Aenaon Markets SA

Aenaon Syncro Equities - Vanilla Prop.

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 DateJan 2017
Minimum Investment100,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
Phone+30 210 5779 238
E-mail[email protected]
Websitewww.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 16.78A 1.04A -2.98A -5.56A 4.09A -0.01A 2.09 -0.77 1.25 2.45 3.14 1.47 23.75
2019 6.43B -2.63B 7.40B -1.91B -1.19A -0.32A -4.69A 3.97A 0.70A 4.39A 4.99A -0.18A 17.39
2018 7.31B 16.68B 7.93B 2.04B 0.65B -2.52B -2.71B 1.18B -3.29B 0.90B 2.47B 0.20B 33.43
2017 3.77B 2.23B -0.34B -1.16B -4.14B 6.23B 7.32B 2.02B 1.05B -2.74B 3.69B 4.49B 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
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.
 

Return Statistics

Last Month -
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 BestWorstAverageMedianLastWinning %
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 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg17.74%62.35%170.61%650.98%4278.66%29634.26%
% Positive71.26%81.18%90.24%100.00%100.00%100.00%
Avg. Pos. Period2.68%6.03%10.49%19.10%37.96%62.67%
Avg. Neg. Period-1.69%-2.86%-3.52% - - -
Sharpe Ratio1.432.052.954.537.958.39
Sortino Ratio3.908.8125.380.000.000.00
Standard Deviation3.46%7.37%10.71%14.61%16.53%25.89%
Downside Deviation1.22%1.62%1.18%0.00%0.00%0.00%
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.
 

Company Information

Minimum Investment100,000 USD
AUM2,000,000 USD
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million -
Margin to Equity -
Legal StructureManaged Account or Fund
Investment RestrictionUS Only

Company Information

CompanyAenaon Markets SA
PrincipalAnastasios Skordakis
Phone+30 210 5779 238
E-mail[email protected]
License NumberCySEC 227/14
LocationAthens, Greece
Performance Compiled byDeloitte

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 16.78A 1.04A -2.98A -5.56A 4.09A -0.01A 2.09 -0.77 1.25 2.45 3.14 1.47 23.75
2019 6.43B -2.63B 7.40B -1.91B -1.19A -0.32A -4.69A 3.97A 0.70A 4.39A 4.99A -0.18A 17.39
2018 7.31B 16.68B 7.93B 2.04B 0.65B -2.52B -2.71B 1.18B -3.29B 0.90B 2.47B 0.20B 33.43
2017 3.77B 2.23B -0.34B -1.16B -4.14B 6.23B 7.32B 2.02B 1.05B -2.74B 3.69B 4.49B 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

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.

Return Statistics

Last Month -
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

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.

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 BestWorstAverageMedianLastWinning %
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 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg17.74%62.35%170.61%650.98%4278.66%29634.26%
% Positive71.26%81.18%90.24%100.00%100.00%100.00%
Avg. Pos. Period2.68%6.03%10.49%19.10%37.96%62.67%
Avg. Neg. Period-1.69%-2.86%-3.52% - - -
Sharpe Ratio1.432.052.954.537.958.39
Sortino Ratio3.908.8125.380.000.000.00
Standard Deviation3.46%7.37%10.71%14.61%16.53%25.89%
Downside Deviation1.22%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.
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.