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Tungsten Capital Management GmbH 

Tungsten TRYCON Basic Invest HAIG

Manager: Michal Guenther

Address: Hochstrasse 35-37, Frankfurt am Main, 60313, Germany

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Feb 17, 2010
AUM:$156,000,000
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:1.45%
Min Investment:$100,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:17.28%122.02%
Annual ROR:2.22%11.63%
YTD:-0.44%6.49%
1 Year:1.82%15.44%
Alpha:0.19
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:1.06%118.85%
Average Monthly Loss:-1.16%-2.60%
Winning Months:5355
Losing Months:3432
Current DD:1.110.00
Max DD:8.2217.03
Sharpe Ratio (RF 1%):0.25
Annualized Std Dev:4.87

Methodology

Discretionary:0%
Systematic:100%

Strategy

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

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20170.570.10-0.58-0.53-0.44
20162.271.42-0.50-0.420.491.36-0.18-0.150.88-0.64-0.701.215.10
20151.740.71-1.390.51-1.230.43-0.370.830.620.410.59-3.96-1.23
2014-0.090.54-1.580.861.432.073.511.160.76-0.262.320.1911.36
20132.06-1.131.190.03-1.63-4.920.43-2.290.250.911.580.09-3.58
2012-0.161.22-0.74-0.620.88-0.991.43-1.701.91-1.751.12-0.53-0.02
2011-1.53-0.17-1.742.53-0.51-1.140.681.880.37-2.180.271.33-0.33
20100.230.390.152.261.56-0.622.140.050.80-2.371.396.05

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Tungsten TRYCON Basic Invest HAIG is a purely systematic, UCITS compliant fund with daily liquidity. The fund's objective is to provide absolute returns with a moderate risk-return profile and low correlation to equity markets and other investments. The fund seeks to achieve its objective predominantly through the implementation of sophisticated quantitative models. The strategy trades some 25 global equity, bond, interest rate and currency markets, using regulated, liquid and exchange traded financial instruments. Both long and short positions can be held seeking to profit from identified short, medium and long term price trends. The strategy and its strict risk management are based on a clearly defined set of rules, adjusting the portfolio dynamically to changing market conditions.

Company Info

Tungsten Capital Management was founded in May 2006 in Frankfurt am Main. Tungsten Capital Management is focused on a wide range of investment funds and strategies. Tungsten Capital Management with its brand "Tungsten Investment Funds" is the institutional fund management arm of the "Corecam Investments Group".

Manager Info

Michael is one of the two fund managers of Tungsten TRYCON Basic Invest HAIG. He is also a managing partner of TRYCON G.C.M. AG since 2002, where his responsibilities include the investment strategy of previously two funds (now merged into one) which were launched in 2007 and 2010 respectively, in cooperation with Hauck & Aufhaeuser Investment Gesellschaft S.A.. His primary focus besides portfolio management is the proprietary portfolio and risk management software, which was built entirely in Matlab. Michael graduated as a Media Engineer (FH).