G7 - Currencies Year Jan Feb
G7 - Currencies G7-Currencies model consists in the trading of options with one week to one month tenors having as an objetive to obtain an anual return over 50% with a 95% capital protection. The system focus on two main currencies EUR/USD and USD/JPY and performs a rigourous risk cont rol covering all spots and forward trades; the system does not sell naked options. The model only increases the position sizing and the potential risk once it has enough profits to protect the initial investment capital. Monthly Performance (%) Net of Fees Year Jan 2012 2013 2014 12.80% 0.00% Feb Mar -11.46% 0.00% Apr 16.81% 0.00% 1.24% 1.06% May 0.50% 7.80% Jun -16.26% 0.00% Jul 8.04% 0.00% Aug Sep Oct Nov Dec Year 2.57% 2.47% 0.49% 0.39% -0.87% 0.00% -0.38% 0.00% 2.07% -0.83% 1.98% -0.34% 18.30% 10.46% *Drawdowns must not be considered over the initial investment capital (see "Important Risk Information"). ** All returns are live and are available upon request. Executive Biography Matias Ferrari received a MBA from Boston University in 1993 and participated in the Option Course of Professor Cox among other courses he attended at MIT. He also took derivatives courses by John Hull in New York and he was a teaching assistant at the Sloan Program at MIT. Matias has being the Head of Latin America for Super-Derivatives from 2004 until 2012, where he was responsible for developing the presence and sales distribution of the company´s risk management platform in the region. He also advised key players in the region for hedging and prop trading objectives l ike Techint, Banco de Chile, Standard Bank, BBVA. He has provided more than 20 Derivatives Seminars in the last 10 years. Prior to joining Super-Derivatives, Matias was a Vice President at Citibank from 2002 to 2004, where he developed the fixed income derivatives market for the International Private Bank. Before Citibank, Matias worked at Bear Stearns where he traded major LATAM currencies as a prop trader in the forward and option market. He introduced an innovative intervention and collateral program to the Government of Argentina and structured products to US and Latin America n clients. Prior to Bear Stears, he worked for two years at Goldman Sachs where he structured assets and liability products for government institutions, cental banks, corporations and high net worth individuals in Latin America and in US. Important Risk Information Maximum Draw Down The only draw down the system had based Year 2012 2013 2014 The model never risks more than 95% of the notional investment. The drawdowns on the initial investment capital, was of Draw down -0.83% are based on the profits accumulated. The cushion that we build over time allow us 0.83% on December 2012 and it was full recovered on January 2013. to increase the exposure in search for higher returns, but without risking more than Live trades sample 5% of the initial investment . The table on the right shows the DD over the notional investment or the first capital invested. Statistical Analysis G7 Currencies HFRX Macro Currency Index HFRX Global Hedge Fund EUR Index Returns Annualized Return Cumulative Return Cumulative VAMI ($1000) MAR (Annualized / Max DD) Best Month Worst Month (For G7 Currencies based on initial investment) Positive Months (%) Negative Months (%) Standard Deviation 11.09% 24.49% $1,245 13.36 16.81% -0.83% 52.00% 20.00% 21.92% 1.47% 3.08% $1,031 0.36 1.55% -0.86% 52.0% 44.0% 4.74% 3.86% 8.21% $1,082 1.08 1.87% -1.35% 68.00% 32.00% 6.00% -0.83% 1 0.00% 0 7.80% 16.32% -4.11% 16 -1.44% 3 0.10% -2.07% -3.59% 17 -1.35% 1 (Active) 0.41% 3.01% Risk Largest Drawdown (For G7 Currencies based on inital investment) Length of Drawdown 2nd Largest Drawdown Length of Drawdown Last 3 Months Last Year Service Providers Bank: Prime Broker: Firm AUM: UBS Geneva / Credit-Suisse UBS Geneva electronic platform / Credit-Suisse electronic platform USD 500 K Annual Returns Returns During Weak Markets G7 vs HFRX Funds G7-Currencies $ 1,250.00 $ 1,200.00 $ 1,150.00 $ 1,100.00 $ 1,050.00 $ 1,000.00 $ 950.00 $ 900.00 Aug 12 Oct 12 Dec 12 Feb 13 Apr 13 Jun 13 Aug 13 Oct 13 Dec 13 Feb 14 Apr 14 Contact Info Matias Ferrari Santiago Martín de Lavallaz Laurens Bensdorp - Email : mferrari@volsmart.com - Email : santiago@alpha-equity.com - Email : Laurens@alpha-equity.com Jun 14 Aug 14 HFRX Global HF Eur HFRX Macro Currency Index S&P 500 $ 1,300.00 G7-Currencies 3.00% 2.00% 1.00% 0.00% -1.00% -2.00% -3.00% -4.00% Jan 14 Aug 13 Oct 12 Jun 13 Jul 14 The information contained herein regarding G7 Currencies managers solely for informational purposes only. The information contained herein is presented to the best of the Investment Manager's ability. The information may not be substantially complete and should be referenced with the most recent version of the offering documents. In the event that any information in this document contradicts any information contained in the offering documents, the information in the offering documents will be controlling. Although the information herein may change materially at any time and from time to time, the Investment Manager has no obligation to provide you with any updates reflecting such revisions. All information contained in this document relating to the Investment Manager and its affiliates, in whole or in part, is confidential in nature and should not be disclosed to third parties without the Investment Manager's prior written permission. Material reliance on the responses is not advised as these responses may reflect certain guidelines which may be changed without investor consent or investor notice. The information contained herein has been prepared solely for informational purposes and is not an offer to buy or sell or a solicitation of an offer to buy or sell any interests or to participate in any trading strategy and may not be used or relied upon in connection with any offer or sale of securities. Investments in hedge funds involve a high degree of risk. An investment in the investment vehicle described herein would be suitable for you only if you have adequate means of providing for your current and future needs, have no need for liquidity in such investment and can afford to lose the entire amount of your investment. The investment strategy and the techniques set forth herein are only guidelines and in no way restricts the Investment Manager from exceeding such guidelines or employing other additional guidelines, as it deems appropriate, in its sole discretion. You should conduct your own independent analysis of the data contained herein and contact your financial and tax advisors regarding the offering documents. The Investment Manager does not make any representation or warranty, express or implied, as to the accuracy or completeness of the information contained herein and nothing contained herein shall be relied upon as a promise or representation whether as to the past or future performance. The charts and descriptions of investment history and performance contained herein are not representations that such history or performance will continue in the future or that any investment scenario or performance will even be similar to such or description. Any investment described herein is an example only and is not a representation that the same or even similar investment scenario will arise in the future or that investments made by one of the funds will be as profitable as this example or will not result in a loss. All returns are purely historical, are no indication of future performance and are subject to adjustment. These results are based on information believed to be correct, but are subject to revision and audit adjustment. At this time, the performance representations have not been audited. The information presented relating to HFRX funds (collectively, "Indices") has been obtained from sources believed to be reliable, but Investment Manager does not represent that it is accurate or complete, and it should not be relied on as such. Each of the Indices are (a) adjusted to reflect reinvestment of dividends, (b) unmanaged, and (c) set forth the performance of a well-known, broadbased stock market index. Indices not necessarily representative of the management style of the Investment Manager. The Indices are included for discussion purposes only. Statistics included on previous page are taken from results beginning September 2011. Live trading of the G7 Currencies strategy began September 2011. The first full month of performance as a stand alone fund was September 2011. Past performance does not guarantee future results. Some of the information contained herein may include estimates and projections and involve significant elements of subjective judgment and analysis. No representations are made as to the accuracy of such estimates or projections and all assumptions relating to such estimates or projections may not be realized. The Investment Manager disclaims any and all liability relating to the information contained in this document, including, without limitation, any express or implied representation or warranty for statements contained herein and/or any omissions from such statements. Additional information is available upon request.
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