Alder Capital : Global 20
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definitions page
Year-to-Date
1.50%
Jan 1.50%
|
Min. Investment |
$ 5,000k |
Inception |
Feb 2001 |
Assets |
$ 570.0M |
|
Mgmt Fee |
2.00% |
Sharpe (RFR=1%)
|
0.47 |
Worst DD |
-28.59 |
|
Perf Fee |
20.00% |
CAROR |
7.39% |
S&P Correlation |
-0.02
|
Performance
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
| 2012 | 1.50 | | | | | | | | | | | | 1.50 | N/A |
| 2011 | -3.10 | 4.20 | -1.60 | 8.40 | -7.30 | -6.80 | 8.80 | -3.70 | -3.40 | -3.70 | 0.70 | 6.80 | -2.46 | -15.79 |
| 2010 | 1.90 | 0.60 | 2.70 | -0.60 | 0.70 | 0.20 | 1.70 | -1.30 | 1.00 | -0.30 | 2.00 | -0.40 | 8.43 | -1.30 |
| 2009 | 5.20 | 0.70 | 2.50 | 3.40 | 0.60 | -4.80 | 5.20 | -4.20 | -2.80 | 0.50 | 1.70 | 4.00 | 11.97 | -6.88 |
| 2008 | 2.20 | 6.80 | 6.90 | 0.10 | -4.20 | 0.00 | -6.20 | -6.50 | 2.20 | 3.70 | -1.10 | 0.70 | 3.58 | -15.98 |
| 2007 | 3.40 | -8.50 | 1.50 | 0.20 | 3.90 | -0.40 | -0.10 | 1.00 | 4.60 | 1.20 | 1.40 | -2.50 | 5.15 | -8.50 |
| 2006 | 4.56 | -2.99 | -7.20 | 1.23 | 1.80 | 3.10 | -2.73 | 7.80 | -6.10 | -2.50 | 10.00 | 3.40 | 9.20 | -9.97 |
| 2005 | -9.20 | 2.60 | 4.50 | -2.50 | 1.05 | 4.82 | 3.40 | -2.30 | -0.40 | 5.80 | 6.60 | -2.30 | 11.47 | -9.20 |
| 2004 | -6.86 | 4.33 | 0.22 | 0.15 | -2.65 | -10.26 | 2.30 | -7.80 | 0.00 | 0.47 | 8.40 | 4.26 | -8.74 | -19.63 |
| 2003 | 7.16 | -2.48 | 3.47 | 5.29 | 9.83 | -3.87 | -5.38 | -7.73 | 0.82 | -3.13 | 0.97 | 7.36 | 11.10 | -18.03 |
| 2002 | 2.47 | -1.85 | -4.85 | -0.11 | 8.08 | 7.73 | -0.57 | -1.64 | -0.18 | -0.76 | 1.01 | 5.94 | 15.39 | -6.71 |
| 2001 | | 0.46 | 10.78 | -2.98 | -1.50 | 2.53 | 0.08 | 3.42 | -6.93 | 0.75 | -1.28 | 12.52 | 17.56 | -7.43 |
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. THE RISK OF LOSS
IN TRADING COMMODITY FUTURES, OPTIONS, AND FOREIGN EXCHANGE ("FOREX") IS SUBSTANTIAL.
Strategy Description
Summary
The Alder Global 20 is a fully systematic managed futures trading program, which invests in currencies only. The system seeks to benefit from medium to long-term currency trends. The returns of this program are uncorrelated with both traditional market indices and also with other alternative investments making it an ideal product to add real diversification to most investor's portfolios. For those investors seeking to diversify a portfolio using a less aggressive strategy, Alder Global 10 is a more conservative, lower volatility investment program.
