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Program Details

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Arctos FX LLC 

FX_TRVf

Manager: Akhilesh Ganti

Address: , , , U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:Forex
Inception Date:Jul 1, 2012
AUM:$100,000
QEP:Yes
Incentive Fee:25%
Annual Mgt Fee:0%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:261.35%75.03%
Annual ROR:29.86%12.06%
YTD:24.22%6.49%
1 Year:76.14%13.70%
Alpha:
Beta:
Statistics Program S&P 500
Average Monthly Gain:6.97%2.50%
Average Monthly Loss:-4.36%-2.05%
Winning Months:3639
Losing Months:2319
Current DD:0.000.00
Max DD:20.838.89
Sharpe Ratio (RF 1%):0.95
Annualized Std Dev:30.49

Methodology

Discretionary:45%
Systematic:55%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Fundamentals:25%
Mean Reversion:25%
Trend Following:25%
Volatility:25%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2017-4.93-0.7720.680.009.1124.22
20160.000.000.947.222.39-4.51-16.5711.23-10.668.2139.7518.4457.13
201514.18-2.17-3.691.759.00-1.870.000.000.000.000.000.0017.08
2014-10.69-7.5114.52-4.562.310.403.177.7213.25-2.964.844.8824.54
201311.21-2.14-4.837.526.65-0.70-6.45-0.81-2.48-2.0110.223.9419.81
2012-6.190.68-1.57-1.20-0.9916.535.97

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

FX_TRVF (“The program”) trades the currency market. Our discretionary methodology relies heavily on system-based analysis of major currency pairs to forge a trading decision. The objective is to generate a consistent return on the assets under management (AUM) while effectively managing the risk inherent in the marketplace. Our approach results in an entity that is uncorrelated with most popular asset classes, thereby enhancing its appeal as a viable instrument to successfully diversify a traditional portfolio. Modern Portfolio Theory (MPT) states that a diversified portfolio of uncorrelated asset classes yields the highest return with the least amount of volatility. The program interprets market price action to identify entry and exit points. Our dynamic strategies focus on maximizing the profit potential of every trade resulting in the favorable return profile that is the defining aspect of the program. We believe that preservation of equity is essential to its appreciation and have tailored our money and risk management systems to reflect this. The money management system determines the amount of equity committed to each trade. Risk is managed through the execution of stop-loss orders that are determined by a set of predefined market-reactive variables and affixed to each trade at its inception.

Company Info

Arctos FX LLC is an alternative asset management firm that trades the currency market. Clients of ARCTOS will transact with a counterparty whose pricing structure is derived from inter-bank market rates. More information can be found in ARCTOS's disclosure document.

Founded by Akhilesh S. Ganti, Arctos uses a systematic-based approach to trade the highly liquid currency market with a discretionary overlay. Our objective is to achieve a consistent, superior rate of return over a long-term investment horizon while satisfying the investors’ need for transparency.

Potential benefits of an investment with ARCTOS may include:
♦ Diversification to improve your portfolio’s overall risk/reward profile.
♦ Ability to profit in rising/declining markets.
♦ Potential to earn competitive returns due to the disciplined trading
methodology.
♦ Transparency and liquidity.

Manager Info

Mr. Ganti, who is registered as an 'associated person' (AP) and listed as a 'principal' of Arctos FX LLC, has traded the financial markets for over 20 years. He has served as a Senior Risk Manager at FX Solutions LLC for 7 years, and was the Senior Trader for Forex Funds, LLC. He is directly responsible for all trading and money management decisions made at Arctos FX LLC.