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Chelton Wealth

Alternative I

Investment Strategy

Alternative I: Our strategy is based on intraday price action. 

We are trading from stripped-down price charts. This means no lagging indicators outside of maybe a couple of moving averages to help identify dynamic support and resistance areas and trends.

Whilst economic data and other global news events are the catalysts for price movements in a market, we don't need to analyse them to trade the market successfully. The reason is pretty simple: all economic data and world news that causes price movement within a market are reflected via price action on a market's price chart.

Price movements provide all the signals we need to develop a profitable and high-probability trading system. Collectively, these signals provide a way to make sense of a market's price movement and help us predict its future movement with a high enough degree of accuracy.

We trade with stops and targets on every single trade we place. We're trading the G10 currency majors and crosses, Gold (XAUUSD), WTI, and Indices. (Also available to trade the strategy in spot FX only). Managed accounts available in CHF, EUR, GBP, and USD. Gearing can be adjusted to the investor's risk appetite (higher or lower leverage).

Returns are based on proprietary accounts. Client accounts will be traded in like fashion. Results may differ,  i.e: • broker's spread, price feeds, speeds, tick data, software, servers, bridges, clearing models, platform times, liquidity providers and execution charges • fees • swap rates • slippage/execution delay • asset/product offering • deposit • risk settings.

Note: The result is gross. The following fees are charged. Investment from $100k to $1m is 2/20. From $1m to $2.5m is 1.75/17.5. From $2.5m to $5m is 1.5/15. From $5m to $10m is 1.25/12.5 and above $10m is 1/10.

Performance (VAMI)

Monthly Returns

Fund Manager

RICHARD CORVENIUS is a fund manager with over 25 years of experience, a results-oriented and commercially aware professional with extensive experience managing portfolios to maximise returns.

Richard possesses an entrepreneurial spirit and has in-depth knowledge of portfolio management principles. He deeply understands key fields such as finance, economics, asset management, and investment consulting.

His areas of expertise are Investment Fund Management, Investment Management, Investment Strategies, and Risk Management.

Aside from being the Head Trader of Alternative I with Chelton Wealth, Richard works freelance for multiple Asset Management, Family Offices, and Proprietary Trading Firms around the globe. He trades next to Foreign Exchange: Equities, Futures, Commodities, Options, Fixed-Income, ETFs, and Mutal Funds.

Richard holds a BSc in Business Economics and an MBA in International Business and Management. He is a Chartered Financial Analyst (CFA), Commodity Trading Advisor (CTA), Financial Risk Manager (FRM), and a licenced Stockbroker.



 

General Information

Inception DateJan 2018
Minimum Investment100,000 EUR
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
Phone+46 (0)40-692 82 11
E-mail[email protected]
Websitewww.cheltonwealth.com

Statistics

Total Return Cumulative 162.71%
Sharpe Ratio 3.14
Sortino Ratio 7.44
Winning Months (%) 85.53%
Correlation vs. S&P 500 TR -0.15

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.75 0.82 1.20 -3.22 0.47
2023 0.85 -3.11 0.71 3.19 2.39 -0.88 2.02 0.47 1.57 1.20 1.07 2.49 12.47
2022 2.14 2.73 0.31 1.04 2.33 1.86 1.74 2.00 0.28 0.79 2.82 0.64 20.31
2021 -0.98 1.23 1.56 2.10 -1.28 -0.63 2.13 0.43 1.11 2.71 2.42 1.22 12.59
2020 1.09 5.58 3.33 -1.55 2.27 0.48 -0.38 1.93 0.82 -0.63 -0.21 0.95 14.34
2019 1.70 2.80 1.70 1.00 2.80 1.60 1.10 -0.37 1.47 1.42 2.12 1.73 20.78
2018 2.10 1.00 1.90 1.50 2.80 0.10 2.40 1.80 2.50 0.60 0.70 4.60 24.26
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.
Disclaimer PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

This Presentation contains information about Chelton, its employees, and the historical performance of such person on trades, in which he is/was involved in respect of the Chelton Strategy. Such information has been included only to provide prospective investors in the Strategy with information as to such person's area of expertise. Any target return figures quoted are targets only and are based over the long term on the performance projections of the investment strategy and market interest rates at the time of modelling and therefore are subject to change. Any limits mentioned in this Presentation should be interpreted as current indicative guidelines only and should not be relied upon for the purpose of making an investment in the Strategy. Certain slides in this Presentation show the actual, historical performance of certain strategies or certain specific investment positions pursued by the Strategy. The case studies included in this Presentation are for illustrative purposes. They are intended to outline how certain investment ideas may be identified, developed and executed. It should not be assumed that investments shown and discussed were or will be profitable or that losses will not be incurred. In addition, due to changes in market conditions, similar opportunities may not be available currently or going forward. The case studies summarise certain information about specific prior investments made by Chelton.

This information is NOT intended to show any simulated or hypothetical performance for the Strategy. No representation is given that the Strategy will make similar investments or achieve similar returns Chelton emphasises that there is no guarantee or capital protection associated with an investment in the Strategy, investment vehicle or account. Investors may lose some or all of the amounts invested. Any investment involves a significant degree of risk, including the risk of losing the entire amount invested. Any investor must be able to bear the risks involved and must meet the suitability requirements relating to such an investment. Some or all alternative investment programmes may not be suitable for certain investors. Any person who is in any doubt about investing in the Strategy should consult an appropriately qualified and regulated or licensed person specialising in advising on such investments.

General information: This Presentation does not constitute or form part of any offer to issue or sell, or any solicitation of any offer to subscribe or purchase, any interests or shares in the Strategy, nor shall it or the fact of its distribution or communication form the basis of, or be relied on in connection with, any contract therefor. The only intent is a case study for quantitative research purposes. Prospective investors should inform themselves and take appropriate independent financial, legal and tax advice, including advice as to any applicable legal requirements and any applicable taxation and exchange control regulations in the countries of their citizenship, residence or domicile which might be relevant to the subscription, purchase, holding, exchange, redemption, disposal or taxation of any units or shares in the Strategy.

This Presentation is for background purposes only, does not purport to be full or complete and is not intended to constitute, and should not be construed as, investment advice or deal arrangement activities with a view to transactions in investments. Chelton does not, and will not, receive or transmit orders from investors and nor does it carry on any other activities with or for such investors that constitute either (a) investment services and activities or (b) ancillary services, each as specified in Annex I of MiFID. The information contained in the presentation is exclusively intended for Qualified and Institutional Investors. Certain information included in this Presentation is based on information obtained from sources considered to be reliable. However, any projections or analyses provided to assist the recipient of this Presentation in evaluating the matters described herein may be based on subjective assessments and assumptions and may use one among alternative methodologies that produce different results. Accordingly, any projections or analyses should not be viewed as factual and should not be relied upon as an accurate prediction of future results. No representation is being made that any investment will or is likely to achieve profits or losses similar to those shown. No reliance may be placed for any purpose on the information and opinions contained in this Presentation or their accuracy or completeness. No representation, warranty or undertaking, express or implied, is given as to the accuracy or completeness of the information or opinions contained in this Presentation by Chelton, the Strategy or any of its or their directors, members, officers, employees or secondees and no liability is accepted by such persons for the accuracy or completeness of any such information or opinions.

The material contained in this Presentation is based upon proprietary information and is provided purely for reference and as such is confidential and intended for private use only. The text and statistical data or any portion thereof contained in this Presentation may not be stored in a computer, published, rewritten for broadcast or publication or redistributed in any medium, except with the express written permission of Chelton.

Chelton will not be liable for any inaccuracies, errors or omissions in the material or in the transmission or delivery of all or any part thereof or for any damage arising from any of the foregoing.
 
Chelton Wealth is a brand name of Chelton AB and Chelton Advisory and Management Services FZCO..

Chelton AB is registered in Malmö, Sweden, under company no. 559056-6641. Chelton AB is registered with the Financial Institution with the Swedish Financial Supervisory Authority, Finansinspektionen, under FI ID no. 70413.

Chelton Advisory and Management Services FZCO is registered in Dubai, UAE, under licence no: 39416, issued by the Dubai Intergrated Economic Zones Authority. It is authorised as aproject development, investment, and management consultant. 

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

AUM

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

Disclaimer PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

This Presentation contains information about Chelton, its employees, and the historical performance of such person on trades, in which he is/was involved in respect of the Chelton Strategy. Such information has been included only to provide prospective investors in the Strategy with information as to such person's area of expertise. Any target return figures quoted are targets only and are based over the long term on the performance projections of the investment strategy and market interest rates at the time of modelling and therefore are subject to change. Any limits mentioned in this Presentation should be interpreted as current indicative guidelines only and should not be relied upon for the purpose of making an investment in the Strategy. Certain slides in this Presentation show the actual, historical performance of certain strategies or certain specific investment positions pursued by the Strategy. The case studies included in this Presentation are for illustrative purposes. They are intended to outline how certain investment ideas may be identified, developed and executed. It should not be assumed that investments shown and discussed were or will be profitable or that losses will not be incurred. In addition, due to changes in market conditions, similar opportunities may not be available currently or going forward. The case studies summarise certain information about specific prior investments made by Chelton.

This information is NOT intended to show any simulated or hypothetical performance for the Strategy. No representation is given that the Strategy will make similar investments or achieve similar returns Chelton emphasises that there is no guarantee or capital protection associated with an investment in the Strategy, investment vehicle or account. Investors may lose some or all of the amounts invested. Any investment involves a significant degree of risk, including the risk of losing the entire amount invested. Any investor must be able to bear the risks involved and must meet the suitability requirements relating to such an investment. Some or all alternative investment programmes may not be suitable for certain investors. Any person who is in any doubt about investing in the Strategy should consult an appropriately qualified and regulated or licensed person specialising in advising on such investments.

General information: This Presentation does not constitute or form part of any offer to issue or sell, or any solicitation of any offer to subscribe or purchase, any interests or shares in the Strategy, nor shall it or the fact of its distribution or communication form the basis of, or be relied on in connection with, any contract therefor. The only intent is a case study for quantitative research purposes. Prospective investors should inform themselves and take appropriate independent financial, legal and tax advice, including advice as to any applicable legal requirements and any applicable taxation and exchange control regulations in the countries of their citizenship, residence or domicile which might be relevant to the subscription, purchase, holding, exchange, redemption, disposal or taxation of any units or shares in the Strategy.

This Presentation is for background purposes only, does not purport to be full or complete and is not intended to constitute, and should not be construed as, investment advice or deal arrangement activities with a view to transactions in investments. Chelton does not, and will not, receive or transmit orders from investors and nor does it carry on any other activities with or for such investors that constitute either (a) investment services and activities or (b) ancillary services, each as specified in Annex I of MiFID. The information contained in the presentation is exclusively intended for Qualified and Institutional Investors. Certain information included in this Presentation is based on information obtained from sources considered to be reliable. However, any projections or analyses provided to assist the recipient of this Presentation in evaluating the matters described herein may be based on subjective assessments and assumptions and may use one among alternative methodologies that produce different results. Accordingly, any projections or analyses should not be viewed as factual and should not be relied upon as an accurate prediction of future results. No representation is being made that any investment will or is likely to achieve profits or losses similar to those shown. No reliance may be placed for any purpose on the information and opinions contained in this Presentation or their accuracy or completeness. No representation, warranty or undertaking, express or implied, is given as to the accuracy or completeness of the information or opinions contained in this Presentation by Chelton, the Strategy or any of its or their directors, members, officers, employees or secondees and no liability is accepted by such persons for the accuracy or completeness of any such information or opinions.

The material contained in this Presentation is based upon proprietary information and is provided purely for reference and as such is confidential and intended for private use only. The text and statistical data or any portion thereof contained in this Presentation may not be stored in a computer, published, rewritten for broadcast or publication or redistributed in any medium, except with the express written permission of Chelton.

Chelton will not be liable for any inaccuracies, errors or omissions in the material or in the transmission or delivery of all or any part thereof or for any damage arising from any of the foregoing.
 
Chelton Wealth is a brand name of Chelton AB and Chelton Advisory and Management Services FZCO..

Chelton AB is registered in Malmö, Sweden, under company no. 559056-6641. Chelton AB is registered with the Financial Institution with the Swedish Financial Supervisory Authority, Finansinspektionen, under FI ID no. 70413.

Chelton Advisory and Management Services FZCO is registered in Dubai, UAE, under licence no: 39416, issued by the Dubai Intergrated Economic Zones Authority. It is authorised as aproject development, investment, and management consultant. 

Return Statistics

Last Month -3.22%
Year To Date 0.47%
3 Month ROR -1.26%
12 Months ROR 11.29%
36 Month ROR 47.28%
Total Return Cumulative 162.71%
Total Return Annualized 16.48%
Best Month 5.58%
Winning Months (%) 85.53%
Gain Deviation 0.99

Risk Statistics

Standard Deviation Annualized 4.93%
Max Drawdown (Monthly) -3.22%
Max Drawdown Length 1
Worst Month -3.22%
Losing Months (%) 14.47%
Average Losing Month -1.20%
Loss Deviation 1.00
Correlation vs S&P 500 -0.15
Correlation vs DJ/CS MF -0.08

Risk/Reward Statistics

Sharpe Ratio 3.14
Sortino Ratio 7.44
Omega Ratio 2.30
Skewness -0.51
Kurtosis 2.26

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -3.22% 1 0 04/2024 -
2 -3.11% 1 2 02/2023 04/2023
3 -1.90% 2 1 05/2021 07/2021
4 -1.55% 1 1 04/2020 05/2020
5 -0.98% 1 1 01/2021 02/2021

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.58%-3.22%1.29%1.45%-3.22%85.53%
3 Months 10.28%-1.66%4.02%4.32%-1.26%93.24%
6 Months 16.20%1.16%8.23%8.83%4.08%100.00%
1 Year 26.99%4.49%17.01%18.08%11.29%100.00%
2 Years 57.52%22.87%35.84%33.64%27.84%100.00%
3 Years 71.61%38.21%54.55%55.38%47.28%100.00%
5 Years 132.48%96.87%115.50%114.75%96.87%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg16.48%60.03%156.36%547.39%3755.16%18222.74%
% Positive85.53%93.24%100.00%100.00%100.00%100.00%
Avg. Pos. Period1.71%4.39%8.23%17.01%35.84%54.55%
Avg. Neg. Period-1.20%-0.96% - - - -
Sharpe Ratio3.145.787.639.5814.3925.98
Sortino Ratio7.4445.220.000.000.000.00
Standard Deviation1.42%2.41%3.73%6.15%8.63%7.27%
Downside Deviation0.60%0.31%0.00%0.00%0.00%0.00%
Disclaimer PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

This Presentation contains information about Chelton, its employees, and the historical performance of such person on trades, in which he is/was involved in respect of the Chelton Strategy. Such information has been included only to provide prospective investors in the Strategy with information as to such person's area of expertise. Any target return figures quoted are targets only and are based over the long term on the performance projections of the investment strategy and market interest rates at the time of modelling and therefore are subject to change. Any limits mentioned in this Presentation should be interpreted as current indicative guidelines only and should not be relied upon for the purpose of making an investment in the Strategy. Certain slides in this Presentation show the actual, historical performance of certain strategies or certain specific investment positions pursued by the Strategy. The case studies included in this Presentation are for illustrative purposes. They are intended to outline how certain investment ideas may be identified, developed and executed. It should not be assumed that investments shown and discussed were or will be profitable or that losses will not be incurred. In addition, due to changes in market conditions, similar opportunities may not be available currently or going forward. The case studies summarise certain information about specific prior investments made by Chelton.

This information is NOT intended to show any simulated or hypothetical performance for the Strategy. No representation is given that the Strategy will make similar investments or achieve similar returns Chelton emphasises that there is no guarantee or capital protection associated with an investment in the Strategy, investment vehicle or account. Investors may lose some or all of the amounts invested. Any investment involves a significant degree of risk, including the risk of losing the entire amount invested. Any investor must be able to bear the risks involved and must meet the suitability requirements relating to such an investment. Some or all alternative investment programmes may not be suitable for certain investors. Any person who is in any doubt about investing in the Strategy should consult an appropriately qualified and regulated or licensed person specialising in advising on such investments.

General information: This Presentation does not constitute or form part of any offer to issue or sell, or any solicitation of any offer to subscribe or purchase, any interests or shares in the Strategy, nor shall it or the fact of its distribution or communication form the basis of, or be relied on in connection with, any contract therefor. The only intent is a case study for quantitative research purposes. Prospective investors should inform themselves and take appropriate independent financial, legal and tax advice, including advice as to any applicable legal requirements and any applicable taxation and exchange control regulations in the countries of their citizenship, residence or domicile which might be relevant to the subscription, purchase, holding, exchange, redemption, disposal or taxation of any units or shares in the Strategy.

This Presentation is for background purposes only, does not purport to be full or complete and is not intended to constitute, and should not be construed as, investment advice or deal arrangement activities with a view to transactions in investments. Chelton does not, and will not, receive or transmit orders from investors and nor does it carry on any other activities with or for such investors that constitute either (a) investment services and activities or (b) ancillary services, each as specified in Annex I of MiFID. The information contained in the presentation is exclusively intended for Qualified and Institutional Investors. Certain information included in this Presentation is based on information obtained from sources considered to be reliable. However, any projections or analyses provided to assist the recipient of this Presentation in evaluating the matters described herein may be based on subjective assessments and assumptions and may use one among alternative methodologies that produce different results. Accordingly, any projections or analyses should not be viewed as factual and should not be relied upon as an accurate prediction of future results. No representation is being made that any investment will or is likely to achieve profits or losses similar to those shown. No reliance may be placed for any purpose on the information and opinions contained in this Presentation or their accuracy or completeness. No representation, warranty or undertaking, express or implied, is given as to the accuracy or completeness of the information or opinions contained in this Presentation by Chelton, the Strategy or any of its or their directors, members, officers, employees or secondees and no liability is accepted by such persons for the accuracy or completeness of any such information or opinions.

The material contained in this Presentation is based upon proprietary information and is provided purely for reference and as such is confidential and intended for private use only. The text and statistical data or any portion thereof contained in this Presentation may not be stored in a computer, published, rewritten for broadcast or publication or redistributed in any medium, except with the express written permission of Chelton.

Chelton will not be liable for any inaccuracies, errors or omissions in the material or in the transmission or delivery of all or any part thereof or for any damage arising from any of the foregoing.
 
Chelton Wealth is a brand name of Chelton AB and Chelton Advisory and Management Services FZCO..

Chelton AB is registered in Malmö, Sweden, under company no. 559056-6641. Chelton AB is registered with the Financial Institution with the Swedish Financial Supervisory Authority, Finansinspektionen, under FI ID no. 70413.

Chelton Advisory and Management Services FZCO is registered in Dubai, UAE, under licence no: 39416, issued by the Dubai Intergrated Economic Zones Authority. It is authorised as aproject development, investment, and management consultant. 

Company Information

Minimum Investment100,000 EUR
AUM163,115,795 EUR
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million100
Margin to Equity2.00%
Legal StructureManaged Account
Investment RestrictionAccredited Investors, Experienced Investors

Company Information

CompanyChelton Wealth
PrincipalRobert Jan Teuwissen
Phone+46 (0)40-692 82 11
E-mail[email protected]
License NumberFinansinspektionen 70413
LocationMalmö, Sweden
Performance Compiled by -

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 1.75 0.82 1.20 -3.22 0.47
2023 0.85 -3.11 0.71 3.19 2.39 -0.88 2.02 0.47 1.57 1.20 1.07 2.49 12.47
2022 2.14 2.73 0.31 1.04 2.33 1.86 1.74 2.00 0.28 0.79 2.82 0.64 20.31
2021 -0.98 1.23 1.56 2.10 -1.28 -0.63 2.13 0.43 1.11 2.71 2.42 1.22 12.59
2020 1.09 5.58 3.33 -1.55 2.27 0.48 -0.38 1.93 0.82 -0.63 -0.21 0.95 14.34
2019 1.70 2.80 1.70 1.00 2.80 1.60 1.10 -0.37 1.47 1.42 2.12 1.73 20.78
2018 2.10 1.00 1.90 1.50 2.80 0.10 2.40 1.80 2.50 0.60 0.70 4.60 24.26
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.

Strategy Description

Alternative I: Our strategy is based on intraday price action. 

We are trading from stripped-down price charts. This means no lagging indicators outside of maybe a couple of moving averages to help identify dynamic support and resistance areas and trends.

Whilst economic data and other global news events are the catalysts for price movements in a market, we don't need to analyse them to trade the market successfully. The reason is pretty simple: all economic data and world news that causes price movement within a market are reflected via price action on a market's price chart.

Price movements provide all the signals we need to develop a profitable and high-probability trading system. Collectively, these signals provide a way to make sense of a market's price movement and help us predict its future movement with a high enough degree of accuracy.

We trade with stops and targets on every single trade we place. We're trading the G10 currency majors and crosses, Gold (XAUUSD), WTI, and Indices. (Also available to trade the strategy in spot FX only). Managed accounts available in CHF, EUR, GBP, and USD. Gearing can be adjusted to the investor's risk appetite (higher or lower leverage).

Returns are based on proprietary accounts. Client accounts will be traded in like fashion. Results may differ,  i.e: • broker's spread, price feeds, speeds, tick data, software, servers, bridges, clearing models, platform times, liquidity providers and execution charges • fees • swap rates • slippage/execution delay • asset/product offering • deposit • risk settings.

Note: The result is gross. The following fees are charged. Investment from $100k to $1m is 2/20. From $1m to $2.5m is 1.75/17.5. From $2.5m to $5m is 1.5/15. From $5m to $10m is 1.25/12.5 and above $10m is 1/10.

Return Statistics

Last Month -3.22%
Year To Date 0.47%
3 Month ROR -1.26%
12 Months ROR 11.29%
36 Month ROR 47.28%
Total Return Cumulative 162.71%
Total Return Annualized 16.48%
Best Month 5.58%
Winning Months (%) 85.53%
Gain Deviation 0.99

Risk Statistics

Standard Deviation Annualized 4.93%
Max Drawdown (Monthly) -3.22%
Max Drawdown Length 1
Worst Month -3.22%
Losing Months (%) 14.47%
Average Losing Month -1.20%
Loss Deviation 1.00
Correlation vs S&P 500 -0.15
Correlation vs DJ/CS MF -0.08

Risk/Reward Statistics

Sharpe Ratio 3.14
Sortino Ratio 7.44
Omega Ratio 2.30
Skewness -0.51
Kurtosis 2.26

Performance (VAMI)

Fund Manager

RICHARD CORVENIUS is a fund manager with over 25 years of experience, a results-oriented and commercially aware professional with extensive experience managing portfolios to maximise returns.

Richard possesses an entrepreneurial spirit and has in-depth knowledge of portfolio management principles. He deeply understands key fields such as finance, economics, asset management, and investment consulting.

His areas of expertise are Investment Fund Management, Investment Management, Investment Strategies, and Risk Management.

Aside from being the Head Trader of Alternative I with Chelton Wealth, Richard works freelance for multiple Asset Management, Family Offices, and Proprietary Trading Firms around the globe. He trades next to Foreign Exchange: Equities, Futures, Commodities, Options, Fixed-Income, ETFs, and Mutal Funds.

Richard holds a BSc in Business Economics and an MBA in International Business and Management. He is a Chartered Financial Analyst (CFA), Commodity Trading Advisor (CTA), Financial Risk Manager (FRM), and a licenced Stockbroker.



 

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 -3.22% 1 0 04/2024 -
2 -3.11% 1 2 02/2023 04/2023
3 -1.90% 2 1 05/2021 07/2021
4 -1.55% 1 1 04/2020 05/2020
5 -0.98% 1 1 01/2021 02/2021

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 5.58%-3.22%1.29%1.45%-3.22%85.53%
3 Months 10.28%-1.66%4.02%4.32%-1.26%93.24%
6 Months 16.20%1.16%8.23%8.83%4.08%100.00%
1 Year 26.99%4.49%17.01%18.08%11.29%100.00%
2 Years 57.52%22.87%35.84%33.64%27.84%100.00%
3 Years 71.61%38.21%54.55%55.38%47.28%100.00%
5 Years 132.48%96.87%115.50%114.75%96.87%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg16.48%60.03%156.36%547.39%3755.16%18222.74%
% Positive85.53%93.24%100.00%100.00%100.00%100.00%
Avg. Pos. Period1.71%4.39%8.23%17.01%35.84%54.55%
Avg. Neg. Period-1.20%-0.96% - - - -
Sharpe Ratio3.145.787.639.5814.3925.98
Sortino Ratio7.4445.220.000.000.000.00
Standard Deviation1.42%2.41%3.73%6.15%8.63%7.27%
Downside Deviation0.60%0.31%0.00%0.00%0.00%0.00%

Up Capture vs. S&P 500 TR

Down Capture vs. S&P 500 TR

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM

For the latest performance, please scan the image above with a QR Reader.
Disclaimer PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

This Presentation contains information about Chelton, its employees, and the historical performance of such person on trades, in which he is/was involved in respect of the Chelton Strategy. Such information has been included only to provide prospective investors in the Strategy with information as to such person's area of expertise. Any target return figures quoted are targets only and are based over the long term on the performance projections of the investment strategy and market interest rates at the time of modelling and therefore are subject to change. Any limits mentioned in this Presentation should be interpreted as current indicative guidelines only and should not be relied upon for the purpose of making an investment in the Strategy. Certain slides in this Presentation show the actual, historical performance of certain strategies or certain specific investment positions pursued by the Strategy. The case studies included in this Presentation are for illustrative purposes. They are intended to outline how certain investment ideas may be identified, developed and executed. It should not be assumed that investments shown and discussed were or will be profitable or that losses will not be incurred. In addition, due to changes in market conditions, similar opportunities may not be available currently or going forward. The case studies summarise certain information about specific prior investments made by Chelton.

This information is NOT intended to show any simulated or hypothetical performance for the Strategy. No representation is given that the Strategy will make similar investments or achieve similar returns Chelton emphasises that there is no guarantee or capital protection associated with an investment in the Strategy, investment vehicle or account. Investors may lose some or all of the amounts invested. Any investment involves a significant degree of risk, including the risk of losing the entire amount invested. Any investor must be able to bear the risks involved and must meet the suitability requirements relating to such an investment. Some or all alternative investment programmes may not be suitable for certain investors. Any person who is in any doubt about investing in the Strategy should consult an appropriately qualified and regulated or licensed person specialising in advising on such investments.

General information: This Presentation does not constitute or form part of any offer to issue or sell, or any solicitation of any offer to subscribe or purchase, any interests or shares in the Strategy, nor shall it or the fact of its distribution or communication form the basis of, or be relied on in connection with, any contract therefor. The only intent is a case study for quantitative research purposes. Prospective investors should inform themselves and take appropriate independent financial, legal and tax advice, including advice as to any applicable legal requirements and any applicable taxation and exchange control regulations in the countries of their citizenship, residence or domicile which might be relevant to the subscription, purchase, holding, exchange, redemption, disposal or taxation of any units or shares in the Strategy.

This Presentation is for background purposes only, does not purport to be full or complete and is not intended to constitute, and should not be construed as, investment advice or deal arrangement activities with a view to transactions in investments. Chelton does not, and will not, receive or transmit orders from investors and nor does it carry on any other activities with or for such investors that constitute either (a) investment services and activities or (b) ancillary services, each as specified in Annex I of MiFID. The information contained in the presentation is exclusively intended for Qualified and Institutional Investors. Certain information included in this Presentation is based on information obtained from sources considered to be reliable. However, any projections or analyses provided to assist the recipient of this Presentation in evaluating the matters described herein may be based on subjective assessments and assumptions and may use one among alternative methodologies that produce different results. Accordingly, any projections or analyses should not be viewed as factual and should not be relied upon as an accurate prediction of future results. No representation is being made that any investment will or is likely to achieve profits or losses similar to those shown. No reliance may be placed for any purpose on the information and opinions contained in this Presentation or their accuracy or completeness. No representation, warranty or undertaking, express or implied, is given as to the accuracy or completeness of the information or opinions contained in this Presentation by Chelton, the Strategy or any of its or their directors, members, officers, employees or secondees and no liability is accepted by such persons for the accuracy or completeness of any such information or opinions.

The material contained in this Presentation is based upon proprietary information and is provided purely for reference and as such is confidential and intended for private use only. The text and statistical data or any portion thereof contained in this Presentation may not be stored in a computer, published, rewritten for broadcast or publication or redistributed in any medium, except with the express written permission of Chelton.

Chelton will not be liable for any inaccuracies, errors or omissions in the material or in the transmission or delivery of all or any part thereof or for any damage arising from any of the foregoing.
 
Chelton Wealth is a brand name of Chelton AB and Chelton Advisory and Management Services FZCO..

Chelton AB is registered in Malmö, Sweden, under company no. 559056-6641. Chelton AB is registered with the Financial Institution with the Swedish Financial Supervisory Authority, Finansinspektionen, under FI ID no. 70413.

Chelton Advisory and Management Services FZCO is registered in Dubai, UAE, under licence no: 39416, issued by the Dubai Intergrated Economic Zones Authority. It is authorised as aproject development, investment, and management consultant. 
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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.