Alder Capital DAC : Alder Global 10

Year-to-Date: 3.39%
May Performance: 1.53%

Min Investment: $ 250k
Mgmt. Fee: 0.62%
Perf. Fee: 12.50%

Annualized Vol: 7.22%
Sharpe (RFR=1%): 0.32
CAROR: 3.12%

Assets: $ 0k
Worst DD: -16.93
S&P Correlation: -0.03

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Growth of 1,000 - VAMI

Monthly Performance

Export Data

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD	DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index	May	Qtr	YTD	1yr	3yr	5yr	10yr	Since 10/2000
Alder Global 10	1.53	-0.01	-3.39	-5.51	-6.40	-6.69	-6.90	77.59
S&P 500	-6.58	-1.17	9.77	1.72	29.91	41.62	196.32	93.10
+/- S&P 500	8.11	1.16	-13.16	-7.23	-36.31	-48.31	-203.22	-15.51

Strategy Description

Summary

Account & Fees

Type: Managed Account
Minimum Investment: $ 250k
Trading Level Incremental Increase: $ 0k
CTA Max Funding Factor: 1.00
Management Fee: 0.62%
Performance Fee: 12.50%
Average Commission: $0
Available to US Investors: Yes

Subscriptions

High Water Mark: Yes
Subscription Frequency: Daily
Redemption Frequency: 1-7 Days
Investor Requirements: Any Investor
Lock-up Period: 0

Trading

Trading Frequency: 500 RT/YR/$M
Avg. Margin-to-Equity: 10%
Targeted Worst DD
Worst Peak-to-Trough: 12.00%
Sector Focus: Currency Traders

Holding Periods

Over 12 Months: 0%
4-12 Months: 0%
1-3 Months: 20.00%
1-30 Days: 30.00%
Intraday: 50.00%

Summary

The Alder Global 10 is a fully systematic 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. The Alder Global 10 became unfunded in July 2014 and was relaunched on the 6th May 2016

Investment Strategy

The strategy uses OTC spot and forward foreign exchange contracts in the following currencies; EUR, USD, JPY, GBP, AUD, CAD, and SEK.

Risk Management

Alder Capital uses it's own unique proprietary volatility forecasting system to manage the risk of the FX portfolio.

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Index: Chart Type:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Compare to:

Index:

Monthly Annual

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth	Length (Mos.)	Recovery (Mos.)	Peak	Valley
-16.93	64	-	12/1/2013	4/1/2019
-14.29	15	15	5/1/2003	8/1/2004
-10.65	12	19	4/1/2011	4/1/2012
-7.79	4	8	4/1/2008	8/1/2008
-4.17	2	5	1/1/2006	3/1/2006
-4.10	3	1	8/1/2001	11/1/2001
-4.00	1	5	1/1/2007	2/1/2007
-3.67	3	1	1/1/2002	4/1/2002
-3.37	2	5	7/1/2009	9/1/2009
-3.18	2	1	8/1/2006	10/1/2006
-2.88	2	3	3/1/2001	5/1/2001
-2.20	1	1	5/1/2009	6/1/2009
-1.60	2	1	11/1/2010	1/1/2011
-1.50	1	2	1/1/2003	2/1/2003
-1.20	2	4	6/1/2002	8/1/2002
-1.00	1	1	11/1/2007	12/1/2007
-0.80	1	1	2/1/2011	3/1/2011
-0.80	1	3	7/1/2010	8/1/2010
-0.60	1	1	11/1/2005	12/1/2005
-0.50	1	3	3/1/2010	4/1/2010

Consecutive Gains

Run-up	Length (Mos.)	Start	End
15.25	6	10/1/2000	3/1/2001
10.51	3	3/1/2003	5/1/2003
9.99	3	11/1/2006	1/1/2007
9.66	9	3/1/2007	11/1/2007
9.15	4	1/1/2008	4/1/2008
8.99	2	5/1/2002	6/1/2002
8.74	4	9/1/2013	12/1/2013
8.28	5	9/1/2002	1/1/2003
8.27	3	5/1/2012	7/1/2012
7.47	2	12/1/2001	1/1/2002
6.82	3	9/1/2005	11/1/2005
6.81	3	10/1/2004	12/1/2004
6.76	6	12/1/2008	5/1/2009
6.41	3	5/1/2017	7/1/2017
5.48	3	6/1/2001	8/1/2001
5.39	3	5/1/2005	7/1/2005
4.99	6	10/1/2009	3/1/2010
4.54	3	11/1/2011	1/1/2012
4.50	1	7/1/2011	7/1/2011
4.50	1	4/1/2011	4/1/2011
4.32	2	11/1/2003	12/1/2003
4.26	4	11/1/2017	2/1/2018
4.20	1	3/1/2013	3/1/2013
4.05	3	4/1/2006	6/1/2006
3.93	2	2/1/2005	3/1/2005
3.90	1	8/1/2006	8/1/2006
3.73	2	11/1/2012	12/1/2012
3.02	2	9/1/2008	10/1/2008
2.61	3	2/1/2004	4/1/2004
2.59	1	12/1/2018	12/1/2018
2.40	1	7/1/2009	7/1/2009
2.30	1	1/1/2006	1/1/2006
2.20	1	2/1/2011	2/1/2011
2.00	1	2/1/2017	2/1/2017
1.59	1	10/1/2018	10/1/2018
1.53	1	5/1/2019	5/1/2019
1.30	3	5/1/2010	7/1/2010
1.30	2	5/1/2016	6/1/2016
1.30	1	7/1/2004	7/1/2004
1.20	1	9/1/2017	9/1/2017
0.90	1	11/1/2010	11/1/2010
0.80	1	9/1/2010	9/1/2010
0.60	2	6/1/2013	7/1/2013
0.20	1	9/1/2003	9/1/2003
0.12	1	8/1/2018	8/1/2018
0.10	1	6/1/2008	6/1/2008
0.10	1	10/1/2001	10/1/2001

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-10.43	28	1/1/2014	4/1/2016
-7.98	3	6/1/2003	8/1/2003
-7.36	2	5/1/2011	6/1/2011
-6.96	3	2/1/2012	4/1/2012
-6.82	7	7/1/2016	1/1/2017
-6.63	2	5/1/2004	6/1/2004
-6.46	3	8/1/2012	10/1/2012
-6.01	2	7/1/2008	8/1/2008
-5.97	5	3/1/2018	7/1/2018
-5.11	3	8/1/2011	10/1/2011
-4.84	4	1/1/2019	4/1/2019
-4.40	1	1/1/2005	1/1/2005
-4.17	2	2/1/2006	3/1/2006
-4.00	1	2/1/2007	2/1/2007
-4.00	1	9/1/2001	9/1/2001
-3.70	2	8/1/2004	9/1/2004
-3.67	3	2/1/2002	4/1/2002
-3.37	2	8/1/2009	9/1/2009
-3.20	1	1/1/2004	1/1/2004
-3.18	2	9/1/2006	10/1/2006
-3.08	1	11/1/2018	11/1/2018
-2.88	2	4/1/2001	5/1/2001
-2.39	2	3/1/2017	4/1/2017
-2.20	1	6/1/2009	6/1/2009
-2.00	1	5/1/2008	5/1/2008
-1.80	1	8/1/2013	8/1/2013
-1.60	2	12/1/2010	1/1/2011
-1.59	2	4/1/2013	5/1/2013
-1.50	1	10/1/2003	10/1/2003
-1.50	1	2/1/2003	2/1/2003
-1.30	1	10/1/2017	10/1/2017
-1.20	1	8/1/2017	8/1/2017
-1.20	2	7/1/2002	8/1/2002
-1.00	1	12/1/2007	12/1/2007
-1.00	1	4/1/2005	4/1/2005
-0.90	1	7/1/2006	7/1/2006
-0.80	1	3/1/2011	3/1/2011
-0.80	1	8/1/2010	8/1/2010
-0.80	1	8/1/2005	8/1/2005
-0.70	2	1/1/2013	2/1/2013
-0.60	1	11/1/2008	11/1/2008
-0.60	1	12/1/2005	12/1/2005
-0.50	1	4/1/2010	4/1/2010
-0.40	1	9/1/2018	9/1/2018
-0.20	1	10/1/2010	10/1/2010
-0.20	1	11/1/2001	11/1/2001

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	224.00	222.00	219.00	213.00	207.00	201.00	189.00	177.00	165.00
Percent Profitable	51.34	52.25	60.27	60.09	64.25	66.17	71.43	66.67	68.48
Average Period Return	0.28	0.82	1.59	3.08	4.75	6.31	8.96	12.28	16.45
Average Gain	1.78	3.44	4.50	7.33	9.42	11.19	14.16	20.53	26.21
Average Loss	-1.66	-2.53	-3.52	-3.82	-3.91	-3.23	-4.05	-4.24	-4.78
Best Period	6.20	10.51	17.28	22.04	31.41	32.93	41.23	42.08	46.95
Worst Period	-5.40	-7.98	-10.43	-10.65	-10.43	-10.43	-14.51	-10.56	-13.21
Standard Deviation	2.08	3.59	4.66	6.53	8.35	9.84	12.51	15.02	18.56
Gain Standard Deviation	1.52	2.47	3.16	4.50	6.58	8.56	10.94	11.41	13.94
Loss Standard Deviation	1.18	2.08	2.54	2.64	2.56	2.32	3.40	2.41	3.27
Sharpe Ratio (1%)	0.09	0.16	0.23	0.32	0.39	0.44	0.47	0.55	0.61
Average Gain / Average Loss	1.07	1.36	1.28	1.92	2.41	3.47	3.50	4.85	5.49
Profit / Loss Ratio	1.44	1.83	2.41	3.32	4.64	6.78	8.75	9.69	11.92
Downside Deviation (10%)	1.48	2.70	3.78	5.68	7.37	8.89	12.71	16.61	20.64
Downside Deviation (5%)	1.30	2.16	2.68	3.24	3.47	3.35	4.26	5.02	5.92
Downside Deviation (0%)	1.26	2.03	2.45	2.73	2.69	2.31	2.81	2.81	3.24
Sortino Ratio (10%)	-0.09	-0.15	-0.23	-0.34	-0.39	-0.44	-0.54	-0.56	-0.54
Sortino Ratio (5%)	0.15	0.26	0.41	0.64	0.94	1.29	1.39	1.64	1.92
Sortino Ratio (0%)	0.22	0.40	0.65	1.13	1.76	2.74	3.18	4.37	5.08

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Trend Following Strategy Index	Month	8	1.90	6/2012
Trend Following Strategy Index	Month	7	3.40	12/2011
Trend Following Strategy Index	Month	9	1.40	4/2009
Trend Following Strategy Index	Month	8	1.40	3/2009
Trend Following Strategy Index	Month	9	3.00	1/2009
Trend Following Strategy Index	Month	9	0.90	3/2007
Trend Following Strategy Index	Month	8	1.60	6/2006
Trend Following Strategy Index	Month	8	3.00	10/2005
Trend Following Strategy Index	Month	6	0.15	4/2004
Trend Following Strategy Index	Month	4	1.47	3/2003
Systematic Trader Index	Month	7	1.47	3/2003
Trend Following Strategy Index	Month	2	0.15	10/2002
Systematic Trader Index	Month	9	0.15	10/2002
Trend Following Strategy Index	Month	8	0.99	1/2002
IASG CTA Index	Month	9	5.77	12/2001
Systematic Trader Index	Month	7	5.77	12/2001
Trend Following Strategy Index	Month	7	5.77	12/2001
Trend Following Strategy Index	Month	3	-0.35	11/2001
Trend Following Strategy Index	Month	9	-2.22	4/2001

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

^#8

Top Performer

TREND FOLLOWING STRATEGY INDEX

JUNE
2012

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Alder Capital DAC : Alder Global 10

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Risk Management

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

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