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Chelton Wealth

Balanced Compounding

Investment Strategy

This FX trading strategy is designed to deliver a top-of-a-class risk/reward ratio. Trading is performed under the control of strict risk management. Every trade has a stop-loss guard in place. Therefore, we have limited risk in every trade setup.

Intraday trading, with trades that are usually opened and closed in the same trading session. The system uses one of the most common indicators, to identify over-bought and over-sold price levels in multiple time frames. When all intraday time frames allow the trade to enter the market, they must match the general direction filter that allows or disallows trades to be opened. The number of opened trades per setup is limited to keep the risk under control and is closed by the relative strength indicator when it reaches the desired levels.

Balanced Compounding is a 100% automated forex trading strategy managed by an expert advisor under human supervision. 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 of $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.

*Pro-forma Gross Returns from 2015 to May 2020

** Live Results from June 2020

Performance (VAMI)

Monthly Returns

Fund Manager

Yaron Goldblum started his career in 1990 with Bear Stearn in New York. He is a highly experienced professional market participant across forex and futures asset classes, with finely tuned portfolio construction and risk management skills. Yaron fuses today’s trading technology with traditional wealth management attributes, consistently producing returns in line with clients’ portfolio asset mix and risk v reward ratios.

Yaron graduated in 1989 with a Master's in Banking, Corporate Finance, and Securities law from Columbia Business School in New York, NY.

General Information

Inception DateJan 2015
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 325.29%
Sharpe Ratio 2.62
Sortino Ratio 4.02
Winning Months (%) 90.18%
Correlation vs. S&P 500 TR -0.13

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.37 1.18 -0.26 1.58 4.94
2023 0.33 -0.36 1.23 2.00 1.35 0.73 1.26 0.07 0.51 1.78 1.15 1.44 12.08
2022 4.28 3.60 -11.49 3.39 2.32 0.16 1.18 4.22 1.11 0.80 1.27 1.01 11.39
2021 -0.64 0.69 1.16 1.40 -1.38 -1.24 -1.88 1.28 2.49 2.33 1.82 2.57 8.80
2020 1.01 0.71 3.03 1.82 1.57 1.77 -0.18 0.41 0.50 0.76 1.18 0.83 14.22
2019 3.61 1.82 3.51 0.56 0.79 0.53 -0.57 0.42 1.38 3.05 0.38 1.67 18.45
2018 1.17 1.23 0.94 1.06 2.14 1.20 1.49 0.58 1.79 0.64 1.28 1.73 16.35
2017 1.78 1.32 1.37 0.56 0.91 2.69 1.05 0.80 2.05 0.63 1.94 1.03 17.35
2016 3.76 2.67 1.56 3.62 2.59 6.14 -0.61 1.46 0.36 -0.52 2.66 1.79 28.43
2015 1.49 0.66 2.23 4.81 2.59 1.84 2.12 2.30 2.13 1.38 0.54 1.12 25.76
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 persons in trades in which he is/was involved concerning the Chelton Strategy. Such information has been included only to provide prospective investors in the Strategy with details about a person's area of expertise. Any 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 risk, including 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 complete and is not intended to constitute, and should not be construed as, investment advice or deal arrangement activities with a view to investment transactions. Chelton does not, and will not, receive or transmit orders from investors nor 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. They may use one among alternative methodologies that produce different results. Accordingly, any projections or analyses should not be viewed as factual or relied upon to accurately predict future results. No representation is made that any investment will likely achieve profits or losses similar to those shown. No reliance may be placed on the information and opinions 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 provided purely for reference and, as such, is confidential and intended for private use only. The text, statistical data, or any portion contained in this Presentation may not be stored on a computer, published, rewritten for broadcast or publication or redistributed in any medium except with Chelton's express written permission.

Chelton will not be liable for any inaccuracies, errors or omissions in the material, the transmission or delivery of all or any part thereof, or any damage arising from any preceding.
 
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 Sevices FZCO is registered in Dubai, UAE, under licence 39416, issued by the Dubai Integrated EconomicZones Authority.  Chelton Advisory and Management Services FZCO is authorised as a project developer, 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

Data not available
Disclaimer: PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

This Presentation contains information about Chelton, its employees, and the historical performance of such persons in trades in which he is/was involved concerning the Chelton Strategy. Such information has been included only to provide prospective investors in the Strategy with details about a person's area of expertise. Any 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 risk, including 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 complete and is not intended to constitute, and should not be construed as, investment advice or deal arrangement activities with a view to investment transactions. Chelton does not, and will not, receive or transmit orders from investors nor 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. They may use one among alternative methodologies that produce different results. Accordingly, any projections or analyses should not be viewed as factual or relied upon to accurately predict future results. No representation is made that any investment will likely achieve profits or losses similar to those shown. No reliance may be placed on the information and opinions 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 provided purely for reference and, as such, is confidential and intended for private use only. The text, statistical data, or any portion contained in this Presentation may not be stored on a computer, published, rewritten for broadcast or publication or redistributed in any medium except with Chelton's express written permission.

Chelton will not be liable for any inaccuracies, errors or omissions in the material, the transmission or delivery of all or any part thereof, or any damage arising from any preceding.
 
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 Sevices FZCO is registered in Dubai, UAE, under licence 39416, issued by the Dubai Integrated EconomicZones Authority.  Chelton Advisory and Management Services FZCO is authorised as a project developer, investment and management consultant. 

Return Statistics

Last Month 1.58%
Year To Date 4.94%
3 Month ROR 2.51%
12 Months ROR 13.95%
36 Month ROR 38.90%
Total Return Cumulative 325.29%
Total Return Annualized 16.78%
Best Month 6.14%
Winning Months (%) 90.18%
Gain Deviation 1.08

Risk Statistics

Standard Deviation Annualized 6.02%
Max Drawdown (Monthly) -11.49%
Max Drawdown Length 8
Worst Month -11.49%
Losing Months (%) 9.82%
Average Losing Month -1.74%
Loss Deviation 3.12
Correlation vs S&P 500 -0.13
Correlation vs DJ/CS MF -0.21

Risk/Reward Statistics

Sharpe Ratio 2.62
Sortino Ratio 4.02
Omega Ratio 2.51
Skewness -3.34
Kurtosis 26.29

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -11.49% 1 7 03/2022 10/2022
2 -4.43% 3 3 05/2021 10/2021
3 -0.64% 1 1 01/2021 02/2021
4 -0.61% 1 1 07/2016 08/2016
5 -0.57% 1 2 07/2019 09/2019

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 6.14%-11.49%1.32%1.27%1.58%90.18%
3 Months 12.83%-6.37%4.01%3.95%2.51%94.55%
6 Months 22.07%-1.69%8.09%7.98%7.68%95.33%
1 Year 34.24%1.73%16.48%16.30%13.95%100.00%
2 Years 63.04%13.37%34.28%36.14%32.52%100.00%
3 Years 90.01%28.89%54.32%54.60%38.90%100.00%
5 Years 162.15%73.86%106.92%92.06%75.62%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg16.78%59.47%151.83%511.26%3182.73%16897.66%
% Positive90.18%94.55%95.33%100.00%100.00%100.00%
Avg. Pos. Period1.65%4.47%8.53%16.48%34.28%54.32%
Avg. Neg. Period-1.74%-3.91%-0.97% - - -
Sharpe Ratio2.624.576.408.4710.0411.16
Sortino Ratio4.0213.65114.330.000.000.00
Standard Deviation1.74%3.04%4.37%6.74%11.83%16.86%
Downside Deviation1.12%1.01%0.24%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 persons in trades in which he is/was involved concerning the Chelton Strategy. Such information has been included only to provide prospective investors in the Strategy with details about a person's area of expertise. Any 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 risk, including 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 complete and is not intended to constitute, and should not be construed as, investment advice or deal arrangement activities with a view to investment transactions. Chelton does not, and will not, receive or transmit orders from investors nor 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. They may use one among alternative methodologies that produce different results. Accordingly, any projections or analyses should not be viewed as factual or relied upon to accurately predict future results. No representation is made that any investment will likely achieve profits or losses similar to those shown. No reliance may be placed on the information and opinions 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 provided purely for reference and, as such, is confidential and intended for private use only. The text, statistical data, or any portion contained in this Presentation may not be stored on a computer, published, rewritten for broadcast or publication or redistributed in any medium except with Chelton's express written permission.

Chelton will not be liable for any inaccuracies, errors or omissions in the material, the transmission or delivery of all or any part thereof, or any damage arising from any preceding.
 
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 Sevices FZCO is registered in Dubai, UAE, under licence 39416, issued by the Dubai Integrated EconomicZones Authority.  Chelton Advisory and Management Services FZCO is authorised as a project developer, investment and management consultant. 

Company Information

Minimum Investment100,000 EUR
AUM38,239,698 EUR
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million -
Margin to Equity -
Legal StructureManaged Forex 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 2.37 1.18 -0.26 1.58 4.94
2023 0.33 -0.36 1.23 2.00 1.35 0.73 1.26 0.07 0.51 1.78 1.15 1.44 12.08
2022 4.28 3.60 -11.49 3.39 2.32 0.16 1.18 4.22 1.11 0.80 1.27 1.01 11.39
2021 -0.64 0.69 1.16 1.40 -1.38 -1.24 -1.88 1.28 2.49 2.33 1.82 2.57 8.80
2020 1.01 0.71 3.03 1.82 1.57 1.77 -0.18 0.41 0.50 0.76 1.18 0.83 14.22
2019 3.61 1.82 3.51 0.56 0.79 0.53 -0.57 0.42 1.38 3.05 0.38 1.67 18.45
2018 1.17 1.23 0.94 1.06 2.14 1.20 1.49 0.58 1.79 0.64 1.28 1.73 16.35
2017 1.78 1.32 1.37 0.56 0.91 2.69 1.05 0.80 2.05 0.63 1.94 1.03 17.35
2016 3.76 2.67 1.56 3.62 2.59 6.14 -0.61 1.46 0.36 -0.52 2.66 1.79 28.43
2015 1.49 0.66 2.23 4.81 2.59 1.84 2.12 2.30 2.13 1.38 0.54 1.12 25.76
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

This FX trading strategy is designed to deliver a top-of-a-class risk/reward ratio. Trading is performed under the control of strict risk management. Every trade has a stop-loss guard in place. Therefore, we have limited risk in every trade setup.

Intraday trading, with trades that are usually opened and closed in the same trading session. The system uses one of the most common indicators, to identify over-bought and over-sold price levels in multiple time frames. When all intraday time frames allow the trade to enter the market, they must match the general direction filter that allows or disallows trades to be opened. The number of opened trades per setup is limited to keep the risk under control and is closed by the relative strength indicator when it reaches the desired levels.

Balanced Compounding is a 100% automated forex trading strategy managed by an expert advisor under human supervision. 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 of $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.

*Pro-forma Gross Returns from 2015 to May 2020

** Live Results from June 2020

Return Statistics

Last Month 1.58%
Year To Date 4.94%
3 Month ROR 2.51%
12 Months ROR 13.95%
36 Month ROR 38.90%
Total Return Cumulative 325.29%
Total Return Annualized 16.78%
Best Month 6.14%
Winning Months (%) 90.18%
Gain Deviation 1.08

Risk Statistics

Standard Deviation Annualized 6.02%
Max Drawdown (Monthly) -11.49%
Max Drawdown Length 8
Worst Month -11.49%
Losing Months (%) 9.82%
Average Losing Month -1.74%
Loss Deviation 3.12
Correlation vs S&P 500 -0.13
Correlation vs DJ/CS MF -0.21

Risk/Reward Statistics

Sharpe Ratio 2.62
Sortino Ratio 4.02
Omega Ratio 2.51
Skewness -3.34
Kurtosis 26.29

Performance (VAMI)

Fund Manager

Yaron Goldblum started his career in 1990 with Bear Stearn in New York. He is a highly experienced professional market participant across forex and futures asset classes, with finely tuned portfolio construction and risk management skills. Yaron fuses today’s trading technology with traditional wealth management attributes, consistently producing returns in line with clients’ portfolio asset mix and risk v reward ratios.

Yaron graduated in 1989 with a Master's in Banking, Corporate Finance, and Securities law from Columbia Business School in New York, NY.

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 -11.49% 1 7 03/2022 10/2022
2 -4.43% 3 3 05/2021 10/2021
3 -0.64% 1 1 01/2021 02/2021
4 -0.61% 1 1 07/2016 08/2016
5 -0.57% 1 2 07/2019 09/2019

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 6.14%-11.49%1.32%1.27%1.58%90.18%
3 Months 12.83%-6.37%4.01%3.95%2.51%94.55%
6 Months 22.07%-1.69%8.09%7.98%7.68%95.33%
1 Year 34.24%1.73%16.48%16.30%13.95%100.00%
2 Years 63.04%13.37%34.28%36.14%32.52%100.00%
3 Years 90.01%28.89%54.32%54.60%38.90%100.00%
5 Years 162.15%73.86%106.92%92.06%75.62%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg16.78%59.47%151.83%511.26%3182.73%16897.66%
% Positive90.18%94.55%95.33%100.00%100.00%100.00%
Avg. Pos. Period1.65%4.47%8.53%16.48%34.28%54.32%
Avg. Neg. Period-1.74%-3.91%-0.97% - - -
Sharpe Ratio2.624.576.408.4710.0411.16
Sortino Ratio4.0213.65114.330.000.000.00
Standard Deviation1.74%3.04%4.37%6.74%11.83%16.86%
Downside Deviation1.12%1.01%0.24%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

Data not available

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 persons in trades in which he is/was involved concerning the Chelton Strategy. Such information has been included only to provide prospective investors in the Strategy with details about a person's area of expertise. Any 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 risk, including 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 complete and is not intended to constitute, and should not be construed as, investment advice or deal arrangement activities with a view to investment transactions. Chelton does not, and will not, receive or transmit orders from investors nor 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. They may use one among alternative methodologies that produce different results. Accordingly, any projections or analyses should not be viewed as factual or relied upon to accurately predict future results. No representation is made that any investment will likely achieve profits or losses similar to those shown. No reliance may be placed on the information and opinions 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 provided purely for reference and, as such, is confidential and intended for private use only. The text, statistical data, or any portion contained in this Presentation may not be stored on a computer, published, rewritten for broadcast or publication or redistributed in any medium except with Chelton's express written permission.

Chelton will not be liable for any inaccuracies, errors or omissions in the material, the transmission or delivery of all or any part thereof, or any damage arising from any preceding.
 
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 Sevices FZCO is registered in Dubai, UAE, under licence 39416, issued by the Dubai Integrated EconomicZones Authority.  Chelton Advisory and Management Services FZCO is authorised as a project developer, 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.