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Rho Asset Management AG 

Rho Altius 1XL Program

Manager: Jesper Bang

Address: Baarerstrasse 78, Zug, 6300, Switzerland

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Nov 1, 2007
AUM:$41
QEP:No
Incentive Fee:2%
Annual Mgt Fee:20%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:14.85%56.53%
Annual ROR:2.12%7.04%
YTD:0.00%8.32%
1 Year:0.00%11.57%
Alpha:0.06
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:4.69%2897.89%
Average Monthly Loss:-3.36%-3.21%
Winning Months:3662
Losing Months:4317
Current DD:22.790.00
Max DD:27.1649.94
Sharpe Ratio (RF 1%):0.06
Annualized Std Dev:18.26

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Counter Trend:20%
Trend Following:80%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2014-5.24-0.89-5.64-1.486.00-7.45
20135.15-7.835.12-1.61-2.83-1.70-1.501.27-5.27-2.092.451.40-7.98
20122.284.14-1.29-3.186.44-2.641.88-1.310.41-7.22-1.511.94-0.79
2011-5.197.35-8.5112.22-9.06-4.074.8814.13-0.25-3.31-5.300.05-0.28
2010-5.02-1.2510.770.08-0.422.12-3.576.54-1.314.91-6.669.5515.01
2009-2.44-0.10-2.59-1.842.16-4.181.181.28-1.20-4.754.46-5.99-13.61
20085.2418.87-0.433.933.512.97-11.42-0.81-1.374.803.151.9631.79
2007-0.204.314.10

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Altius is a medium-term, break-out style, trend-following program. We use three groups of trend-following and counter-trend systems, which provide differentiation by varying speeds of entry and amount of initial risk, applying nimble, non-sticky, exit strategies to a well-diversified portfolio via atypical portfolio weights. Despite a challenging trading environment for CTAs since 2009, Altius has delivered competitive absolute and risk adjusted returns, good down-side protection, and an outstanding Offense/Defense ratio versus leading managers.

Company Info

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Manager Info

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