Altin Holdings, LLC : Altin: Private Fund Level 1

archived programsClosed to new investments
Year-to-Date
N / A
Nov Performance
0.00%
Min Investment
$ 100k
Mgmt. Fee
1.00%
Perf. Fee
10.00%
Annualized Vol
15.99%
Sharpe (RFR=1%)
-0.05
CAROR
-1.10%
Assets
$ 0k
Worst DD
-34.46
S&P Correlation
-0.20

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 Nov Qtr YTD 1yr 3yr 5yr 10yr Since
1/2007
Altin: Private Fund Level 1 0.00 - - - - - 3.07 -4.26
S&P 500 -0.23 - - - - - -10.22 140.86
+/- S&P 500 0.23 - - - - - 13.29 -145.12

Strategy Description

Summary

-Altin Holdings, L.L.C. is a Michigan-based Limited Liability Company specializing in the creation and administration of innovative investment products, strategies, and services. The firm is registered with the Commodity Futures Trading Commission (CFTC) and is a member of the National... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 10.00%
Average Commission $7.00
Available to US Investors Yes

Subscriptions

High Water Mark No
Subscription Frequency
Redemption Frequency
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency 2000 RT/YR/$M
Avg. Margin-to-Equity 50%
Targeted Worst DD
Worst Peak-to-Trough 0%
Sector Focus Not Specified

Holding Periods

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

Decision-Making

Discretionary 50.00%
Systematic 50.00%

Strategy

Composition

Summary

-Altin Holdings, L.L.C. is a Michigan-based Limited Liability Company specializing in the creation and administration of innovative investment products, strategies, and services. The firm is registered with the Commodity Futures Trading Commission (CFTC) and is a member of the National Futures Association (NFA).Altin Holdings is the general partner and pool operator of the Altin:Private Fund, a commodity pool and Fund of Funds. Its holdings are comprised of investments in carefully selected, high-performing funds whose expert management and proven performance over time render them appropriate for inclusion within the Altin portfolio. Each fund and fund manager are evaluated in relation to both Altin's proprietary performance metrics and to the performance of the global community of investment managers within their peer group, with the objective of ensuring an investor-optimized blend of counterbalancing strategies and methodologies to ensure fund stability. Altin's investment philosophy is predicated upon the selection of funds and managers based upon diversification of specialties and strategies rather than homogenization, coupled with careful strategic reallocation of resources within the fund pool to maximize returns.

   

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
-34.46 25 - 6/1/2008 7/1/2010
-12.32 7 2 1/1/2007 8/1/2007
-2.41 2 1 3/1/2008 5/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
49.38 7 9/1/2007 3/1/2008
15.01 4 9/1/2008 12/1/2008
9.05 2 8/1/2010 9/1/2010
6.29 3 2/1/2010 4/1/2010
4.46 1 6/1/2008 6/1/2008
3.73 3 4/1/2007 6/1/2007
2.67 1 5/1/2009 5/1/2009
1.37 1 11/1/2009 11/1/2009
0.33 1 1/1/2007 1/1/2007
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Consecutive Losses

Run-up Length (Mos.) Start End
-14.94 5 6/1/2009 10/1/2009
-13.21 2 7/1/2008 8/1/2008
-12.39 4 1/1/2009 4/1/2009
-11.38 3 5/1/2010 7/1/2010
-10.13 2 12/1/2009 1/1/2010
-9.73 2 7/1/2007 8/1/2007
-6.35 2 2/1/2007 3/1/2007
-2.41 2 4/1/2008 5/1/2008
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods47.0045.0042.0036.0030.0024.00
Percent Profitable48.9451.1135.7141.6743.3345.83
Average Period Return0.010.110.381.32-0.48-1.42
Average Gain3.647.4715.7924.4826.8722.28
Average Loss-3.79-7.57-8.18-15.22-21.40-21.47
Best Period13.6021.0645.6639.8648.3133.72
Worst Period-9.87-12.00-17.04-29.99-34.05-30.75
Standard Deviation4.629.0714.3521.8126.0924.00
Gain Standard Deviation3.316.5712.4311.1812.3210.67
Loss Standard Deviation2.372.435.357.446.907.65
Sharpe Ratio (1%)-0.02-0.02-0.010.01-0.08-0.14
Average Gain / Average Loss0.960.991.931.611.261.04
Profit / Loss Ratio1.011.031.071.150.960.88
Downside Deviation (10%)3.286.389.5216.4222.4024.05
Downside Deviation (5%)3.095.728.1313.5717.9618.11
Downside Deviation (0%)3.045.557.7912.8816.8816.70
Sortino Ratio (10%)-0.12-0.17-0.22-0.22-0.36-0.49
Sortino Ratio (5%)-0.02-0.02-0.010.02-0.11-0.19
Sortino Ratio (0%)0.000.020.050.10-0.03-0.08

Top Performer Badges

Index Award Type Rank Performance Period

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