Cedarcroft Capital LLC : Cedarcroft Offshore Fund Ltd Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Oct Performance 1.33% Min Investment $ 100k Mgmt. Fee 2.00% Perf. Fee 20.00% Annualized Vol 11.25% Sharpe (RFR=1%) 1.66 CAROR 20.81% Assets $ 1.7M Worst DD -10.75 S&P Correlation 0.44 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since1/2009 Cedarcroft Offshore Fund Ltd 1.33 - - - - - 25.20 106.39 S&P 500 -1.98 - - - - - 59.40 345.08 +/- S&P 500 3.31 - - - - - -34.20 -238.69 Strategy Description SummaryThe Cedarcroft Offshore Fund Ltd. (“the Fund”) is a high return alpha generating fund with low correlation to the equity markets. The Fund uses a proprietary trading methodology that arbitrages the difference between implied and realized volatility across a broad range of markets... Read More Account & Fees Type Fund Minimum Investment $ 100k Trading Level Incremental Increase $ 10k CTA Max Funding Factor Management Fee 2.00% Performance Fee 20.00% Average Commission $0 Available to US Investors Yes Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements Accredited Investors Lock-up Period 0 Trading Trading Frequency 6000 RT/YR/$M Avg. Margin-to-Equity 25% Targeted Worst DD 15.00% Worst Peak-to-Trough 5.83% Sector Focus Arbitrage & Spread Traders Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days 100.00% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Arbitrage 100.00% Composition Currency Futures 33.00% Energy 20.00% Grains 15.00% Precious Metals 10.00% Interest Rates 7.00% Livestock 5.00% Softs 5.00% Stock Indices 5.00% SummaryThe Cedarcroft Offshore Fund Ltd. (“the Fund”) is a high return alpha generating fund with low correlation to the equity markets. The Fund uses a proprietary trading methodology that arbitrages the difference between implied and realized volatility across a broad range of markets including the S&P 500, Gold, Natural Gas, 30 Year Bond, Crude Oil, Corn, Soybeans and all the major currencies. The Fund is dedicated to achieving absolute returns to increase our investor's wealth regardless of market trends.Investment StrategyThe investment process involves trading both futures and futures options to exploit the fact that implied volatility (a measure of what investors are willing to pay for options) consistently outstrips realized volatility (a determinant of the fair value of options). The investment strategy attempts to remain delta neutral and does not take a view on assets it sells or purchases. The Fund trades a diversified basket of futures and futures options. There are 20 different major contracts in which the Fund trades. The portfolio is dynamically hedged using real-time tick by tick risk monitoring driven by an in-house algorithmic risk management system. Our system monitors such variables as implied volatility and time to expiration and creates multiple stop levels for each open position. These levels are updated frequently according to the algorithm.Risk Management•We have built a proprietary algorithmic risk management system. •The system monitors all our positions in real-time. •We monitor and adjust for following risks: Delta, Gamma, Tenor and Concentration Risk. •The system automatically creates multiple stop levels in the underlying for each of our positions. These stop levels are updated daily. 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 -10.75 8 4 1/1/2011 9/1/2011 -5.47 1 2 4/1/2010 5/1/2010 -5.13 2 1 4/1/2012 6/1/2012 -3.91 1 1 10/1/2010 11/1/2010 -1.54 3 1 1/1/0001 3/1/2009 -0.67 1 1 7/1/2010 8/1/2010 -0.20 1 1 8/1/2012 9/1/2012 -0.13 1 1 12/1/2009 1/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 33.90 9 4/1/2009 12/1/2009 26.26 7 10/1/2011 4/1/2012 15.82 2 7/1/2012 8/1/2012 13.31 3 2/1/2010 4/1/2010 7.86 2 12/1/2010 1/1/2011 6.82 2 9/1/2010 10/1/2010 6.29 2 6/1/2010 7/1/2010 1.33 1 10/1/2012 10/1/2012 0.71 2 6/1/2011 7/1/2011 0.32 1 2/1/2009 2/1/2009 Show More Consecutive Losses Run-up Length (Mos.) Start End -8.50 4 2/1/2011 5/1/2011 -5.47 1 5/1/2010 5/1/2010 -5.13 2 5/1/2012 6/1/2012 -3.91 1 11/1/2010 11/1/2010 -3.16 2 8/1/2011 9/1/2011 -1.40 1 3/1/2009 3/1/2009 -0.67 1 8/1/2010 8/1/2010 -0.46 1 1/1/2009 1/1/2009 -0.20 1 9/1/2012 9/1/2012 -0.13 1 1/1/2010 1/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year Number of Periods46.0044.0041.0035.0029.0023.00 Percent Profitable67.3977.2785.3794.2996.55100.00 Average Period Return1.645.1910.4420.6627.2636.97 Average Gain3.387.6913.3422.2028.2336.97 Average Loss-1.95-3.31-6.50-4.67-0.02 Best Period8.8515.5825.5048.1457.9565.61 Worst Period-5.52-7.89-8.87-6.23-0.0223.59 Standard Deviation3.256.029.3815.1517.0414.88 Gain Standard Deviation2.154.196.5614.1916.5114.88 Loss Standard Deviation1.852.242.802.20 Sharpe Ratio (1%)0.480.821.061.301.512.35 Average Gain / Average Loss1.732.332.054.751147.63 Profit / Loss Ratio3.577.9111.9878.4332133.69 Downside Deviation (10%)1.692.403.582.621.83 Downside Deviation (5%)1.551.982.851.410.29 Downside Deviation (0%)1.511.882.671.180.00 Sortino Ratio (10%)0.731.652.235.9710.72 Sortino Ratio (5%)1.012.503.4913.9390.00 Sortino Ratio (0%)1.082.773.9117.565966.89 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