K1 Global Fund : Investment Program

archived programs
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

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 Since
1/1996
Investment Program 3.71 - - - - - - 818.18
S&P 500 -3.20 - - - - - - 444.70
+/- S&P 500 6.91 - - - - - - 373.48

Strategy Description

Summary

-Assets under management in â?¬ 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.

   

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=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
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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
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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
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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.