Sinopac Asset Management (Asia) Limited

SinoPac Multi Strategy Quant Master Strategy *FRN* *QEP*


Monthly Performance (%)

Date Range: 09/09 - 04/20
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2020 5.53 0.97 22.52 0.01   30.56 
2019 0.92 -0.68 0.32 0.84 -1.19 0.24 -1.02 0.15 -2.89 -1.03 4.35 0.39  0.24 
2018 2.97 4.61 6.45 0.00 1.07 0.84 -0.86 2.17 -2.29 14.13 1.70 0.54  34.98 
2017 -1.16 -0.63 -0.52 1.57 -0.63 2.35 1.23 0.99 -2.03 0.38 3.84 2.39  7.89 
2016 -1.09 -4.73 -0.49 -0.37 -2.68 0.40 -0.66 -1.49 0.47 3.82 0.33 1.05  -5.53 
2015 1.31 -0.69 2.53 0.45 0.00 0.07 10.57 4.65 -7.66 2.97 2.65 -2.35  14.36 
2014 0.59 -0.58 -0.29 1.25 -0.15 -1.24 -0.96 -0.67 1.12 -2.15 -2.42 0.47  -4.99 
2013 0.07 -0.34 -0.54 2.32 -4.14 1.81 -1.71 -0.35 -2.65 -0.86 -0.43 -0.94  -7.65 
2012 -0.30 0.37 1.49 -0.15 3.68 1.21 4.70 -2.34 -0.34 1.31 1.49 -1.20  10.16 
2011 0.81 2.12 0.49 2.46 2.69 1.12 -1.30 17.06 3.52 3.94 0.52 -0.81  36.43 
2010 -1.58 -1.40 -0.51 -1.22 5.17 -3.05 0.61 -1.31 -0.82 1.44 -1.32 0.92  -3.26 
2009 1.60 1.67 -1.74  1.50 

Note: Estimates appear in italics. All performance data is since program inception.

Strategy Description

The SinoPac Multi Strategy Quant Strategy employs multiple proprietary quantitative models to execute a frequent trading strategy in highly liquid investment instruments. The Strategy aims to deliver a positive total return over the medium to long term with low volatility, low downside risk and low correlation to other asset classes. The Strategy trades mainly equity index futures, commodity futures and FX but may also invest in other asset classes. The portfolio management team has been together for many years and uses their market insights and the ability to perform large scale historical analysis to establish an Asian focused investment strategy centered on Mean Reversion, Market Reaction and Momentum.

Performance Statistics

Date Range: 09/09 - 04/20
  Program S&P 500 Coquest 40 
Total Return 166.59% 256.10% 16.50% 
Annualized Return 9.71% 12.64% 1.44% 
Annualized Std. Deviation 12.24% 13.64% 8.54% 
Correlation -0.33 -0.02 
Sharpe Ratio (rf=2.5%) 0.59 0.74 -0.12 
Worst Month -7.66% -12.35% -6.10% 
Date of Worst Month 09/2015 03/2020 02/2018 
Worst Drawdown -14.86% -19.60% -15.74% 
Date of Worst Drawdown 8/15 - 8/16 12/19 - 3/20 4/11 - 9/13 

Note: Estimates appear in italics. All performance data is since program inception.

Annual Performance (%)

Date Range: 09/09 - 04/20
Year or YTD Program S&P 500 Coquest 40 
2020 30.56 -9.29 -0.11 
2019 0.24 31.50 7.53 
2018 34.98 -4.38 -4.29 
2017 7.89 21.84 1.24 
2016 -5.53 11.98 -3.13 
2015 14.36 1.41 0.09 
2014 -4.99 13.69 15.75 
2013 -7.65 32.41 -2.45 
2012 10.16 15.98 -4.75 
2011 36.43 2.12 -3.23 
2010 -3.26 15.06 11.33 
2009 1.50 6.04 -2.69 

Note: Estimates appear in italics. All performance data is since program inception.

Performance Comparison

Date Range: 09/09 - 04/20
Date: 4/30/2020
Perf: $1,137.93 Date: 3/31/2020
Perf: $1,134.19 Date: 2/29/2020
Perf: $1,133.51 Date: 1/31/2020
Perf: $1,150.66 Date: 12/31/2019
Perf: $1,139.15 Date: 11/30/2019
Perf: $1,146.26 Date: 10/31/2019
Perf: $1,135.13 Date: 9/30/2019
Perf: $1,160.79 Date: 8/31/2019
Perf: $1,193.86 Date: 7/31/2019
Perf: $1,152.15 Date: 6/30/2019
Perf: $1,114.16 Date: 5/31/2019
Perf: $1,092.31 Date: 4/30/2019
Perf: $1,114.15 Date: 3/31/2019
Perf: $1,084.33 Date: 2/28/2019
Perf: $1,046.75 Date: 1/31/2019
Perf: $1,040.09 Date: 12/31/2018
Perf: $1,059.37 Date: 11/30/2018
Perf: $1,054.94 Date: 10/31/2018
Perf: $1,067.76 Date: 9/30/2018
Perf: $1,094.80 Date: 8/31/2018
Perf: $1,099.75 Date: 7/31/2018
Perf: $1,072.40 Date: 6/30/2018
Perf: $1,080.50 Date: 5/31/2018
Perf: $1,071.50 Date: 4/30/2018
Perf: $1,085.51 Date: 3/31/2018
Perf: $1,073.91 Date: 2/28/2018
Perf: $1,074.88 Date: 1/31/2018
Perf: $1,144.70 Date: 12/31/2017
Perf: $1,106.85 Date: 11/30/2017
Perf: $1,094.91 Date: 10/31/2017
Perf: $1,093.49 Date: 9/30/2017
Perf: $1,049.52 Date: 8/31/2017
Perf: $1,072.14 Date: 7/31/2017
Perf: $1,054.63 Date: 6/30/2017
Perf: $1,050.54 Date: 5/31/2017
Perf: $1,082.13 Date: 4/30/2017
Perf: $1,080.08 Date: 3/31/2017
Perf: $1,086.60 Date: 2/28/2017
Perf: $1,102.70 Date: 1/31/2017
Perf: $1,079.17 Date: 12/31/2016
Perf: $1,093.28 Date: 11/30/2016
Perf: $1,085.03 Date: 10/31/2016
Perf: $1,097.10 Date: 9/30/2016
Perf: $1,126.15 Date: 8/31/2016
Perf: $1,140.87 Date: 7/31/2016
Perf: $1,172.41 Date: 6/30/2016
Perf: $1,160.57 Date: 5/31/2016
Perf: $1,113.26 Date: 4/30/2016
Perf: $1,133.09 Date: 3/31/2016
Perf: $1,162.26 Date: 2/29/2016
Perf: $1,196.60 Date: 1/31/2016
Perf: $1,167.87 Date: 12/31/2015
Perf: $1,128.60 Date: 11/30/2015
Perf: $1,155.17 Date: 10/31/2015
Perf: $1,117.07 Date: 9/30/2015
Perf: $1,136.86 Date: 8/31/2015
Perf: $1,112.71 Date: 7/31/2015
Perf: $1,132.30 Date: 6/30/2015
Perf: $1,089.69 Date: 5/31/2015
Perf: $1,149.46 Date: 4/30/2015
Perf: $1,157.80 Date: 3/31/2015
Perf: $1,204.28 Date: 2/28/2015
Perf: $1,178.25 Date: 1/31/2015
Perf: $1,180.13 Date: 12/31/2014
Perf: $1,127.59 Date: 11/30/2014
Perf: $1,108.09 Date: 10/31/2014
Perf: $1,045.86 Date: 9/30/2014
Perf: $1,030.71 Date: 8/31/2014
Perf: $1,015.57 Date: 7/31/2014
Perf: $974.36 Date: 6/30/2014
Perf: $982.22 Date: 5/31/2014
Perf: $973.84 Date: 4/30/2014
Perf: $949.53 Date: 3/31/2014
Perf: $942.37 Date: 2/28/2014
Perf: $956.53 Date: 1/31/2014
Perf: $948.75 Date: 12/31/2013
Perf: $974.17 Date: 11/30/2013
Perf: $975.54 Date: 10/31/2013
Perf: $958.20 Date: 9/30/2013
Perf: $936.75 Date: 8/31/2013
Perf: $942.40 Date: 7/31/2013
Perf: $960.85 Date: 6/30/2013
Perf: $969.28 Date: 5/31/2013
Perf: $1,007.46 Date: 4/30/2013
Perf: $1,052.73 Date: 3/31/2013
Perf: $1,026.25 Date: 2/28/2013
Perf: $1,011.69 Date: 1/31/2013
Perf: $1,017.59 Date: 12/31/2012
Perf: $998.61 Date: 11/30/2012
Perf: $993.74 Date: 10/31/2012
Perf: $990.97 Date: 9/30/2012
Perf: $1,028.19 Date: 8/31/2012
Perf: $1,045.44 Date: 7/31/2012
Perf: $1,059.85 Date: 6/30/2012
Perf: $1,018.21 Date: 5/31/2012
Perf: $1,057.99 Date: 4/30/2012
Perf: $1,038.26 Date: 3/31/2012
Perf: $1,032.07 Date: 2/29/2012
Perf: $1,056.04 Date: 1/31/2012
Perf: $1,051.73 Date: 12/31/2011
Perf: $1,048.38 Date: 11/30/2011
Perf: $1,038.41 Date: 10/31/2011
Perf: $1,035.30 Date: 9/30/2011
Perf: $1,077.99 Date: 8/31/2011
Perf: $1,078.64 Date: 7/31/2011
Perf: $1,080.80 Date: 6/30/2011
Perf: $1,043.34 Date: 5/31/2011
Perf: $1,071.19 Date: 4/30/2011
Perf: $1,111.77 Date: 3/31/2011
Perf: $1,070.04 Date: 2/28/2011
Perf: $1,086.67 Date: 1/31/2011
Perf: $1,068.50 Date: 12/31/2010
Perf: $1,083.34 Date: 11/30/2010
Perf: $1,038.78 Date: 10/31/2010
Perf: $1,076.90 Date: 9/30/2010
Perf: $1,036.68 Date: 8/31/2010
Perf: $1,018.15 Date: 7/31/2010
Perf: $977.67 Date: 6/30/2010
Perf: $990.45 Date: 5/31/2010
Perf: $986.70 Date: 4/30/2010
Perf: $1,011.17 Date: 3/31/2010
Perf: $995.84 Date: 2/28/2010
Perf: $957.81 Date: 1/31/2010
Perf: $948.89 Date: 12/31/2009
Perf: $973.12 Date: 11/30/2009
Perf: $1,013.67 Date: 10/31/2009
Perf: $974.40 Date: 9/30/2009
Perf: $1,000.00 Date: 4/30/2020
Perf: $3,432.92 Date: 3/31/2020
Perf: $3,042.83 Date: 2/29/2020
Perf: $3,471.57 Date: 1/31/2020
Perf: $3,782.90 Date: 12/31/2019
Perf: $3,784.42 Date: 11/30/2019
Perf: $3,673.48 Date: 10/31/2019
Perf: $3,544.80 Date: 9/30/2019
Perf: $3,469.51 Date: 8/31/2019
Perf: $3,405.82 Date: 7/31/2019
Perf: $3,460.50 Date: 6/30/2019
Perf: $3,411.37 Date: 5/31/2019
Perf: $3,186.71 Date: 4/30/2019
Perf: $3,402.79 Date: 3/31/2019
Perf: $3,270.34 Date: 2/28/2019
Perf: $3,208.10 Date: 1/31/2019
Perf: $3,108.33 Date: 12/31/2018
Perf: $2,877.81 Date: 11/30/2018
Perf: $3,163.47 Date: 10/31/2018
Perf: $3,100.23 Date: 9/30/2018
Perf: $3,327.86 Date: 8/31/2018
Perf: $3,308.99 Date: 7/31/2018
Perf: $3,204.53 Date: 6/30/2018
Perf: $3,089.59 Date: 5/31/2018
Perf: $3,070.56 Date: 4/30/2018
Perf: $2,998.30 Date: 3/31/2018
Perf: $2,986.95 Date: 2/28/2018
Perf: $3,064.79 Date: 1/31/2018
Perf: $3,182.22 Date: 12/31/2017
Perf: $3,009.76 Date: 11/30/2017
Perf: $2,976.72 Date: 10/31/2017
Perf: $2,888.05 Date: 9/30/2017
Perf: $2,822.29 Date: 8/31/2017
Perf: $2,765.33 Date: 7/31/2017
Perf: $2,756.78 Date: 6/30/2017
Perf: $2,701.14 Date: 5/31/2017
Perf: $2,684.49 Date: 4/30/2017
Perf: $2,647.17 Date: 3/31/2017
Perf: $2,620.18 Date: 2/28/2017
Perf: $2,617.04 Date: 1/31/2017
Perf: $2,517.11 Date: 12/31/2016
Perf: $2,470.18 Date: 11/30/2016
Perf: $2,422.22 Date: 10/31/2016
Perf: $2,335.79 Date: 9/30/2016
Perf: $2,379.09 Date: 8/31/2016
Perf: $2,378.62 Date: 7/31/2016
Perf: $2,375.29 Date: 6/30/2016
Perf: $2,290.76 Date: 5/31/2016
Perf: $2,284.82 Date: 4/30/2016
Perf: $2,244.42 Date: 3/31/2016
Perf: $2,235.70 Date: 2/29/2016
Perf: $2,093.75 Date: 1/31/2016
Perf: $2,096.47 Date: 12/31/2015
Perf: $2,205.88 Date: 11/30/2015
Perf: $2,241.30 Date: 10/31/2015
Perf: $2,234.59 Date: 9/30/2015
Perf: $2,060.67 Date: 8/31/2015
Perf: $2,112.86 Date: 7/31/2015
Perf: $2,248.44 Date: 6/30/2015
Perf: $2,202.19 Date: 5/31/2015
Perf: $2,245.76 Date: 4/30/2015
Perf: $2,217.16 Date: 3/31/2015
Perf: $2,196.08 Date: 2/28/2015
Perf: $2,231.33 Date: 1/31/2015
Perf: $2,110.01 Date: 12/31/2014
Perf: $2,175.27 Date: 11/30/2014
Perf: $2,180.72 Date: 10/31/2014
Perf: $2,123.59 Date: 9/30/2014
Perf: $2,073.01 Date: 8/31/2014
Perf: $2,102.45 Date: 7/31/2014
Perf: $2,021.58 Date: 6/30/2014
Perf: $2,049.87 Date: 5/31/2014
Perf: $2,008.30 Date: 4/30/2014
Perf: $1,962.19 Date: 3/31/2014
Perf: $1,947.77 Date: 2/28/2014
Perf: $1,931.55 Date: 1/31/2014
Perf: $1,847.14 Date: 12/31/2013
Perf: $1,913.34 Date: 11/30/2013
Perf: $1,866.12 Date: 10/31/2013
Perf: $1,810.89 Date: 9/30/2013
Perf: $1,731.25 Date: 8/31/2013
Perf: $1,678.55 Date: 7/31/2013
Perf: $1,728.68 Date: 6/30/2013
Perf: $1,644.95 Date: 5/31/2013
Perf: $1,667.29 Date: 4/30/2013
Perf: $1,629.17 Date: 3/31/2013
Perf: $1,598.32 Date: 2/28/2013
Perf: $1,540.55 Date: 1/31/2013
Perf: $1,519.88 Date: 12/31/2012
Perf: $1,445.03 Date: 11/30/2012
Perf: $1,432.00 Date: 10/31/2012
Perf: $1,423.74 Date: 9/30/2012
Perf: $1,450.58 Date: 8/31/2012
Perf: $1,414.09 Date: 7/31/2012
Perf: $1,382.98 Date: 6/30/2012
Perf: $1,364.02 Date: 5/31/2012
Perf: $1,310.04 Date: 4/30/2012
Perf: $1,393.81 Date: 3/31/2012
Perf: $1,402.65 Date: 2/29/2012
Perf: $1,357.97 Date: 1/31/2012
Perf: $1,301.73 Date: 12/31/2011
Perf: $1,245.92 Date: 11/30/2011
Perf: $1,233.34 Date: 10/31/2011
Perf: $1,236.06 Date: 9/30/2011
Perf: $1,114.27 Date: 8/31/2011
Perf: $1,198.52 Date: 7/31/2011
Perf: $1,267.34 Date: 6/30/2011
Perf: $1,293.60 Date: 5/31/2011
Perf: $1,315.57 Date: 4/30/2011
Perf: $1,330.61 Date: 3/31/2011
Perf: $1,292.35 Date: 2/28/2011
Perf: $1,291.84 Date: 1/31/2011
Perf: $1,249.00 Date: 12/31/2010
Perf: $1,220.08 Date: 11/30/2010
Perf: $1,143.68 Date: 10/31/2010
Perf: $1,143.57 Date: 9/30/2010
Perf: $1,101.60 Date: 8/31/2010
Perf: $1,011.38 Date: 7/31/2010
Perf: $1,059.15 Date: 6/30/2010
Perf: $989.77 Date: 5/31/2010
Perf: $1,044.39 Date: 4/30/2010
Perf: $1,135.08 Date: 3/31/2010
Perf: $1,117.43 Date: 2/28/2010
Perf: $1,053.88 Date: 1/31/2010
Perf: $1,022.19 Date: 12/31/2009
Perf: $1,060.36 Date: 11/30/2009
Perf: $1,040.28 Date: 10/31/2009
Perf: $981.40 Date: 9/30/2009
Perf: $1,000.00 Date: 4/30/2020
Perf: $2,665.86 Date: 3/31/2020
Perf: $2,665.59 Date: 2/29/2020
Perf: $2,175.64 Date: 1/31/2020
Perf: $2,154.74 Date: 12/31/2019
Perf: $2,041.83 Date: 11/30/2019
Perf: $2,033.89 Date: 10/31/2019
Perf: $1,949.11 Date: 9/30/2019
Perf: $1,969.39 Date: 8/31/2019
Perf: $2,028.00 Date: 7/31/2019
Perf: $2,024.96 Date: 6/30/2019
Perf: $2,045.83 Date: 5/31/2019
Perf: $2,040.93 Date: 4/30/2019
Perf: $2,065.51 Date: 3/31/2019
Perf: $2,048.31 Date: 2/28/2019
Perf: $2,041.77 Date: 1/31/2019
Perf: $2,055.75 Date: 12/31/2018
Perf: $2,037.01 Date: 11/30/2018
Perf: $2,026.07 Date: 10/31/2018
Perf: $1,992.20 Date: 9/30/2018
Perf: $1,745.56 Date: 8/31/2018
Perf: $1,786.47 Date: 7/31/2018
Perf: $1,748.52 Date: 6/30/2018
Perf: $1,763.69 Date: 5/31/2018
Perf: $1,749.00 Date: 4/30/2018
Perf: $1,730.48 Date: 3/31/2018
Perf: $1,730.48 Date: 2/28/2018
Perf: $1,625.63 Date: 1/31/2018
Perf: $1,553.99 Date: 12/31/2017
Perf: $1,509.17 Date: 11/30/2017
Perf: $1,473.94 Date: 10/31/2017
Perf: $1,419.44 Date: 9/30/2017
Perf: $1,414.06 Date: 8/31/2017
Perf: $1,443.36 Date: 7/31/2017
Perf: $1,429.21 Date: 6/30/2017
Perf: $1,411.85 Date: 5/31/2017
Perf: $1,379.43 Date: 4/30/2017
Perf: $1,388.18 Date: 3/31/2017
Perf: $1,366.72 Date: 2/28/2017
Perf: $1,373.86 Date: 1/31/2017
Perf: $1,382.57 Date: 12/31/2016
Perf: $1,398.80 Date: 11/30/2016
Perf: $1,384.26 Date: 10/31/2016
Perf: $1,379.71 Date: 9/30/2016
Perf: $1,328.95 Date: 8/31/2016
Perf: $1,322.73 Date: 7/31/2016
Perf: $1,342.74 Date: 6/30/2016
Perf: $1,351.66 Date: 5/31/2016
Perf: $1,346.27 Date: 4/30/2016
Perf: $1,383.34 Date: 3/31/2016
Perf: $1,388.48 Date: 2/29/2016
Perf: $1,395.32 Date: 1/31/2016
Perf: $1,464.59 Date: 12/31/2015
Perf: $1,480.73 Date: 11/30/2015
Perf: $1,516.37 Date: 10/31/2015
Perf: $1,477.22 Date: 9/30/2015
Perf: $1,434.61 Date: 8/31/2015
Perf: $1,553.62 Date: 7/31/2015
Perf: $1,484.59 Date: 6/30/2015
Perf: $1,342.67 Date: 5/31/2015
Perf: $1,341.73 Date: 4/30/2015
Perf: $1,341.73 Date: 3/31/2015
Perf: $1,335.72 Date: 2/28/2015
Perf: $1,302.76 Date: 1/31/2015
Perf: $1,311.81 Date: 12/31/2014
Perf: $1,294.85 Date: 11/30/2014
Perf: $1,288.79 Date: 10/31/2014
Perf: $1,320.75 Date: 9/30/2014
Perf: $1,349.77 Date: 8/31/2014
Perf: $1,334.82 Date: 7/31/2014
Perf: $1,343.83 Date: 6/30/2014
Perf: $1,356.85 Date: 5/31/2014
Perf: $1,373.89 Date: 4/30/2014
Perf: $1,375.95 Date: 3/31/2014
Perf: $1,358.97 Date: 2/28/2014
Perf: $1,362.92 Date: 1/31/2014
Perf: $1,370.87 Date: 12/31/2013
Perf: $1,362.83 Date: 11/30/2013
Perf: $1,375.76 Date: 10/31/2013
Perf: $1,381.70 Date: 9/30/2013
Perf: $1,393.69 Date: 8/31/2013
Perf: $1,431.63 Date: 7/31/2013
Perf: $1,436.65 Date: 6/30/2013
Perf: $1,461.65 Date: 5/31/2013
Perf: $1,435.66 Date: 4/30/2013
Perf: $1,497.67 Date: 3/31/2013
Perf: $1,463.71 Date: 2/28/2013
Perf: $1,471.65 Date: 1/31/2013
Perf: $1,476.68 Date: 12/31/2012
Perf: $1,475.64 Date: 11/30/2012
Perf: $1,493.57 Date: 10/31/2012
Perf: $1,471.64 Date: 9/30/2012
Perf: $1,452.61 Date: 8/31/2012
Perf: $1,457.56 Date: 7/31/2012
Perf: $1,492.49 Date: 6/30/2012
Perf: $1,425.49 Date: 5/31/2012
Perf: $1,408.45 Date: 4/30/2012
Perf: $1,358.46 Date: 3/31/2012
Perf: $1,360.50 Date: 2/29/2012
Perf: $1,340.52 Date: 1/31/2012
Perf: $1,335.58 Date: 12/31/2011
Perf: $1,339.60 Date: 11/30/2011
Perf: $1,350.54 Date: 10/31/2011
Perf: $1,343.55 Date: 9/30/2011
Perf: $1,292.62 Date: 8/31/2011
Perf: $1,248.67 Date: 7/31/2011
Perf: $1,066.69 Date: 6/30/2011
Perf: $1,080.74 Date: 5/31/2011
Perf: $1,068.77 Date: 4/30/2011
Perf: $1,040.78 Date: 3/31/2011
Perf: $1,015.79 Date: 2/28/2011
Perf: $1,010.83 Date: 1/31/2011
Perf: $989.85 Date: 12/31/2010
Perf: $981.90 Date: 11/30/2010
Perf: $972.95 Date: 10/31/2010
Perf: $985.96 Date: 9/30/2010
Perf: $971.96 Date: 8/31/2010
Perf: $980.00 Date: 7/31/2010
Perf: $993.01 Date: 6/30/2010
Perf: $986.99 Date: 5/31/2010
Perf: $1,018.04 Date: 4/30/2010
Perf: $967.99 Date: 3/31/2010
Perf: $979.95 Date: 2/28/2010
Perf: $984.97 Date: 1/31/2010
Perf: $998.96 Date: 12/31/2009
Perf: $1,014.99 Date: 11/30/2009
Perf: $1,032.97 Date: 10/31/2009
Perf: $1,016.00 Date: 9/30/2009
Perf: $1,000.00

Note: All performance data is since program inception.

Monthly Returns

Date Range: 09/09 - 04/20
Date: 4/30/2020
Return: 0.01 % Date: 3/31/2020
Return: 22.52 % Date: 2/29/2020
Return: 0.97 % Date: 1/31/2020
Return: 5.53 % Date: 12/31/2019
Return: 0.39 % Date: 11/30/2019
Return: 4.35 % Date: 10/31/2019
Return: -1.03 % Date: 9/30/2019
Return: -2.89 % Date: 8/31/2019
Return: 0.15 % Date: 7/31/2019
Return: -1.02 % Date: 6/30/2019
Return: 0.24 % Date: 5/31/2019
Return: -1.19 % Date: 4/30/2019
Return: 0.84 % Date: 3/31/2019
Return: 0.32 % Date: 2/28/2019
Return: -0.68 % Date: 1/31/2019
Return: 0.92 % Date: 12/31/2018
Return: 0.54 % Date: 11/30/2018
Return: 1.70 % Date: 10/31/2018
Return: 14.13 % Date: 9/30/2018
Return: -2.29 % Date: 8/31/2018
Return: 2.17 % Date: 7/31/2018
Return: -0.86 % Date: 6/30/2018
Return: 0.84 % Date: 5/31/2018
Return: 1.07 % Date: 4/30/2018
Return: 0.00 % Date: 3/31/2018
Return: 6.45 % Date: 2/28/2018
Return: 4.61 % Date: 1/31/2018
Return: 2.97 % Date: 12/31/2017
Return: 2.39 % Date: 11/30/2017
Return: 3.84 % Date: 10/31/2017
Return: 0.38 % Date: 9/30/2017
Return: -2.03 % Date: 8/31/2017
Return: 0.99 % Date: 7/31/2017
Return: 1.23 % Date: 6/30/2017
Return: 2.35 % Date: 5/31/2017
Return: -0.63 % Date: 4/30/2017
Return: 1.57 % Date: 3/31/2017
Return: -0.52 % Date: 2/28/2017
Return: -0.63 % Date: 1/31/2017
Return: -1.16 % Date: 12/31/2016
Return: 1.05 % Date: 11/30/2016
Return: 0.33 % Date: 10/31/2016
Return: 3.82 % Date: 9/30/2016
Return: 0.47 % Date: 8/31/2016
Return: -1.49 % Date: 7/31/2016
Return: -0.66 % Date: 6/30/2016
Return: 0.40 % Date: 5/31/2016
Return: -2.68 % Date: 4/30/2016
Return: -0.37 % Date: 3/31/2016
Return: -0.49 % Date: 2/29/2016
Return: -4.73 % Date: 1/31/2016
Return: -1.09 % Date: 12/31/2015
Return: -2.35 % Date: 11/30/2015
Return: 2.65 % Date: 10/31/2015
Return: 2.97 % Date: 9/30/2015
Return: -7.66 % Date: 8/31/2015
Return: 4.65 % Date: 7/31/2015
Return: 10.57 % Date: 6/30/2015
Return: 0.07 % Date: 5/31/2015
Return: 0.00 % Date: 4/30/2015
Return: 0.45 % Date: 3/31/2015
Return: 2.53 % Date: 2/28/2015
Return: -0.69 % Date: 1/31/2015
Return: 1.31 % Date: 12/31/2014
Return: 0.47 % Date: 11/30/2014
Return: -2.42 % Date: 10/31/2014
Return: -2.15 % Date: 9/30/2014
Return: 1.12 % Date: 8/31/2014
Return: -0.67 % Date: 7/31/2014
Return: -0.96 % Date: 6/30/2014
Return: -1.24 % Date: 5/31/2014
Return: -0.15 % Date: 4/30/2014
Return: 1.25 % Date: 3/31/2014
Return: -0.29 % Date: 2/28/2014
Return: -0.58 % Date: 1/31/2014
Return: 0.59 % Date: 12/31/2013
Return: -0.94 % Date: 11/30/2013
Return: -0.43 % Date: 10/31/2013
Return: -0.86 % Date: 9/30/2013
Return: -2.65 % Date: 8/31/2013
Return: -0.35 % Date: 7/31/2013
Return: -1.71 % Date: 6/30/2013
Return: 1.81 % Date: 5/31/2013
Return: -4.14 % Date: 4/30/2013
Return: 2.32 % Date: 3/31/2013
Return: -0.54 % Date: 2/28/2013
Return: -0.34 % Date: 1/31/2013
Return: 0.07 % Date: 12/31/2012
Return: -1.20 % Date: 11/30/2012
Return: 1.49 % Date: 10/31/2012
Return: 1.31 % Date: 9/30/2012
Return: -0.34 % Date: 8/31/2012
Return: -2.34 % Date: 7/31/2012
Return: 4.70 % Date: 6/30/2012
Return: 1.21 % Date: 5/31/2012
Return: 3.68 % Date: 4/30/2012
Return: -0.15 % Date: 3/31/2012
Return: 1.49 % Date: 2/29/2012
Return: 0.37 % Date: 1/31/2012
Return: -0.30 % Date: 12/31/2011
Return: -0.81 % Date: 11/30/2011
Return: 0.52 % Date: 10/31/2011
Return: 3.94 % Date: 9/30/2011
Return: 3.52 % Date: 8/31/2011
Return: 17.06 % Date: 7/31/2011
Return: -1.30 % Date: 6/30/2011
Return: 1.12 % Date: 5/31/2011
Return: 2.69 % Date: 4/30/2011
Return: 2.46 % Date: 3/31/2011
Return: 0.49 % Date: 2/28/2011
Return: 2.12 % Date: 1/31/2011
Return: 0.81 % Date: 12/31/2010
Return: 0.92 % Date: 11/30/2010
Return: -1.32 % Date: 10/31/2010
Return: 1.44 % Date: 9/30/2010
Return: -0.82 % Date: 8/31/2010
Return: -1.31 % Date: 7/31/2010
Return: 0.61 % Date: 6/30/2010
Return: -3.05 % Date: 5/31/2010
Return: 5.17 % Date: 4/30/2010
Return: -1.22 % Date: 3/31/2010
Return: -0.51 % Date: 2/28/2010
Return: -1.40 % Date: 1/31/2010
Return: -1.58 % Date: 12/31/2009
Return: -1.74 % Date: 11/30/2009
Return: 1.67 % Date: 10/31/2009
Return: 1.60 % Date: 9/30/2009
Return: 0.00 %

Note: All performance data is since program inception.

Distribution of Monthly Returns

Date Range: 09/09 - 04/20
Return: 23.00 %
Count: 1 Return: 14.00 %
Count: 1 Return: 6.00 %
Count: 2 Return: -5.00 %
Count: 1 Return: -8.00 %
Count: 1 Return: 11.00 %
Count: 1 Return: -4.00 %
Count: 1 Return: 4.00 %
Count: 6 Return: 17.00 %
Count: 1 Return: 3.00 %
Count: 5 Return: 1.00 %
Count: 23 Return: -3.00 %
Count: 4 Return: 5.00 %
Count: 4 Return: -1.00 %
Count: 29 Return: -2.00 %
Count: 9 Return: 2.00 %
Count: 11 Return: 0.00 %
Count: 28

Note: All performance data is since program inception.

Underwater Curve

Date Range: 09/09 - 04/20
Date: 4/30/2020
Drawdown: 0.00 % Date: 3/31/2020
Drawdown: 0.00 % Date: 2/29/2020
Drawdown: 0.00 % Date: 1/31/2020
Drawdown: 0.00 % Date: 12/31/2019
Drawdown: -1.15 % Date: 11/30/2019
Drawdown: -1.53 % Date: 10/31/2019
Drawdown: -5.64 % Date: 9/30/2019
Drawdown: -4.65 % Date: 8/31/2019
Drawdown: -1.82 % Date: 7/31/2019
Drawdown: -1.96 % Date: 6/30/2019
Drawdown: -0.95 % Date: 5/31/2019
Drawdown: -1.19 % Date: 4/30/2019
Drawdown: 0.00 % Date: 3/31/2019
Drawdown: -0.36 % Date: 2/28/2019
Drawdown: -0.68 % Date: 1/31/2019
Drawdown: 0.00 % Date: 12/31/2018
Drawdown: 0.00 % Date: 11/30/2018
Drawdown: 0.00 % Date: 10/31/2018
Drawdown: 0.00 % Date: 9/30/2018
Drawdown: -2.29 % Date: 8/31/2018
Drawdown: 0.00 % Date: 7/31/2018
Drawdown: -0.86 % Date: 6/30/2018
Drawdown: 0.00 % Date: 5/31/2018
Drawdown: 0.00 % Date: 4/30/2018
Drawdown: 0.00 % Date: 3/31/2018
Drawdown: 0.00 % Date: 2/28/2018
Drawdown: 0.00 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: -2.86 % Date: 11/30/2017
Drawdown: -5.13 % Date: 10/31/2017
Drawdown: -8.64 % Date: 9/30/2017
Drawdown: -8.98 % Date: 8/31/2017
Drawdown: -7.10 % Date: 7/31/2017
Drawdown: -8.01 % Date: 6/30/2017
Drawdown: -9.13 % Date: 5/31/2017
Drawdown: -11.21 % Date: 4/30/2017
Drawdown: -10.65 % Date: 3/31/2017
Drawdown: -12.03 % Date: 2/28/2017
Drawdown: -11.57 % Date: 1/31/2017
Drawdown: -11.01 % Date: 12/31/2016
Drawdown: -9.97 % Date: 11/30/2016
Drawdown: -10.90 % Date: 10/31/2016
Drawdown: -11.19 % Date: 9/30/2016
Drawdown: -14.46 % Date: 8/31/2016
Drawdown: -14.86 % Date: 7/31/2016
Drawdown: -13.57 % Date: 6/30/2016
Drawdown: -13.00 % Date: 5/31/2016
Drawdown: -13.35 % Date: 4/30/2016
Drawdown: -10.96 % Date: 3/31/2016
Drawdown: -10.63 % Date: 2/29/2016
Drawdown: -10.19 % Date: 1/31/2016
Drawdown: -5.73 % Date: 12/31/2015
Drawdown: -4.69 % Date: 11/30/2015
Drawdown: -2.40 % Date: 10/31/2015
Drawdown: -4.92 % Date: 9/30/2015
Drawdown: -7.66 % Date: 8/31/2015
Drawdown: 0.00 % Date: 7/31/2015
Drawdown: -0.87 % Date: 6/30/2015
Drawdown: -10.35 % Date: 5/31/2015
Drawdown: -10.41 % Date: 4/30/2015
Drawdown: -10.41 % Date: 3/31/2015
Drawdown: -10.81 % Date: 2/28/2015
Drawdown: -13.01 % Date: 1/31/2015
Drawdown: -12.41 % Date: 12/31/2014
Drawdown: -13.54 % Date: 11/30/2014
Drawdown: -13.95 % Date: 10/31/2014
Drawdown: -11.81 % Date: 9/30/2014
Drawdown: -9.87 % Date: 8/31/2014
Drawdown: -10.87 % Date: 7/31/2014
Drawdown: -10.27 % Date: 6/30/2014
Drawdown: -9.40 % Date: 5/31/2014
Drawdown: -8.26 % Date: 4/30/2014
Drawdown: -8.13 % Date: 3/31/2014
Drawdown: -9.26 % Date: 2/28/2014
Drawdown: -9.00 % Date: 1/31/2014
Drawdown: -8.47 % Date: 12/31/2013
Drawdown: -9.00 % Date: 11/30/2013
Drawdown: -8.14 % Date: 10/31/2013
Drawdown: -7.74 % Date: 9/30/2013
Drawdown: -6.94 % Date: 8/31/2013
Drawdown: -4.41 % Date: 7/31/2013
Drawdown: -4.07 % Date: 6/30/2013
Drawdown: -2.40 % Date: 5/31/2013
Drawdown: -4.14 % Date: 4/30/2013
Drawdown: 0.00 % Date: 3/31/2013
Drawdown: -2.00 % Date: 2/28/2013
Drawdown: -1.47 % Date: 1/31/2013
Drawdown: -1.13 % Date: 12/31/2012
Drawdown: -1.20 % Date: 11/30/2012
Drawdown: 0.00 % Date: 10/31/2012
Drawdown: -1.40 % Date: 9/30/2012
Drawdown: -2.67 % Date: 8/31/2012
Drawdown: -2.34 % Date: 7/31/2012
Drawdown: 0.00 % Date: 6/30/2012
Drawdown: 0.00 % Date: 5/31/2012
Drawdown: 0.00 % Date: 4/30/2012
Drawdown: -0.15 % Date: 3/31/2012
Drawdown: 0.00 % Date: 2/29/2012
Drawdown: -0.74 % Date: 1/31/2012
Drawdown: -1.11 % Date: 12/31/2011
Drawdown: -0.81 % Date: 11/30/2011
Drawdown: 0.00 % Date: 10/31/2011
Drawdown: 0.00 % Date: 9/30/2011
Drawdown: 0.00 % Date: 8/31/2011
Drawdown: 0.00 % Date: 7/31/2011
Drawdown: -1.30 % Date: 6/30/2011
Drawdown: 0.00 % Date: 5/31/2011
Drawdown: 0.00 % Date: 4/30/2011
Drawdown: 0.00 % Date: 3/31/2011
Drawdown: -1.66 % Date: 2/28/2011
Drawdown: -2.14 % Date: 1/31/2011
Drawdown: -4.17 % Date: 12/31/2010
Drawdown: -4.94 % Date: 11/30/2010
Drawdown: -5.81 % Date: 10/31/2010
Drawdown: -4.55 % Date: 9/30/2010
Drawdown: -5.91 % Date: 8/31/2010
Drawdown: -5.13 % Date: 7/31/2010
Drawdown: -3.87 % Date: 6/30/2010
Drawdown: -4.45 % Date: 5/31/2010
Drawdown: -1.45 % Date: 4/30/2010
Drawdown: -6.29 % Date: 3/31/2010
Drawdown: -5.13 % Date: 2/28/2010
Drawdown: -4.65 % Date: 1/31/2010
Drawdown: -3.29 % Date: 12/31/2009
Drawdown: -1.74 % Date: 11/30/2009
Drawdown: 0.00 % Date: 10/31/2009
Drawdown: 0.00 %

Note: All performance data is since program inception.

Manager Information

Manager Name:  Sinopac Asset Management (Asia) Limited
Address: Suites 816, 8F Citic Tower, No. 1 Tim Mei Avenue, Central
City: Hong Kong
State:
Zip: 00000
Country: Hong Kong

Key People

Name:  Gladys Lang
Position:  Portfolio Manager
Biography: 

Gladys Lang has over 20 years of experience in the financial industry specializing in the areas of derivatives, quantitative trading and risk management. She started her career in 1993 as a Market Risk Analyst with Citibank. She was then Head of Quantitative Research in equity derivatives between 1995 and 1997. She joined ING Barings as a Senior Risk Manager in 1997 and was promoted to Regional Head of Market Risk Asia in 1999. Before she joined Sinopac Asset Management, she worked for KGI as the Director of Equity Proprietary Trading from 2003 to 2009. Gladys received her Bachelor of Law Degree from the London University, a Bachelor of Science Degree from the Chinese University of Hong Kong and a Doctorate Degree in Physics from the California Institute of Technology.


Additional Information

 Futures Sectors Traded
 Stock Indexes Yes 
 Interest Rates Yes 
 Currencies Yes 
 Metals Yes 
 Softs Yes 
 Grains Yes 
 Investment Methodology
 Technical Yes 
 Trend Following Yes 
 Systematic Yes 
 Mean-reversion Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Intra-Week Yes 
 Intra-Day Yes 
 Investment Terms & Information
 Managed Account Minimum: $5,000,000 
 Margin / Equity Ratio: 5% 
 Managed Account Availability: Open 
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