Ferox

Ferox Advisors. Ferocious Alpha.

Absolute Returns Asset Management Company managing client accounts and proprietary capital, with a focus on exchange listed derivatives and crypto currencies

Our Managed Accounts Track Record

Risk Adjusted Realized Total Returns

(for the most risk sensitive investor, with max monthly drawdown limited at 3 % and peak to trough max dd set at 6 % at all times).

Starting September 2014, we have launched the first Ferox Advisors fully automated strategy called Alaz (named after the Spirit of Fire in the ancient Turkish language) and are now operating it on 25 instruments as of September 22nd, 2014. We will soon increase the product range to a minimum of 100, and the combined statistics for that portfolio will be depicted here shortly. Stay with us.

Having begun automatic executions since Q3 2014 through an American brokerage house, we have removed all past performance data from our website in compliance with US based regulations. For realized returns and statistics, please feel free to get in touch with us either at info@feroxadvisors.com or through our contact page. 

All trades are distributed evenly Pro Rata between our managed sub accounts with identical risk profile tranches, so results are identical for all similar risk profiles. Please contact us for official trade statements and audits.  

 

 

 

Silver Graph.png
CUM P&L $ 158.122,00
Total number of trades 255
Winning trades 171
Losing trades 84
Percent profitable 67,1%
Average winning trade $ 1.326,00
Average losing trade $ -827,00
Average profit per trade $ 622,00
Sharp ratio >4
Profit factor 3,30
Average profit per year $ 49.933,00
Average profit per year % 83%
Maximum drawdown 10%

*

Statistics: Euro Bund

Euro Bund System: Performance 01.01.2007 - 31.12.2012

Performance based on sample trading capital: €30.000 (sample capital reduced to take into account the black swan events surrounding the Bund during this period, and thereby capping the drawdown within the overall limit of under 10 % (17 / 2 = 8.5 %)

CUM P&L € 70.290,00
Total number of trades 309
Winning trades 178
Losing trades 131
Percent profitable 58%
Average winning trade € 702,00
Average losing trade € -432,00
Average profit per trade € 228,00
Sharp ratio 2,18
Profit factor 2,30
Average profit per year € 11.715,00
Average profit per year % 39%
Maximum drawdown 17%

*

Statistics: Euro BTP

Euro BTP System: Performance 01.09.2010 -  31.12.2012

Performance based on sample trading capital: €60.000

graph_euro_btp.png
CUM P&L € 57.701,00
Total number of trades 153
Winning trades 91
Losing trades 60
Percent profitable 59%
Average winning trade € 1.118,00
Average losing trade € -743,00
Average profit per trade € 380,00
Sharp ratio >4
Profit factor 2,26
Average profit per year € 24.732,00
Average profit per year % 41%
Maximum drawdown 7%

©2018 Ferox Advisors Ltd.