October 2017

Elatus Strategy

Growth of $10,000

Net Monthly Returns

Past performance is no guarantee or reliable indication of future results. Performance data is collated from back-tested data and real-time trading accounts where possible. Because these strategies are run as individual portfolios and individual clients’ holdings, performance can differ from one client to another. This can be due to differing start dates, available liquidity or risk profiles, etc. To assess the validity of the strategies’, extensive Monte Carlo testing has been carried out, enabling us to generate a statistically significant sample size of possible returns. All performance shown fits comfortably into this matrices. Performance data is net of all trading charges. No dividends or interest on cash holdings have been accounted for.

Investment Summary:

Inception DateJan 2012
Minimum Investment20,000 AUD
Performance Fee30%
Annual Management Fee2%
Brokerage Fee0.5 pips per standard lot round turn

Return Statistics:

Last Month -4.19
3 Months Rate of Return -3.43
Year To Date 4.24
12 Months Rate of Return 3.75
36 Months Rate of Return 74.95
Average Rate of Return 26.40
Winning Months (%) 58.57
Average Winning Month 7.53
Total Return 292.18

Corporate Overview:

CompanyHarbourSide Capital Pty. Ltd.
AFS Representative Number' 448907
LocationSydney, Australia
Phone+61 (02) 9432 7850
Emailinfo@hscapital.com.au
Skype
YTD 3 Months Rate of Return 12 Months Rate of Return 36 Months Rate of Return Since Inception
Elatus Strategy 4.24 -3.43 3.75 74.95 292.18
October 2017

Elatus Strategy

Strategy Summary:

The Elatus Strategy invests in the foreign exchange markets. The strategy is unique in that it analyses big data from some of the world's largest retail brokers to understand the worlds global market trends. It then places trades on that anlysis. The strategy uses the main G8 pairings only. The execution of the strategy takes place after key indicators are met based on historical performance of trading patterns in line with current market conditions.

Risk & Performance Metrics:

Sharpe Ratio (3 Month T-Bill) -1.24
Sharpe Ratio (10 Year T-Note) -
Sortino Ratio (3 Month T-Bill) 1.66
Sortino Ratio (10 Year T-Note) 1.47
Compound ROR 1.97
Average Winning Month 7.53
Average Losing Month -5.08
Max Gain 25.30
Largest Monthly Loss -15.59
Maximum Drawdown -19.92

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2012 11.94 -6.92 -9.64 3.52 25.30 -15.59 7.95 -12.12 10.66 -7.29 6.11 21.21 29.04
2013 11.41 4.22 -8.06 1.57 2.90 11.30 7.03 -11.70 12.13 -1.31 20.39 4.57 63.50
2014 -4.87 -2.10 5.23 -4.32 -5.86 5.51 -3.78 -2.64 23.16 -1.12 -4.00 5.95 8.07
2015 4.64 -9.91 6.90 3.88 -2.22 -2.48 2.01 12.48 0.78 -9.06 3.18 7.87 16.83
2016 7.82 22.34 -6.26 1.00 0.46 13.93 -3.50 2.65 -0.19 0.41 -1.84 1.39 41.23
2017 -1.53 1.48 -1.42 -2.08 6.03 2.90 2.57 2.09 -1.27 -4.19 4.24
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 -19.92 3 4 06/2012 12/2012
2 -15.89 2 2 02/2012 05/2012
3 -12.75 8 1 01/2014 09/2014
4 -11.70 1 3 08/2013 11/2013
5 -9.91 1 2 02/2015 04/2015

Return Report

Period LastBestWorstAverageMedianWinning %
1 Month -4.1925.30-15.592.311.5258.57
3 Months -3.4343.29-19.926.813.2461.76
6 Months 8.0753.21-12.8314.1013.6280.00
1 Year 3.7589.523.7531.8729.04100.00
2 Years 63.86123.4422.4171.2668.63100.00
3 Years 74.95167.0574.95115.44114.79100.00
5 Years 290.90323.96215.08271.93276.21100.00
October 2017

Elatus Strategy

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Average ROR1.976.1313.1930.4169.73114.09
% Positive58.5761.7680.00100.00100.00100.00
Avg. Pos. Period7.5313.5318.7031.8771.26115.44
Avg. Neg. Period-5.08-4.04-4.32 - - -
Sharpe0.941.893.345.4810.6816.45
Sortino1.665.8518.210.000.000.00
Std. Deviation8.4712.5014.6220.1623.1124.32
Down. Deviation4.113.632.510.000.000.00

Fee Schedule:

Performance Fee30%
Brokerage Fee0.5 pips per standard lot round turn
Minimum Investment20,000 AUD

Risk Warning HarbourSide Capital Pty Ltd (ACN 166 765 537) is a Corporate Authorised Representative (AR Number 448 907) of HLK Gro up Pty Ltd (ACN 161 284 500) which holds an Australian Financial Services Licence (AFSL 435746). This material is general in nature and should not be considered by the recipient as a recommendation relating to the acquisition or disposal of investments. This material does not contain suffi cient information to support an investment decision and investors should ensure that they obtain all available relevant information, including the Investment Memorandum, before making an investment. Any advice provided previous to a Statement of Advice (SOA) is general advice only and is based solely on consideration of the investment or trading merits of the fi nancial products alone, without taking into account the investment objectives, fi nancial situation and particular needs (i.e. fi nancial circumstances) of any particular person. The Financial Services Guide should be considered before deciding to deal with Harbourside Capital Pty Ltd. Before acting on any information on this website, you should consider the appropriateness of it (and any relevant product)having regard to your circumstances and you should carefully read and review the PDS of the relevant fi nancial product as provided before acquiring the product.
All securities and fi nancial products or instruments transactions involve risks. Please remember that the past performance results are not necessarily indicative of future results. Trading derivatives carries a high level of risk to your capital and you should only trade with money you can afford to lose. Trading derivatives may not be suitable for all investors, so please ensure that you fully understand the risks involved, and seek independent advice if necessary. The information on this site may be accessed worldwide however it is not directed at residents in any country or jurisdiction where such distribution or use would be contrary to local law or regulation.