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/ Alder Capital DAC / Alder Global 20

Alder Capital DAC : Alder Global 20

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archived programs
Year-to-Date
N / A
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
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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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
2/2001
Alder Global 20 -0.55 - - - -10.39 -18.11 -0.70 136.41
S&P 500 5.51 - - - 31.27 53.90 193.87 273.20
+/- S&P 500 -6.06 - - - -41.66 -72.01 -194.58 -136.79

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... 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%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

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.

   

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

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
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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
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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
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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.

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