FTC: The Power of Technical Trading : Alternative Investments : Technisches Trading Logo
DEUTSCH | ENGLISH
Impressum
FTC Capital GmbH
Praterstrasse 31
A-1020 Vienna

Telefon: +43(1) 585 61 69-0
Fax: +43(1) 585 61 69-9
mail: office@ftc.at

 

Achtung

FTC-Fonds sind nicht in allen deutschsprachigen Ländern zum öffentlichen Vertrieb zugelassen. Siehe dazu im Detail den Link RECHTLICHE HINWEISE

Funds & Share Classes ISIN as of NAV MTD YTD
FTC Futures Fund Classic - B EUR LU0082076828 02/02/2012 19.70 0.31% 3.63%
FTC Futures Fund Classic - B USD LU0550775927 02/02/2012 9.24 0.43% 3.59%
 

Statistics FTC Futures Fund Classic - B EUR as of 01/31/2012*

 

PERFORMANCE*
Performance (month) 3.31%
Year to Date 3.31%
1 year -13.52%
3 years -20.08%
5 years 25.36%
>Seit Fondsstart (1.5.1998)< 133.15%
Since Program Start (12/31/1994) 383.74%

RISK:RETURN Figures (last 5 years)*
Comp. Rate of Return 4.62%
Annualised Volatility 19.31%
Modified Sharpe Ratio 0.24
Maximum Drawdown -24.04%
Return/Max DD (Mod. Calmar Ratio) 0.19
Annualised Downside Deviation 17.67%
Modified Sortino Ratio 0.26

EFFICIENCY (last 5 years)
Positive months (%) 55.00%
Negative months (%) 45.00%
Positive 12 monthly periods 40
Negative 12 months windows 20
Longest Drawdown (months) 35

CORRELATIONS (5 years)
MSCI World Index (EUR) -0.13
S&P 500 -0.08
Barclay CTA Index 0.77
CS/T HF Index Managed Futures 0.85
REX Gov. Bond Perf. Index -0.03

 

Downloads

  Recent fact sheet (PDF)
  Recent monthly report (PDF)
 
Performance (%)*

This is a marketing communication. FTC Futures Fund Classic is a subfund of FTC Futures Fund SICAV, Luxembourg. An offering memorandum is available for interested parties free of charge at the registered office of FTC in Vienna. We expressly point out to the risk factors contained therein. The fund is authorized for public offering only in Austria and Luxembourg. *All data refer to the main share Class EUR B (LU0082076828) if not mentioned otherwise. Inception date was Mai 1, 1998. Peformance before inception was based on a Managed Account and forerunner fund administered with the same trading system. Data source: FTC database.


12 months rolling returns (%)*

Drawdowns (%)*
 
Performance since Inception (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
1995 -3.15 4.82 12.67 3.57 -4.00 5.07 -5.05 -8.34 -4.20 -0.68 -0.09 22.19 20.79
1996 2.00 -15.59 5.49 18.57 -10.22 -6.88 -0.20 -3.73 14.53 17.79 5.72 -4.48 17.86
1997 11.30 11.78 -5.22 -9.42 13.10 -1.28 11.27 -0.88 0.97 0.43 4.80 5.49 47.45
1998 5.93 5.33 -3.14 -8.57 -5.80 2.42 -7.36 23.55 3.99 -1.67 1.43 2.11 15.57
1999 -2.08 2.57 1.72 3.17 2.59 9.34 -2.00 -0.95 -1.82 -3.10 3.18 -5.85 6.07
2000 4.34 0.86 -5.70 0.78 -1.60 -0.62 -2.05 7.65 -3.36 -4.56 2.46 11.49 8.65
2001 1.04 1.80 8.65 -10.95 4.00 -0.03 -3.90 7.68 10.38 2.79 -15.20 2.78 5.89
2002 -0.12 -7.56 2.10 0.21 4.03 7.80 1.98 6.53 5.74 -8.76 -4.12 3.37 10.05
2003 9.79 9.85 -15.23 -1.92 13.52 -5.20 -4.51 2.97 -12.53 7.31 -3.38 1.95 -1.90
2004 -2.10 15.86 -2.00 -11.33 -2.83 -6.42 -2.32 -7.00 5.57 1.94 9.02 0.56 -3.93
2005 -8.32 3.75 -2.65 -6.55 5.19 9.27 2.17 4.46 5.02 -8.62 7.79 3.25 13.38
2006 2.56 -3.08 8.19 3.10 -6.18 -1.34 -9.35 2.04 -4.15 5.24 1.53 8.39 5.38
2007 5.14 -7.42 -3.88 12.51 7.23 2.71 -9.12 -8.79 11.45 8.80 -2.08 0.14 14.26
2008 3.77 8.73 1.01 -2.53 -2.76 8.86 -4.19 1.41 8.61 10.99 2.67 0.41 41.95
2009 1.69 1.67 -6.81 -3.29 -0.38 -2.56 -2.91 5.66 4.27 -6.63 7.19 -4.31 -7.36
2010 -7.05 0.09 8.31 1.64 -5.84 -1.34 0.89 4.79 -4.17 4.08 -6.41 6.23 -0.26
2011 1.70 4.45 -3.63 7.57 -8.95 -5.14 0.00 -1.27 -2.38 -4.89 -2.52 0.16 -14.87
2012 3.31 3.31
 

Warning: Performance data refer to the past. Past performance is no reliable indicator for future results. FTC Capital GmbH accepts no liability for loss or damage, including lost profit or any other direct or consequential damages, arising from the use of or reliance on the information provided in this page. Share Class USD B: Inception date October 4, 2010. Currency of the share Class is USD. The return may increase or drop due to fluctuations of currencies.