ALFAKRAFT : ALFA Edge Fund

archived programs
Year-to-Date
N / A
Jun Performance
-1.62%
Min Investment
$ 16k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
7.58%
Sharpe (RFR=1%)
-0.16
CAROR
-0.50%
Assets
$ 33.0M
Worst DD
-21.54
S&P Correlation
0.15

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
12/2011
ALFA Edge Fund -1.62 -2.98 - -11.14 -21.54 - - -2.26
S&P 500 0.09 1.90 - 1.73 30.67 - - 66.89
+/- S&P 500 -1.71 -4.88 - -12.87 -52.21 - - -69.15

Strategy Description

Summary

Responsible Fund Manager: Mr. Martin Redgård. Swedish based hedge fund, SEK denominated. ISIN Code: SE0001991191. Also open to investors through Managed Account. ... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 16k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
3.00
Management Fee
1.00%
Performance Fee
20.00%
Average Commission
$5.00
Available to US Investors
Yes

Subscriptions

High Water Mark
Yes
Subscription Frequency
15-30 Days
Redemption Frequency
15-30 Days
Investor Requirements
QEP
Lock-up Period
0

Trading

Trading Frequency
2000 RT/YR/$M
Avg. Margin-to-Equity
12%
Targeted Worst DD
Worst Peak-to-Trough
5.96%
Sector Focus
Currency Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
0%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Other
100.00%
Strategy Pie Chart

Composition

Currency FX
100.00%
Composition Pie Chart

Summary

Responsible Fund Manager: Mr. Martin Redgård. Swedish based hedge fund, SEK denominated. ISIN Code: SE0001991191. Also open to investors through Managed Account.

Investment Strategy

FX Trading. Quantitative, systematic and model based.

   

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

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
-21.54 33 - 9/1/2013 6/1/2016
-5.95 2 2 2/1/2012 4/1/2012
-3.07 2 2 1/1/2013 3/1/2013
-2.12 1 2 6/1/2013 7/1/2013
-0.15 1 1 8/1/2012 9/1/2012
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
13.30 4 5/1/2012 8/1/2012
7.39 4 10/1/2012 1/1/2013
6.74 3 12/1/2011 2/1/2012
5.39 3 4/1/2013 6/1/2013
3.84 6 12/1/2013 5/1/2014
3.50 2 10/1/2015 11/1/2015
2.17 2 8/1/2013 9/1/2013
1.50 1 11/1/2014 11/1/2014
1.10 2 4/1/2015 5/1/2015
1.00 1 3/1/2016 3/1/2016
0.64 1 8/1/2015 8/1/2015
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-9.47 3 12/1/2015 2/1/2016
-8.89 5 6/1/2014 10/1/2014
-5.95 2 3/1/2012 4/1/2012
-4.32 2 6/1/2015 7/1/2015
-4.08 4 12/1/2014 3/1/2015
-3.81 2 10/1/2013 11/1/2013
-3.07 2 2/1/2013 3/1/2013
-2.98 3 4/1/2016 6/1/2016
-2.12 1 7/1/2013 7/1/2013
-0.93 1 9/1/2015 9/1/2015
-0.15 1 9/1/2012 9/1/2012
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year
Number of Periods55.0053.0050.0044.0038.0032.0020.00
Percent Profitable52.7345.2844.0043.1842.1134.3835.00
Average Period Return-0.02-0.05-0.15-0.44-1.35-2.49-4.00
Average Gain1.573.385.669.0411.4914.169.15
Average Loss-1.79-2.89-4.71-7.65-10.69-11.21-11.09
Best Period5.9211.8513.5019.0123.7423.4215.08
Worst Period-5.31-9.47-9.83-13.55-17.86-21.32-21.54
Standard Deviation2.194.166.039.7212.4513.6811.49
Gain Standard Deviation1.482.983.366.427.616.474.05
Loss Standard Deviation1.302.522.833.643.806.056.76
Sharpe Ratio (1%)-0.05-0.07-0.11-0.15-0.23-0.33-0.61
Average Gain / Average Loss0.881.171.201.181.071.260.83
Profit / Loss Ratio0.980.970.940.900.780.660.44
Downside Deviation (10%)1.753.575.789.9914.3018.1122.72
Downside Deviation (5%)1.562.964.427.059.7011.7312.53
Downside Deviation (0%)1.512.824.096.368.6110.2610.36
Sortino Ratio (10%)-0.24-0.36-0.45-0.55-0.63-0.70-0.87
Sortino Ratio (5%)-0.06-0.10-0.15-0.20-0.29-0.38-0.56
Sortino Ratio (0%)-0.01-0.02-0.04-0.07-0.16-0.24-0.39

Top Performer Badges

Index Award Type Rank Performance Period
Systematic Trader Index Month 9 5.50 6/2012

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