Alder Capital DAC : Alder Global 20

Year-to-Date: 8.36%
Dec Performance: -4.00%

Min Investment: $ 250k
Mgmt. Fee: 1.25%
Perf. Fee: 12.50%

Annualized Vol: 15.03%
Sharpe (RFR=1%): 0.32
CAROR: 4.76%

Assets: $ 130.8M
Worst DD: -28.51
S&P Correlation: -0.04

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Growth of 1,000 - VAMI

Monthly Performance

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	Dec	Qtr	2019	1yr	3yr	5yr	10yr	Since 2/2001
Alder Global 20	-4.00	-3.55	-8.36	-8.36	-7.82	-12.81	6.32	141.19
S&P 500	2.86	8.53	28.87	28.87	42.84	55.32	186.74	157.87
+/- S&P 500	-6.86	-12.08	-37.22	-37.22	-50.66	-68.13	-180.41	-16.68

Strategy Description

Summary

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%

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.

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.

Compare to:

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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
-28.51	15	27	5/1/2003	8/1/2004
-22.11	8	4	12/1/2013	8/1/2014
-21.42	12	20	4/1/2011	4/1/2012
-20.92	49	-	5/1/2015	6/1/2019
-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

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
9.10	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

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
-10.60	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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	227.00	225.00	222.00	216.00	210.00	204.00	192.00	180.00	168.00
Percent Profitable	52.86	56.44	63.51	61.57	67.14	70.10	77.60	86.67	94.05
Average Period Return	0.48	1.42	2.76	5.45	8.24	11.14	15.97	22.79	30.70
Average Gain	3.68	6.43	8.40	13.30	16.49	19.08	22.67	27.89	32.92
Average Loss	-3.19	-5.07	-7.04	-7.12	-8.64	-7.48	-7.26	-10.35	-4.36
Best Period	13.20	23.13	35.71	42.73	66.86	64.52	72.37	68.33	78.18
Worst Period	-10.30	-16.27	-19.87	-21.42	-21.89	-21.65	-18.99	-18.02	-12.81
Standard Deviation	4.34	7.39	9.68	12.71	15.33	16.99	18.68	20.20	21.63
Gain Standard Deviation	2.97	5.22	6.83	9.30	11.32	13.82	15.49	16.46	20.34
Loss Standard Deviation	2.35	3.93	4.89	4.94	5.30	4.70	5.42	5.32	3.51
Sharpe Ratio (1%)	0.09	0.16	0.23	0.35	0.44	0.54	0.69	0.93	1.18
Average Gain / Average Loss	1.15	1.27	1.19	1.87	1.91	2.55	3.13	2.69	7.56
Profit / Loss Ratio	1.33	1.64	2.08	2.99	3.90	5.98	10.83	17.51	119.40
Downside Deviation (10%)	2.91	4.90	6.47	8.17	9.95	10.46	12.22	13.43	12.25
Downside Deviation (5%)	2.72	4.36	5.42	5.88	6.55	5.78	5.51	5.60	2.51
Downside Deviation (0%)	2.68	4.23	5.17	5.36	5.80	4.82	4.27	4.23	1.34
Sortino Ratio (10%)	0.03	0.04	0.05	0.06	0.06	0.08	0.02	0.09	0.25
Sortino Ratio (5%)	0.15	0.27	0.42	0.76	1.03	1.58	2.35	3.34	10.20
Sortino Ratio (0%)	0.18	0.34	0.53	1.02	1.42	2.31	3.74	5.39	22.95

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.

^#8

Top Performer

SYSTEMATIC TRADER INDEX

OCTOBER
2014

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Watchlists 44

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Alder Capital DAC : Alder Global 20

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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