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Anello Asset Management LLP 

AAM Plexus FX Program

Manager: Anello Asset Management LLP AAM

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

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:Forex
Inception Date:Jan 1, 2011
AUM:$3,586,465
QEP:Yes
Incentive Fee:40%
Annual Mgt Fee:0%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:25.63%87.87%
Annual ROR:15.50%48.92%
YTD:0.00%5.53%
1 Year:0.00%14.40%
Alpha:3.66
Beta:0.17
Statistics Program S&P 500
Average Monthly Gain:5.19%3.67%
Average Monthly Loss:-8.45%-2.87%
Winning Months:1710
Losing Months:29
Current DD:20.112.07
Max DD:32.6717.03
Sharpe Ratio (RF 1%):0.76
Annualized Std Dev:19.20

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Mean Reversion:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20122.513.775.703.81-14.761.83-2.14-0.85
20110.813.025.543.658.318.994.1212.625.037.507.163.8926.72

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

AMM Plexus FX Program is a combination of fully automated trading strategies trained solely on the Global Spot Forex Market. The program trades only major FX pairs focusing on GBPUSD, GBPAUD, GBPCAD, AUDJPY and AUDNZD. The aim of the Plexus strategy is to identify low risk entry levels to take advantage of mean reversion in the Forex Market.

Predominantly the strategies are based on Grid Trading. The main concept behind Grid Trading is to take advantage of the natural motion of the Forex Market by placing orders above and below the current market price aiming for small and consistent profits throughout the complete day.

Our advanced money management techniques keep portfolio risk at low levels, while maximum loss is set to a 30% of the current equity; once the portfolio loss reaches or exceeds that level, hedging strategies are activated to preserve trading capital.

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

Anello Asset Management LLP (AAM) are based in the iconic Gherkin in the heart of the square mile. AAM aims to provide institutional clients with access to a propriety models generating returns that have a low to negative correlation to traditional assets.

The AAM business model is simple and demands that trading is carried out on a managed account basis to give our clients;

Transparency - Account in clients name with real time access
Liquidity - Daily redemptions. Trading in liquid markets
Control - Choice of managers, programs and executing brokers