Athena UI Fond
Absolute Return Fund / Options
Athena UI is an Absolute Return Fund trading option strategies on equity indices since June 2008. The Athena strategy is based on a set of options strategies which are implemented step by step following our investment process. The Athena UI Fund is protected by a sophisticated risk management system that controls internal and external risk parameters real time. Additionally, we use static and quantitative rules meeting the requirements of a state-of-the-art risk and money management. We only trade listed derivatives (options and futures) which offer high liquidity.
Uncorrelated, consistent returns and a low volatility characterise the Athena UI Fund. We offer the highest possible transparency and daily liquidity. Athena's low correlation to equity and bond markets provides a high potential of diversification. Therefore, Athena fits well to investors who set value on stability.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -11.47% |
| From Jan 2007 to Apr 2007 | |
| Worst Month (Feb 2007) | -5.84% |
| Current Losing Streak | -0.74% |
| Average Monthly Return | 0.37% |
| Monthly Std. Deviation | 1.4% |
| Gain Deviation (155 months) | 1.22% |
| Loss Deviation (124 months) | 0.86% |
| Gain to Loss Ratio | 1.87 |
| Omega Ratio (5% Threshold) | 0.91 |
| Annualized Performance |
|
| Compound ROR (1) | 4.43% |
| Standard Deviation | 4.84% |
| Downside Deviation | 2.46% |
| Sharpe Ratio (3) 2% RF ROR | 0.84 |
| Sortino Ratio (4) 5% MAR | 1.74 |
| Calmar Ratio (5) | 1.64 |
| Sterling Ratio (6) | 0.38 |
| Gain Deviation | 4.21% |
| Loss Deviation | 3% |
| Profit Loss Ratio | 2.34 |
| Investment Information |
|
| Program Start Date | Jun-2006 |
| Percent Discretionary | 40% |
| Percent Systematic | 60% |
| Currency Denomination - Euros | |
| Minimum Investment | €1 |
| Minimum Fund Investment | €1 |
| Management Fee | 0.95% |
| Incentive Fee | 0.00 |
| Margin | 30% |
| Round Turns per Million | 1,500 |
| NFA No: | #Non NFA-Member |
| Non US Investors Only | |
| Performance Since August 2002 | Track Record Compiled By: N/A | Please See Accounting Notes |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.54% | 0.54% | -0.55% | -2.05% | 0.64% | 0.24% | 0.14% | 0.00% | 0.50% | 0.35% | – | – | 0.34% | -2.59% |
| 2024 | 0.15% | 0.31% | 0.30% | 0.58% | 0.46% | 0.41% | 0.69% | 0.40% | 0.80% | 0.30% | 0.60% | 1.00% | 6.14% | 0.00% |
| 2023 | 0.73% | 0.28% | 0.15% | 0.39% | 0.19% | 0.08% | 0.43% | 1.03% | 0.77% | 0.93% | 0.89% | 0.91% | 6.99% | 0.00% |
| 2022 | 2.30% | 0.34% | 0.34% | -0.46% | 0.49% | 0.38% | 1.78% | 0.10% | -0.39% | 0.60% | 0.20% | -0.82% | 4.93% | -0.82% |
| 2021 | 1.04% | -0.36% | -0.32% | -0.43% | 0.49% | -0.15% | 0.02% | -0.87% | 1.92% | -1.12% | -0.07% | -0.11% | -0.01% | -1.62% |
| 2020 | 0.48% | -0.85% | 5.47% | 0.35% | 0.40% | -0.01% | -0.71% | -1.07% | 3.42% | 1.23% | -0.86% | -0.62% | 7.25% | -1.78% |
| 2019 | -0.62% | -0.57% | -0.28% | -0.83% | 1.86% | -0.68% | -0.09% | 1.71% | -0.87% | -0.97% | -1.05% | -0.28% | -2.70% | -3.14% |
| 2018 | -0.33% | -2.04% | 1.13% | -0.11% | -0.57% | 0.84% | -0.50% | -0.49% | -0.39% | 3.95% | -0.32% | 2.63% | 3.73% | -2.46% |
| 2017 | -0.94% | -0.33% | -0.28% | -0.45% | -0.22% | -0.20% | -0.36% | 0.56% | -0.38% | -0.05% | -0.67% | -0.38% | -3.65% | -3.65% |
| 2016 | 1.49% | -0.15% | -0.52% | -0.09% | -0.29% | 0.06% | -0.12% | -0.50% | -0.19% | -0.32% | -0.51% | -0.09% | -1.24% | -2.69% |
| 2015 | 1.42% | -0.54% | 0.23% | -0.26% | -0.26% | -0.41% | -0.44% | 1.41% | -0.42% | -0.39% | 0.06% | -0.42% | -0.06% | -1.68% |
| 2014 | 0.21% | -0.53% | -0.17% | 0.81% | -0.49% | -0.45% | 0.33% | -0.40% | 0.02% | 1.81% | -0.36% | 1.92% | 2.68% | -1.01% |
| 2013 | -0.47% | -0.45% | -0.47% | 0.78% | -0.25% | 1.41% | -0.37% | 0.47% | -0.37% | -0.46% | -0.62% | -0.65% | -1.45% | -2.08% |
| 2012 | -0.69% | -0.59% | -0.33% | 0.63% | 2.07% | -0.12% | -0.08% | -0.45% | -0.37% | 0.91% | 1.39% | -0.23% | 2.10% | -1.61% |
| 2011 | -0.57% | 0.13% | 0.28% | 0.73% | 0.62% | 0.52% | 0.49% | -0.11% | 0.51% | 0.32% | 0.21% | 0.69% | 3.88% | -0.57% |
| 2010 | 0.36% | -0.25% | -1.14% | -0.64% | -1.77% | 0.32% | -0.48% | 2.56% | -0.59% | -0.94% | 0.28% | 0.13% | -2.20% | -3.91% |
| 2009 | 1.09% | 0.58% | -0.15% | -0.19% | -0.56% | 0.99% | -0.08% | 0.04% | -0.46% | -0.68% | -0.36% | -0.05% | 0.15% | -1.58% |
| 2008 | 2.18% | 0.88% | 1.23% | 0.59% | 1.07% | 1.37% | 0.66% | 0.85% | 0.83% | -0.23% | 0.24% | 0.89% | 11.07% | -0.23% |
| 2007 | 1.82% | -5.84% | -5.45% | -0.56% | 1.99% | 2.21% | -0.42% | 1.81% | 1.69% | 0.39% | 1.88% | 2.43% | 1.48% | -11.47% |
| 2006 | -0.09% | 1.64% | 0.90% | 0.88% | 1.24% | 1.53% | -0.28% | 0.41% | 0.53% | 0.55% | -0.14% | 0.62% | 8.05% | -0.28% |
| 2005 | 3.40% | 0.24% | 2.17% | -1.30% | 0.21% | 1.23% | -0.06% | 2.22% | 1.65% | -0.27% | 0.42% | 2.36% | 12.87% | -1.30% |
| 2004 | 1.61% | 3.79% | -4.72% | 3.56% | 0.44% | -0.42% | 3.98% | 2.00% | -0.80% | -0.29% | 0.87% | -0.33% | 9.77% | -4.72% |
| 2003 | 2.48% | 7.76% | 2.69% | 5.82% | -2.70% | 1.23% | 0.46% | 1.03% | 2.22% | 1.43% | 1.54% | 0.14% | 26.46% | -2.70% |
| 2002 | – | – | – | – | – | – | – | -2.27% | 4.19% | 2.66% | 1.00% | 5.19% | 11.06% | -2.27% |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD POTENTIALLY LOSE MORE THAN THE INITIAL INVESTMENT. AN INVESTOR MUST READ AND UNDERSTAND THE COMMODITY TRADING ADVISOR'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING. SELLING OPTIONS INVOLVES UNLIMITED RISK OF LOSS. THERE IS NO GUARANTEE OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THIS MATTER IS INTENDED AS A SOLICITATION TO INVEST IN MANAGED FUTURES.
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