Cyril Systematic (UCITS) Fund Class I
Pattern Recognition / Diversified
The Fund adopts a systematic approach to investing in global futures markets. Multiple trend detection techniques are employed over multiple time horizons to a diverse basket of futures markets. Risk is equalized across all contracts through the use of real time volatility measures. A dynamic risk management tool also analyzes risk factors such as rising correlations and reversal risk at the portfolio level. The average holding period of the Fund is approximately three weeks. The Fund provides for daily liquidity and is subject to several risks including, but not limited to capital loss.
| Program Statistics |
|
| Peak-to-Valley Drawdown (2) | -36.18% |
| From May 2024 to May 2025 | |
| Worst Month (Mar 2025) | -13.23% |
| Current Losing Streak | -35.66% |
| Average Monthly Return | 0.43% |
| Monthly Std. Deviation | 4.18% |
| Gain Deviation (153 months) | 2.93% |
| Loss Deviation (147 months) | 2.22% |
| Gain to Loss Ratio | 1.25 |
| Omega Ratio (5% Threshold) | 1.01 |
| Annualized Performance |
|
| Compound ROR (1) | 4.26% |
| Standard Deviation | 14.48% |
| Downside Deviation | 8.86% |
| Sharpe Ratio (3) 2% RF ROR | 0.33 |
| Sortino Ratio (4) 5% MAR | 0.47 |
| Calmar Ratio (5) | -0.31 |
| Sterling Ratio (6) | -0.38 |
| Gain Deviation | 10.14% |
| Loss Deviation | 7.71% |
| Profit Loss Ratio | 1.31 |
| Investment Information |
|
| Program Start Date | Jul-2000 |
| Percent Systematic | 100% |
| Currency Denomination - Euros | |
| Minimum Investment | €500,000 |
| Minimum Fund Investment | €500,000 |
| Management Fee | 1.50% |
| Incentive Fee | 0.00 |
| Margin | 11% |
| Round Turns per Million | 1,250 |
| NFA No: | #0283356 |
| 4.7 Exempt - Qualified Eligible Persons Only | |
| Performance Since July 2000 | 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 | -1.70% | -1.37% | -13.23% | -9.75% | -4.26% | 0.82% | – | – | – | – | – | – | -26.71% | -27.30% |
| 2024 | 0.71% | 6.14% | 4.01% | 3.51% | 2.06% | -0.86% | -5.58% | -3.88% | 5.53% | -4.52% | 2.35% | -5.38% | 3.11% | -12.21% |
| 2023 | -2.36% | 2.06% | -6.89% | 2.92% | -0.62% | 8.55% | -2.26% | -2.27% | 1.34% | 1.12% | -1.37% | -2.02% | -2.56% | -7.21% |
| 2022 | -3.73% | -1.47% | 15.15% | 4.47% | -2.27% | 5.88% | -3.63% | 1.85% | 6.64% | -1.59% | -4.81% | -2.88% | 12.44% | -9.02% |
| 2021 | -6.27% | 2.55% | 0.10% | -1.69% | 0.86% | -1.34% | 5.95% | -0.59% | -4.27% | 4.06% | -3.29% | -1.57% | -5.99% | -6.27% |
| 2020 | 2.91% | 2.42% | 3.51% | 0.74% | -1.69% | -0.17% | 4.03% | -0.99% | -5.90% | -2.98% | -4.08% | 4.69% | 1.86% | -13.30% |
| 2019 | -3.29% | -2.88% | 6.71% | 0.58% | 8.72% | 1.07% | 5.09% | 2.47% | -0.44% | -2.69% | 0.83% | -0.96% | 15.41% | -6.08% |
| 2018 | 8.56% | -5.01% | -4.61% | -2.78% | -0.85% | -1.47% | -0.03% | 3.77% | -2.39% | 2.06% | -4.79% | 0.42% | -7.68% | -15.32% |
| 2017 | -3.11% | 6.54% | -0.80% | 2.92% | 3.05% | -0.69% | 3.74% | 0.28% | -1.40% | 4.34% | 0.87% | 0.59% | 17.12% | -3.11% |
| 2016 | 11.23% | 5.51% | -3.68% | -0.38% | -3.29% | 8.03% | 1.74% | -3.71% | -5.29% | -4.73% | 5.98% | 3.90% | 14.51% | -13.12% |
| 2015 | 6.16% | 1.52% | -0.17% | -3.19% | 0.12% | -7.02% | -1.33% | -1.59% | 2.08% | -5.05% | 1.52% | -3.67% | -10.76% | -17.19% |
| 2014 | -3.14% | 4.37% | -3.52% | -0.93% | 3.05% | 2.88% | -0.14% | 6.17% | 3.48% | 0.98% | 8.40% | 2.42% | 26.00% | -4.42% |
| 2013 | -0.82% | -0.88% | 1.12% | 4.47% | -1.84% | -3.13% | -2.90% | -2.28% | -1.16% | 2.05% | 4.44% | 1.33% | 0.03% | -10.82% |
| 2012 | -0.76% | 1.37% | -3.35% | 0.80% | 4.90% | -5.49% | 6.54% | -1.47% | -2.97% | -5.05% | -0.51% | 1.55% | -5.04% | -9.69% |
| 2011 | -3.00% | 1.18% | -3.96% | 2.66% | -4.23% | -2.89% | 4.81% | 2.88% | 2.67% | -7.54% | -1.85% | 0.36% | -9.27% | -10.01% |
| 2010 | -2.21% | -0.80% | 0.45% | -0.57% | 0.98% | 1.16% | -1.33% | 5.13% | 0.96% | 2.37% | -3.99% | 5.25% | 7.22% | -3.99% |
| 2009 | -1.09% | -0.24% | -4.96% | -4.87% | 6.93% | -0.59% | 0.56% | -0.13% | 0.65% | -3.40% | 3.63% | -3.48% | -7.38% | -10.79% |
| 2008 | 4.79% | 6.95% | 0.55% | -0.07% | 2.62% | -1.05% | -4.11% | 6.71% | -0.04% | 6.48% | 1.10% | 1.66% | 28.00% | -5.12% |
| 2007 | 0.92% | -2.14% | -1.15% | 0.49% | -2.45% | 5.24% | 0.66% | -0.23% | 7.01% | 2.47% | 4.02% | 0.53% | 15.98% | -5.17% |
| 2006 | 5.28% | -3.33% | -1.49% | 16.24% | 1.62% | -8.02% | -2.60% | 0.66% | 0.42% | -0.26% | 1.75% | -5.44% | 2.92% | -13.10% |
| 2005 | -9.69% | 6.93% | -4.85% | -1.42% | 2.91% | 3.13% | -0.77% | 5.98% | -1.16% | 1.99% | 5.46% | 0.13% | 7.62% | -9.69% |
| 2004 | 2.12% | 6.42% | 0.80% | 2.50% | 1.44% | -5.89% | 2.26% | 2.10% | -3.56% | 0.43% | 3.89% | -2.84% | 9.42% | -5.89% |
| 2003 | 3.01% | 2.72% | -4.52% | -5.12% | 9.63% | -1.94% | 5.11% | -2.67% | 8.29% | 2.45% | -6.88% | 4.29% | 13.59% | -9.41% |
| 2002 | -2.04% | -8.94% | 5.90% | -1.76% | -1.74% | 11.77% | 4.10% | -0.40% | 3.58% | -6.03% | -1.72% | 9.10% | 10.29% | -10.80% |
| 2001 | 2.75% | -0.15% | 6.25% | -3.03% | 2.28% | -2.63% | -2.77% | 4.01% | 2.08% | 4.63% | -4.03% | -0.42% | 8.67% | -6.10% |
| 2000 | – | – | – | – | – | – | -4.39% | 1.13% | -3.31% | -2.82% | 4.43% | 11.93% | 6.20% | -9.15% |
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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