Mapleridge Fund Limited : Class B (Div 2.5X) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance -5.34% Min Investment $ 1,000k Mgmt. Fee 1.00% Perf. Fee 25.00% Annualized Vol 13.79% Sharpe (RFR=1%) 0.21 CAROR 3.02% Assets $ 249k Worst DD -39.62 S&P Correlation -0.16 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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since9/2001 Class B (Div 2.5X) -5.34 - - - - - -23.09 39.12 S&P 500 2.42 - - - - - 76.68 274.10 +/- S&P 500 -7.76 - - - - - -99.77 -234.98 Strategy Description Summary-Diversified 2.5X Program Mapleridge Capital is an international asset manager investing on behalf of institutional and individual clients. Mapleridge specializes in alternative investments, with the objective of giving clients access to rates of return available from a diversified... Read More Account & Fees Type Managed Account Minimum Investment $ 1,000k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 25.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Diversified Traders 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 Composition Summary-Diversified 2.5X Program Mapleridge Capital is an international asset manager investing on behalf of institutional and individual clients. Mapleridge specializes in alternative investments, with the objective of giving clients access to rates of return available from a diversified portfolio of global foreign exchange, bond, equity and commodity futures. Randal Selkirk and Pierre Villeneuve, who have worked together for the past ten years in the asset management industry, are the Managing Directors of Mapleridge. Mapleridge emphasizes short-term trading strategies without any long or short bias in approximately 25 global markets. The average holding period for an entire portfolio is typically 2 to 3 trading days. Trading strategies are implemented virtually 24 hours per day in a disciplined and systematic manner. Of particular interest to many investors and fund managers is the correlation of our investment returns to other asset classes and the low daily volatility of our returns. The correlation of our returns to many benchmarks, including other alternative investment managers, has been low to negative. Our low volatility stems from our strict risk management approach which is fundamental to our investment process. Our risk management approach has enabled us to limit our average volatility to less than 125 basis points per day. Furthermore, the portfolio is broken down into market sectors with limits placed on the overall exposure in each sector. 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 -39.62 37 - 8/1/2009 9/1/2012 -29.85 8 9 7/1/2006 3/1/2007 -12.87 8 4 7/1/2003 3/1/2004 -10.99 4 3 12/1/2004 4/1/2005 -7.11 5 3 10/1/2001 3/1/2002 -5.80 3 3 1/1/2003 4/1/2003 -4.71 1 1 1/1/2006 2/1/2006 -4.26 4 2 11/1/2008 3/1/2009 -2.44 1 1 7/1/2008 8/1/2008 -2.06 1 1 9/1/2002 10/1/2002 -1.91 1 1 8/1/2004 9/1/2004 -1.59 1 1 2/1/2008 3/1/2008 -1.16 1 2 5/1/2009 6/1/2009 -0.65 2 1 7/1/2005 9/1/2005 -0.25 1 1 1/1/0001 9/1/2001 Show More Consecutive Gains Run-up Length (Mos.) Start End 30.26 6 4/1/2007 9/1/2007 23.52 5 4/1/2004 8/1/2004 22.39 6 4/1/2002 9/1/2002 19.25 5 3/1/2006 7/1/2006 16.94 4 11/1/2007 2/1/2008 13.71 3 5/1/2005 7/1/2005 10.92 3 10/1/2004 12/1/2004 10.03 3 9/1/2008 11/1/2008 9.55 4 4/1/2008 7/1/2008 7.93 3 11/1/2002 1/1/2003 7.45 2 4/1/2009 5/1/2009 7.39 4 10/1/2005 1/1/2006 7.27 2 1/1/2007 2/1/2007 6.40 1 9/1/2003 9/1/2003 6.03 1 7/1/2003 7/1/2003 5.90 2 12/1/2001 1/1/2002 4.72 1 5/1/2003 5/1/2003 4.06 2 4/1/2012 5/1/2012 2.96 1 11/1/2003 11/1/2003 2.90 1 10/1/2001 10/1/2001 2.79 1 7/1/2010 7/1/2010 2.56 1 2/1/2010 2/1/2010 2.54 2 12/1/2011 1/1/2012 1.85 2 7/1/2009 8/1/2009 1.14 2 9/1/2006 10/1/2006 0.29 1 10/1/2011 10/1/2011 0.20 1 4/1/2010 4/1/2010 0.16 1 6/1/2011 6/1/2011 0.15 1 8/1/2011 8/1/2011 0.06 1 11/1/2009 11/1/2009 0.05 1 3/1/2005 3/1/2005 Show More Consecutive Losses Run-up Length (Mos.) Start End -25.84 10 8/1/2010 5/1/2011 -18.19 2 11/1/2006 12/1/2006 -12.67 1 3/1/2007 3/1/2007 -11.06 4 6/1/2012 9/1/2012 -9.68 1 8/1/2003 8/1/2003 -9.51 1 8/1/2006 8/1/2006 -8.68 4 12/1/2003 3/1/2004 -7.49 2 1/1/2005 2/1/2005 -6.75 1 11/1/2001 11/1/2001 -5.93 2 2/1/2002 3/1/2002 -5.80 3 2/1/2003 4/1/2003 -5.77 1 7/1/2011 7/1/2011 -4.71 1 2/1/2006 2/1/2006 -4.38 2 5/1/2010 6/1/2010 -4.26 4 12/1/2008 3/1/2009 -3.83 1 4/1/2005 4/1/2005 -3.57 1 10/1/2003 10/1/2003 -2.95 2 2/1/2012 3/1/2012 -2.78 2 12/1/2009 1/1/2010 -2.75 1 6/1/2003 6/1/2003 -2.44 1 8/1/2008 8/1/2008 -2.09 2 9/1/2009 10/1/2009 -2.06 1 10/1/2002 10/1/2002 -1.91 1 9/1/2004 9/1/2004 -1.81 1 9/1/2011 9/1/2011 -1.59 1 3/1/2008 3/1/2008 -1.16 1 6/1/2009 6/1/2009 -0.67 1 11/1/2011 11/1/2011 -0.65 2 8/1/2005 9/1/2005 -0.62 1 3/1/2010 3/1/2010 -0.25 1 9/1/2001 9/1/2001 -0.22 1 10/1/2007 10/1/2007 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods133.00131.00128.00122.00116.00110.0098.0086.0074.00 Percent Profitable54.8954.9657.0363.1167.2471.8278.5783.7287.84 Average Period Return0.331.102.595.658.3512.0822.6933.4942.97 Average Gain3.036.4110.5316.8621.0225.3335.6443.6850.16 Average Loss-2.96-5.37-7.95-13.54-17.65-21.70-24.79-18.90-8.89 Best Period9.7224.2637.7354.1571.2476.1776.8573.7794.84 Worst Period-15.01-17.78-24.78-30.01-32.21-33.69-38.55-32.93-15.56 Standard Deviation3.987.4512.1018.6023.1026.3528.5728.9930.82 Gain Standard Deviation2.445.128.5812.6115.8216.9514.8218.6125.51 Loss Standard Deviation2.873.846.928.9610.2511.6110.668.563.70 Sharpe Ratio (1%)0.060.110.170.250.300.380.691.021.23 Average Gain / Average Loss1.021.191.331.251.191.171.442.315.64 Profit / Loss Ratio1.251.461.762.132.442.985.2711.8940.75 Downside Deviation (10%)2.965.128.1912.5315.6818.0519.4817.0514.34 Downside Deviation (5%)2.804.567.1310.3412.4013.9713.759.845.06 Downside Deviation (0%)2.764.426.889.8311.6513.0212.448.323.33 Sortino Ratio (10%)-0.03-0.020.010.050.050.100.360.701.07 Sortino Ratio (5%)0.090.190.290.450.550.721.432.997.49 Sortino Ratio (0%)0.120.250.380.570.720.931.824.0312.90 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