ALFAKRAFT : ALFA Rubicon Fund Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jan Performance -0.16% Min Investment $ 16k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 9.25% Sharpe (RFR=1%) 0.12 CAROR 1.69% Assets $ 36.0M Worst DD -19.55 S&P Correlation 0.08 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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since8/2011 ALFA Rubicon Fund -0.16 - - - - 0.00 - 7.85 S&P 500 -5.07 - - - - 50.84 - 201.58 +/- S&P 500 4.91 - - - - -50.84 - -193.73 Strategy Description SummaryResponsible Fund Manager: Mr. Øystein Ryggen. Swedish based hedge fund, SEK denominated. ISIN Code: SE0001991183. 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 $5.00 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 560 RT/YR/$M Avg. Margin-to-Equity 5% Targeted Worst DD Worst Peak-to-Trough 9.47% Sector Focus Stock Index 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 Counter-trend 25.00% Pattern Recognition 25.00% Trend-following 25.00% Other 25.00% Composition Stock Indices 100.00% SummaryResponsible Fund Manager: Mr. Øystein Ryggen. Swedish based hedge fund, SEK denominated. ISIN Code: SE0001991183. Also open to investors through Managed Account. Investment StrategyLong/Short Stock Index, Diversified Strategies. Quantitative, systematic and model based. 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 -19.55 21 - 4/1/2014 1/1/2016 -9.47 2 5 3/1/2012 5/1/2012 -4.69 2 6 10/1/2012 12/1/2012 -1.68 1 1 6/1/2013 7/1/2013 -0.52 1 1 12/1/2013 1/1/2014 -0.43 1 1 10/1/2011 11/1/2011 Show More Consecutive Gains Run-up Length (Mos.) Start End 10.66 4 12/1/2011 3/1/2012 10.30 3 6/1/2012 8/1/2012 8.79 5 8/1/2013 12/1/2013 8.05 3 8/1/2011 10/1/2011 4.59 2 5/1/2013 6/1/2013 4.40 3 2/1/2014 4/1/2014 3.86 5 2/1/2015 6/1/2015 3.67 3 1/1/2013 3/1/2013 3.11 1 10/1/2012 10/1/2012 2.95 1 12/1/2014 12/1/2014 1.12 1 9/1/2015 9/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -14.16 4 10/1/2015 1/1/2016 -9.47 2 4/1/2012 5/1/2012 -8.26 7 5/1/2014 11/1/2014 -4.69 2 11/1/2012 12/1/2012 -4.61 2 7/1/2015 8/1/2015 -2.92 1 4/1/2013 4/1/2013 -1.87 1 9/1/2012 9/1/2012 -1.68 1 7/1/2013 7/1/2013 -0.95 1 1/1/2015 1/1/2015 -0.52 1 1/1/2014 1/1/2014 -0.43 1 11/1/2011 11/1/2011 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods54.0052.0049.0043.0037.0031.0019.00 Percent Profitable57.4161.5467.3560.4781.0887.1078.95 Average Period Return0.180.401.283.274.888.119.76 Average Gain1.943.555.017.968.5211.1313.68 Average Loss-2.21-4.63-6.41-3.90-10.73-12.30-4.97 Best Period6.0910.3011.2116.9717.5523.9727.94 Worst Period-7.16-14.02-17.06-14.68-18.51-16.31-8.17 Standard Deviation2.674.966.627.369.149.769.39 Gain Standard Deviation1.452.523.094.594.765.815.79 Loss Standard Deviation1.993.495.114.376.424.742.51 Sharpe Ratio (1%)0.030.030.120.310.370.620.72 Average Gain / Average Loss0.880.770.782.040.790.902.75 Profit / Loss Ratio1.191.231.613.123.406.1110.31 Downside Deviation (10%)2.134.215.846.328.678.8110.51 Downside Deviation (5%)1.963.694.864.085.925.353.81 Downside Deviation (0%)1.923.564.633.625.344.662.49 Sortino Ratio (10%)-0.11-0.20-0.20-0.27-0.31-0.24-0.57 Sortino Ratio (5%)0.050.040.160.560.571.141.77 Sortino Ratio (0%)0.090.110.280.900.911.743.92 Top Performer Badges Index Award Type Rank Performance Period Stock Index Trader Index Month 4 2.95 12/2014 Stock Index Trader Index Month 10 1.53 11/2013 Stock Index Trader Index Month 3 2.84 5/2013 Stock Index Trader Index Month 9 2.45 1/2013 Stock Index Trader Index Month 8 3.11 10/2012 Stock Index Trader Index Month 6 4.59 7/2012 Stock Index Trader Index Month 10 2.85 3/2012 Stock Index Trader Index Month 7 4.08 2/2012 Stock Index Trader Index Month 10 2.88 1/2012 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel