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Subject:
Coeus Capital B.V. - Diversified Currency Fund
Coeus Capital B.V.
Diversified Currency Fund
Overview
Charts
Stats & Ratios
Show All
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
Fund Information
Inception Date
Mar 2018
Minimum Investment
100,000 EUR
Management Fee
2.00%
Performance Fee
20.00%
Highwater Mark
Yes
Phone
+652336340
E-mail
[email protected]
Website
www.coeuscapital.eu
Statistics
Total Return Cumulative
94.86%
Sharpe Ratio
2.51
Sortino Ratio
5.61
Winning Months (%)
83.95%
Correlation vs. HFRI Macro
0.04
Monthly Performance
Export Data
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
-1.37
-1.13
0.79
-2.49
1.79
4.76
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. HFRI Macro
Down Capture vs. HFRI Macro
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
1.79%
Year To Date
4.76%
3 Month ROR
0.04%
12 Months ROR
5.48%
36 Month ROR
23.49%
Total Return Cumulative
94.86%
Total Return Annualized
10.39%
Best Month
3.78%
Winning Months (%)
83.95%
Gain Deviation
0.82
Risk Statistics
Standard Deviation Annualized
3.99%
Max Drawdown (Monthly)
-4.16%
Max Drawdown # of Months
4
Worst Month
-2.49%
Losing Months (%)
16.05%
Average Losing Month
-1.08%
Loss Deviation
0.67
Correlation vs S&P 500
0.05
Correlation vs DJ/CS MF
-0.04
Risk/Reward Statistics
Sharpe Ratio
2.51
Sortino Ratio
5.61
Omega Ratio
0.98
Skewness
-0.29
Kurtosis
1.08
Drawdown Report
No.
Depth (%)
Length (Months)
Recovery (Months)
Start date
End date
Fund
Index
Fund
Index
Fund
Index
Fund
Index
Fund
Index
1
-4.16%
-
4
-
0
-
07/2024
-
-
-
2
-2.11%
-
1
-
6
-
06/2023
-
12/2023
-
3
-1.73%
-
1
-
2
-
02/2023
-
04/2023
-
4
-1.22%
-
1
-
1
-
03/2018
-
04/2018
-
5
-0.89%
-
1
-
1
-
01/2021
-
02/2021
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
3.78%
-2.49%
0.83%
0.86%
1.79%
83.95%
3 Months
8.57%
-2.83%
2.56%
2.72%
0.04%
89.87%
6 Months
14.07%
-1.74%
5.29%
5.58%
-1.12%
94.74%
1 Year
25.27%
2.27%
10.83%
9.78%
5.48%
100.00%
2 Years
41.03%
7.87%
21.63%
20.18%
7.87%
100.00%
3 Years
50.74%
23.43%
33.83%
33.74%
23.49%
100.00%
5 Years
81.41%
44.48%
62.87%
60.60%
46.16%
100.00%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
10.39%
35.06%
84.45%
238.58%
927.77%
3159.01%
% Positive
83.95%
89.87%
94.74%
100.00%
100.00%
100.00%
Avg. Pos. Period
1.20%
3.00%
5.65%
10.83%
21.63%
33.83%
Avg. Neg. Period
-1.08%
-1.38%
-1.17%
-
-
-
Sharpe Ratio
2.51
4.26
5.35
6.85
10.53
18.98
Sortino Ratio
5.61
17.63
64.20
0.00
0.00
0.00
Standard Deviation
1.15%
2.08%
3.43%
5.48%
7.12%
6.17%
Downside Deviation
0.51%
0.50%
0.28%
0.00%
0.00%
0.00%
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.
Fund Information
Minimum Investment
100,000 EUR (notional funding: 60.00%)
AUM
18,050,000 EUR
Management Fee
2.00%
Performance Fee
20.00%
Highwater Mark
Yes
RT per Million
1000
Margin to Equity
10.00%
Legal Structure
Open Ended Investment Fund
Investment Restriction
US Only, Non US Only, Accredited Investors, Experienced Investors
Company Information
Company
Coeus Capital B.V.
Principal
-
Phone
+652336340
E-mail
[email protected]
License Number
Autoriteit Financiele Markten 50026402
Location
Amsterdam, Netherlands
Performance Compiled by
-
Monthly Performance
Export Data
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
-1.37
-1.13
0.79
-2.49
1.79
4.76
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
1.79%
Year To Date
4.76%
3 Month ROR
0.04%
12 Months ROR
5.48%
36 Month ROR
23.49%
Total Return Cumulative
94.86%
Total Return Annualized
10.39%
Best Month
3.78%
Winning Months (%)
83.95%
Gain Deviation
0.82
Risk Statistics
Standard Deviation Annualized
3.99%
Max Drawdown (Monthly)
-4.16%
Max Drawdown # of Months
4
Worst Month
-2.49%
Losing Months (%)
16.05%
Average Losing Month
-1.08%
Loss Deviation
0.67
Correlation vs S&P 500
0.05
Correlation vs DJ/CS MF
-0.04
Risk/Reward Statistics
Sharpe Ratio
2.51
Sortino Ratio
5.61
Omega Ratio
0.98
Skewness
-0.29
Kurtosis
1.08
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
-4.16%
-
4
-
0
-
07/2024
-
-
-
2
-2.11%
-
1
-
6
-
06/2023
-
12/2023
-
3
-1.73%
-
1
-
2
-
02/2023
-
04/2023
-
4
-1.22%
-
1
-
1
-
03/2018
-
04/2018
-
5
-0.89%
-
1
-
1
-
01/2021
-
02/2021
-
Return Report
Period
Best
Worst
Average
Median
Last
Winning %
1 Month
3.78%
-2.49%
0.83%
0.86%
1.79%
83.95%
3 Months
8.57%
-2.83%
2.56%
2.72%
0.04%
89.87%
6 Months
14.07%
-1.74%
5.29%
5.58%
-1.12%
94.74%
1 Year
25.27%
2.27%
10.83%
9.78%
5.48%
100.00%
2 Years
41.03%
7.87%
21.63%
20.18%
7.87%
100.00%
3 Years
50.74%
23.43%
33.83%
33.74%
23.49%
100.00%
5 Years
81.41%
44.48%
62.87%
60.60%
46.16%
100.00%
Time Window Analysis
1 Month
3 Months
6 Months
1 Year
2 Years
3 Years
Annual Compounded Avg
10.39%
35.06%
84.45%
238.58%
927.77%
3159.01%
% Positive
83.95%
89.87%
94.74%
100.00%
100.00%
100.00%
Avg. Pos. Period
1.20%
3.00%
5.65%
10.83%
21.63%
33.83%
Avg. Neg. Period
-1.08%
-1.38%
-1.17%
-
-
-
Sharpe Ratio
2.51
4.26
5.35
6.85
10.53
18.98
Sortino Ratio
5.61
17.63
64.20
0.00
0.00
0.00
Standard Deviation
1.15%
2.08%
3.43%
5.48%
7.12%
6.17%
Downside Deviation
0.51%
0.50%
0.28%
0.00%
0.00%
0.00%
Up Capture vs. HFRI Macro
Down Capture vs. HFRI Macro
Drawdown
Volatility (12 Months Rolling)
Instruments
AUM
For the latest performance, please scan the image above with a QR Reader.
Data and information is provided for informational purposes only. Past performance is not necessarily indicative of future results.