September 2024

Aenaon Investments SA

Aenaon Syncro Currencies - ABR

General Information

Minimum Investment	50,000 EUR
AUM	55,000,000 EUR
Management Fee	2.00%
Performance Fee	20.00%
Highwater Mark	Yes
RT per Million	185
Margin to Equity	10.00%
Legal Structure	Managed Account or Fund
Investment Restriction	US Only
Inv. Style	Short to Medium Term/Breakout/Technical

General Information

Company	Aenaon Investments SA
Principal	Anastasios Skordakis
Phone	+30 210 5779 238
E-mail	[email protected]
Performance Compiled by	Deloitte

Monthly Performance

Export Data

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2024	0.12	-3.21	5.68	1.29	2.26	0.52	0.26	-0.08	5.43				12.62
2023	0.60	1.71	1.20	8.35	1.73	4.61	4.36	0.33	2.12	1.64	4.64	1.73	38.13
2022	7.04	-1.92	-0.86	0.07	-4.96	0.24	0.19	0.11	-1.81	-4.10	-1.49	2.95	-4.96
2021	-1.93	3.02	-0.96	-0.50	-5.84	0.64	-5.85	3.53	4.94	2.40	2.68	-1.34	0.11
2020	0.84_A	6.26_A	5.05_A	-3.54_A	-1.71_A	3.24_A	7.52	-1.60	0.87	-1.79	2.25	3.94	22.73
2019	3.55_A	-5.28_A	4.31_A	-3.61_A	2.21_A	-0.18_A	4.69_A	0.25_A	6.35_A	-1.72_A	-3.90_A	8.56_A	15.15
2018	9.07_A	-3.40_A	1.06_A	-1.34_A	-0.38_A	-0.44_A	7.03_A	2.62_A	2.45_A	5.91_A	5.83_A	-2.65_A	27.93
2017	2.54_A	-4.05_A	4.50_A	5.40_A	0.98_A	6.00_A	4.15_A	2.76_A	3.50_A	-3.61_A	-3.29_A	7.77_A	29.08
2016	2.86	-1.38	2.76	-0.97	5.20	2.73	4.06	1.76	-8.10	7.18	0.60	2.03	19.44

Strategy Description

The program uses a systematic approach trading diversified portfolio of major currencies. 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. It is a fully algorithmic automated system which tracks historical daily price ranges (volatility) and identifies patterns analyzing the synchronization characteristics of different time scales of the same currency at any given point in time. Thereafter the currency market status will be uniquely described by its current pattern formation, time frames’ synchronization state and statistical properties. The combined pattern and synch state is called "Sync ID". The true uniqueness of our investment approach lays in the use of Machine Learning methods in screening the most profitable Sync IDs in determining their respective optimal trade management tactics for each Sync ID.
The Aenaon Syncro Algo sets firm risk parameters, with the objective to limit losses on a per trade basis while allowing the system to profit from short-term price movements.

Statistics

Last Month	5.43%
Year To Date	12.62%
3 Month ROR	5.62%
12 Months ROR	21.85%
36 Month ROR	53.37%
Total Return Cumulative	312.55%
Total Return Annualized	17.58%
Winning Months (%)	67.62%
Average Winning Month	3.34%
Average Losing Month	-2.58%

Statistics

Sharpe Ratio	1.39
Sortino Ratio	2.59
Sterling Ratio	0.97
Calmar Ratio	1.11
Skewness	-0.11
Kurtosis	-0.29
Max Drawdown (Monthly)	-13.75%
Standard Deviation Monthly	3.55%
Downside Deviation	1.82%
Correlation vs S&P 500	-0.07
VAMI 1k	4125.47

Risk/Return Comparison

Monthly Returns

Performance (VAMI)

Fund Manager

Anastasios (Tasos) Skordakis is the founder of AENAON Markets and Chief Executive Officer since inception. Tasos is an experienced multi-disciplinary business leader with successful ventures in finance, technology, e-commerce and construction industry. His personal interest in the financial markets has led him to found AENAON Markets, where he is responsible for the company’s business strategy while he has been involved in the design and creation of its investment modules from day one. Tasos holds a BA in Business Studies from the London Guildhall University and a MSc in Information Technology from the University College London. He is also FCA-approved for the CF30 customer function.

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	-13.75%	-	10	-	6	-	02/2022	-	05/2023	-
2	-12.08%	-	5	-	4	-	03/2021	-	11/2021	-
3	-8.10%	-	1	-	3	-	09/2016	-	12/2016	-
4	-6.78%	-	2	-	1	-	10/2017	-	12/2017	-
5	-5.55%	-	2	-	1	-	10/2019	-	12/2019	-

Return Report

Period	Best	Worst	Average	Median	Last	Winning %
1 Month	9.07%	-8.10%	1.42%	1.64%	5.43%	67.62%
3 Months	16.32%	-10.78%	4.23%	4.23%	5.62%	75.73%
6 Months	26.18%	-10.02%	8.66%	9.60%	9.97%	82.00%
1 Year	41.62%	-10.68%	17.83%	19.41%	21.85%	91.49%
2 Years	73.07%	-4.85%	35.79%	39.34%	51.29%	92.68%
3 Years	108.17%	7.42%	56.37%	50.43%	53.37%	100.00%
5 Years	178.72%	58.66%	107.55%	93.81%	86.25%	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 Month	3 Months	6 Months	1 Year	2 Years	3 Years
Average ROR	17.58%	61.31%	161.26%	569.16%	3346.31%	17691.73%
% Positive	67.62%	75.73%	82.00%	91.49%	92.68%	100.00%
Avg. Pos. Period	3.34%	6.76%	11.56%	20.11%	38.83%	56.37%
Avg. Neg. Period	-2.58%	-3.66%	-4.55%	-6.70%	-2.77%	-
Sharpe Ratio	1.39	2.48	3.59	5.04	6.36	7.19
Sortino Ratio	2.59	6.52	12.54	28.78	138.44	0.00
Standard Deviation	3.55%	5.92%	8.36%	12.25%	19.48%	27.16%
Downside Deviation	1.82%	2.16%	2.30%	2.07%	0.86%	0.00%

Instruments

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.