Attunga Capital Pty Ltd : Power & Energy (Offshore Fund)

archived programs
Year-to-Date
N / A
Dec Performance
1.71%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
16.52%
Sharpe (RFR=1%)
-0.13
CAROR
-2.49%
Assets
$ 11.9M
Worst DD
-34.57
S&P Correlation
0.19

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
6/2008
Power & Energy (Offshore Fund) 1.71 - - - - - -1.45 -8.65
S&P 500 0.85 - - - - - 9.52 170.64
+/- S&P 500 0.86 - - - - - -10.97 -179.29

Strategy Description

Summary

The POWER & ENVIRO (OFFSHORE) FUND is a derivative fund that primarily invests in derivative products, mainly focusing on the Australian National Electricity Market (ETC and OTC), but with a mandate which includes global CO2, emissions, weather, gas, water and other energy and environmental... Read More

Account & Fees

Type Fund
Minimum Investment $ 500k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

High Water Mark Yes
Subscription Frequency 15-30 Days
Redemption Frequency 15-30 Days
Investor Requirements QEP
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 6%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Energy Traders

Holding Periods

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

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Composition

Energy
100.00%
Composition Pie Chart

Summary

The POWER & ENVIRO (OFFSHORE) FUND is a derivative fund that primarily invests in derivative products, mainly focusing on the Australian National Electricity Market (ETC and OTC), but with a mandate which includes global CO2, emissions, weather, gas, water and other energy and environmental related markets.

   

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
-34.57 15 - 12/1/2009 3/1/2011
-8.20 7 1 1/1/0001 12/1/2008
-2.56 4 1 6/1/2009 10/1/2009
-2.55 1 1 1/1/2009 2/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
13.00 3 10/1/2010 12/1/2010
12.00 3 4/1/2011 6/1/2011
11.34 4 3/1/2009 6/1/2009
10.11 1 1/1/2009 1/1/2009
9.11 2 11/1/2009 12/1/2009
8.95 1 10/1/2011 10/1/2011
1.71 1 12/1/2011 12/1/2011
1.28 1 8/1/2011 8/1/2011
0.91 1 8/1/2009 8/1/2009
0.86 2 7/1/2008 8/1/2008
0.82 1 3/1/2010 3/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-26.83 3 1/1/2011 3/1/2011
-16.81 6 4/1/2010 9/1/2010
-7.65 4 9/1/2008 12/1/2008
-5.65 2 1/1/2010 2/1/2010
-2.55 1 2/1/2009 2/1/2009
-2.35 1 9/1/2011 9/1/2011
-1.98 1 7/1/2009 7/1/2009
-1.50 1 7/1/2011 7/1/2011
-1.48 2 9/1/2009 10/1/2009
-1.45 1 6/1/2008 6/1/2008
-0.96 1 11/1/2011 11/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods43.0041.0038.0032.0026.0020.00
Percent Profitable46.5151.2257.8934.3830.7710.00
Average Period Return-0.10-0.26-1.42-4.46-7.87-12.36
Average Gain3.456.136.2211.7710.448.12
Average Loss-3.18-6.97-11.91-12.96-16.01-14.64
Best Period10.1114.7019.4727.0118.3113.57
Worst Period-16.01-26.83-18.05-31.22-29.03-27.55
Standard Deviation4.778.7110.3413.5314.8511.48
Gain Standard Deviation3.344.164.516.075.687.71
Loss Standard Deviation3.536.995.686.699.119.43
Sharpe Ratio (1%)-0.04-0.06-0.19-0.40-0.63-1.25
Average Gain / Average Loss1.080.880.520.910.650.55
Profit / Loss Ratio0.940.920.720.480.290.06
Downside Deviation (10%)3.647.4410.0015.4821.0225.22
Downside Deviation (5%)3.476.938.8112.4916.3318.03
Downside Deviation (0%)3.436.818.5111.7615.2316.39
Sortino Ratio (10%)-0.14-0.20-0.39-0.61-0.74-0.90
Sortino Ratio (5%)-0.05-0.07-0.22-0.44-0.57-0.80
Sortino Ratio (0%)-0.03-0.04-0.17-0.38-0.52-0.75

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.