Global Edge Capital Management : Kondor Edge

archived programs
Year-to-Date
N / A
Jan Performance
2.86%
Min Investment
$ 1,000k
Mgmt. Fee
2.00%
Perf. Fee
20.00%
Annualized Vol
23.01%
Sharpe (RFR=0.50%)
0.47
CAROR
9.15%
Assets
$ 10.8M
Worst DD
-35.14
S&P Correlation
-0.10

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 Jan Qtr YTD 1yr 3yr 5yr 10yr Since
2/2008
Kondor Edge 2.86 0.50 - 1.38 33.58 54.93 - 54.93
S&P 500 5.04 6.09 - 14.15 39.48 8.66 - 12.57
+/- S&P 500 -2.18 -5.59 - -12.77 -5.91 46.28 - 42.36

Strategy Description

Summary

Kondor Edge trading program also available for fund investment for US$100,000 minimum investment. The investment approach is diversified by employing various strategies simultaneously to realize short and long-term gains with an intense concentration on risk management.

Read More

Account & Fees

Type
Managed Account
Minimum Investment
$ 1,000k
Trading Level Incremental Increase
$ 10k
CTA Max Funding Factor
Management Fee
2.00%
Performance Fee
20.00%
Average Commission
$15.00
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
1800 RT/YR/$M
Avg. Margin-to-Equity
12%
Targeted Worst DD
N/A
Worst Peak-to-Trough
0%
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
5.00%
4-12 Months
25.00%
1-3 Months
20.00%
1-30 Days
50.00%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Counter-trend
20.00%
Trend-following
50.00%
Other
30.00%
Strategy Pie Chart

Composition

Stock Indices
23.00%
Interest Rates
23.00%
Currency Futures
20.00%
Grains
10.00%
Softs
7.00%
Energy
6.00%
Livestock
4.00%
Industrial Metals
4.00%
Other
3.00%
Composition Pie Chart

Summary

Kondor Edge trading program also available for fund investment for US$100,000 minimum investment. The investment approach is diversified by employing various strategies simultaneously to realize short and long-term gains with an intense concentration on risk management.

Investment Strategy

The strategies include systems trading such as trend following and short term strategies. The Managers use the assets to trade on more than 100 futures contracts on agricultural products, metals, energies, currencies, interest rates and stock indices on U.S., European, Asian, African and Australia exchanges.

Risk Management

Risk is defined as the theoretical loss from the current price to the stop level, and is calculated at an individual trade level as well as in aggregate on a continual basis. Global Edge uses diverse layers of risk. Some of them are: Position risk, sector risk and correlated sectors aggregated risk.

   

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=0.50%)
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=0.50%)
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
-35.14 3 25 6/1/2008 9/1/2008
-11.81 8 - 4/1/2011 12/1/2011
-2.26 1 1 2/1/2011 3/1/2011
-2.25 1 1 10/1/2010 11/1/2010
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
43.88 5 2/1/2008 6/1/2008
36.33 6 10/1/2008 3/1/2009
25.32 5 7/1/2009 11/1/2009
22.29 3 8/1/2010 10/1/2010
14.89 3 2/1/2010 4/1/2010
14.01 3 12/1/2010 2/1/2011
9.14 5 1/1/2012 5/1/2012
3.88 1 7/1/2011 7/1/2011
3.41 1 4/1/2011 4/1/2011
2.86 1 1/1/2013 1/1/2013
2.62 1 7/1/2012 7/1/2012
0.62 1 6/1/2010 6/1/2010
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-35.14 3 7/1/2008 9/1/2008
-15.87 3 4/1/2009 6/1/2009
-13.53 2 12/1/2009 1/1/2010
-9.39 2 5/1/2011 6/1/2011
-7.22 5 8/1/2012 12/1/2012
-6.33 1 5/1/2010 5/1/2010
-6.30 5 8/1/2011 12/1/2011
-3.20 1 6/1/2012 6/1/2012
-2.26 1 3/1/2011 3/1/2011
-2.25 1 11/1/2010 11/1/2010
-1.86 1 7/1/2010 7/1/2010
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods60.0058.0055.0049.0043.0037.0025.0013.00
Percent Profitable58.3353.4552.7377.5574.4289.19100.00100.00
Average Period Return0.952.323.518.7814.1822.0635.1636.05
Average Gain4.7510.2413.6313.7320.5125.6435.1636.05
Average Loss-4.37-6.78-7.78-8.32-4.24-7.47
Best Period20.1232.0536.3342.5552.1752.9365.3465.56
Worst Period-20.67-35.14-21.66-25.61-9.20-12.716.939.95
Standard Deviation6.6411.6313.2714.2017.3016.8415.5316.22
Gain Standard Deviation4.798.129.7211.7115.5413.9815.5316.22
Loss Standard Deviation5.057.724.836.722.623.54
Sharpe Ratio (1%)0.130.180.230.550.731.192.071.97
Average Gain / Average Loss1.091.511.751.654.843.43
Profit / Loss Ratio1.521.731.955.7014.0828.31
Downside Deviation (10%)4.447.527.767.226.556.281.893.22
Downside Deviation (5%)4.307.056.565.363.173.28
Downside Deviation (0%)4.266.946.264.972.492.65
Sortino Ratio (10%)0.120.140.130.521.011.8810.274.51
Sortino Ratio (5%)0.200.290.461.454.006.12
Sortino Ratio (0%)0.220.330.561.775.708.31

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.