Ark Royal Asset Management : Investment Program

archived programs
Year-to-Date
N / A
Jul Performance
1.04%
Min Investment
$ 250k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
0.14%
Sharpe (RFR=1%)
84.62
CAROR
-
Assets
$ 185.0M
Worst DD
N/A
S&P Correlation
0.24

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
1/2007
Investment Program 1.04 - - - - - - 22.46
S&P 500 -0.99 - - - - - - 140.86
+/- S&P 500 2.03 - - - - - - -118.40

Strategy Description

Summary

-&The fund invests in fully collateralized promissory notes on non-commoditized financial assets typically in the form of asset based loans.  All loans are fully collateralized.Examples of collateral include: (a) accounts receivables financing; (b) traditional secured lending, (e.g.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors

Subscriptions

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

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
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 0%
Systematic 0%

Strategy

Summary

-&The fund invests in fully collateralized promissory notes on non-commoditized financial assets typically in the form of asset based loans.  All loans are fully collateralized.Examples of collateral include: (a) accounts receivables financing; (b) traditional secured lending, (e.g. financing a property bridge loan), (c) purchase order financing, (a form of inventory bridge finance) (d) life insurance premium financing, (e) acquisition and trading of life insurance interests (effectively a future receivable on the carrier), (f) oil and gas production finance, (g) transport and logistics finance.The key attraction of this strategy class is stable, non-correlated returns.  These are privately sourced transactions exploiting either supply demand imbalances, or structural inefficiencies.&

   

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
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Sharpe Ratio: (RF=1%)
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Reward
Compound RoR:
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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

Consecutive Gains

Run-up Length (Mos.) Start End
22.46 19 1/1/2007 7/1/2008
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Consecutive Losses

Run-up Length (Mos.) Start End
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods19.0017.0014.008.00
Percent Profitable100.00100.00100.00100.00
Average Period Return1.073.266.6513.76
Average Gain1.073.266.6513.76
Average Loss
Best Period1.123.346.7813.88
Worst Period1.003.096.3713.54
Standard Deviation0.040.080.130.13
Gain Standard Deviation0.040.080.130.13
Loss Standard Deviation
Sharpe Ratio (1%)24.4337.2446.1999.19
Average Gain / Average Loss
Profit / Loss Ratio
Downside Deviation (10%)
Downside Deviation (5%)
Downside Deviation (0%)
Sortino Ratio (10%)
Sortino Ratio (5%)
Sortino Ratio (0%)

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.