AR3 CAPITAL MANAGEMENT INC : KFL Partners' Fund LP - Class A Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance 2.78% Min Investment $ 100k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 22.70% Sharpe (RFR=1%) -0.24 CAROR -6.76% Assets $ 1.0M Worst DD -44.93 S&P Correlation 0.27 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 Dec Qtr YTD 1yr 3yr 5yr 10yr Since12/2013 KFL Partners' Fund LP - Class A 2.78 - - - - -28.10 - -19.42 S&P 500 1.82 - - - - 78.02 - 87.45 +/- S&P 500 0.96 - - - - -106.12 - -106.87 Strategy Description SummaryPredictive modelling using machine learning approach on time series financial data.... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 50k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 1-7 Days Redemption Frequency 1-7 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 12000 RT/YR/$M Avg. Margin-to-Equity 10% Targeted Worst DD -20.00% Worst Peak-to-Trough 12.00% Sector Focus Diversified Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 50.00% Intraday 50.00% Decision-Making Discretionary 0% Systematic 100.00% Strategy Other 100.00% Composition Stock Indices 30.00% Precious Metals 20.00% Grains 20.00% Industrial Metals 10.00% Energy 10.00% Interest Rates 10.00% SummaryPredictive modelling using machine learning approach on time series financial data.Investment StrategySeveral predictions are made per day on each of twelve markets. Predictions lead to long, short or cash position. Positions are held until next prediction period. Risk ManagementAllocation to each market is fixed. Positions are volatility weighted. Margin to equity ratios are limited. 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 -44.93 16 - 2/1/2015 6/1/2016 -5.61 2 3 5/1/2014 7/1/2014 -1.77 1 1 1/1/0001 12/1/2013 -0.78 1 1 11/1/2014 12/1/2014 Show More Consecutive Gains Run-up Length (Mos.) Start End 27.84 5 1/1/2014 5/1/2014 16.87 1 7/1/2016 7/1/2016 13.68 1 3/1/2016 3/1/2016 9.18 4 8/1/2014 11/1/2014 5.51 1 9/1/2015 9/1/2015 3.44 2 1/1/2015 2/1/2015 3.35 1 10/1/2016 10/1/2016 2.78 1 12/1/2016 12/1/2016 1.81 1 11/1/2015 11/1/2015 0.25 1 4/1/2015 4/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -28.88 3 12/1/2015 2/1/2016 -21.24 3 4/1/2016 6/1/2016 -12.93 4 5/1/2015 8/1/2015 -8.52 2 8/1/2016 9/1/2016 -5.61 2 6/1/2014 7/1/2014 -4.58 1 10/1/2015 10/1/2015 -3.33 1 3/1/2015 3/1/2015 -2.99 1 11/1/2016 11/1/2016 -1.77 1 12/1/2013 12/1/2013 -0.78 1 12/1/2014 12/1/2014 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods37.0035.0032.0026.0020.0014.00 Percent Profitable48.6545.7143.7523.0825.0014.29 Average Period Return-0.37-1.37-3.88-11.59-18.42-24.10 Average Gain4.556.809.9022.1113.9914.66 Average Loss-5.03-8.24-14.60-21.70-29.22-30.56 Best Period16.8718.6825.6730.7124.8914.87 Worst Period-19.74-28.88-34.95-39.55-43.04-40.75 Standard Deviation6.5510.3515.4622.6222.6019.64 Gain Standard Deviation4.415.838.2810.169.600.29 Loss Standard Deviation4.528.0610.2613.4112.9111.70 Sharpe Ratio (1%)-0.07-0.16-0.28-0.56-0.88-1.33 Average Gain / Average Loss0.900.820.681.020.480.48 Profit / Loss Ratio0.860.690.530.310.160.08 Downside Deviation (10%)5.019.0614.8326.0733.6739.18 Downside Deviation (5%)4.838.5213.5722.9828.7231.89 Downside Deviation (0%)4.798.3913.2622.2227.5130.14 Sortino Ratio (10%)-0.16-0.29-0.43-0.64-0.77-0.88 Sortino Ratio (5%)-0.09-0.19-0.32-0.55-0.69-0.82 Sortino Ratio (0%)-0.08-0.16-0.29-0.52-0.67-0.80 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. x {{title}} x {{title}} Add Cancel