0.020.00-1.69
20110.58-2.00-0.57-0.590.92-0.570.57-0.380.36-0.450.61-0.24-1.78
20101.071.07

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

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Company Info

Anello Asset Management LLP (AAM) is a City of London based alternative investment manager, established with the sole objective of offering professional investors superior returns in all market conditions via systematic trading of the major spot foreign exchange and global futures markets. Led by a team of experienced managers, AAM presents investors with the opportunity of diversification and access into the worlds largest and most frequently traded asset classes.

AAM is regulated to trade on a discretionary basis under a limited power of attorney with a focus on delivering an absolute return to their clients.

Anello Asset Managment LLP are Regulated and Authorised by The Financial Services Authority

Manager Info

Imran Khan is the Portfolio Manager based in Switzerland. Mr Khan developed his strategy in 2004. Prior to this Imran was a proprietary trader at Profex Advisors in Zurich focusing on major, minor & emerging market currencies. From 1995 to early 1997, he was a technical strategist at IDEA in London. Prior to that, Imran spent three years as a trader and currency strategist at Lehman Brothers Treasury and Proprietary Trading group in FX products. Imran began his career in 1987 at Turiff Investments as a futures trader.