McGrath Ventures, Inc : Finesse Capital Growth Fund, LP

archived programs
Year-to-Date
N / A
Jul Performance
6.53%
Min Investment
$ 50k
Mgmt. Fee
0%
Perf. Fee
40.00%
Annualized Vol
6.34%
Sharpe (RFR=1%)
2.97
CAROR
-
Assets
$ 0k
Worst DD
-0.05
S&P Correlation
-0.06

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
12/2008
Finesse Capital Growth Fund, LP 6.53 - - - - - - 38.40
S&P 500 6.88 - - - - - - 258.28
+/- S&P 500 -0.35 - - - - - - -219.88

Strategy Description

Summary

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Account & Fees

Type Managed Account
Minimum Investment $ 50k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 0%
Performance Fee 40.00%
Average Commission $0
Available to US Investors Request Information

Subscriptions

High Water Mark Yes
Subscription Frequency
Redemption Frequency
Investor Requirements Accredited Investors
Lock-up Period 0

Trading

Trading Frequency 0 RT/YR/$M
Avg. Margin-to-Equity 0%
Targeted Worst DD -4.00%
Worst Peak-to-Trough 50.00%
Sector Focus Not Specified

Holding Periods

Over 12 Months 0%
4-12 Months 0%
1-3 Months 0%
1-30 Days
Intraday 100.00%

Decision-Making

Discretionary 0%
Systematic 100.00%

Strategy

Arbitrage
100.00%
Strategy Pie Chart

Composition

Summary

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Investment Strategy

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Risk Management

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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
-0.05 1 1 8/1/2009 9/1/2009
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Consecutive Gains

Run-up Length (Mos.) Start End
21.88 10 10/1/2009 7/1/2010
13.61 9 12/1/2008 8/1/2009
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Consecutive Losses

Run-up Length (Mos.) Start End
-0.05 1 9/1/2009 9/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month
Number of Periods20.0018.0015.009.00
Percent Profitable95.00100.00100.00100.00
Average Period Return1.654.317.8316.18
Average Gain1.744.317.8316.18
Average Loss-0.05
Best Period6.6114.5316.4924.20
Worst Period-0.050.793.6111.60
Standard Deviation1.833.093.033.96
Gain Standard Deviation1.833.093.033.96
Loss Standard Deviation
Sharpe Ratio (1%)0.861.312.423.84
Average Gain / Average Loss34.86
Profit / Loss Ratio662.40
Downside Deviation (10%)0.140.10
Downside Deviation (5%)0.03
Downside Deviation (0%)0.01
Sortino Ratio (10%)8.6430.03
Sortino Ratio (5%)52.83
Sortino Ratio (0%)147.89

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.