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
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%181.91%
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%37.19%
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%6.88%75.26%
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%)35.12%

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.