Solaise Capital Management LLP

Solaise Systematic Program


Monthly Performance (%)

Date Range: 05/11 - 10/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 3.12 -2.77 -5.39 -3.64 -3.31 -3.94 4.85 -7.02 -4.49 -2.30   -22.77 
2019 -3.44 6.48 1.95 10.40 -0.87 0.23 8.20 10.47 -3.63 -1.72 2.45 -0.51  32.68 
2018 0.83 -9.28 -1.51 3.27 -1.94 3.69 -0.88 10.23 -4.54 -8.24 3.37 -0.87  -7.23 
2017 -0.62 5.01 -0.10 1.20 1.40 -2.49 1.78 3.67 -8.65 11.05 0.03 4.06  16.23 
2016 0.10 0.20 -5.29 -4.48 -0.99 1.96 -1.05 -5.07 -0.21 -5.60 -1.16 3.24  -17.29 
2015 3.04 1.54 2.98 -2.86 0.31 -6.70 4.43 -1.66 2.61 -3.80 8.09 -3.87  3.18 
2014 -6.11 2.72 0.81 2.21 0.88 1.27 -3.81 2.20 1.82 2.96 5.87 1.33  12.24 
2013 3.96 -3.98 2.43 0.67 -2.99 -3.19 1.82 -3.10 1.96 2.62 1.97 0.08  1.84 
2012 3.45 3.19 -4.65 -0.63 -2.54 -2.30 7.34 -0.99 -1.92 -3.08 1.07 1.56  -0.13 
2011 -2.88 5.89 1.86 -8.05 -4.29 1.63 1.43  -4.97 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Strategy Description

The Solaise Systematic Program seeks to generate attractive long term risk adjusted returns with a low correlation to other major asset classes. The Program is fully systematic and applies a range of underlying trading strategies to a broad range of liquid futures markets. All returns shown prior to June 2018 were subject to a 1% management fee and a 20% performance fee with no hurdle. Returns after 1 June 2018 were subject to no management fee and a 30% performance fee on returns above a 3% compounding annual hurdle. Prior to 1 June 2018 the Program targeted 15% volatility of gross monthly returns. On 1 June 2018 this target was increased to 20% (see note 2). The Solaise Systematic Fund is only available in the United Kingdom and outside the European Economic Area.

Performance Statistics

Date Range: 05/11 - 10/20
  Program S&P 500 Coquest 40 
Total Return 2.30% 192.29% -1.17% 
Annualized Return 0.24% 11.95% -0.12% 
Annualized Std. Deviation 14.30% 13.39% 8.11% 
Correlation 0.19 0.75 
Sharpe Ratio (rf=2.5%) -0.16 0.71 -0.32 
Worst Month -9.28% -12.35% -6.10% 
Date of Worst Month 02/2018 03/2020 02/2018 
Worst Drawdown -25.44% -19.60% -15.74% 
Date of Worst Drawdown 8/19 - 10/20 12/19 - 3/20 3/15 - 1/19 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 05/11 - 10/20
Year or YTD Program S&P 500 Coquest 40 
2020 -22.77 2.77 -3.54 
2019 32.68 31.50 7.53 
2018 -7.23 -4.38 -4.29 
2017 16.23 21.84 1.24 
2016 -17.29 11.98 -3.13 
2015 3.18 1.41 0.09 
2014 12.24 13.69 15.75 
2013 1.84 32.41 -2.45 
2012 -0.13 15.98 -4.75 
2011 -4.97 -5.29 -2.13 

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 05/11 - 10/20
Date: 10/31/2020
Perf: $1,025.76 Date: 9/30/2020
Perf: $1,029.05 Date: 8/31/2020
Perf: $1,044.30 Date: 7/31/2020
Perf: $1,056.23 Date: 6/30/2020
Perf: $1,036.44 Date: 5/31/2020
Perf: $1,049.88 Date: 4/30/2020
Perf: $1,062.31 Date: 3/31/2020
Perf: $1,058.81 Date: 2/29/2020
Perf: $1,058.18 Date: 1/31/2020
Perf: $1,074.18 Date: 12/31/2019
Perf: $1,063.44 Date: 11/30/2019
Perf: $1,070.08 Date: 10/31/2019
Perf: $1,059.69 Date: 9/30/2019
Perf: $1,083.64 Date: 8/31/2019
Perf: $1,114.51 Date: 7/31/2019
Perf: $1,075.58 Date: 6/30/2019
Perf: $1,040.11 Date: 5/31/2019
Perf: $1,019.71 Date: 4/30/2019
Perf: $1,040.10 Date: 3/31/2019
Perf: $1,012.26 Date: 2/28/2019
Perf: $977.18 Date: 1/31/2019
Perf: $970.97 Date: 12/31/2018
Perf: $988.97 Date: 11/30/2018
Perf: $984.83 Date: 10/31/2018
Perf: $996.79 Date: 9/30/2018
Perf: $1,022.04 Date: 8/31/2018
Perf: $1,026.66 Date: 7/31/2018
Perf: $1,001.13 Date: 6/30/2018
Perf: $1,008.69 Date: 5/31/2018
Perf: $1,000.29 Date: 4/30/2018
Perf: $1,013.36 Date: 3/31/2018
Perf: $1,002.53 Date: 2/28/2018
Perf: $1,003.44 Date: 1/31/2018
Perf: $1,068.62 Date: 12/31/2017
Perf: $1,033.29 Date: 11/30/2017
Perf: $1,022.14 Date: 10/31/2017
Perf: $1,020.82 Date: 9/30/2017
Perf: $979.76 Date: 8/31/2017
Perf: $1,000.88 Date: 7/31/2017
Perf: $984.54 Date: 6/30/2017
Perf: $980.72 Date: 5/31/2017
Perf: $1,010.21 Date: 4/30/2017
Perf: $1,008.30 Date: 3/31/2017
Perf: $1,014.38 Date: 2/28/2017
Perf: $1,029.41 Date: 1/31/2017
Perf: $1,007.45 Date: 12/31/2016
Perf: $1,020.62 Date: 11/30/2016
Perf: $1,012.92 Date: 10/31/2016
Perf: $1,024.18 Date: 9/30/2016
Perf: $1,051.31 Date: 8/31/2016
Perf: $1,065.05 Date: 7/31/2016
Perf: $1,094.49 Date: 6/30/2016
Perf: $1,083.44 Date: 5/31/2016
Perf: $1,039.27 Date: 4/30/2016
Perf: $1,057.78 Date: 3/31/2016
Perf: $1,085.01 Date: 2/29/2016
Perf: $1,117.07 Date: 1/31/2016
Perf: $1,090.25 Date: 12/31/2015
Perf: $1,053.59 Date: 11/30/2015
Perf: $1,078.39 Date: 10/31/2015
Perf: $1,042.83 Date: 9/30/2015
Perf: $1,061.30 Date: 8/31/2015
Perf: $1,038.76 Date: 7/31/2015
Perf: $1,057.04 Date: 6/30/2015
Perf: $1,017.27 Date: 5/31/2015
Perf: $1,073.07 Date: 4/30/2015
Perf: $1,080.85 Date: 3/31/2015
Perf: $1,124.25 Date: 2/28/2015
Perf: $1,099.94 Date: 1/31/2015
Perf: $1,101.70 Date: 12/31/2014
Perf: $1,052.65 Date: 11/30/2014
Perf: $1,034.44 Date: 10/31/2014
Perf: $976.35 Date: 9/30/2014
Perf: $962.20 Date: 8/31/2014
Perf: $948.08 Date: 7/31/2014
Perf: $909.60 Date: 6/30/2014
Perf: $916.94 Date: 5/31/2014
Perf: $909.12 Date: 4/30/2014
Perf: $886.43 Date: 3/31/2014
Perf: $879.74 Date: 2/28/2014
Perf: $892.96 Date: 1/31/2014
Perf: $885.69 Date: 12/31/2013
Perf: $909.43 Date: 11/30/2013
Perf: $910.70 Date: 10/31/2013
Perf: $894.51 Date: 9/30/2013
Perf: $874.49 Date: 8/31/2013
Perf: $879.77 Date: 7/31/2013
Perf: $896.99 Date: 6/30/2013
Perf: $904.86 Date: 5/31/2013
Perf: $940.51 Date: 4/30/2013
Perf: $982.76 Date: 3/31/2013
Perf: $958.05 Date: 2/28/2013
Perf: $944.45 Date: 1/31/2013
Perf: $949.96 Date: 12/31/2012
Perf: $932.24 Date: 11/30/2012
Perf: $927.70 Date: 10/31/2012
Perf: $925.11 Date: 9/30/2012
Perf: $959.86 Date: 8/31/2012
Perf: $975.96 Date: 7/31/2012
Perf: $989.41 Date: 6/30/2012
Perf: $950.54 Date: 5/31/2012
Perf: $987.67 Date: 4/30/2012
Perf: $969.26 Date: 3/31/2012
Perf: $963.48 Date: 2/29/2012
Perf: $985.86 Date: 1/31/2012
Perf: $981.83 Date: 12/31/2011
Perf: $978.70 Date: 11/30/2011
Perf: $969.39 Date: 10/31/2011
Perf: $966.49 Date: 9/30/2011
Perf: $1,006.34 Date: 8/31/2011
Perf: $1,006.95 Date: 7/31/2011
Perf: $1,008.97 Date: 6/30/2011
Perf: $974.00 Date: 5/31/2011
Perf: $1,000.00 Date: 10/31/2020
Perf: $2,956.32 Date: 9/30/2020
Perf: $3,037.11 Date: 8/31/2020
Perf: $3,157.08 Date: 7/31/2020
Perf: $2,945.31 Date: 6/30/2020
Perf: $2,788.06 Date: 5/31/2020
Perf: $2,733.66 Date: 4/30/2020
Perf: $2,609.45 Date: 3/31/2020
Perf: $2,312.94 Date: 2/29/2020
Perf: $2,638.83 Date: 1/31/2020
Perf: $2,875.48 Date: 12/31/2019
Perf: $2,876.64 Date: 11/30/2019
Perf: $2,792.31 Date: 10/31/2019
Perf: $2,694.50 Date: 9/30/2019
Perf: $2,637.27 Date: 8/31/2019
Perf: $2,588.86 Date: 7/31/2019
Perf: $2,630.42 Date: 6/30/2019
Perf: $2,593.08 Date: 5/31/2019
Perf: $2,422.30 Date: 4/30/2019
Perf: $2,586.55 Date: 3/31/2019
Perf: $2,485.87 Date: 2/28/2019
Perf: $2,438.56 Date: 1/31/2019
Perf: $2,362.72 Date: 12/31/2018
Perf: $2,187.50 Date: 11/30/2018
Perf: $2,404.64 Date: 10/31/2018
Perf: $2,356.57 Date: 9/30/2018
Perf: $2,529.59 Date: 8/31/2018
Perf: $2,515.25 Date: 7/31/2018
Perf: $2,435.85 Date: 6/30/2018
Perf: $2,348.48 Date: 5/31/2018
Perf: $2,334.01 Date: 4/30/2018
Perf: $2,279.09 Date: 3/31/2018
Perf: $2,270.46 Date: 2/28/2018
Perf: $2,329.63 Date: 1/31/2018
Perf: $2,418.89 Date: 12/31/2017
Perf: $2,287.80 Date: 11/30/2017
Perf: $2,262.68 Date: 10/31/2017
Perf: $2,195.29 Date: 9/30/2017
Perf: $2,145.30 Date: 8/31/2017
Perf: $2,102.00 Date: 7/31/2017
Perf: $2,095.50 Date: 6/30/2017
Perf: $2,053.21 Date: 5/31/2017
Perf: $2,040.56 Date: 4/30/2017
Perf: $2,012.18 Date: 3/31/2017
Perf: $1,991.67 Date: 2/28/2017
Perf: $1,989.28 Date: 1/31/2017
Perf: $1,913.32 Date: 12/31/2016
Perf: $1,877.65 Date: 11/30/2016
Perf: $1,841.19 Date: 10/31/2016
Perf: $1,775.50 Date: 9/30/2016
Perf: $1,808.41 Date: 8/31/2016
Perf: $1,808.05 Date: 7/31/2016
Perf: $1,805.52 Date: 6/30/2016
Perf: $1,741.27 Date: 5/31/2016
Perf: $1,736.75 Date: 4/30/2016
Perf: $1,706.05 Date: 3/31/2016
Perf: $1,699.42 Date: 2/29/2016
Perf: $1,591.51 Date: 1/31/2016
Perf: $1,593.58 Date: 12/31/2015
Perf: $1,676.75 Date: 11/30/2015
Perf: $1,703.67 Date: 10/31/2015
Perf: $1,698.57 Date: 9/30/2015
Perf: $1,566.37 Date: 8/31/2015
Perf: $1,606.04 Date: 7/31/2015
Perf: $1,709.10 Date: 6/30/2015
Perf: $1,673.95 Date: 5/31/2015
Perf: $1,707.06 Date: 4/30/2015
Perf: $1,685.32 Date: 3/31/2015
Perf: $1,669.30 Date: 2/28/2015
Perf: $1,696.10 Date: 1/31/2015
Perf: $1,603.87 Date: 12/31/2014
Perf: $1,653.48 Date: 11/30/2014
Perf: $1,657.62 Date: 10/31/2014
Perf: $1,614.20 Date: 9/30/2014
Perf: $1,575.75 Date: 8/31/2014
Perf: $1,598.13 Date: 7/31/2014
Perf: $1,536.66 Date: 6/30/2014
Perf: $1,558.16 Date: 5/31/2014
Perf: $1,526.56 Date: 4/30/2014
Perf: $1,491.51 Date: 3/31/2014
Perf: $1,480.56 Date: 2/28/2014
Perf: $1,468.22 Date: 1/31/2014
Perf: $1,404.06 Date: 12/31/2013
Perf: $1,454.38 Date: 11/30/2013
Perf: $1,418.49 Date: 10/31/2013
Perf: $1,376.51 Date: 9/30/2013
Perf: $1,315.97 Date: 8/31/2013
Perf: $1,275.91 Date: 7/31/2013
Perf: $1,314.02 Date: 6/30/2013
Perf: $1,250.37 Date: 5/31/2013
Perf: $1,267.35 Date: 4/30/2013
Perf: $1,238.38 Date: 3/31/2013
Perf: $1,214.93 Date: 2/28/2013
Perf: $1,171.01 Date: 1/31/2013
Perf: $1,155.30 Date: 12/31/2012
Perf: $1,098.41 Date: 11/30/2012
Perf: $1,088.50 Date: 10/31/2012
Perf: $1,082.22 Date: 9/30/2012
Perf: $1,102.62 Date: 8/31/2012
Perf: $1,074.89 Date: 7/31/2012
Perf: $1,051.24 Date: 6/30/2012
Perf: $1,036.82 Date: 5/31/2012
Perf: $995.80 Date: 4/30/2012
Perf: $1,059.47 Date: 3/31/2012
Perf: $1,066.19 Date: 2/29/2012
Perf: $1,032.23 Date: 1/31/2012
Perf: $989.48 Date: 12/31/2011
Perf: $947.06 Date: 11/30/2011
Perf: $937.49 Date: 10/31/2011
Perf: $939.56 Date: 9/30/2011
Perf: $846.98 Date: 8/31/2011
Perf: $911.03 Date: 7/31/2011
Perf: $963.34 Date: 6/30/2011
Perf: $983.30 Date: 5/31/2011
Perf: $1,000.00 Date: 10/31/2020
Perf: $1,023.00 Date: 9/30/2020
Perf: $1,047.08 Date: 8/31/2020
Perf: $1,096.30 Date: 7/31/2020
Perf: $1,179.08 Date: 6/30/2020
Perf: $1,124.54 Date: 5/31/2020
Perf: $1,170.66 Date: 4/30/2020
Perf: $1,210.74 Date: 3/31/2020
Perf: $1,256.47 Date: 2/29/2020
Perf: $1,328.05 Date: 1/31/2020
Perf: $1,365.89 Date: 12/31/2019
Perf: $1,324.56 Date: 11/30/2019
Perf: $1,331.35 Date: 10/31/2019
Perf: $1,299.51 Date: 9/30/2019
Perf: $1,322.26 Date: 8/31/2019
Perf: $1,372.06 Date: 7/31/2019
Perf: $1,242.02 Date: 6/30/2019
Perf: $1,147.89 Date: 5/31/2019
Perf: $1,145.26 Date: 4/30/2019
Perf: $1,155.31 Date: 3/31/2019
Perf: $1,046.48 Date: 2/28/2019
Perf: $1,026.46 Date: 1/31/2019
Perf: $964.00 Date: 12/31/2018
Perf: $998.34 Date: 11/30/2018
Perf: $1,007.10 Date: 10/31/2018
Perf: $974.27 Date: 9/30/2018
Perf: $1,061.76 Date: 8/31/2018
Perf: $1,112.25 Date: 7/31/2018
Perf: $1,009.03 Date: 6/30/2018
Perf: $1,017.99 Date: 5/31/2018
Perf: $981.76 Date: 4/30/2018
Perf: $1,001.18 Date: 3/31/2018
Perf: $969.48 Date: 2/28/2018
Perf: $984.34 Date: 1/31/2018
Perf: $1,085.04 Date: 12/31/2017
Perf: $1,076.10 Date: 11/30/2017
Perf: $1,034.12 Date: 10/31/2017
Perf: $1,033.81 Date: 9/30/2017
Perf: $930.94 Date: 8/31/2017
Perf: $1,019.09 Date: 7/31/2017
Perf: $983.01 Date: 6/30/2017
Perf: $965.82 Date: 5/31/2017
Perf: $990.49 Date: 4/30/2017
Perf: $976.81 Date: 3/31/2017
Perf: $965.23 Date: 2/28/2017
Perf: $966.19 Date: 1/31/2017
Perf: $920.10 Date: 12/31/2016
Perf: $925.84 Date: 11/30/2016
Perf: $896.78 Date: 10/31/2016
Perf: $907.31 Date: 9/30/2016
Perf: $961.13 Date: 8/31/2016
Perf: $963.15 Date: 7/31/2016
Perf: $1,014.59 Date: 6/30/2016
Perf: $1,025.36 Date: 5/31/2016
Perf: $1,005.65 Date: 4/30/2016
Perf: $1,015.70 Date: 3/31/2016
Perf: $1,063.34 Date: 2/29/2016
Perf: $1,122.73 Date: 1/31/2016
Perf: $1,120.49 Date: 12/31/2015
Perf: $1,119.37 Date: 11/30/2015
Perf: $1,164.44 Date: 10/31/2015
Perf: $1,077.28 Date: 9/30/2015
Perf: $1,119.84 Date: 8/31/2015
Perf: $1,091.35 Date: 7/31/2015
Perf: $1,109.78 Date: 6/30/2015
Perf: $1,062.70 Date: 5/31/2015
Perf: $1,139.01 Date: 4/30/2015
Perf: $1,135.49 Date: 3/31/2015
Perf: $1,168.92 Date: 2/28/2015
Perf: $1,135.10 Date: 1/31/2015
Perf: $1,117.88 Date: 12/31/2014
Perf: $1,084.90 Date: 11/30/2014
Perf: $1,070.66 Date: 10/31/2014
Perf: $1,011.30 Date: 9/30/2014
Perf: $982.22 Date: 8/31/2014
Perf: $964.67 Date: 7/31/2014
Perf: $943.90 Date: 6/30/2014
Perf: $981.29 Date: 5/31/2014
Perf: $968.98 Date: 4/30/2014
Perf: $960.53 Date: 3/31/2014
Perf: $939.76 Date: 2/28/2014
Perf: $932.21 Date: 1/31/2014
Perf: $907.53 Date: 12/31/2013
Perf: $966.58 Date: 11/30/2013
Perf: $965.81 Date: 10/31/2013
Perf: $947.15 Date: 9/30/2013
Perf: $922.97 Date: 8/31/2013
Perf: $905.23 Date: 7/31/2013
Perf: $934.19 Date: 6/30/2013
Perf: $917.49 Date: 5/31/2013
Perf: $947.72 Date: 4/30/2013
Perf: $976.93 Date: 3/31/2013
Perf: $970.43 Date: 2/28/2013
Perf: $947.41 Date: 1/31/2013
Perf: $986.68 Date: 12/31/2012
Perf: $949.09 Date: 11/30/2012
Perf: $934.52 Date: 10/31/2012
Perf: $924.62 Date: 9/30/2012
Perf: $954.01 Date: 8/31/2012
Perf: $972.68 Date: 7/31/2012
Perf: $982.41 Date: 6/30/2012
Perf: $915.23 Date: 5/31/2012
Perf: $936.77 Date: 4/30/2012
Perf: $961.19 Date: 3/31/2012
Perf: $967.28 Date: 2/29/2012
Perf: $1,014.46 Date: 1/31/2012
Perf: $983.09 Date: 12/31/2011
Perf: $950.31 Date: 11/30/2011
Perf: $936.91 Date: 10/31/2011
Perf: $921.88 Date: 9/30/2011
Perf: $963.21 Date: 8/31/2011
Perf: $1,047.53 Date: 7/31/2011
Perf: $1,028.40 Date: 6/30/2011
Perf: $971.20 Date: 5/31/2011
Perf: $1,000.00

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Monthly Returns

Date Range: 05/11 - 10/20
Date: 10/31/2020
Return: -2.30 % Date: 9/30/2020
Return: -4.49 % Date: 8/31/2020
Return: -7.02 % Date: 7/31/2020
Return: 4.85 % Date: 6/30/2020
Return: -3.94 % Date: 5/31/2020
Return: -3.31 % Date: 4/30/2020
Return: -3.64 % Date: 3/31/2020
Return: -5.39 % Date: 2/29/2020
Return: -2.77 % Date: 1/31/2020
Return: 3.12 % Date: 12/31/2019
Return: -0.51 % Date: 11/30/2019
Return: 2.45 % Date: 10/31/2019
Return: -1.72 % Date: 9/30/2019
Return: -3.63 % Date: 8/31/2019
Return: 10.47 % Date: 7/31/2019
Return: 8.20 % Date: 6/30/2019
Return: 0.23 % Date: 5/31/2019
Return: -0.87 % Date: 4/30/2019
Return: 10.40 % Date: 3/31/2019
Return: 1.95 % Date: 2/28/2019
Return: 6.48 % Date: 1/31/2019
Return: -3.44 % Date: 12/31/2018
Return: -0.87 % Date: 11/30/2018
Return: 3.37 % Date: 10/31/2018
Return: -8.24 % Date: 9/30/2018
Return: -4.54 % Date: 8/31/2018
Return: 10.23 % Date: 7/31/2018
Return: -0.88 % Date: 6/30/2018
Return: 3.69 % Date: 5/31/2018
Return: -1.94 % Date: 4/30/2018
Return: 3.27 % Date: 3/31/2018
Return: -1.51 % Date: 2/28/2018
Return: -9.28 % Date: 1/31/2018
Return: 0.83 % Date: 12/31/2017
Return: 4.06 % Date: 11/30/2017
Return: 0.03 % Date: 10/31/2017
Return: 11.05 % Date: 9/30/2017
Return: -8.65 % Date: 8/31/2017
Return: 3.67 % Date: 7/31/2017
Return: 1.78 % Date: 6/30/2017
Return: -2.49 % Date: 5/31/2017
Return: 1.40 % Date: 4/30/2017
Return: 1.20 % Date: 3/31/2017
Return: -0.10 % Date: 2/28/2017
Return: 5.01 % Date: 1/31/2017
Return: -0.62 % Date: 12/31/2016
Return: 3.24 % Date: 11/30/2016
Return: -1.16 % Date: 10/31/2016
Return: -5.60 % Date: 9/30/2016
Return: -0.21 % Date: 8/31/2016
Return: -5.07 % Date: 7/31/2016
Return: -1.05 % Date: 6/30/2016
Return: 1.96 % Date: 5/31/2016
Return: -0.99 % Date: 4/30/2016
Return: -4.48 % Date: 3/31/2016
Return: -5.29 % Date: 2/29/2016
Return: 0.20 % Date: 1/31/2016
Return: 0.10 % Date: 12/31/2015
Return: -3.87 % Date: 11/30/2015
Return: 8.09 % Date: 10/31/2015
Return: -3.80 % Date: 9/30/2015
Return: 2.61 % Date: 8/31/2015
Return: -1.66 % Date: 7/31/2015
Return: 4.43 % Date: 6/30/2015
Return: -6.70 % Date: 5/31/2015
Return: 0.31 % Date: 4/30/2015
Return: -2.86 % Date: 3/31/2015
Return: 2.98 % Date: 2/28/2015
Return: 1.54 % Date: 1/31/2015
Return: 3.04 % Date: 12/31/2014
Return: 1.33 % Date: 11/30/2014
Return: 5.87 % Date: 10/31/2014
Return: 2.96 % Date: 9/30/2014
Return: 1.82 % Date: 8/31/2014
Return: 2.20 % Date: 7/31/2014
Return: -3.81 % Date: 6/30/2014
Return: 1.27 % Date: 5/31/2014
Return: 0.88 % Date: 4/30/2014
Return: 2.21 % Date: 3/31/2014
Return: 0.81 % Date: 2/28/2014
Return: 2.72 % Date: 1/31/2014
Return: -6.11 % Date: 12/31/2013
Return: 0.08 % Date: 11/30/2013
Return: 1.97 % Date: 10/31/2013
Return: 2.62 % Date: 9/30/2013
Return: 1.96 % Date: 8/31/2013
Return: -3.10 % Date: 7/31/2013
Return: 1.82 % Date: 6/30/2013
Return: -3.19 % Date: 5/31/2013
Return: -2.99 % Date: 4/30/2013
Return: 0.67 % Date: 3/31/2013
Return: 2.43 % Date: 2/28/2013
Return: -3.98 % Date: 1/31/2013
Return: 3.96 % Date: 12/31/2012
Return: 1.56 % Date: 11/30/2012
Return: 1.07 % Date: 10/31/2012
Return: -3.08 % Date: 9/30/2012
Return: -1.92 % Date: 8/31/2012
Return: -0.99 % Date: 7/31/2012
Return: 7.34 % Date: 6/30/2012
Return: -2.30 % Date: 5/31/2012
Return: -2.54 % Date: 4/30/2012
Return: -0.63 % Date: 3/31/2012
Return: -4.65 % Date: 2/29/2012
Return: 3.19 % Date: 1/31/2012
Return: 3.45 % Date: 12/31/2011
Return: 1.43 % Date: 11/30/2011
Return: 1.63 % Date: 10/31/2011
Return: -4.29 % Date: 9/30/2011
Return: -8.05 % Date: 8/31/2011
Return: 1.86 % Date: 7/31/2011
Return: 5.89 % Date: 6/30/2011
Return: -2.88 % Date: 5/31/2011
Return: 0.00 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 05/11 - 10/20
Return: 10.00 %
Count: 3 Return: 11.00 %
Count: 1 Return: -9.00 %
Count: 2 Return: 5.00 %
Count: 2 Return: 8.00 %
Count: 2 Return: -7.00 %
Count: 2 Return: -6.00 %
Count: 2 Return: 4.00 %
Count: 5 Return: 7.00 %
Count: 1 Return: -2.00 %
Count: 8 Return: -1.00 %
Count: 10 Return: -5.00 %
Count: 5 Return: 3.00 %
Count: 12 Return: 1.00 %
Count: 10 Return: -4.00 %
Count: 10 Return: -8.00 %
Count: 2 Return: 2.00 %
Count: 15 Return: 6.00 %
Count: 3 Return: -3.00 %
Count: 10 Return: 0.00 %
Count: 9

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Underwater Curve

Date Range: 05/11 - 10/20
Date: 10/31/2020
Drawdown: -25.44 % Date: 9/30/2020
Drawdown: -23.69 % Date: 8/31/2020
Drawdown: -20.10 % Date: 7/31/2020
Drawdown: -14.07 % Date: 6/30/2020
Drawdown: -18.04 % Date: 5/31/2020
Drawdown: -14.68 % Date: 4/30/2020
Drawdown: -11.76 % Date: 3/31/2020
Drawdown: -8.42 % Date: 2/29/2020
Drawdown: -3.21 % Date: 1/31/2020
Drawdown: -0.45 % Date: 12/31/2019
Drawdown: -3.46 % Date: 11/30/2019
Drawdown: -2.97 % Date: 10/31/2019
Drawdown: -5.29 % Date: 9/30/2019
Drawdown: -3.63 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: 0.00 % Date: 6/30/2019
Drawdown: -1.80 % Date: 5/31/2019
Drawdown: -2.02 % Date: 4/30/2019
Drawdown: -1.16 % Date: 3/31/2019
Drawdown: -10.48 % Date: 2/28/2019
Drawdown: -12.19 % Date: 1/31/2019
Drawdown: -17.53 % Date: 12/31/2018
Drawdown: -14.59 % Date: 11/30/2018
Drawdown: -13.84 % Date: 10/31/2018
Drawdown: -16.65 % Date: 9/30/2018
Drawdown: -9.17 % Date: 8/31/2018
Drawdown: -4.85 % Date: 7/31/2018
Drawdown: -13.68 % Date: 6/30/2018
Drawdown: -12.91 % Date: 5/31/2018
Drawdown: -16.01 % Date: 4/30/2018
Drawdown: -14.35 % Date: 3/31/2018
Drawdown: -17.06 % Date: 2/28/2018
Drawdown: -15.79 % Date: 1/31/2018
Drawdown: -7.18 % Date: 12/31/2017
Drawdown: -7.94 % Date: 11/30/2017
Drawdown: -11.53 % Date: 10/31/2017
Drawdown: -11.56 % Date: 9/30/2017
Drawdown: -20.36 % Date: 8/31/2017
Drawdown: -12.82 % Date: 7/31/2017
Drawdown: -15.90 % Date: 6/30/2017
Drawdown: -17.38 % Date: 5/31/2017
Drawdown: -15.27 % Date: 4/30/2017
Drawdown: -16.44 % Date: 3/31/2017
Drawdown: -17.43 % Date: 2/28/2017
Drawdown: -17.34 % Date: 1/31/2017
Drawdown: -21.29 % Date: 12/31/2016
Drawdown: -20.80 % Date: 11/30/2016
Drawdown: -23.28 % Date: 10/31/2016
Drawdown: -22.38 % Date: 9/30/2016
Drawdown: -17.78 % Date: 8/31/2016
Drawdown: -17.60 % Date: 7/31/2016
Drawdown: -13.20 % Date: 6/30/2016
Drawdown: -12.28 % Date: 5/31/2016
Drawdown: -13.97 % Date: 4/30/2016
Drawdown: -13.11 % Date: 3/31/2016
Drawdown: -9.03 % Date: 2/29/2016
Drawdown: -3.95 % Date: 1/31/2016
Drawdown: -4.14 % Date: 12/31/2015
Drawdown: -4.24 % Date: 11/30/2015
Drawdown: -0.38 % Date: 10/31/2015
Drawdown: -7.84 % Date: 9/30/2015
Drawdown: -4.20 % Date: 8/31/2015
Drawdown: -6.64 % Date: 7/31/2015
Drawdown: -5.06 % Date: 6/30/2015
Drawdown: -9.09 % Date: 5/31/2015
Drawdown: -2.56 % Date: 4/30/2015
Drawdown: -2.86 % Date: 3/31/2015
Drawdown: 0.00 % Date: 2/28/2015
Drawdown: 0.00 % Date: 1/31/2015
Drawdown: 0.00 % Date: 12/31/2014
Drawdown: 0.00 % Date: 11/30/2014
Drawdown: 0.00 % Date: 10/31/2014
Drawdown: -3.46 % Date: 9/30/2014
Drawdown: -6.23 % Date: 8/31/2014
Drawdown: -7.91 % Date: 7/31/2014
Drawdown: -9.89 % Date: 6/30/2014
Drawdown: -6.32 % Date: 5/31/2014
Drawdown: -7.50 % Date: 4/30/2014
Drawdown: -8.31 % Date: 3/31/2014
Drawdown: -10.29 % Date: 2/28/2014
Drawdown: -11.01 % Date: 1/31/2014
Drawdown: -13.37 % Date: 12/31/2013
Drawdown: -7.73 % Date: 11/30/2013
Drawdown: -7.80 % Date: 10/31/2013
Drawdown: -9.58 % Date: 9/30/2013
Drawdown: -11.89 % Date: 8/31/2013
Drawdown: -13.58 % Date: 7/31/2013
Drawdown: -10.82 % Date: 6/30/2013
Drawdown: -12.41 % Date: 5/31/2013
Drawdown: -9.53 % Date: 4/30/2013
Drawdown: -6.74 % Date: 3/31/2013
Drawdown: -7.36 % Date: 2/28/2013
Drawdown: -9.56 % Date: 1/31/2013
Drawdown: -5.81 % Date: 12/31/2012
Drawdown: -9.40 % Date: 11/30/2012
Drawdown: -10.79 % Date: 10/31/2012
Drawdown: -11.73 % Date: 9/30/2012
Drawdown: -8.93 % Date: 8/31/2012
Drawdown: -7.15 % Date: 7/31/2012
Drawdown: -6.22 % Date: 6/30/2012
Drawdown: -12.63 % Date: 5/31/2012
Drawdown: -10.57 % Date: 4/30/2012
Drawdown: -8.24 % Date: 3/31/2012
Drawdown: -7.66 % Date: 2/29/2012
Drawdown: -3.16 % Date: 1/31/2012
Drawdown: -6.15 % Date: 12/31/2011
Drawdown: -9.28 % Date: 11/30/2011
Drawdown: -10.56 % Date: 10/31/2011
Drawdown: -11.99 % Date: 9/30/2011
Drawdown: -8.05 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: 0.00 % Date: 6/30/2011
Drawdown: -2.88 %

Note: Estimated returns are used for the most recent reported monthly ROR or appear in italics. All performance data is since program inception.

Manager Information

Manager Name:  Solaise Capital Management LLP
Address: 12 Charles II St
City: London
State:
Zip: SW1Y 4QU
Country: UK

Key People

Key People

Employee information is not available.

Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Energies Yes 
 Grains Yes 
 Investment Methodology
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Pattern Recognition Yes 
 Other Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio: 20% 
 Managed Account Availability: Open 
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