Aenaon Markets SA

Aenaon Syncro Equities - Vanilla Prop.

Overview
Charts
Stats & Ratios
Show All

Investment Strategy

AENAON Syncro Equities uses a speculative investment strategy that looks for pairs of assets that historically have moved together and tries to exploit cases of relative mispricing. More specifically, it assumes that a long-term pricing relationship exists between the two stocks and that the time series of their price spread is stationary.

Performance (VAMI)

Monthly Returns

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.

General Information

Inception Date	Jan 2017
Minimum Investment	100,000 USD
Management Fee	2.00%
Performance Fee	20.00%
Highwater Mark	Yes
Phone	+30 210 5779 238
E-mail	[email protected]
Website	www.aenaonmarkets.com

Statistics

Total Return Cumulative	226.77%
Sharpe Ratio	1.43
Sortino Ratio	3.90
Winning Months (%)	71.26%
Correlation vs. Credit Suisse Event Driven	0.03

Monthly Performance

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2024	0.70	0.70	0.84										2.26
2023	0.12	0.33	-0.54	0.40	0.92	0.39	1.06	0.97	-0.07	1.34	-0.64	1.02	5.41
2022	1.24	-0.88	1.72	0.92	1.92	1.16	2.37	1.40	1.07	1.95	0.93	0.34	15.05
2021	0.96	1.56	-0.99	1.50	-0.54	1.92	1.57	2.35	1.52	-0.46	-0.93	0.80	9.58
2020	16.78_A	1.04_A	-2.98_A	-5.56_A	4.09_A	-0.01_A	2.09	-0.77	1.25	2.45	3.14	1.47	23.75
2019	6.43_B	-2.63_B	7.40_B	-1.91_B	-1.19_A	-0.32_A	-4.69_A	3.97_A	0.70_A	4.39_A	4.99_A	-0.18_A	17.39
2018	7.31_B	16.68_B	7.93_B	2.04_B	0.65_B	-2.52_B	-2.71_B	1.18_B	-3.29_B	0.90_B	2.47_B	0.20_B	33.43
2017	3.77_B	2.23_B	-0.34_B	-1.16_B	-4.14_B	6.23_B	7.32_B	2.02_B	1.05_B	-2.74_B	3.69_B	4.49_B	24.06

Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.

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.

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.

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Up Capture vs. Credit Suisse Event Driven

Down Capture vs. Credit Suisse Event Driven

AUM

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

Data not available

Return Statistics

Last Month	0.84%
Year To Date	2.26%
3 Month ROR	2.26%
12 Months ROR	7.88%
36 Month ROR	33.85%
Total Return Cumulative	226.77%
Total Return Annualized	17.74%
Best Month	16.78%
Winning Months (%)	71.26%
Gain Deviation	3.25

Risk Statistics

Standard Deviation Annualized	11.99%
Max Drawdown (Monthly)	-8.37%
Max Drawdown Length	8
Worst Month	-5.56%
Losing Months (%)	28.74%
Average Losing Month	-1.69%
Loss Deviation	1.52
Correlation vs S&P 500	-0.03
Correlation vs DJ/CS MF	-0.14

Risk/Reward Statistics

Sharpe Ratio	1.43
Sortino Ratio	3.90
Omega Ratio	1.76
Skewness	2.03
Kurtosis	7.67

Drawdown Report

No.	Depth (%)	Length (Months)	Recovery (Months)	Start date	End date
Fund	Index	Fund	Index	Fund	Index	Fund	Index	Fund	Index
1	-8.37%	-	2	-	6	-	03/2020	-	10/2020	-
2	-7.92%	-	4	-	3	-	04/2019	-	10/2019	-
3	-7.20%	-	4	-	4	-	06/2018	-	01/2019	-
4	-5.57%	-	3	-	1	-	03/2017	-	06/2017	-
5	-2.74%	-	1	-	1	-	10/2017	-	11/2017	-

Return Report

Period	Best	Worst	Average	Median	Last	Winning %
1 Month	16.78%	-5.56%	1.43%	1.02%	0.84%	71.26%
3 Months	35.14%	-7.42%	4.36%	2.44%	2.26%	81.18%
6 Months	49.40%	-5.76%	9.12%	6.45%	4.01%	90.24%
1 Year	71.89%	3.71%	19.10%	14.03%	7.88%	100.00%
2 Years	78.27%	15.33%	37.96%	33.38%	21.48%	100.00%
3 Years	118.69%	31.42%	62.67%	56.12%	33.85%	100.00%
5 Years	176.20%	77.36%	120.93%	112.73%	77.36%	100.00%

Time Window Analysis

	1 Month	3 Months	6 Months	1 Year	2 Years	3 Years
Annual Compounded Avg	17.74%	62.35%	170.61%	650.98%	4278.66%	29634.26%
% Positive	71.26%	81.18%	90.24%	100.00%	100.00%	100.00%
Avg. Pos. Period	2.68%	6.03%	10.49%	19.10%	37.96%	62.67%
Avg. Neg. Period	-1.69%	-2.86%	-3.52%	-	-	-
Sharpe Ratio	1.43	2.05	2.95	4.53	7.95	8.39
Sortino Ratio	3.90	8.81	25.38	0.00	0.00	0.00
Standard Deviation	3.46%	7.37%	10.71%	14.61%	16.53%	25.89%
Downside Deviation	1.22%	1.62%	1.18%	0.00%	0.00%	0.00%

Monthly Performance

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2024	0.70	0.70	0.84										2.26
2023	0.12	0.33	-0.54	0.40	0.92	0.39	1.06	0.97	-0.07	1.34	-0.64	1.02	5.41
2022	1.24	-0.88	1.72	0.92	1.92	1.16	2.37	1.40	1.07	1.95	0.93	0.34	15.05
2021	0.96	1.56	-0.99	1.50	-0.54	1.92	1.57	2.35	1.52	-0.46	-0.93	0.80	9.58
2020	16.78_A	1.04_A	-2.98_A	-5.56_A	4.09_A	-0.01_A	2.09	-0.77	1.25	2.45	3.14	1.47	23.75
2019	6.43_B	-2.63_B	7.40_B	-1.91_B	-1.19_A	-0.32_A	-4.69_A	3.97_A	0.70_A	4.39_A	4.99_A	-0.18_A	17.39
2018	7.31_B	16.68_B	7.93_B	2.04_B	0.65_B	-2.52_B	-2.71_B	1.18_B	-3.29_B	0.90_B	2.47_B	0.20_B	33.43
2017	3.77_B	2.23_B	-0.34_B	-1.16_B	-4.14_B	6.23_B	7.32_B	2.02_B	1.05_B	-2.74_B	3.69_B	4.49_B	24.06

Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.

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

Return Statistics

Last Month	0.84%
Year To Date	2.26%
3 Month ROR	2.26%
12 Months ROR	7.88%
36 Month ROR	33.85%
Total Return Cumulative	226.77%
Total Return Annualized	17.74%
Best Month	16.78%
Winning Months (%)	71.26%
Gain Deviation	3.25

Risk Statistics

Standard Deviation Annualized	11.99%
Max Drawdown (Monthly)	-8.37%
Max Drawdown Length	8
Worst Month	-5.56%
Losing Months (%)	28.74%
Average Losing Month	-1.69%
Loss Deviation	1.52
Correlation vs S&P 500	-0.03
Correlation vs DJ/CS MF	-0.14

Risk/Reward Statistics

Sharpe Ratio	1.43
Sortino Ratio	3.90
Omega Ratio	1.76
Skewness	2.03
Kurtosis	7.67

Performance (VAMI)

Fund Manager

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	-8.37%	-	2	-	6	-	03/2020	-	10/2020	-
2	-7.92%	-	4	-	3	-	04/2019	-	10/2019	-
3	-7.20%	-	4	-	4	-	06/2018	-	01/2019	-
4	-5.57%	-	3	-	1	-	03/2017	-	06/2017	-
5	-2.74%	-	1	-	1	-	10/2017	-	11/2017	-

Return Report

Period	Best	Worst	Average	Median	Last	Winning %
1 Month	16.78%	-5.56%	1.43%	1.02%	0.84%	71.26%
3 Months	35.14%	-7.42%	4.36%	2.44%	2.26%	81.18%
6 Months	49.40%	-5.76%	9.12%	6.45%	4.01%	90.24%
1 Year	71.89%	3.71%	19.10%	14.03%	7.88%	100.00%
2 Years	78.27%	15.33%	37.96%	33.38%	21.48%	100.00%
3 Years	118.69%	31.42%	62.67%	56.12%	33.85%	100.00%
5 Years	176.20%	77.36%	120.93%	112.73%	77.36%	100.00%

Time Window Analysis

	1 Month	3 Months	6 Months	1 Year	2 Years	3 Years
Annual Compounded Avg	17.74%	62.35%	170.61%	650.98%	4278.66%	29634.26%
% Positive	71.26%	81.18%	90.24%	100.00%	100.00%	100.00%
Avg. Pos. Period	2.68%	6.03%	10.49%	19.10%	37.96%	62.67%
Avg. Neg. Period	-1.69%	-2.86%	-3.52%	-	-	-
Sharpe Ratio	1.43	2.05	2.95	4.53	7.95	8.39
Sortino Ratio	3.90	8.81	25.38	0.00	0.00	0.00
Standard Deviation	3.46%	7.37%	10.71%	14.61%	16.53%	25.89%
Downside Deviation	1.22%	1.62%	1.18%	0.00%	0.00%	0.00%

Up Capture vs. Credit Suisse Event Driven

Down Capture vs. Credit Suisse Event Driven

Drawdown

Volatility (12 Months Rolling)

Instruments

Data not available

AUM

For the latest performance, please scan the image above with a QR Reader.

To:
From:
Subject:

Aenaon Markets SA - Aenaon Syncro Equities - Vanilla

Minimum Investment	100,000 USD
AUM	2,000,000 USD
Management Fee	2.00%
Performance Fee	20.00%
Highwater Mark	Yes
RT per Million	-
Margin to Equity	-
Legal Structure	Managed Account or Fund
Investment Restriction	US Only

Company	Aenaon Markets SA
Principal	Anastasios Skordakis
Phone	+30 210 5779 238
E-mail	[email protected]
License Number	CySEC 227/14
Location	Athens, Greece
Performance Compiled by	Deloitte

Aenaon Markets SA

Aenaon Syncro Equities - Vanilla Prop.

Investment Strategy

Performance (VAMI)

Monthly Returns

Fund Manager

General Information

Statistics

Monthly Performance

Monthly Returns

Performance (VAMI)

Distribution of Monthly Returns

12 Month Rolling ROR

Up Capture vs. Credit Suisse Event Driven

Down Capture vs. Credit Suisse Event Driven

AUM

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

Return Statistics

Risk Statistics

Risk/Reward Statistics

Drawdown Report

Return Report

Time Window Analysis

Company Information

Company Information

Monthly Performance

Strategy Description

Return Statistics

Risk Statistics

Risk/Reward Statistics

Performance (VAMI)

Fund Manager

Distribution of Monthly Returns

12 Month Rolling ROR

Drawdown Report

Return Report

Time Window Analysis

Up Capture vs. Credit Suisse Event Driven

Down Capture vs. Credit Suisse Event Driven

Drawdown

Volatility (12 Months Rolling)

Instruments

AUM