Alder Capital DAC : Alder Global 20 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.98% Jul Performance -0.55% Min Investment $ 250k Mgmt. Fee 1.25% Perf. Fee 12.50% Annualized Vol 15.03% Sharpe (RFR=1%) 0.32 CAROR 4.76% Assets $ 16.0M Worst DD -28.51 S&P Correlation -0.06 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Jul Qtr 2020 1yr 3yr 5yr 10yr Since2/2001 Alder Global 20 -0.55 - -1.98 -1.98 -17.89 -12.67 -3.21 136.41 S&P 500 5.51 - 1.25 9.76 31.27 53.90 193.87 199.79 +/- S&P 500 -6.06 - -3.23 -11.74 -49.16 -66.57 -197.08 -63.38 Strategy Description SummaryThe 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... Read More Account & Fees Type Fund Minimum Investment $ 250k Trading Level Incremental Increase $ 0k CTA Max Funding Factor 1.00 Management Fee 1.25% Performance Fee 12.50% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 143 RT/YR/$M Avg. Margin-to-Equity 15% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Currency Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 60.00% Other 40.00% Composition Currency FX 100.00% SummaryThe 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.Investment StrategyThe strategy uses OTC spot and forward foreign exchange contracts in the following currencies; EUR, USD, JPY, GBP, AUD, CAD, and SEK.Risk ManagementAlder Capital uses it's own unique proprietary volatility forecasting system to manage the risk of the FX portfolio. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling 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: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 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 -28.51 15 27 5/1/2003 8/1/2004 -22.28 62 - 5/1/2015 7/1/2020 -22.11 8 4 12/1/2013 8/1/2014 -21.42 12 20 4/1/2011 4/1/2012 -16.33 4 19 4/1/2008 8/1/2008 -8.20 1 7 1/1/2007 2/1/2007 -7.86 3 1 8/1/2001 11/1/2001 -6.80 3 1 1/1/2002 4/1/2002 -5.14 2 3 3/1/2001 5/1/2001 -3.46 4 2 6/1/2002 10/1/2002 -3.39 2 1 11/1/2010 1/1/2011 -2.60 1 1 1/1/2003 2/1/2003 -2.50 1 2 11/1/2007 12/1/2007 -1.70 1 1 2/1/2011 3/1/2011 -1.50 1 3 7/1/2010 8/1/2010 -0.70 1 1 1/1/2015 2/1/2015 -0.70 1 3 3/1/2010 4/1/2010 -0.40 1 1 3/1/2015 4/1/2015 Show More Consecutive Gains Run-up Length (Mos.) Start End 36.25 5 9/1/2014 1/1/2015 21.33 3 3/1/2003 5/1/2003 20.67 3 11/1/2006 1/1/2007 17.88 3 1/1/2008 3/1/2008 17.34 3 5/1/2012 7/1/2012 17.10 4 9/1/2013 12/1/2013 17.07 2 5/1/2002 6/1/2002 16.14 2 12/1/2001 1/1/2002 15.41 3 11/1/2002 1/1/2003 13.52 4 9/1/2004 12/1/2004 13.31 2 10/1/2005 11/1/2005 12.84 3 5/1/2017 7/1/2017 12.64 6 12/1/2008 5/1/2009 12.57 2 2/1/2001 3/1/2001 11.47 6 10/1/2009 3/1/2010 10.09 3 5/1/2005 7/1/2005 9.89 4 1/1/2020 4/1/2020 9.10 1 4/1/2011 4/1/2011 8.95 3 11/1/2011 1/1/2012 8.90 4 11/1/2017 2/1/2018 8.89 2 1/1/2016 2/1/2016 8.80 1 7/1/2011 7/1/2011 8.74 4 8/1/2007 11/1/2007 8.60 1 3/1/2013 3/1/2013 8.57 2 11/1/2003 12/1/2003 8.10 1 8/1/2006 8/1/2006 7.53 2 11/1/2012 12/1/2012 7.53 2 2/1/2005 3/1/2005 7.05 3 4/1/2006 6/1/2006 6.19 3 3/1/2007 5/1/2007 5.59 3 4/1/2016 6/1/2016 5.57 2 9/1/2008 10/1/2008 5.10 1 7/1/2009 7/1/2009 4.97 1 12/1/2018 12/1/2018 4.80 1 1/1/2006 1/1/2006 4.72 3 2/1/2004 4/1/2004 4.40 1 11/1/2015 11/1/2015 4.30 1 2/1/2011 2/1/2011 4.30 1 5/1/2015 5/1/2015 4.20 1 8/1/2001 8/1/2001 3.96 3 7/1/2019 9/1/2019 3.90 1 2/1/2017 2/1/2017 2.87 1 5/1/2019 5/1/2019 2.80 1 10/1/2018 10/1/2018 2.70 1 6/1/2001 6/1/2001 2.70 1 7/1/2015 7/1/2015 2.41 3 5/1/2010 7/1/2010 2.40 1 3/1/2015 3/1/2015 2.30 1 7/1/2004 7/1/2004 2.20 1 9/1/2017 9/1/2017 2.10 1 11/1/2010 11/1/2010 1.90 1 11/1/2019 11/1/2019 1.10 2 6/1/2013 7/1/2013 0.90 1 9/1/2010 9/1/2010 0.80 1 9/1/2003 9/1/2003 0.70 1 10/1/2001 10/1/2001 0.06 1 8/1/2018 8/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -22.11 8 1/1/2014 8/1/2014 -16.33 5 4/1/2008 8/1/2008 -16.27 3 6/1/2003 8/1/2003 -14.16 2 5/1/2011 6/1/2011 -14.00 7 7/1/2016 1/1/2017 -13.62 3 2/1/2012 4/1/2012 -12.73 3 8/1/2012 10/1/2012 -12.54 2 5/1/2004 6/1/2004 -12.42 5 3/1/2018 7/1/2018 -10.80 3 5/1/2020 7/1/2020 -10.60 3 8/1/2011 10/1/2011 -9.51 2 2/1/2006 3/1/2006 -9.10 1 1/1/2005 1/1/2005 -8.22 3 8/1/2015 10/1/2015 -8.20 1 2/1/2007 2/1/2007 -7.97 2 9/1/2006 10/1/2006 -7.89 4 1/1/2019 4/1/2019 -7.80 1 8/1/2004 8/1/2004 -7.30 1 9/1/2001 9/1/2001 -6.98 2 8/1/2009 9/1/2009 -6.80 1 1/1/2004 1/1/2004 -6.80 3 2/1/2002 4/1/2002 -6.31 1 11/1/2018 11/1/2018 -5.40 1 12/1/2015 12/1/2015 -5.14 2 4/1/2001 5/1/2001 -4.90 1 6/1/2009 6/1/2009 -4.86 2 3/1/2017 4/1/2017 -4.60 1 3/1/2016 3/1/2016 -4.40 1 6/1/2015 6/1/2015 -4.00 1 12/1/2019 12/1/2019 -3.60 1 8/1/2013 8/1/2013 -3.54 1 6/1/2019 6/1/2019 -3.46 4 7/1/2002 10/1/2002 -3.39 2 12/1/2010 1/1/2011 -3.27 2 4/1/2013 5/1/2013 -3.10 1 10/1/2003 10/1/2003 -2.70 1 10/1/2017 10/1/2017 -2.60 1 2/1/2003 2/1/2003 -2.50 1 12/1/2007 12/1/2007 -2.50 1 7/1/2006 7/1/2006 -2.40 1 8/1/2017 8/1/2017 -2.40 1 4/1/2005 4/1/2005 -2.30 2 8/1/2005 9/1/2005 -2.10 1 12/1/2005 12/1/2005 -1.70 1 3/1/2011 3/1/2011 -1.50 1 8/1/2010 8/1/2010 -1.40 1 10/1/2019 10/1/2019 -1.40 1 11/1/2008 11/1/2008 -1.33 1 9/1/2018 9/1/2018 -1.30 1 11/1/2001 11/1/2001 -1.30 2 1/1/2013 2/1/2013 -0.70 1 2/1/2015 2/1/2015 -0.70 1 4/1/2010 4/1/2010 -0.40 1 4/1/2015 4/1/2015 -0.30 1 10/1/2010 10/1/2010 -0.20 2 6/1/2007 7/1/2007 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods234.00232.00229.00223.00217.00211.00199.00187.00175.00 Percent Profitable52.9956.4763.3261.4365.9067.7775.8883.4290.29 Average Period Return0.461.362.735.347.8510.4015.2721.4428.91 Average Gain3.646.388.2813.0816.2819.0822.4327.8932.92 Average Loss-3.21-5.16-6.87-6.99-8.43-7.86-7.25-11.01-8.38 Best Period13.2023.1335.7142.7366.8664.5272.3768.3378.18 Worst Period-10.30-16.27-19.87-21.42-21.89-21.65-18.99-19.94-20.84 Standard Deviation4.327.409.5512.5615.2517.1818.7620.9922.97 Gain Standard Deviation2.955.186.789.2711.4013.8215.5316.4620.34 Loss Standard Deviation2.353.954.904.915.264.695.455.346.34 Sharpe Ratio (1%)0.090.150.230.350.420.490.650.831.04 Average Gain / Average Loss1.131.241.211.871.932.433.092.533.93 Profit / Loss Ratio1.311.612.082.983.735.119.7312.7536.49 Downside Deviation (10%)2.914.956.408.1010.0311.0212.6314.8214.65 Downside Deviation (5%)2.734.415.355.826.556.205.726.514.65 Downside Deviation (0%)2.684.285.105.305.795.184.444.973.24 Sortino Ratio (10%)0.020.030.040.040.030.01-0.04-0.010.09 Sortino Ratio (5%)0.140.250.420.750.971.352.142.675.12 Sortino Ratio (0%)0.170.320.531.011.362.013.444.328.92 Top Performer Badges Index Award Type Rank Performance Period Systematic Trader Index Month 8 6.50 10/2014 Trend Following Strategy Index Month 10 6.50 10/2014 Trend Following Strategy Index Month 9 7.60 11/2013 IASG CTA Index Month 4 8.60 3/2013 Trend Following Strategy Index Month 4 8.60 3/2013 Systematic Trader Index Month 5 8.60 3/2013 Trend Following Strategy Index Month 10 3.00 11/2012 Trend Following Strategy Index Month 10 10.40 7/2012 Trend Following Strategy Index Month 4 3.80 6/2012 Trend Following Strategy Index Month 2 6.80 12/2011 Systematic Trader Index Month 7 6.80 12/2011 Trend Following Strategy Index Month 6 2.00 11/2010 Trend Following Strategy Index Month 4 4.00 12/2009 Systematic Trader Index Month 8 4.00 12/2009 Trend Following Strategy Index Month 9 5.20 7/2009 Trend Following Strategy Index Month 4 3.40 4/2009 Trend Following Strategy Index Month 3 2.50 3/2009 Trend Following Strategy Index Month 6 5.20 1/2009 Trend Following Strategy Index Month 6 6.90 3/2008 Systematic Trader Index Month 10 6.90 3/2008 Trend Following Strategy Index Month 6 1.50 3/2007 IASG CTA Index Month 10 10.00 11/2006 Systematic Trader Index Month 4 10.00 11/2006 Trend Following Strategy Index Month 4 10.00 11/2006 IASG CTA Index Month 4 7.80 8/2006 Trend Following Strategy Index Month 2 7.80 8/2006 Systematic Trader Index Month 4 7.80 8/2006 Systematic Trader Index Month 6 3.10 6/2006 Trend Following Strategy Index Month 2 3.10 6/2006 Trend Following Strategy Index Month 2 5.80 10/2005 Systematic Trader Index Month 4 5.80 10/2005 IASG CTA Index Month 5 5.80 10/2005 Trend Following Strategy Index Month 10 3.40 7/2005 Trend Following Strategy Index Month 10 4.50 3/2005 Systematic Trader Index Month 10 4.50 3/2005 Trend Following Strategy Index Month 5 4.26 12/2004 Systematic Trader Index Month 5 4.26 12/2004 IASG CTA Index Month 7 4.26 12/2004 Trend Following Strategy Index Month 5 0.15 4/2004 Trend Following Strategy Index Month 9 0.97 11/2003 Trend Following Strategy Index Month 8 5.29 4/2003 Systematic Trader Index Month 9 5.29 4/2003 IASG CTA Index Month 6 3.47 3/2003 Trend Following Strategy Index Month 2 3.47 3/2003 Systematic Trader Index Month 3 3.47 3/2003 Trend Following Strategy Index Month 9 1.01 11/2002 Trend Following Strategy Index Month 7 -0.76 10/2002 Trend Following Strategy Index Month 10 8.08 5/2002 IASG CTA Index Month 9 2.47 1/2002 Systematic Trader Index Month 6 2.47 1/2002 Trend Following Strategy Index Month 5 2.47 1/2002 Trend Following Strategy Index Month 2 12.52 12/2001 Systematic Trader Index Month 2 12.52 12/2001 IASG CTA Index Month 3 12.52 12/2001 Trend Following Strategy Index Month 4 -1.28 11/2001 Trend Following Strategy Index Month 8 2.53 6/2001 Systematic Trader Index Month 10 2.53 6/2001 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel