Date of creation /
Age
Total Funds
Manager's capital
Investors' capital
Portfolio
returns
Maximum drawdown
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)) |
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Current indicators
| Today | Current week | Current month | Open trades | Profit (USD/%) | Leverage used | 3 months | 6 months | 1 year |
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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 | |||||||
Winning quarters
Losing quarters
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 | ||||||||||||||
Winning months
Losing months
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 |
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