September 2024

Aenaon Investments SA

Aenaon Syncro Diversified - ABR

General Information

Minimum Investment100,000 USD
AUM -
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million -
Margin to Equity -
Legal StructureManaged Account or Fund
Investment RestrictionUS Only
Inv. StyleShort to Medium Term/Breakout/Technical

General Information

CompanyAenaon Investments SA
PrincipalAnastasios Skordakis
Phone+30 210 5779 238
E-mail[email protected]
Performance Compiled byDeloitte

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.18 -0.47 4.09 0.40 -0.04 1.25 0.02 0.90 2.14 9.80
2023 0.48 1.36 -0.21 4.86 2.22 3.14 3.77 1.46 1.02 2.63 1.62 2.23 27.41
2022 5.16 -2.09 1.77 1.21 0.02 1.53 3.17 1.85 0.58 0.75 0.60 1.62 17.23
2021 0.19 3.37 -1.65 1.55 -3.45 2.66 -0.76 4.49 4.01 0.49 0.09 0.32 11.57
2020 16.73 3.72 -0.59 -6.79 3.00 1.49 5.48 -1.46 1.55 1.37 3.91 3.12 34.45
2019 7.10 -4.72 8.29 -3.26 0.01 -0.35 -1.70 3.34 3.67 2.61 2.15 3.71 21.96
2018 9.07 8.48 5.68 0.80 0.28 -1.90 1.12 1.93 -1.03 3.31 4.29 -1.16 34.70
2017 3.16 -0.89 1.99 2.07 -1.54 6.11 5.67 2.40 2.31 -3.19 0.06 6.14 26.57
*Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.

Strategy Description

AENAON Syncro Diversified uses a systematic approach trading a multi-asset portfolio of Equities and major Currencies. A multi-asset strategy combines different types of assets, such as stocks, bonds, real estate or cash to create a more nimble and broadly diversified portfolio. The model is a short-term volatility break-out driven system with multiple filters that applies strict risk management principles, all of which have been thoroughly back-tested.

Statistics

Last Month 2.14%
Year To Date 9.80%
3 Month ROR 3.08%
12 Months ROR 17.06%
36 Month ROR 65.48%
Total Return Cumulative 411.56%
Total Return Annualized 23.44%
Winning Months (%) 78.49%
Average Winning Month 2.83%
Average Losing Month -1.86%

Statistics

Sharpe Ratio 2.01
Sortino Ratio 5.32
Sterling Ratio 1.67
Calmar Ratio 8.75
Skewness 1.13
Kurtosis 5.23
Max Drawdown (Monthly) -7.34%
Standard Deviation Monthly 3.13%
Downside Deviation 1.15%
Correlation vs S&P 500 -0.06
VAMI 1k 5115.59

Risk/Return Comparison

Monthly Returns

Performance (VAMI)

Fund Manager

 
No data filled

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -7.34% 2 3 03/2020 07/2020
2 -5.23% 4 2 04/2019 09/2019
3 -4.72% 1 1 02/2019 03/2019
4 -3.57% 3 3 03/2021 08/2021
5 -3.19% 1 2 10/2017 12/2017

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 16.73%-6.79%1.82%1.55%2.14%78.49%
3 Months 25.58%-4.56%5.57%4.77%3.08%87.91%
6 Months 36.44%-2.22%11.56%9.62%4.74%98.86%
1 Year 52.65%10.59%24.44%21.32%17.06%100.00%
2 Years 80.67%27.58%51.24%50.10%44.09%100.00%
3 Years 146.22%47.94%86.37%80.77%65.48%100.00%
5 Years 217.97%134.83%179.16%172.21%167.44%100.00%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Average ROR23.44%88.13%261.43%1223.50%13612.18%161086.70%
% Positive78.49%87.91%98.86%100.00%100.00%100.00%
Avg. Pos. Period2.83%6.64%11.72%24.44%51.24%86.37%
Avg. Neg. Period-1.86%-2.21%-2.22% - - -
Sharpe Ratio2.013.205.128.0713.7713.08
Sortino Ratio5.3220.39165.780.000.000.00
Standard Deviation3.13%6.04%7.83%10.49%12.89%22.88%
Downside Deviation1.15%0.92%0.24%0.00%0.00%0.00%

Instruments

Data not available
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
A - Audited by Deloitte Cyprus Ltd

Risk Warning: This information is not considered as investment advice or investment recommendation but instead a marketing communication. The Company is not responsible for any loss arising from any information herein contained. Past performance does not guarantee or predict any future performance. Our products are traded on margin and carry a high level of risk and it is possible to lose all your capital. Seek independent advice if necessary.
Aenaon Markets builds specialized software for FinTech companies, financial institutions, robo advisors, wealth and asset managment firms.