Edge Advisors Inc/Global Futures Fund Sub-Fund : GFF 1

archived programs
Year-to-Date
N / A
Jun Performance
1.74%
Min Investment
$ 50k
Mgmt. Fee
1.00%
Perf. Fee
20.00%
Annualized Vol
8.02%
Sharpe (RFR=1%)
2.44
CAROR
-
Assets
$ 579k
Worst DD
-3.57
S&P Correlation
-0.60

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
11/2009
GFF 1 1.74 - - - - - - 14.35
S&P 500 -5.39 - - - - - - 216.18
+/- S&P 500 7.13 - - - - - - -201.83

Strategy Description

Summary

Global Futures Fund strategy is a both short/long strategy working on global futures markets, trading only the most liquid financial instruments worldwide. This is not a trend type investment, but rather one which is looking for market opportunities, hedging against geographical and... Read More

Account & Fees

Type Fund
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 1.00%
Performance Fee 20.00%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark Yes
Subscription Frequency Monthly
Redemption Frequency Monthly
Investor Requirements Accredited Investors
Lock-up Period 3

Trading

Trading Frequency 6000 RT/YR/$M
Avg. Margin-to-Equity 15%
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 40.00%
1-30 Days
Intraday 60.00%

Decision-Making

Discretionary 60.00%
Systematic 40.00%

Strategy

Counter-trend
85.00%
Fundamental
5.00%
Trend-following
10.00%
Strategy Pie Chart

Composition

Stock Indices
25.00%
Precious Metals
20.00%
Energy
20.00%
Grains
15.00%
Currency Futures
10.00%
Composition Pie Chart

Summary

Global Futures Fund strategy is a both short/long strategy working on global futures markets, trading only the most liquid financial instruments worldwide. This is not a trend type investment, but rather one which is looking for market opportunities, hedging against geographical and single-industry risks and profiting from the market momentum and market normalization. The strategy looks to ensure uncorrelated returns based on high market volatility driven by questionable stimulus packages in parallel with crises news, trading worldwide and all industry sectors. The decisions making process is based on an in-house developed retracement technique exploring market volatilities as counter trend strategy, it also uses charting break failures patterns. Fund not available to US investors.

   

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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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
-3.57 1 2 1/1/0001 11/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
18.58 7 12/1/2009 6/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-3.57 1 11/1/2009 11/1/2009
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Time Windows Analysis

 1 Month3 Month
Number of Periods8.006.00
Percent Profitable87.50100.00
Average Period Return1.716.36
Average Gain2.476.36
Average Loss-3.57
Best Period4.158.37
Worst Period-3.572.29
Standard Deviation2.322.21
Gain Standard Deviation0.972.21
Loss Standard Deviation
Sharpe Ratio (1%)0.702.77
Average Gain / Average Loss0.69
Profit / Loss Ratio4.84
Downside Deviation (10%)1.41
Downside Deviation (5%)1.29
Downside Deviation (0%)1.26
Sortino Ratio (10%)0.93
Sortino Ratio (5%)1.26
Sortino Ratio (0%)1.36

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.