January 2018

Asper Strategy

Growth of $10,000

Net Monthly Returns


Return Statistics:

Last Month -10.64
3 Months Rate of Return -12.04
Year To Date -10.64
12 Months Rate of Return -16.94
36 Months Rate of Return 17.24
Average Rate of Return 13.20
Winning Months (%) 78.57
Average Winning Month 2.08
Total Return 78.35

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 DateJun 2013
Minimum Investment20,000 AUD
YTD 3 Months Rate of Return 12 Months Rate of Return 36 Months Rate of Return Since Inception
Asper Strategy -10.64 -12.04 -16.94 17.24 78.35
January 2018

Asper Strategy

Strategy Summary:

The Asper strategy invests in foreign exchange markets.

‚ÄčThe strategy uses multiple time frames across the major currency pairs looking to take advantage of key market levels, patterns and trends in order to generate returns by identifying short term, high probability trading opportunities. Positions can be held from anywhere from a few minutes to a few weeks. This approach is used to generate consistent returns over the medium to long term.

Risk is adjusted to volatility filters to make sure that the approach maximizes returns while reducing risk in the current market environment. The strategy should be considered a high risk strategy and only suitable to those investors with a higher risk tolerance.

 

Risk & Performance Metrics:

Sharpe Ratio (3 Month T-Bill) -2.98
Sharpe Ratio (10 Year T-Note) -
Sortino Ratio (3 Month T-Bill) 2.07
Sortino Ratio (10 Year T-Note) 1.65
Compound ROR 1.04
Average Winning Month 2.08
Average Losing Month -2.59
Max Gain 9.07
Largest Monthly Loss -10.64
Maximum Drawdown -18.43
Current Drawdown -18.43
Yearly Volatility 9.84

Monthly Performance

  JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC Year
2013 0.91 2.71 2.40 0.38 0.37 3.36 1.37 12.04
2014 2.49 3.81 3.11 2.19 3.38 1.23 -2.40 3.38 4.60 5.92 1.64 0.95 34.57
2015 0.90 2.01 3.24 1.84 1.04 1.54 0.84 0.49 1.29 1.29 1.12 0.95 17.83
2016 1.66 2.42 -3.54 -2.76 9.07 0.76 -1.16 1.60 0.60 7.87 0.44 -1.00 16.30
2017 3.93 -0.27 0.42 1.16 -0.07 0.32 0.26 -1.36 -4.22 -1.85 -1.84 0.28 -3.40
2018 -10.64 -10.64
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, equities, options and off-exchange foreign currency products. Past performance is not indicative of future results. Performance stated is gross (and so before) of any fees.

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
1 -18.43 6 0 08/2017 01/2018
2 -6.20 2 1 03/2016 05/2016
3 -2.40 1 1 07/2014 08/2014
4 -1.16 1 1 07/2016 08/2016
5 -1.00 1 1 12/2016 01/2017

Return Report

Period LastBestWorstAverageMedianWinning %
1 Month -10.649.07-10.641.081.0878.57
3 Months -12.0414.54-12.043.723.7687.04
6 Months -18.4319.76-18.438.2810.2988.24
1 Year -16.9437.41-16.9418.9918.7291.11
2 Years -1.2565.88-1.2541.1141.1696.97
3 Years 17.2494.3217.2468.5674.97100.00
5 Years ------
January 2018

Asper Strategy

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Average ROR1.043.618.0018.4140.0767.05
% Positive78.5787.0488.2491.1196.97100.00
Avg. Pos. Period2.085.1410.4221.5142.4368.56
Avg. Neg. Period-2.59-5.77-7.73-6.85-1.25 -
Sharpe1.302.623.755.778.4010.78
Sortino2.085.198.4823.70639.920.00
Std. Deviation2.874.937.6511.4016.9522.04
Down. Deviation1.732.413.272.690.220.00

THE FACT SHEET CONTAINS GENERAL INFORMATION ONLY AND DOES NOT TAKE INTO ACCOUNT INDIVIDUAL FINANCIAL CIRCUMSTANCES. INVESTORS SHOULD CONSIDER THE INFORMATION MEMORANDUM AND SEEK INDEPENDENT ADVICE TO DECIDE IF THE STRATEGY IS APPROPRIATE TO THEIR CIRCUMSTANCES HARBOURSIDE CAPITAL PTY LTD (ACN 166 765 537) IS A CORPORATE AUTHORISED REPRESENTATIVE (AR NUMBER 448 907) OF HLK GROUP 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 SUFFICIENT 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 FINANCIAL PRODUCTS ALONE, WITHOUT TAKING INTO ACCOUNT THE INVESTMENT OBJECTIVES, FINANCIAL SITUATION AND PARTICULAR NEEDS (I.E. FINANCIAL 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 FINANCIAL PRODUCT AS PROVIDED BEFORE ACQUIRING THE PRODUCT