January 2018

Phyllo Strategy

Growth of $10,000

Net Monthly Returns


Return Statistics:

Last Month -2.78
3 Months Rate of Return -1.27
Year To Date -2.78
12 Months Rate of Return -3.39
36 Months Rate of Return 32.81
Average Rate of Return 20.86
Winning Months (%) 73.47
Average Winning Month 3.06
Total Return 116.78

Corporate Overview:

CompanyHarbourSide Capital Pty. Ltd.
AFS Representative Number' 448907
LocationSydney, Australia
Phone+61 (02) 9432 7850
Emailinfo@hscapital.com.au
Skype

Investment Summary:

Inception DateJan 2014
Minimum Investment20,000 AUD
YTD 3 Months Rate of Return 12 Months Rate of Return 36 Months Rate of Return Since Inception
Phyllo Strategy -2.78 -1.27 -3.39 32.81 116.78
January 2018

Phyllo Strategy

Strategy Summary:

Phyllo strategy is designed for investment in the gold market (XAUUSD).

Phyllo strategy is designed to buy and sell trade positions as a basket of equally sized smaller trades; with a goal to exit the positions in profit; however some trades may sometimes incur losses. The Phyllo strategy uses a complex blend of sophisticated indicators to identify trends in the gold market and execute trades at the required time; this ensures risk management is kept at the forefront of the trading strategy to reduce the potential of or for losses over time.

Risk & Performance Metrics:

Sharpe Ratio (3 Month T-Bill) -0.78
Sharpe Ratio (10 Year T-Note) -
Sortino Ratio (3 Month T-Bill) 3.47
Sortino Ratio (10 Year T-Note) 2.93
Compound ROR 1.59
Average Winning Month 3.06
Average Losing Month -2.30
Max Gain 7.73
Largest Monthly Loss -8.00
Maximum Drawdown -12.58
Current Drawdown -12.58
Yearly Volatility 10.51

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2014 6.14 6.92 2.53 3.67 0.95 3.41 3.84 2.67 5.77 2.33 7.73 2.81 60.94
2015 1.42 3.94 -2.72 5.54 1.34 3.02 2.27 3.09 -0.41 1.88 2.89 1.39 26.09
2016 1.59 -3.37 5.10 2.42 2.73 0.27 3.82 5.94 1.46 0.60 -0.91 -0.74 20.19
2017 -8.00 -2.54 2.06 0.45 -3.25 2.34 4.21 -3.62 -1.00 -0.52 -0.10 1.65 -8.58
2018 -2.78 -2.78
There is a substantial risk of loss in trading commodity futures, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results.
There is a substantial risk of loss in trading commodity futures, options and off-exchange foreign currency products. Past performance is not indicative of future results. Indicated performance is taken from live accounts and gross (before) fees.

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
1 -12.58 15 0 11/2016 01/2018
2 -3.37 1 1 02/2016 03/2016
3 -2.72 1 1 03/2015 04/2015
4 -0.41 1 1 09/2015 10/2015
5 - - - - -

Return Report

Period LastBestWorstAverageMedianWinning %
1 Month -2.787.73-8.001.642.0673.47
3 Months -1.2716.60-11.004.935.5074.47
6 Months -6.2928.55-11.7210.1411.5779.55
1 Year -3.3960.94-11.4521.4124.0581.58
2 Years 5.15102.935.1548.6544.51100.00
3 Years 32.81143.8932.8174.3676.60100.00
5 Years ------
January 2018

Phyllo Strategy

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Average ROR1.594.749.5619.7745.5771.97
% Positive73.4774.4779.5581.58100.00100.00
Avg. Pos. Period3.067.7814.4927.9948.6574.36
Avg. Neg. Period-2.30-3.37-6.82-7.77 - -
Sharpe1.852.683.143.735.488.43
Sortino3.476.339.3818.690.000.00
Std. Deviation3.066.3611.1719.8830.7730.57
Down. Deviation1.592.593.533.670.000.00