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/ ALFAKRAFT / ALFA Rubicon Fund

ALFAKRAFT : ALFA Rubicon Fund

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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
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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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
8/2011
ALFA Rubicon Fund -0.16 - - - - -17.19 - 7.85
S&P 500 -5.07 - - - - 50.84 - 151.73
+/- S&P 500 4.91 - - - - -68.04 - -143.88

Strategy Description

Summary

Responsible 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%
Strategy Pie Chart

Composition

Stock Indices
100.00%
Composition Pie Chart

Summary

Responsible Fund Manager: Mr. Øystein Ryggen. Swedish based hedge fund, SEK denominated. ISIN Code: SE0001991183. Also open to investors through Managed Account.

Investment Strategy

Long/Short Stock Index, Diversified Strategies. 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.

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
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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
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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
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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.

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