Dynamic Strategy

The automated trading system has been developed by professional traders with experience drawn from institutional brokerage in top level banks, brokerage houses and hedge funds in narrow collaboration with the best financial IT specialists worldwide.

Dukascopy team has been able to design the ultimate automated strategy, capitalizing on its privileged access to the market information and on its world leading technology. Dukascopy offers to the client the opportunity to benefit from its ability to analyze and act a few milliseconds faster than any other market participant.

For more information, please feel free to call us at +41 (0) 22 791 7050 or request a call back.

Features:

Liquidity: Third business day after request

Advanced reporting: Detailed reporting, enabling the client to trace all activity performed with regard to his/her account

Profile:

Minimum investment: $USD 500,000 (or equivalent)

Settlement: Daily

Fee Schedule:

Front fee: 2% (flat)
Management fee: 2%
Performance fee: 30%

Analysis:

Monthly analysis
Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2006	-	-	-	-	-	-	-	-	-	-	4.44	-0.49
2007	1.65	1.93	3.33	2.68	0.46	2.44	3.08	0.31	3.48	0.17	4.56	3.01
2008	5.50	-0.75	9.03	-1.55	-	-	-	-	-	-	-	-

Performance analysis
Return since inception	46,50%
Rolling 12 month	34,97%
Average month return	2,72%
Best Month	9,03%
Worst Month	-1,55%
Risk analysis
Annualized volatility	6,21%
Daily volatility	0,39%
Monthly volatility	1,76%
Maximum draw down	-2,61%
Sharpe ratio (2,5%)	5,23

Disclaimer: The shown performances since inception are not guaranteed in any way and can’t be guaranteed as future performances due to the extreme volatility of the foreign currency market. Dukascopy (Suisse) SA undertakes no responsibility for the performances shown and projected.
The returns published above are gross of performance fee, management fee and front fee.