Coeus Capital B.V.

Diversified Currency Fund

Investment Strategy

The fund has selected three to four currency expert teams, each managing a portion of the portfolio directly. They have in common, that they have excellent risk management and are seasoned in their fields, but differ in style and method of technical analysis. Also, some are more systematic and others more discretionary.

Performance (VAMI)

Monthly Returns

Fund Manager

Robert Teuwisse

General Information

Inception DateMar 2018
Minimum Investment100,000 EUR
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
Phone+652336340
E-mail[email protected]
Websitewww.coeuscapital.eu

Statistics

Total Return Cumulative 99.74%
Sharpe Ratio 2.99
Sortino Ratio 8.05
Winning Months (%) 86.84%
Correlation vs. S&P 500 TR 0.04

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.59 1.92 0.60 -0.42 1.15 1.36 7.39
2023 0.51 -1.73 0.33 3.32 0.41 -2.11 0.11 0.38 -0.17 0.22 0.97 0.68 2.86
2022 1.51 2.21 0.31 0.86 1.77 0.63 0.78 1.45 0.47 0.52 2.02 0.10 13.36
2021 -0.89 1.05 0.93 0.71 -0.40 -0.41 1.08 0.46 1.19 1.47 1.74 1.10 8.29
2020 0.88 1.21 1.03 0.67 1.59 -0.88 0.71 1.11 0.32 0.66 0.80 0.64 9.08
2019 2.48 3.52 0.66 0.13 1.13 1.81 1.22 0.20 1.19 1.20 0.62 1.30 16.55
2018 -1.22 3.78 1.94 -0.86 2.32 1.66 0.87 2.65 1.47 2.34 15.88
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.
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

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 and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Return Statistics

Last Month 1.36%
Year To Date 7.39%
3 Month ROR 2.10%
12 Months ROR 9.76%
36 Month ROR 34.28%
Total Return Cumulative 99.74%
Total Return Annualized 11.54%
Best Month 3.78%
Winning Months (%) 86.84%
Gain Deviation 0.82

Risk Statistics

Standard Deviation Annualized 3.69%
Max Drawdown (Monthly) -2.11%
Max Drawdown Length 7
Worst Month -2.11%
Losing Months (%) 13.16%
Average Losing Month -0.91%
Loss Deviation 0.59
Correlation vs S&P 500 0.04
Correlation vs DJ/CS MF -0.10

Risk/Reward Statistics

Sharpe Ratio 2.99
Sortino Ratio 8.05
Omega Ratio 1.23
Skewness -0.03
Kurtosis 1.19

Drawdown Report

No. Depth (%) Length (Months) Recovery (Months) Start date End date
Fund Index Fund Index Fund Index Fund Index Fund Index
1 -2.11% 1 6 06/2023 12/2023
2 -1.73% 1 2 02/2023 04/2023
3 -1.22% 1 1 03/2018 04/2018
4 -0.89% 1 1 01/2021 02/2021
5 -0.88% 1 2 06/2020 08/2020

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.78%-2.11%0.92%0.88%1.36%86.84%
3 Months 8.57%-1.63%2.79%2.86%2.10%93.24%
6 Months 14.07%-1.18%5.65%5.81%7.39%97.18%
1 Year 25.27%2.27%11.17%10.18%9.76%100.00%
2 Years 41.03%15.64%22.68%21.03%16.48%100.00%
3 Years 50.74%26.00%34.65%34.17%34.28%100.00%
5 Years 81.41%56.58%67.02%63.97%56.58%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg11.54%38.86%92.31%251.04%1043.85%3411.76%
% Positive86.84%93.24%97.18%100.00%100.00%100.00%
Avg. Pos. Period1.20%3.07%5.84%11.17%22.68%34.65%
Avg. Neg. Period-0.91%-1.07%-0.90% - - -
Sharpe Ratio2.995.076.076.9912.1120.18
Sortino Ratio8.0530.55122.570.000.000.00
Standard Deviation1.07%1.91%3.22%5.53%6.49%5.95%
Downside Deviation0.39%0.31%0.16%0.00%0.00%0.00%
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.

Company Information

Minimum Investment100,000 EUR (notional funding: 60.00%)
AUM18,050,000 EUR
Management Fee2.00%
Performance Fee20.00%
Highwater MarkYes
RT per Million1000
Margin to Equity10.00%
Legal StructureOpen Ended Investment Fund
Investment RestrictionUS Only, Non US Only, Accredited Investors, Experienced Investors

Company Information

CompanyCoeus Capital B.V.
Principal -
Phone+652336340
E-mail[email protected]
License NumberAutoriteit Financiele Markten 50026402
LocationAmsterdam, Netherlands
Performance Compiled by -

Monthly Performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 2.59 1.92 0.60 -0.42 1.15 1.36 7.39
2023 0.51 -1.73 0.33 3.32 0.41 -2.11 0.11 0.38 -0.17 0.22 0.97 0.68 2.86
2022 1.51 2.21 0.31 0.86 1.77 0.63 0.78 1.45 0.47 0.52 2.02 0.10 13.36
2021 -0.89 1.05 0.93 0.71 -0.40 -0.41 1.08 0.46 1.19 1.47 1.74 1.10 8.29
2020 0.88 1.21 1.03 0.67 1.59 -0.88 0.71 1.11 0.32 0.66 0.80 0.64 9.08
2019 2.48 3.52 0.66 0.13 1.13 1.81 1.22 0.20 1.19 1.20 0.62 1.30 16.55
2018 -1.22 3.78 1.94 -0.86 2.32 1.66 0.87 2.65 1.47 2.34 15.88
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 fund has selected three to four currency expert teams, each managing a portion of the portfolio directly. They have in common, that they have excellent risk management and are seasoned in their fields, but differ in style and method of technical analysis. Also, some are more systematic and others more discretionary.

Return Statistics

Last Month 1.36%
Year To Date 7.39%
3 Month ROR 2.10%
12 Months ROR 9.76%
36 Month ROR 34.28%
Total Return Cumulative 99.74%
Total Return Annualized 11.54%
Best Month 3.78%
Winning Months (%) 86.84%
Gain Deviation 0.82

Risk Statistics

Standard Deviation Annualized 3.69%
Max Drawdown (Monthly) -2.11%
Max Drawdown Length 7
Worst Month -2.11%
Losing Months (%) 13.16%
Average Losing Month -0.91%
Loss Deviation 0.59
Correlation vs S&P 500 0.04
Correlation vs DJ/CS MF -0.10

Risk/Reward Statistics

Sharpe Ratio 2.99
Sortino Ratio 8.05
Omega Ratio 1.23
Skewness -0.03
Kurtosis 1.19

Monthly Returns

Performance (VAMI)

Fund Manager

Robert Teuwisse

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 -2.11% 1 6 06/2023 12/2023
2 -1.73% 1 2 02/2023 04/2023
3 -1.22% 1 1 03/2018 04/2018
4 -0.89% 1 1 01/2021 02/2021
5 -0.88% 1 2 06/2020 08/2020

Return Report

Period BestWorstAverageMedianLastWinning %
1 Month 3.78%-2.11%0.92%0.88%1.36%86.84%
3 Months 8.57%-1.63%2.79%2.86%2.10%93.24%
6 Months 14.07%-1.18%5.65%5.81%7.39%97.18%
1 Year 25.27%2.27%11.17%10.18%9.76%100.00%
2 Years 41.03%15.64%22.68%21.03%16.48%100.00%
3 Years 50.74%26.00%34.65%34.17%34.28%100.00%
5 Years 81.41%56.58%67.02%63.97%56.58%100.00%

Time Window Analysis

1 Month3 Months6 Months1 Year2 Years3 Years
Annual Compounded Avg11.54%38.86%92.31%251.04%1043.85%3411.76%
% Positive86.84%93.24%97.18%100.00%100.00%100.00%
Avg. Pos. Period1.20%3.07%5.84%11.17%22.68%34.65%
Avg. Neg. Period-0.91%-1.07%-0.90% - - -
Sharpe Ratio2.995.076.076.9912.1120.18
Sortino Ratio8.0530.55122.570.000.000.00
Standard Deviation1.07%1.91%3.22%5.53%6.49%5.95%
Downside Deviation0.39%0.31%0.16%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

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Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.