Arkanar Financial LLC : Arkanar Global Macro Fund

archived programsClosed to new investments
Year-to-Date
N / A
Dec Performance
0.00%
Min Investment
$ 10k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
5.78%
Sharpe (RFR=1%)
0.38
CAROR
-
Assets
$ 0k
Worst DD
-3.68
S&P Correlation
0.44

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 Since
5/2009
Arkanar Global Macro Fund 0.00 - - - - - 0.00 5.17
S&P 500 6.53 - - - - - -4.74 276.89
+/- S&P 500 -6.53 - - - - - 4.74 -271.72

Strategy Description

Summary

-Arkanar Alternative Investments SPC is a fund company providing a broad spectrum of Alternative Investment Funds. Arkanar Alternative Investments SPC is a licensed mutual fund company regulated. Arkanar Alternative Investments SPC holds a CIMA licence N°15880 Bloomberg... Read More

Account & Fees

Type Fund
Minimum Investment $ 10k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency Quarterly
Redemption Frequency Quarterly
Investor Requirements QEP
Lock-up Period 3

Trading

Trading Frequency 3000 RT/YR/$M
Avg. Margin-to-Equity 15%
Targeted Worst DD -15.00%
Worst Peak-to-Trough 5.90%
Sector Focus Not Specified

Holding Periods

Over 12 Months 10.00%
4-12 Months 20.00%
1-3 Months 20.00%
1-30 Days
Intraday 50.00%

Decision-Making

Discretionary 50.00%
Systematic 50.00%

Strategy

Fundamental
50.00%
Seasonal/cyclical
10.00%
Spreading/hedging
30.00%
Trend-following
10.00%
Strategy Pie Chart

Composition

Summary

-Arkanar Alternative Investments SPC is a fund company providing a broad spectrum of Alternative Investment Funds. Arkanar Alternative Investments SPC is a licensed mutual fund company regulated. Arkanar Alternative Investments SPC holds a CIMA licence N°15880 Bloomberg ARKAMAC KY Wertpapierkennnummer (WKN) A0RLBL Valor 2629500 ISIN KYG047651065 CUSIP G04765106NAV is done quarterly. Numbers from October 2009 are indicative till final quarterly NAV.

Investment Strategy

The Arkanar Global Macro Fund is a diversified portfolio of investments with an absolute return focus. The strategy seeks to earn returns, over the long term, from analyzing global macroeconomic factors and buying fundamentally undervalued and selling overvalued currencies, indices, commodities and bonds. Differently to a trend-based strategy, the program is based on a fundamental macroeconomic methodology using proprietary models and analysis, while managing portfolio risk. Arkanar believes that relative high returns with moderate volatility can be achieved by understanding and trading temporary imbalances present in most global macro markets. To support the investment decisions, fundamental, political and scientific analysis are utilized. This approach is adjusted and extended depending on what is driving markets in particular situations. The reasons of global trends and on how these developments can be anticipated is focused Own trade programmes enable to act independently from other participants acting in the market. Experienced traders with exceptional knowledge - particularly in commodity and currency trading - modify the strategy continuously. Long- and short-position trading enables Arkanar to act completely independently from cyclical influences and unexpected events. Unique combination of quantitative and fundamental approach. Above Average Performance in volatile market situation.

   

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
-3.68 5 9 5/1/2009 10/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
5.60 1 7/1/2010 7/1/2010
2.46 1 5/1/2009 5/1/2009
1.79 2 11/1/2009 12/1/2009
1.17 3 7/1/2009 9/1/2009
0.58 1 2/1/2010 2/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-2.70 1 10/1/2009 10/1/2009
-2.15 1 6/1/2009 6/1/2009
-0.99 4 3/1/2010 6/1/2010
-0.45 1 1/1/2010 1/1/2010
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods20.0018.0015.009.00
Percent Profitable40.0044.4453.3366.67
Average Period Return0.270.721.622.62
Average Gain1.452.644.024.58
Average Loss-1.57-1.16-1.12-1.29
Best Period5.605.605.606.57
Worst Period-2.70-2.57-2.21-2.80
Standard Deviation1.672.453.103.13
Gain Standard Deviation1.872.492.191.11
Loss Standard Deviation1.030.670.551.31
Sharpe Ratio (1%)0.110.190.360.52
Average Gain / Average Loss0.922.273.583.56
Profit / Loss Ratio1.842.594.097.12
Downside Deviation (10%)1.011.652.583.75
Downside Deviation (5%)0.840.971.161.46
Downside Deviation (0%)0.810.820.840.97
Sortino Ratio (10%)-0.14-0.31-0.33-0.63
Sortino Ratio (5%)0.220.490.961.11
Sortino Ratio (0%)0.330.881.932.71

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.