Dolmen Securities Ltd : Dolmen Global Opportunities Program

archived programs
Year-to-Date
N / A
Aug Performance
1.07%
Min Investment
$ 1,000k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
2.37%
Sharpe (RFR=1%)
-0.98
CAROR
-
Assets
$ 26.0M
Worst DD
-3.60
S&P Correlation
-0.25

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
5/2009
Dolmen Global Opportunities Program 1.07 - - - - - 0.00 -1.80
S&P 500 -4.74 - - - - - -30.86 276.89
+/- S&P 500 5.81 - - - - - 30.86 -278.69

Strategy Description

Summary

The Dolmen Global Opportunities Managed Futures Program offers consistent absolute returns in both up and down markets with the added advantage of providing total transparency and daily liquidity.... Read More

Account & Fees

Type Managed Account
Minimum Investment $ 1,000k
Trading Level Incremental Increase $ 1,000k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 20.00%
Average Commission $1.00
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 350 RT/YR/$M
Avg. Margin-to-Equity 2%
Targeted Worst DD -5.00%
Worst Peak-to-Trough 2.35%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 10.00%
1-3 Months 70.00%
1-30 Days 20.00%
Intraday 0%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Fundamental
60.00%
Option-purchasing
40.00%
Strategy Pie Chart

Composition

Interest Rates
55.00%
Currency Futures
40.00%
Stock Indices
5.00%
Composition Pie Chart

Summary

The Dolmen Global Opportunities Managed Futures Program offers consistent absolute returns in both up and down markets with the added advantage of providing total transparency and daily liquidity.

Investment Strategy

The investment is actively managed by an experienced money manager, and invests in futures and options contracts based on equities, currencies and bonds. With the ability to go both long and short, futures are highly flexible financial instruments that have demonstrated the potential to profit from rising and falling markets. Main benefits of the strategy include factors such as: low to negative correlation to equities and hedge funds; negative correlation to equities and hedge funds during periods of poor performance; access to global markets; market liquidity; transparency; and a level of regulatory oversight and control.

Risk Management

Capital preservation is key to the strategy and this is achieved through a rigorously applied risk management policy.

   

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
-3.60 13 - 6/1/2009 7/1/2010
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
1.07 1 8/1/2010 8/1/2010
0.79 2 5/1/2009 6/1/2009
0.75 1 5/1/2010 5/1/2010
0.63 1 3/1/2010 3/1/2010
0.30 1 9/1/2009 9/1/2009
0.29 1 12/1/2009 12/1/2009
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-1.94 2 6/1/2010 7/1/2010
-1.37 2 7/1/2009 8/1/2009
-0.88 2 10/1/2009 11/1/2009
-0.82 2 1/1/2010 2/1/2010
-0.59 1 4/1/2010 4/1/2010
Show More

Time Windows Analysis

 1 Month3 Month6 Month
Number of Periods16.0014.0011.00
Percent Profitable43.757.149.09
Average Period Return-0.11-0.58-0.96
Average Gain0.550.790.25
Average Loss-0.62-0.68-1.08
Best Period1.070.790.25
Worst Period-1.01-1.30-1.87
Standard Deviation0.680.560.64
Gain Standard Deviation0.34
Loss Standard Deviation0.340.410.52
Sharpe Ratio (1%)-0.28-1.48-2.28
Average Gain / Average Loss0.881.160.23
Profit / Loss Ratio0.680.090.02
Downside Deviation (10%)0.811.883.49
Downside Deviation (5%)0.580.971.58
Downside Deviation (0%)0.520.761.14
Sortino Ratio (10%)-0.64-0.96-0.98
Sortino Ratio (5%)-0.33-0.85-0.92
Sortino Ratio (0%)-0.21-0.76-0.85

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.