Mapleridge Fund Limited : Class B (Div 2.5X)

archived programs
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

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 Since
9/2001
Class B (Div 2.5X) -5.34 - - - - - -35.48 39.12
S&P 500 2.42 - - - - - 76.68 232.79
+/- S&P 500 -7.76 - - - - - -112.16 -193.67

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.

   

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
-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
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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
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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
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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.