Neural Capital Limited

Neural Capital Sentinel Program *QEP*


Monthly Performance (%)

Date Range: 11/17 - 01/21
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec  YTD 
2021 -3.51   -3.51 
2020 3.52 10.12 15.69 -0.20 -0.34 0.47 5.64 -1.11 -1.23 -1.77 4.11 5.85  47.20 
2019 1.38 -0.29 6.83 -0.58 5.70 5.96 -1.08 5.83 -5.17 -5.02 -3.73 1.60  10.90 
2018 0.89 -4.18 -0.34 -1.25 6.22 -2.58 -2.94 0.36 -4.47 -14.41 8.00 9.23  -7.50 
2017 1.38  1.38 

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 Neural Capital Sentinel Program uses a systematic process to implement a disciplined and repeatable investment thesis. We invest using a proprietary Trend-Following model that has evolved through intensive research and financial market participation spanning multiple decades. The Sentinel Program has historically generated excess returns when implemented across a globally diverse set of asset classes and on various time frames. Neural Capital specialises in taking advantage of the persistent nature of financial asset prices that can occur infrequently. In essence, the program exploits the mismatch between generally accepted random walk models of risk and real-world financial asset price behaviour.

Performance Statistics

Date Range: 11/17 - 01/21
  Program S&P 500 Coquest 40 
Total Return 47.71% 53.58% 4.23% 
Annualized Return 13.11% 14.11% 1.28% 
Annualized Std. Deviation 18.50% 17.88% 7.19% 
Correlation -0.18 0.33 
Sharpe Ratio (rf=2.5%) 0.57 0.65 -0.17 
Worst Month -14.41% -12.35% -6.10% 
Date of Worst Month 10/2018 03/2020 02/2018 
Worst Drawdown -22.41% -19.60% -9.14% 
Date of Worst Drawdown 5/18 - 10/18 12/19 - 3/20 1/18 - 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: 11/17 - 01/21
Year or YTD Program S&P 500 Coquest 40 
2021 -3.51 -1.01 -0.91 
2020 47.20 18.40 0.97 
2019 10.90 31.50 7.53 
2018 -7.50 -4.38 -4.29 
2017 1.38 1.11 1.09 

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: 11/17 - 01/21
Date: 1/31/2021
Perf: $1,040.97 Date: 12/31/2020
Perf: $1,050.53 Date: 11/30/2020
Perf: $1,012.37 Date: 10/31/2020
Perf: $1,003.54 Date: 9/30/2020
Perf: $1,006.76 Date: 8/31/2020
Perf: $1,021.67 Date: 7/31/2020
Perf: $1,033.35 Date: 6/30/2020
Perf: $1,013.98 Date: 5/31/2020
Perf: $1,027.13 Date: 4/30/2020
Perf: $1,039.29 Date: 3/31/2020
Perf: $1,035.87 Date: 2/29/2020
Perf: $1,035.25 Date: 1/31/2020
Perf: $1,050.91 Date: 12/31/2019
Perf: $1,040.40 Date: 11/30/2019
Perf: $1,046.89 Date: 10/31/2019
Perf: $1,036.73 Date: 9/30/2019
Perf: $1,060.16 Date: 8/31/2019
Perf: $1,090.37 Date: 7/31/2019
Perf: $1,052.27 Date: 6/30/2019
Perf: $1,017.57 Date: 5/31/2019
Perf: $997.62 Date: 4/30/2019
Perf: $1,017.57 Date: 3/31/2019
Perf: $990.33 Date: 2/28/2019
Perf: $956.01 Date: 1/31/2019
Perf: $949.93 Date: 12/31/2018
Perf: $967.54 Date: 11/30/2018
Perf: $963.49 Date: 10/31/2018
Perf: $975.20 Date: 9/30/2018
Perf: $999.89 Date: 8/31/2018
Perf: $1,004.41 Date: 7/31/2018
Perf: $979.44 Date: 6/30/2018
Perf: $986.84 Date: 5/31/2018
Perf: $978.62 Date: 4/30/2018
Perf: $991.41 Date: 3/31/2018
Perf: $980.82 Date: 2/28/2018
Perf: $981.70 Date: 1/31/2018
Perf: $1,045.47 Date: 12/31/2017
Perf: $1,010.90 Date: 11/30/2017
Perf: $1,000.00 Date: 1/31/2021
Perf: $1,490.09 Date: 12/31/2020
Perf: $1,505.29 Date: 11/30/2020
Perf: $1,449.63 Date: 10/31/2020
Perf: $1,306.56 Date: 9/30/2020
Perf: $1,342.26 Date: 8/31/2020
Perf: $1,395.28 Date: 7/31/2020
Perf: $1,301.69 Date: 6/30/2020
Perf: $1,232.20 Date: 5/31/2020
Perf: $1,208.15 Date: 4/30/2020
Perf: $1,153.26 Date: 3/31/2020
Perf: $1,022.21 Date: 2/29/2020
Perf: $1,166.24 Date: 1/31/2020
Perf: $1,270.83 Date: 12/31/2019
Perf: $1,271.34 Date: 11/30/2019
Perf: $1,234.07 Date: 10/31/2019
Perf: $1,190.84 Date: 9/30/2019
Perf: $1,165.55 Date: 8/31/2019
Perf: $1,144.15 Date: 7/31/2019
Perf: $1,162.52 Date: 6/30/2019
Perf: $1,146.02 Date: 5/31/2019
Perf: $1,070.55 Date: 4/30/2019
Perf: $1,143.14 Date: 3/31/2019
Perf: $1,098.64 Date: 2/28/2019
Perf: $1,077.73 Date: 1/31/2019
Perf: $1,044.21 Date: 12/31/2018
Perf: $966.77 Date: 11/30/2018
Perf: $1,062.74 Date: 10/31/2018
Perf: $1,041.49 Date: 9/30/2018
Perf: $1,117.96 Date: 8/31/2018
Perf: $1,111.63 Date: 7/31/2018
Perf: $1,076.53 Date: 6/30/2018
Perf: $1,037.92 Date: 5/31/2018
Perf: $1,031.52 Date: 4/30/2018
Perf: $1,007.25 Date: 3/31/2018
Perf: $1,003.44 Date: 2/28/2018
Perf: $1,029.59 Date: 1/31/2018
Perf: $1,069.04 Date: 12/31/2017
Perf: $1,011.10 Date: 11/30/2017
Perf: $1,000.00 Date: 1/31/2021
Perf: $1,477.13 Date: 12/31/2020
Perf: $1,530.86 Date: 11/30/2020
Perf: $1,446.26 Date: 10/31/2020
Perf: $1,389.16 Date: 9/30/2020
Perf: $1,414.19 Date: 8/31/2020
Perf: $1,431.80 Date: 7/31/2020
Perf: $1,447.88 Date: 6/30/2020
Perf: $1,370.58 Date: 5/31/2020
Perf: $1,364.16 Date: 4/30/2020
Perf: $1,368.82 Date: 3/31/2020
Perf: $1,371.56 Date: 2/29/2020
Perf: $1,185.55 Date: 1/31/2020
Perf: $1,076.60 Date: 12/31/2019
Perf: $1,039.99 Date: 11/30/2019
Perf: $1,023.61 Date: 10/31/2019
Perf: $1,063.27 Date: 9/30/2019
Perf: $1,119.47 Date: 8/31/2019
Perf: $1,180.50 Date: 7/31/2019
Perf: $1,115.47 Date: 6/30/2019
Perf: $1,127.65 Date: 5/31/2019
Perf: $1,064.22 Date: 4/30/2019
Perf: $1,006.83 Date: 3/31/2019
Perf: $1,012.70 Date: 2/28/2019
Perf: $947.96 Date: 1/31/2019
Perf: $950.72 Date: 12/31/2018
Perf: $937.77 Date: 11/30/2018
Perf: $858.53 Date: 10/31/2018
Perf: $794.94 Date: 9/30/2018
Perf: $928.77 Date: 8/31/2018
Perf: $972.23 Date: 7/31/2018
Perf: $968.74 Date: 6/30/2018
Perf: $998.09 Date: 5/31/2018
Perf: $1,024.52 Date: 4/30/2018
Perf: $964.53 Date: 3/31/2018
Perf: $976.74 Date: 2/28/2018
Perf: $980.07 Date: 1/31/2018
Perf: $1,022.82 Date: 12/31/2017
Perf: $1,013.80 Date: 11/30/2017
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: 11/17 - 01/21
Date: 1/31/2021
Return: -3.51 % Date: 12/31/2020
Return: 5.85 % Date: 11/30/2020
Return: 4.11 % Date: 10/31/2020
Return: -1.77 % Date: 9/30/2020
Return: -1.23 % Date: 8/31/2020
Return: -1.11 % Date: 7/31/2020
Return: 5.64 % Date: 6/30/2020
Return: 0.47 % Date: 5/31/2020
Return: -0.34 % Date: 4/30/2020
Return: -0.20 % Date: 3/31/2020
Return: 15.69 % Date: 2/29/2020
Return: 10.12 % Date: 1/31/2020
Return: 3.52 % Date: 12/31/2019
Return: 1.60 % Date: 11/30/2019
Return: -3.73 % Date: 10/31/2019
Return: -5.02 % Date: 9/30/2019
Return: -5.17 % Date: 8/31/2019
Return: 5.83 % Date: 7/31/2019
Return: -1.08 % Date: 6/30/2019
Return: 5.96 % Date: 5/31/2019
Return: 5.70 % Date: 4/30/2019
Return: -0.58 % Date: 3/31/2019
Return: 6.83 % Date: 2/28/2019
Return: -0.29 % Date: 1/31/2019
Return: 1.38 % Date: 12/31/2018
Return: 9.23 % Date: 11/30/2018
Return: 8.00 % Date: 10/31/2018
Return: -14.41 % Date: 9/30/2018
Return: -4.47 % Date: 8/31/2018
Return: 0.36 % Date: 7/31/2018
Return: -2.94 % Date: 6/30/2018
Return: -2.58 % Date: 5/31/2018
Return: 6.22 % Date: 4/30/2018
Return: -1.25 % Date: 3/31/2018
Return: -0.34 % Date: 2/28/2018
Return: -4.18 % Date: 1/31/2018
Return: 0.89 % Date: 12/31/2017
Return: 1.38 % Date: 11/30/2017
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: 11/17 - 01/21
Return: -2.00 %
Count: 1 Return: 16.00 %
Count: 1 Return: 10.00 %
Count: 1 Return: 4.00 %
Count: 2 Return: 2.00 %
Count: 1 Return: -5.00 %
Count: 2 Return: 7.00 %
Count: 1 Return: 9.00 %
Count: 1 Return: 8.00 %
Count: 1 Return: -14.00 %
Count: 1 Return: -3.00 %
Count: 2 Return: 6.00 %
Count: 6 Return: -1.00 %
Count: 5 Return: -4.00 %
Count: 4 Return: 1.00 %
Count: 3 Return: 0.00 %
Count: 7

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: 11/17 - 01/21
Date: 1/31/2021
Drawdown: -3.51 % Date: 12/31/2020
Drawdown: 0.00 % Date: 11/30/2020
Drawdown: -0.11 % Date: 10/31/2020
Drawdown: -4.06 % Date: 9/30/2020
Drawdown: -2.33 % Date: 8/31/2020
Drawdown: -1.11 % Date: 7/31/2020
Drawdown: 0.00 % Date: 6/30/2020
Drawdown: -0.07 % Date: 5/31/2020
Drawdown: -0.54 % Date: 4/30/2020
Drawdown: -0.20 % Date: 3/31/2020
Drawdown: 0.00 % Date: 2/29/2020
Drawdown: 0.00 % Date: 1/31/2020
Drawdown: -8.80 % Date: 12/31/2019
Drawdown: -11.90 % Date: 11/30/2019
Drawdown: -13.29 % Date: 10/31/2019
Drawdown: -9.93 % Date: 9/30/2019
Drawdown: -5.17 % Date: 8/31/2019
Drawdown: 0.00 % Date: 7/31/2019
Drawdown: -1.08 % Date: 6/30/2019
Drawdown: 0.00 % Date: 5/31/2019
Drawdown: 0.00 % Date: 4/30/2019
Drawdown: -1.73 % Date: 3/31/2019
Drawdown: -1.15 % Date: 2/28/2019
Drawdown: -7.47 % Date: 1/31/2019
Drawdown: -7.20 % Date: 12/31/2018
Drawdown: -8.47 % Date: 11/30/2018
Drawdown: -16.20 % Date: 10/31/2018
Drawdown: -22.41 % Date: 9/30/2018
Drawdown: -9.35 % Date: 8/31/2018
Drawdown: -5.10 % Date: 7/31/2018
Drawdown: -5.44 % Date: 6/30/2018
Drawdown: -2.58 % Date: 5/31/2018
Drawdown: 0.00 % Date: 4/30/2018
Drawdown: -5.70 % Date: 3/31/2018
Drawdown: -4.51 % Date: 2/28/2018
Drawdown: -4.18 % Date: 1/31/2018
Drawdown: 0.00 % Date: 12/31/2017
Drawdown: 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.

Manager Information

Manager Name:  Neural Capital Limited
Address:
City:
State:
Zip:
Country:

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 
 Softs Yes 
 Grains Yes 
 Meats Yes 
 Investment Methodology
 Trend Following Yes 
 Systematic Yes 
 Diversified Yes 
 Quantitative Analysis Yes 
 Instruments Traded
 Futures Yes 
 Geographical Focus
 Global Yes 
 Holding Period
 Medium Term Yes 
 Short Term Yes 
 Investment Terms & Information
 Managed Account Minimum: $7,500,000 
 Margin / Equity Ratio: 16% 
 Managed Account Availability: Open 
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