Ark Royal : Ark Diversified Fund

archived programs
Year-to-Date
N / A
Jul Performance
0.90%
Min Investment
$ 250k
Mgmt. Fee
1.00%
Perf. Fee
16.00%
Annualized Vol
1.03%
Sharpe (RFR=1%)
7.81
CAROR
-
Assets
$ 22.0M
Worst DD
N/A
S&P Correlation
0.33

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
Ark Diversified Fund 0.90 - - - - - - 15.26
S&P 500 -0.99 - - - - - - 125.01
+/- S&P 500 1.89 - - - - - - -109.75

Strategy Description

Summary

-        Ark Diversified Fund is a multi manager fund which invests across a spectrum of different asset based investment and lending themes.nbsp;       Asset Based Investment analysis requires specific operational and due diligence expertise.  Moreover, deal flow in these strategies... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 250k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 16.00%
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

-        Ark Diversified Fund is a multi manager fund which invests across a spectrum of different asset based investment and lending themes.nbsp;       Asset Based Investment analysis requires specific operational and due diligence expertise.  Moreover, deal flow in these strategies is "relationship" not "market driven" therefore scalability of investment themes in this sector can be more limited than traditional hedge fund strategies.nbsp;       The multi strategy approach overcomes these issues and reduces investment theme operational and business risk.  Our Investment expertise in this space, together with our contacts gleaned over the years has placed us in a unique position to identify, select and analyse these opportunities. 

   

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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Reward
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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
15.26 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 Return0.752.224.338.57
Average Gain0.752.224.338.57
Average Loss
Best Period1.243.246.099.69
Worst Period0.210.712.787.62
Standard Deviation0.300.691.120.76
Gain Standard Deviation0.300.691.120.76
Loss Standard Deviation
Sharpe Ratio (1%)2.252.843.409.98
Average Gain / Average Loss
Profit / Loss Ratio
Downside Deviation (10%)0.070.13
Downside Deviation (5%)
Downside Deviation (0%)
Sortino Ratio (10%)4.947.93
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.