Teiko Global Equity & Fx Fund – Perfomance Information
Teiko Global Equity & Fx Vs MSCI World
Equity Portfolio
Currency Portfolio
| AUG 2019 | SEP 2019 | OCT 2019 | NOV 2019 | DEC 2019 | JAN 2020 | FEB 2020 | MAR 2020 | APR 2020 | MAY 2020 | JUN 2020 | JUL 2020 | AUG 2020 | SEP 2020 | OCT 2020 | NOV 2020 | DEC 2020 | JAN 2021 | FEB 2021 | MAR 2021 | APR 2021 | MAY 2021 | JUN 2021 | JUL 2021 | AUG 2021 | SEP 2021 | OCT 2021 | NOV 2021 | DEC 2021 | JAN 2022 | FEB 2022 | MAR 2022 | APR 2022 | MAY 2022 | JUN 2022 | JUL 2022 | AUG 2022 | SEP 2022 | TOTAL |
|
| Equity Portfolio | 3.09% | 7.17% | 3.44% | 1.51% | 0.00% | 0.00% | 3.12% | 3.99% | 4.01% | 4.69% | 5.62% | 4.00% | 3.86% | 4.55% | 2.97% | 2.41% | 0.05% | 1.27% | 0.79% | 0.96% | 1.41% | 4.59% | 2.12% | 0.65% | 0.24% | 1.73% | 2.29% | 58.00% | 8.22% | 40.54% | 4.62% | 1.12% | 6.00% | (12.17%) | 3.22% | 0.00% | 0.00% | 0.00% | 180.08% |
| Fx Portfolio | 0.55% | 5.25% | 4.80% | 0.94% | 4.84% | 1.53% | 1.89% | 4.75% | 3.36% | 0.98% | 3.44% | 0.58% | 0.00% | (21.33%) | 2.77% | 2.18% | 0.58% | 1.01% | 0.81% | (10.7%) | 0.00% | 0.00% | 0.00% | 1.50% | 0.15% | 1.97% | 6.44% | 5.54% | 4.25% | 1.22% | 7.89% | (458.85%) | (37012.36%) | (421.66%) | 103.38% | 0.00% | 0.00% | 0.00% | (37752.3%) |
| Teiko | 1.76% | 6.18% | 4.10% | 1.23% | 2.34% | 0.76% | 2.51% | 4.39% | 3.67% | 2.76% | 4.53% | 2.42% | 2.18% | (6.18%) | 2.89% | 2.31% | 0.27% | 1.16% | 0.80% | (3.53%) | 0.84% | 2.71% | 1.31% | 0.98% | 0.20% | 1.82% | 3.24% | 10.19% | 5.50% | 5.04% | 8.06% | (121.77%) | (86.37%) | (7.85%) | 23.56% | 0.00% | 0.00% | 0.00% | (115.99%) |
| MSCI World | (2.24%) | 1.94% | 2.45% | 2.63% | 2.89% | (0.68%) | (8.59%) | (13.47%) | 10.80% | 4.63% | 2.51% | 4.69% | 6.53% | (3.59%) | (3.14%) | 12.66% | 4.14% | (1.05%) | 2.45% | 3.11% | 4.52% | 1.26% | 1.40% | 1.72% | 2.35% | (4.29%) | 5.59% | (2.3%) | 4.19% | (5.34%) | (2.65%) | 2.52% | (8.43%) | (0.16%) | (8.77%) | 0.54% | (2.82%) | (8.5%) | 9.5% |
Portfolio Liquidity Ratio
Key Perfomance Indicator
Profit Factor
Sharpe Ratio
Total Trades
Max DD
Trades Long Win
Trades Short Win
Max Consecutive Win
Max Consecutive Loss
2022
Equity
6.39
0.2
436
7.56%
98.47%
99.58%
155
2
FX
122.61
0.3
73
0.24%
100.00%
94.59%
49
2
Total
64.5
0.25
509
3.90%
99%
97%
204
4
2021
Equity
0.64
-0.07
105
22.23%
95.52%
60.53%
32
9
FX
0.71
0.04
52
10.64%
94.29%
76.47%
37
3
Total
0.675
-0.02
157
16.00%
95.00%
69.00%
34.5
6
2020
Equity
2.2
0.17
193
12.20%
92.99%
97.22%
89
5
FX
1.15
0.09
290
21.91%
96.74%
93.40%
69
10
Total
1.675
0.13
483
17.00%
95.00%
95.00%
79
7.5
Historical returns underlying strategy
Teiko Global Equity FX Fund is established in 2020 as a fund, but the underlying strategy has been systematically developed since 2006 under the direction of the same portfolio manager.
We have audited and reviewed all transactions on live accounts developing a performance report on the trading model since its inception in 2006.
Although it is true that past performance does not guarantee future performance and the model has evolved a lot since the initial years.
Currently it focuses on risk control as well as on the combination of both equity and currency markets, using MSCI World like reference index, used as a common benchmark for ‘world’ or ‘global’ stock funds intended to represent a broad cross-section of global markets.