Granat Fund, LLC : Granat Fund, LLC (Granat Fund - Class A)

archived programs
Year-to-Date
N / A
Apr Performance
-0.32%
Min Investment
$ 500k
Mgmt. Fee
2.00%
Perf. Fee
25.00%
Annualized Vol
7.59%
Sharpe (RFR=1%)
1.08
CAROR
9.26%
Assets
$ 27.5M
Worst DD
-10.16
S&P Correlation
-0.02

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
4/2004
Granat Fund, LLC (Granat Fund - Class A) -0.32 - - - - - -4.24 104.61
S&P 500 -0.75 - - - - - 29.78 192.26
+/- S&P 500 0.43 - - - - - -34.03 -87.65

Strategy Description

Summary

Established in 2004, the Granat Fund generates industry leading profitability and non-correlation through trading more than 20 exchange-based futures markets on a discretionary basis. The program is based upon the swing trading methodology pioneered by "Market Wizard" Linda Raschke... Read More

Account & Fees

Type Fund
Minimum Investment $ 500k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 2.00%
Performance Fee 25.00%
Average Commission $0
Available to US Investors Yes

Subscriptions

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

Trading

Trading Frequency 5000 RT/YR/$M
Avg. Margin-to-Equity 10%
Targeted Worst DD
Worst Peak-to-Trough 5.73%
Sector Focus Diversified Traders

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days 80.00%
Intraday 20.00%

Decision-Making

Discretionary 100.00%
Systematic 0%

Strategy

Counter-trend
10.00%
Momentum
20.00%
Pattern Recognition
50.00%
Other
20.00%
Strategy Pie Chart

Composition

Stock Indices
20.00%
Currency Futures
15.00%
Precious Metals
15.00%
Interest Rates
15.00%
Energy
10.00%
Grains
10.00%
Industrial Metals
5.00%
Livestock
5.00%
Softs
5.00%
Composition Pie Chart

Summary

Established in 2004, the Granat Fund generates industry leading profitability and non-correlation through trading more than 20 exchange-based futures markets on a discretionary basis. The program is based upon the swing trading methodology pioneered by "Market Wizard" Linda Raschke and continuously refined by her and a team of portfolio managers and researchers. By focusing on a richly diversified set of markets and trade duration of 1 to 10 days, the fund is able to remain differentiated and nimble relative to sector or trend-following programs. Class A Interests are traded at a 1X leverage level.

Investment Strategy

The trading program aims to achieve performance and non-correlation through four components. 1. Short-term (<1 day) trades which serve to smooth the equity curve and provide returns in low volatility environments; 2. "Swing trades" which last from 1-2 days and aim to capture a significant portion of a price swing; 3. 3-day to 2-week trades targeted at markets that have potential to make a significant move - commonly from periods of long consolidation and; 4. Special situations - ETF, stock and/or option trades to capture a perspective on a theme (e.g., country or volatility condition). The vast majority of trades are taken in components 1 and 2. Technical analysis is used to identify all trades and discretion applied to leverage the experience of the trader. Each member of the trading team has over 10 years experience in the futures markets led by Linda Bradford Raschke with more than 30 years experience. The program and its components are focused on more than 20 exchange-based commodity and futures markets including equities, interest rates, currencies, metals, energies, grains, softs and meats. Extensive research is conducted on an ongoing basis to refine the program's patterns and evaluate new trading ideas. The fund is managed from its offices in Chicago, Illinois.

   

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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Sharpe Ratio: (RF=1%)
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Reward
Compound RoR:
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Risk
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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
-10.16 13 - 12/1/2010 1/1/2012
-5.73 5 5 12/1/2009 5/1/2010
-5.01 5 3 8/1/2004 1/1/2005
-4.06 2 10 7/1/2006 9/1/2006
-2.24 2 4 10/1/2008 12/1/2008
-1.79 1 2 7/1/2005 8/1/2005
-1.40 3 1 5/1/2009 8/1/2009
-1.18 1 1 10/1/2005 11/1/2005
-1.14 2 1 9/1/2009 11/1/2009
-0.59 1 1 3/1/2006 4/1/2006
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Consecutive Gains

Run-up Length (Mos.) Start End
52.01 17 6/1/2007 10/1/2008
9.26 2 9/1/2005 10/1/2005
9.14 2 4/1/2009 5/1/2009
8.91 4 2/1/2005 5/1/2005
8.85 4 9/1/2010 12/1/2010
8.69 5 4/1/2004 8/1/2004
6.67 4 12/1/2005 3/1/2006
5.58 3 5/1/2006 7/1/2006
3.51 2 2/1/2012 3/1/2012
2.76 3 10/1/2006 12/1/2006
2.52 2 6/1/2010 7/1/2010
1.69 1 12/1/2009 12/1/2009
1.60 1 1/1/2009 1/1/2009
1.56 1 9/1/2009 9/1/2009
1.17 1 10/1/2011 10/1/2011
0.99 2 3/1/2011 4/1/2011
0.78 1 7/1/2005 7/1/2005
0.33 1 11/1/2004 11/1/2004
0.28 1 7/1/2009 7/1/2009
0.12 1 3/1/2010 3/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-6.91 5 5/1/2011 9/1/2011
-4.48 3 11/1/2011 1/1/2012
-4.31 2 4/1/2010 5/1/2010
-4.06 2 8/1/2006 9/1/2006
-3.34 2 12/1/2004 1/1/2005
-2.27 5 1/1/2007 5/1/2007
-2.24 2 11/1/2008 12/1/2008
-2.05 2 9/1/2004 10/1/2004
-1.79 1 8/1/2005 8/1/2005
-1.61 2 1/1/2010 2/1/2010
-1.60 1 8/1/2010 8/1/2010
-1.23 1 8/1/2009 8/1/2009
-1.18 1 11/1/2005 11/1/2005
-1.14 2 10/1/2009 11/1/2009
-1.12 2 1/1/2011 2/1/2011
-0.83 2 2/1/2009 3/1/2009
-0.59 1 4/1/2006 4/1/2006
-0.45 1 6/1/2009 6/1/2009
-0.32 1 4/1/2012 4/1/2012
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods97.0095.0092.0086.0080.0074.0062.0050.0038.00
Percent Profitable59.7966.3268.4883.7293.7590.54100.00100.00100.00
Average Period Return0.762.354.7110.5217.3224.2842.0262.6278.61
Average Gain2.004.548.1313.5018.6427.1742.0262.6278.61
Average Loss-1.10-1.96-2.70-4.76-2.53-3.34
Best Period8.9018.1228.9137.4951.8463.4271.0689.97107.10
Worst Period-3.70-4.83-7.63-9.74-4.24-5.511.3314.2350.34
Standard Deviation2.194.467.1210.9413.3216.7320.7321.7217.57
Gain Standard Deviation1.933.855.919.3312.6914.8420.7321.7217.57
Loss Standard Deviation0.851.342.092.591.471.38
Sharpe Ratio (1%)0.310.470.590.871.191.331.882.704.18
Average Gain / Average Loss1.812.323.012.847.358.13
Profit / Loss Ratio2.774.576.5314.59110.3277.84
Downside Deviation (10%)1.082.033.174.183.394.774.011.55
Downside Deviation (5%)0.911.492.142.531.071.700.22
Downside Deviation (0%)0.871.371.912.170.711.10
Sortino Ratio (10%)0.330.560.711.322.872.946.5526.58
Sortino Ratio (5%)0.751.411.973.7614.7413.10180.57
Sortino Ratio (0%)0.881.722.474.8624.2522.08

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.