K1 Global Fund : Investment Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jul Performance 3.71% Min Investment $ 0k Mgmt. Fee 0% Perf. Fee 0% Annualized Vol 17.06% Sharpe (RFR=1%) 1.15 CAROR 21.10% Assets $ 0k Worst DD -30.03 S&P Correlation 0.11 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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since1/1996 Investment Program 3.71 - - - - - - 818.18 S&P 500 -3.20 - - - - - - 538.30 +/- S&P 500 6.91 - - - - - - 279.88 Strategy Description Summary-Assets under management in � K1 Global Strategy Description: Absolute Return Strategy through a multi-strategy/multi-manager investment approach, realized by a non-directional offshore fund of funds. Our goal is to generate relatively high and consistent returns, while seeking to... Read More Account & Fees Type Managed Account Minimum Investment $ 0k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0% Performance Fee 0% Average Commission $0 Available to US Investors Request Information Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% 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 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Summary-Assets under management in � K1 Global Strategy Description: Absolute Return Strategy through a multi-strategy/multi-manager investment approach, realized by a non-directional offshore fund of funds. Our goal is to generate relatively high and consistent returns, while seeking to maintain a relatively low level of risk, as measured by price volatility. The Fund is designed to provide shareholders with equity type returns in positive markets while reducing volatility and preserving capital during periods of market correction. Each potential portfolio manager has to meet not less than 80% of the following, on a rating system based quantitative requirements. The first 3 criteria are counting double: · A minimum of 2 years genuine past trading · A minimum of 80% of the traded months have to close with a gain · Maximum draw down not to be higher than 2 times the average monthly gain · Sharpe Ratio of not less than 1,5 · Correlation to other managers not to be higher than 0.2. · More than $ 100.000.000 AUM · Proof of results through account statements or auditing record The due diligence process focuses on a qualitative analysis of portfolio managers that includes: · Experience of staff · Analysis of the applied computer programs · Operational control and communication · Applied loss limitation methods · References of part taking asset managers, auditors and legal advisers The fund applies the following investment guidelines: - Investment in at least 20 underlying hedge funds . - Maximum 10% exposure to any one fund; - Not more than 25% of the fund's assets in any one strategy. - 50% of investments have at least monthly liquidity. 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 -30.03 2 4 1/1/1996 3/1/1996 -9.67 2 2 4/1/1997 6/1/1997 -5.80 1 1 8/1/1996 9/1/1996 -4.47 3 3 2/1/2005 5/1/2005 -3.87 2 3 4/1/2006 6/1/2006 -3.43 1 2 8/1/2001 9/1/2001 -2.99 2 2 5/1/2002 7/1/2002 -2.30 1 1 8/1/1998 9/1/1998 -2.20 1 1 10/1/2000 11/1/2000 -1.74 1 1 5/1/2007 6/1/2007 -1.34 1 1 9/1/2005 10/1/2005 -1.26 1 3 4/1/2004 5/1/2004 -1.06 1 1 5/1/2001 6/1/2001 -0.90 1 1 1/1/2001 2/1/2001 -0.90 1 1 12/1/1997 1/1/1998 -0.63 1 1 5/1/2003 6/1/2003 -0.40 1 1 4/1/1999 5/1/1999 Show More Consecutive Gains Run-up Length (Mos.) Start End 47.40 7 10/1/1996 4/1/1997 43.05 6 7/1/1997 12/1/1997 42.00 2 4/1/1996 5/1/1996 41.89 17 6/1/1999 10/1/2000 28.40 7 2/1/1998 8/1/1998 21.05 11 7/1/2006 5/1/2007 18.61 7 10/1/1998 4/1/1999 16.11 10 8/1/2002 5/1/2003 15.00 6 11/1/2005 4/1/2006 12.93 8 10/1/2001 5/1/2002 11.86 10 7/1/2003 4/1/2004 10.62 1 1/1/1996 1/1/1996 9.11 4 6/1/2005 9/1/2005 9.01 9 6/1/2004 2/1/2005 4.89 3 3/1/2001 5/1/2001 4.54 2 7/1/1996 8/1/1996 4.24 2 12/1/2000 1/1/2001 3.71 1 7/1/2007 7/1/2007 2.52 2 7/1/2001 8/1/2001 Show More Consecutive Losses Run-up Length (Mos.) Start End -30.03 2 2/1/1996 3/1/1996 -9.67 2 5/1/1997 6/1/1997 -5.80 1 9/1/1996 9/1/1996 -4.47 3 3/1/2005 5/1/2005 -3.87 2 5/1/2006 6/1/2006 -3.50 1 6/1/1996 6/1/1996 -3.43 1 9/1/2001 9/1/2001 -2.99 2 6/1/2002 7/1/2002 -2.30 1 9/1/1998 9/1/1998 -2.20 1 11/1/2000 11/1/2000 -1.74 1 6/1/2007 6/1/2007 -1.34 1 10/1/2005 10/1/2005 -1.26 1 5/1/2004 5/1/2004 -1.06 1 6/1/2001 6/1/2001 -0.90 1 2/1/2001 2/1/2001 -0.90 1 1/1/1998 1/1/1998 -0.63 1 6/1/2003 6/1/2003 -0.40 1 5/1/1999 5/1/1999 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods139.00137.00134.00128.00122.00116.00104.0092.0080.00 Percent Profitable82.7386.8697.76100.00100.00100.00100.00100.00100.00 Average Period Return1.725.2510.8022.4434.7948.3676.96110.68144.83 Average Gain2.766.5711.0722.4434.7948.3676.96110.68144.83 Average Loss-3.26-3.49-1.31 Best Period31.0037.0344.4694.93133.42167.51271.26393.73447.44 Worst Period-25.80-22.60-2.093.917.8614.2828.7342.4061.82 Standard Deviation4.937.409.1516.3224.1733.4553.3076.2787.87 Gain Standard Deviation4.206.769.0716.3224.1733.4553.3076.2787.87 Loss Standard Deviation5.165.350.88 Sharpe Ratio (1%)0.330.681.131.311.381.391.391.401.59 Average Gain / Average Loss0.851.888.43 Profit / Loss Ratio4.0612.45368.20 Downside Deviation (10%)2.602.550.680.14 Downside Deviation (5%)2.522.320.29 Downside Deviation (0%)2.502.270.22 Sortino Ratio (10%)0.511.5812.20123.81 Sortino Ratio (5%)0.652.1635.07 Sortino Ratio (0%)0.692.3148.19 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