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Aenaon Investments SA

Aenaon Syncro Currencies - ABR

Investment Strategy

The program uses a systematic approach trading diversified portfolio of major currencies. The model is a short-term volatility break-out driven system with multiple filters that applies strict risk management principles, all of which have been thoroughly back-tested. It is a fully algorithmic automated system which tracks historical daily price ranges (volatility) and identifies patterns analyzing the synchronization characteristics of different time scales of the same currency at any given point in time. Thereafter the currency market status will be uniquely described by its current pattern formation, time frames’ synchronization state and statistical properties. The combined pattern and synch state is called "Sync ID". The true uniqueness of our investment approach lays in the use of Machine Learning methods in screening the most profitable Sync IDs in determining their respective optimal trade management tactics for each Sync ID.
The Aenaon Syncro Algo sets firm risk parameters, with the objective to limit losses on a per trade basis while allowing the system to profit from short-term price movements.

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. He is also FCA-approved for the CF30 customer function.

Fund Information

Inception DateJan 2016
Minimum Investment50,000 EUR
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
Phone+30 210 5779 238
E-mail[email protected]
Websitewww.aenaonam.com

Statistics

Total Return Cumulative 312.55%
Sharpe Ratio 1.39
Sortino Ratio 2.59
Winning Months (%) 67.62%
Correlation vs. S&P 500 TR -0.07

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.12 -3.21 5.68 1.29 2.26 0.52 0.26 -0.08 5.43 12.62
2023 0.60 1.71 1.20 8.35 1.73 4.61 4.36 0.33 2.12 1.64 4.64 1.73 38.13
2022 7.04 -1.92 -0.86 0.07 -4.96 0.24 0.19 0.11 -1.81 -4.10 -1.49 2.95 -4.96
2021 -1.93 3.02 -0.96 -0.50 -5.84 0.64 -5.85 3.53 4.94 2.40 2.68 -1.34 0.11
2020 0.84A 6.26A 5.05A -3.54A -1.71A 3.24A 7.52 -1.60 0.87 -1.79 2.25 3.94 22.73
2019 3.55A -5.28A 4.31A -3.61A 2.21A -0.18A 4.69A 0.25A 6.35A -1.72A -3.90A 8.56A 15.15
2018 9.07A -3.40A 1.06A -1.34A -0.38A -0.44A 7.03A 2.62A 2.45A 5.91A 5.83A -2.65A 27.93
2017 2.54A -4.05A 4.50A 5.40A 0.98A 6.00A 4.15A 2.76A 3.50A -3.61A -3.29A 7.77A 29.08
2016 2.86 -1.38 2.76 -0.97 5.20 2.73 4.06 1.76 -8.10 7.18 0.60 2.03 19.44
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.
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
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. S&P 500 TR

Down Capture vs. S&P 500 TR

AUM

Volatility (12 Months Rolling)

Risk/Return Comparison

Drawdown

Instruments

Data not available
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
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 12.62%
3 Month ROR 5.62%
12 Months ROR 21.85%
36 Month ROR 53.37%
Total Return Cumulative 312.55%
Total Return Annualized 17.58%
Best Month 9.07%
Winning Months (%) 67.62%
Gain Deviation 2.39

Risk Statistics

Standard Deviation Annualized 12.31%
Max Drawdown (Monthly) -13.75%
Max Drawdown # of Months 16
Worst Month -8.10%
Losing Months (%) 32.38%
Average Losing Month -2.58%
Loss Deviation 1.88
Correlation vs S&P 500 -0.07
Correlation vs DJ/CS MF -0.02

Risk/Reward Statistics

Sharpe Ratio 1.39
Sortino Ratio 2.59
Omega Ratio 1.50
Skewness -0.11
Kurtosis -0.29

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -13.75% 10 6 02/2022 05/2023
2 -12.08% 5 4 03/2021 11/2021
3 -8.10% 1 3 09/2016 12/2016
4 -6.78% 2 1 10/2017 12/2017
5 -5.55% 2 1 10/2019 12/2019

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 9.07%-8.10%1.42%1.64%5.43%67.62%
3 Months 16.32%-10.78%4.23%4.23%5.62%75.73%
6 Months 26.18%-10.02%8.66%9.60%9.97%82.00%
1 Year 41.62%-10.68%17.83%19.41%21.85%91.49%
2 Years 73.07%-4.85%35.79%39.34%51.29%92.68%
3 Years 108.17%7.42%56.37%50.43%53.37%100.00%
5 Years 178.72%58.66%107.55%93.81%86.25%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg17.58%61.31%161.26%569.16%3346.31%17691.73%
% Positive67.62%75.73%82.00%91.49%92.68%100.00%
Avg. Pos. Period3.34%6.76%11.56%20.11%38.83%56.37%
Avg. Neg. Period-2.58%-3.66%-4.55%-6.70%-2.77% -
Sharpe Ratio1.392.483.595.046.367.19
Sortino Ratio2.596.5212.5428.78138.440.00
Standard Deviation3.55%5.92%8.36%12.25%19.48%27.16%
Downside Deviation1.82%2.16%2.30%2.07%0.86%0.00%
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
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.
 

Fund Information

Minimum Investment50,000 EUR (notional funding: 0.00%)
AUM55,000,000 EUR
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million185
Margin to Equity10.00%
Legal StructureManaged Account or Fund
Investment RestrictionUS Only

Company Information

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

Monthly Performance

Export Data
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 0.12 -3.21 5.68 1.29 2.26 0.52 0.26 -0.08 5.43 12.62
2023 0.60 1.71 1.20 8.35 1.73 4.61 4.36 0.33 2.12 1.64 4.64 1.73 38.13
2022 7.04 -1.92 -0.86 0.07 -4.96 0.24 0.19 0.11 -1.81 -4.10 -1.49 2.95 -4.96
2021 -1.93 3.02 -0.96 -0.50 -5.84 0.64 -5.85 3.53 4.94 2.40 2.68 -1.34 0.11
2020 0.84A 6.26A 5.05A -3.54A -1.71A 3.24A 7.52 -1.60 0.87 -1.79 2.25 3.94 22.73
2019 3.55A -5.28A 4.31A -3.61A 2.21A -0.18A 4.69A 0.25A 6.35A -1.72A -3.90A 8.56A 15.15
2018 9.07A -3.40A 1.06A -1.34A -0.38A -0.44A 7.03A 2.62A 2.45A 5.91A 5.83A -2.65A 27.93
2017 2.54A -4.05A 4.50A 5.40A 0.98A 6.00A 4.15A 2.76A 3.50A -3.61A -3.29A 7.77A 29.08
2016 2.86 -1.38 2.76 -0.97 5.20 2.73 4.06 1.76 -8.10 7.18 0.60 2.03 19.44
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

The program uses a systematic approach trading diversified portfolio of major currencies. The model is a short-term volatility break-out driven system with multiple filters that applies strict risk management principles, all of which have been thoroughly back-tested. It is a fully algorithmic automated system which tracks historical daily price ranges (volatility) and identifies patterns analyzing the synchronization characteristics of different time scales of the same currency at any given point in time. Thereafter the currency market status will be uniquely described by its current pattern formation, time frames’ synchronization state and statistical properties. The combined pattern and synch state is called "Sync ID". The true uniqueness of our investment approach lays in the use of Machine Learning methods in screening the most profitable Sync IDs in determining their respective optimal trade management tactics for each Sync ID.
The Aenaon Syncro Algo sets firm risk parameters, with the objective to limit losses on a per trade basis while allowing the system to profit from short-term price movements.

Return Statistics

Last Month -
Year To Date 12.62%
3 Month ROR 5.62%
12 Months ROR 21.85%
36 Month ROR 53.37%
Total Return Cumulative 312.55%
Total Return Annualized 17.58%
Best Month 9.07%
Winning Months (%) 67.62%
Gain Deviation 2.39

Risk Statistics

Standard Deviation Annualized 12.31%
Max Drawdown (Monthly) -13.75%
Max Drawdown # of Months 16
Worst Month -8.10%
Losing Months (%) 32.38%
Average Losing Month -2.58%
Loss Deviation 1.88
Correlation vs S&P 500 -0.07
Correlation vs DJ/CS MF -0.02

Risk/Reward Statistics

Sharpe Ratio 1.39
Sortino Ratio 2.59
Omega Ratio 1.50
Skewness -0.11
Kurtosis -0.29

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. He is also FCA-approved for the CF30 customer function.

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 -13.75% 10 6 02/2022 05/2023
2 -12.08% 5 4 03/2021 11/2021
3 -8.10% 1 3 09/2016 12/2016
4 -6.78% 2 1 10/2017 12/2017
5 -5.55% 2 1 10/2019 12/2019

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 9.07%-8.10%1.42%1.64%5.43%67.62%
3 Months 16.32%-10.78%4.23%4.23%5.62%75.73%
6 Months 26.18%-10.02%8.66%9.60%9.97%82.00%
1 Year 41.62%-10.68%17.83%19.41%21.85%91.49%
2 Years 73.07%-4.85%35.79%39.34%51.29%92.68%
3 Years 108.17%7.42%56.37%50.43%53.37%100.00%
5 Years 178.72%58.66%107.55%93.81%86.25%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg17.58%61.31%161.26%569.16%3346.31%17691.73%
% Positive67.62%75.73%82.00%91.49%92.68%100.00%
Avg. Pos. Period3.34%6.76%11.56%20.11%38.83%56.37%
Avg. Neg. Period-2.58%-3.66%-4.55%-6.70%-2.77% -
Sharpe Ratio1.392.483.595.046.367.19
Sortino Ratio2.596.5212.5428.78138.440.00
Standard Deviation3.55%5.92%8.36%12.25%19.48%27.16%
Downside Deviation1.82%2.16%2.30%2.07%0.86%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.
Returns are based on proforma adjustments to a proprietary account to reflect fees. Client accounts will be traded in like fashion.
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.
 
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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.