|
Date of creation /
Age |
Manager's capital
|
Investors' capital
|
Maximum loss for the week
|
Minimum investment
|
|
Portfolio
returns |
Investor
returns |
Maximum drawdown
|
a(Prof(Y)/max(DD))
|
Returns
Account
Investor
Other settings
Portfolio structure
| Managed account | Share | Performance fee | Multi-copies | Monitoring | Account returns | Investor returns | Maximum drawdown | a(Prof(Y)/max(DD)) |
|---|
Current indicators
| Today | Current week | Current month | Open trades | Profit (USD/%) | Leverage used | 3 months | 6 months | 1 year |
|---|
Returns
Account
Investor
Other settings
Returns
Investor
|
Active trading days
|
Maximum drawdown
|
Maximum floating drawdown
|
Maximum drawdown length (days)
|
| Portfolio | Level 3 | Level 2 | Level 1 | ||
|---|---|---|---|---|---|
| Arithmetic indicators | Total profitability | - | - | ||
| Average annual return | - | - | |||
| Average quarterly return | - | - | |||
| Average monthly return | - | - | |||
| Average weekly return | - | - | |||
| Geometric indicators | Total profitability | ||||
| Average annual return | |||||
| Average quarterly return | |||||
| Average monthly return | |||||
| Average weekly return | |||||
| a(Prof(Y)/max(DD)) | |||||
| Sharpe Ratio | - | - | - | ||
| Kalmar Ratio | |||||
| Sortino Ratio | - | - | - |
Annual indicators
| Returns | YTD | a(prof/max(DD)) | Maximum drawdown | |
|---|---|---|---|---|
| Total | ||||
| Portfolio | Level 3 | Level 2 | Level 1 | |
|---|---|---|---|---|
| Geometric average annual returns | ||||
| Arithmetic average annual returns | - | - | ||
| Standard deviation of quarterly returns |
Quarterly indicators
| Returns | Q1 | Q2 | Q3 | Q4 | YTD | a(prof/max(DD)) | Maximum drawdown | |
|---|---|---|---|---|---|---|---|---|
| Total | 2.31 | 11.30% | ||||||
| 16.01% | 1.75 | |||||||
|
4 (40%)
Winning quarters
|
|
3 (30%)
Losing quarters
|
|
3 (30%)
Quarters without trade
|
|
Maximum volatility
|
|
Average volatility
|
| Portfolio | Level 3 | Level 2 | Level 1 | |
|---|---|---|---|---|
| Geometric average quarterly returns | ||||
| Arithmetic average quarterly returns | - | - | ||
| Maximum quarterly profit | ||||
| Maximum quarterly loss | ||||
| Average quarterly profit | ||||
| Average quarterly loss | ||||
| Standard deviation of quarterly returns |
Monthly indicators
| Returns | Jan | Feb | Mar | Apr | May | June | July | Aug | Sept | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Total | ||||||||||||||
|
4 (40%)
Winning months
|
|
3 (30%)
Losing months
|
|
3 (30%)
Months without trade
|
|
Maximum volatility
|
|
Average volatility
|
| Portfolio | Level 3 | Level 2 | Level 1 | |
|---|---|---|---|---|
| Geometric average monthly returns |
||||
| Arithmetic average monthly returns |
- | - | ||
| Maximum monthly profit | ||||
| Maximum monthly loss | ||||
| Average monthly profit | ||||
| Average monthly loss | ||||
| Standard deviation of monthly returns |
Weekly indicators
|
Average volatility
|
Geometric average weekly returns
|
Arithmetic average weekly returns
|
Winning weeks
|
|
Maximum volatility
|
Average weekly profit
|
Maximum weekly profit
|
Weeks without trade
|
|
Standard deviation of weekly returns
|
Average weekly loss
|
Maximum weekly loss
|
Losing weeks
|
Daily performance
|
Average
volatility |
Geometric average
daily returns |
Arithmetic average
daily returns |
Winning
days |
|
Maximum
volatility |
Average
daily profit |
Maximum
daily profit |
Days
without trade |
|
Standard deviation of daily returns
|
Average dail loss
|
Maximum daily loss
|
Losing
days |
Description of the Portfolios
iComposite
It is a hybrid of the iPro and iMain Portfolios. This Portfolio includes all iPro and iMain managers with a certain proportion of shares, which dynamically change based on the composition of both Portfolios. As a consequence, iComposite combines aspects and features of both components and has the widest diversification in terms of trading strategies and instruments. Due to its widest diversification, this Portfolio is potentially the most stable and has the best risk/reward ratio.
iMain
It is more aggressive than iPro. Selection of iMain managers does not differ radically from selection of iPro managers, except that higher risk is used. All the trading strategies are weakly correlated with each other.
| Discussion topic in the forum | Type of trading system | Manual trading / Automated trading | Fixed SL levels | Trading instruments |
|---|