Alexia

Key Highlights

The value of your investment and the income from it may rise as well as fall and you may not
get back the amount originally invested. Prior to investing in the strategy investors should
carefully consider the risks associated with investing, whether the Strategy suits their
investment requirements and whether they have sufficient resources to bear any losses
which may result from an investment in the Stategy. Investors should only invest if they
understand the terms on which the Strategy is offered. Investors should consider the
following risks and where appropriate seek professional advice before investing.

Strategy Description

Created first as a novel investment alternative for investors looking to diversify away from traditional portfolios. Alexia trades a basket of currencies with very strong correlations to each other, thus in normal trading conditions allows for the algorithm to consistently return Alpha with historically low drawdown.
The system is in many ways a mean reversion strategy, looking for correlation to be maintained and taking positions when a currency moves away from its norm, with the view that the “balance” will return shortly. Given the use of semi Martingale the system is considered high risk.

Performance (VAMI)

Monthly Returns

Fund Manager

The traders also run a trading “laboratory” constantly looking at systems and trading ideas to enhance and finesse the trading results.

Performance

3M
4.42%

YTD
1.75%

Since Inception
447.31%

Max DD
-4.50%

General Information

Company	AJC2
Minimum Investment	5,000 USD
Liquidity	None
Management Fee	0.00%
Performance Fee	35.00%
Highwater Mark	Yes

Statistics

Total Return Cumulative	447.31%
Sharpe Ratio	4.87
Sortino Ratio	41.12
Winning Months (%)	98.53%
Correlation vs. S&P 500 TR	-0.07

Monthly Performance

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2024	1.75												1.75
2023	1.05	2.52	1.90	2.08	2.09	1.87	1.87	2.43	1.64	1.74	1.40	1.27	21.86
2022	3.00	4.50	1.10	3.50	6.40	4.10	6.10	5.30	4.60	2.10	-4.50	2.10	38.30
2021	11.60	8.40	13.10	10.50	5.50	6.20	6.30	5.30	4.90	3.60	4.70	1.80	81.90
2020	5.60	6.50	25.00	13.60	9.20	16.40	11.60	6.30	10.40	7.70	10.30	12.70	135.30
2019	5.40	13.20	9.60	7.40	5.00	6.30	5.30	14.30	11.70	6.70	6.50	7.40	98.80
2018						10.80	12.40	9.80	6.90	8.70	12.30	8.50	69.40

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.

CFDs involve a high level of risk and in some cases you may be liable for a greater amount than originally invested. You should not deal in CFDs unless you understand their nature and the extent of your exposure to risk. You should also be satisfied that the product is suitable for you in the light of your circumstances and financial position. Trading in CFDs is a high risk trading vehicle so you should only deal in CFDs if you fully understand the associated risks. The risk warnings below give a brief summary and we would recommend that you seek independent advice if you are unclear on any specific points.
For the avoidance of doubt, AJC2 is not independently regulated by the FCA. AJC2 is a signal provider to Pelican Trading. Pelican Trading is a trading name of London and Eastern LLP. London & Eastern LLP is authorized and regulated by the Financial Conduct Authority in the UK, ref 534484. Registered address: 85 Great Portland Street, First Floor, London , W1 W7LT