Granat Fund, LLC : Granat Fund LLC (Granat Fund - Class B) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Apr Performance -0.68% Min Investment $ 500k Mgmt. Fee 4.00% Perf. Fee 25.00% Annualized Vol 11.94% Sharpe (RFR=1%) 1.03 CAROR 13.39% Assets $ 27.5M Worst DD -19.90 S&P Correlation 0.02 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 Apr Qtr 2020 1yr 3yr 5yr 10yr Since3/2004 Granat Fund LLC (Granat Fund - Class B) -0.68 - - - - - -15.96 179.08 S&P 500 -0.75 - - - - - 29.78 230.07 +/- S&P 500 0.07 - - - - - -45.75 -50.99 Strategy Description SummaryEstablished in 2004, the Granat Fund aims to generate 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... Read More Account & Fees Type Fund Minimum Investment $ 500k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 4.00% 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 11.03% 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% Technical 20.00% 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% SummaryEstablished in 2004, the Granat Fund aims to generate 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 looks to remain differentiated and nimble relative to sector or trend-following programs. 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. From Oct 2010 forward, assets reported are total assets traded in the strategy 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 -19.90 13 - 12/1/2010 1/1/2012 -11.03 5 5 12/1/2009 5/1/2010 -8.47 5 3 8/1/2004 1/1/2005 -6.79 2 10 7/1/2006 9/1/2006 -3.28 2 5 10/1/2008 12/1/2008 -2.67 1 1 10/1/2009 11/1/2009 -2.50 1 1 7/1/2009 8/1/2009 -2.29 2 1 7/1/2005 9/1/2005 -2.09 3 1 1/1/2006 4/1/2006 -1.53 1 1 10/1/2005 11/1/2005 -0.11 1 1 5/1/2005 6/1/2005 Show More Consecutive Gains Run-up Length (Mos.) Start End 75.74 18 5/1/2007 10/1/2008 26.56 6 3/1/2004 8/1/2004 21.08 4 9/1/2010 12/1/2010 13.07 4 2/1/2005 5/1/2005 12.47 1 10/1/2005 10/1/2005 12.25 4 4/1/2009 7/1/2009 9.17 3 5/1/2006 7/1/2006 8.14 2 12/1/2005 1/1/2006 5.83 3 10/1/2006 12/1/2006 5.63 2 2/1/2012 3/1/2012 4.96 2 6/1/2010 7/1/2010 4.12 1 12/1/2009 12/1/2009 3.23 1 10/1/2011 10/1/2011 2.94 2 9/1/2009 10/1/2009 2.06 1 1/1/2009 1/1/2009 0.98 2 3/1/2011 4/1/2011 0.61 2 2/1/2010 3/1/2010 0.56 1 11/1/2004 11/1/2004 0.56 1 7/1/2005 7/1/2005 0.04 1 3/1/2006 3/1/2006 Show More Consecutive Losses Run-up Length (Mos.) Start End -13.50 5 5/1/2011 9/1/2011 -9.54 3 11/1/2011 1/1/2012 -8.14 2 4/1/2010 5/1/2010 -6.79 2 8/1/2006 9/1/2006 -5.04 2 12/1/2004 1/1/2005 -4.15 2 9/1/2004 10/1/2004 -3.89 4 1/1/2007 4/1/2007 -3.85 1 8/1/2010 8/1/2010 -3.74 1 1/1/2010 1/1/2010 -3.28 2 11/1/2008 12/1/2008 -2.67 1 11/1/2009 11/1/2009 -2.50 1 8/1/2009 8/1/2009 -2.29 2 8/1/2005 9/1/2005 -1.80 2 1/1/2011 2/1/2011 -1.61 1 4/1/2006 4/1/2006 -1.53 1 11/1/2005 11/1/2005 -1.14 2 2/1/2009 3/1/2009 -0.68 1 4/1/2012 4/1/2012 -0.53 1 2/1/2006 2/1/2006 -0.11 1 6/1/2005 6/1/2005 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods98.0096.0093.0087.0081.0075.0063.0051.0039.00 Percent Profitable62.2464.5868.8283.9195.0690.6798.41100.00100.00 Average Period Return1.113.256.5114.5224.1934.1859.6692.96117.61 Average Gain3.066.9811.7919.0925.7838.2660.6592.96117.61 Average Loss-2.11-3.53-5.16-9.32-6.31-5.50-1.72 Best Period12.4717.1729.9246.6975.7488.87102.98134.47167.78 Worst Period-7.22-11.30-16.35-19.45-10.13-9.54-1.7223.7264.96 Standard Deviation3.456.5210.1515.0518.4923.2727.7630.1628.23 Gain Standard Deviation2.674.717.0911.5517.5520.4026.8430.1628.23 Loss Standard Deviation1.732.774.495.572.842.61 Sharpe Ratio (1%)0.300.460.590.901.231.382.042.953.98 Average Gain / Average Loss1.451.982.292.054.086.9635.34 Profit / Loss Ratio2.393.605.0510.6878.6067.602191.32 Downside Deviation (10%)1.873.274.956.193.615.084.06 Downside Deviation (5%)1.712.784.014.671.832.410.60 Downside Deviation (0%)1.672.663.794.321.511.830.22 Sortino Ratio (10%)0.380.620.821.544.604.7110.81 Sortino Ratio (5%)0.601.081.502.9012.3913.3594.19 Sortino Ratio (0%)0.671.221.723.3616.0718.63275.95 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