PRIM' Alternative Investment : PRIM Gold

archived programs
Year-to-Date
N / A
May Performance
-2.41%
Min Investment
$ 10k
Mgmt. Fee
1.00%
Perf. Fee
0%
Annualized Vol
21.06%
Sharpe (RFR=1%)
0.26
CAROR
4.25%
Assets
$ 5.1M
Worst DD
-51.73
S&P Correlation
0.00

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
11/2005
PRIM Gold -2.41 -9.70 - -15.70 -42.56 -16.95 - 42.93
S&P 500 2.10 3.45 - 17.96 42.96 109.24 - 53.92
+/- S&P 500 -4.51 -13.15 - -33.65 -85.52 -126.19 - -11.00

Strategy Description

Summary

For the last three years, the increase in the money supply has been facilitated everywhere in the world to compensate for the effects of the economic crisis. Interest rates are low, American deficits raised dramatically and fears of inflation re-appear. In that context, gold is a real... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 10k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
1.00%
Performance Fee
0%
Average Commission
$0
Available to US Investors
No

Subscriptions

High Water Mark
No
Subscription Frequency
1-7 Days
Redemption Frequency
1-7 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
0 RT/YR/$M
Avg. Margin-to-Equity
0%
Targeted Worst DD
N/A
Worst Peak-to-Trough
0%
Sector Focus
Financial & Metals Traders

Holding Periods

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

Decision-Making

Discretionary
0%
Systematic
0%

Strategy

Composition

Summary

For the last three years, the increase in the money supply has been facilitated everywhere in the world to compensate for the effects of the economic crisis. Interest rates are low, American deficits raised dramatically and fears of inflation re-appear. In that context, gold is a real opportunity, considering its safe investment status and its diversification effect in a global portfolio. Investing in PRIM' CommodOr is equivalent to directly invest in gold, with a daily liquidity.

Investment Strategy

The strategy consists of gaining exposure to the dollar-denominated gold ounce futures market on the NYMEX in New York, while hedging exchange rate risk daily. The fund has exposure close to 1, i.e. approximately the same volatility as gold. The fund only takes long positions. The fund is denominated in euros. Subscriptions and redemptions can be made daily.

   

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
-51.73 33 - 8/1/2011 5/1/2014
-28.16 8 12 2/1/2008 10/1/2008
-10.43 5 12 4/1/2006 9/1/2006
-8.65 2 4 11/1/2009 1/1/2010
-6.31 1 3 12/1/2010 1/1/2011
-5.31 1 2 6/1/2010 7/1/2010
-3.57 2 1 4/1/2011 6/1/2011
-2.04 1 1 1/1/2006 2/1/2006
-1.59 1 1 10/1/2007 11/1/2007
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Consecutive Gains

Run-up Length (Mos.) Start End
30.24 4 11/1/2008 2/1/2009
23.32 3 9/1/2009 11/1/2009
23.05 3 12/1/2007 2/1/2008
21.71 2 7/1/2011 8/1/2011
20.50 4 7/1/2007 10/1/2007
19.22 5 8/1/2010 12/1/2010
16.23 3 11/1/2005 1/1/2006
14.76 2 3/1/2006 4/1/2006
13.55 2 7/1/2013 8/1/2013
12.39 4 6/1/2012 9/1/2012
11.83 3 2/1/2011 4/1/2011
11.41 3 4/1/2010 6/1/2010
10.76 1 1/1/2012 1/1/2012
9.65 2 1/1/2014 2/1/2014
9.65 1 5/1/2009 5/1/2009
7.01 2 10/1/2006 11/1/2006
6.85 2 5/1/2008 6/1/2008
5.20 1 9/1/2008 9/1/2008
4.66 2 1/1/2007 2/1/2007
3.00 1 2/1/2010 2/1/2010
2.89 1 7/1/2006 7/1/2006
2.58 1 7/1/2009 7/1/2009
2.30 1 4/1/2007 4/1/2007
1.15 1 11/1/2011 11/1/2011
0.92 1 3/1/2013 3/1/2013
0.87 1 4/1/2014 4/1/2014
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Consecutive Losses

Run-up Length (Mos.) Start End
-26.12 2 9/1/2011 10/1/2011
-23.85 3 4/1/2013 6/1/2013
-18.64 1 10/1/2008 10/1/2008
-14.41 4 9/1/2013 12/1/2013
-11.82 2 3/1/2008 4/1/2008
-11.75 5 10/1/2012 2/1/2013
-11.03 4 2/1/2012 5/1/2012
-10.91 2 7/1/2008 8/1/2008
-10.63 1 12/1/2011 12/1/2011
-8.65 2 12/1/2009 1/1/2010
-8.27 1 3/1/2014 3/1/2014
-6.94 2 5/1/2006 6/1/2006
-6.45 2 8/1/2006 9/1/2006
-6.31 1 1/1/2011 1/1/2011
-6.07 2 3/1/2009 4/1/2009
-5.57 1 6/1/2009 6/1/2009
-5.47 2 5/1/2007 6/1/2007
-5.31 1 7/1/2010 7/1/2010
-3.57 2 5/1/2011 6/1/2011
-2.41 1 5/1/2014 5/1/2014
-2.16 1 12/1/2006 12/1/2006
-2.04 1 2/1/2006 2/1/2006
-1.59 1 11/1/2007 11/1/2007
-1.34 1 3/1/2007 3/1/2007
-0.67 1 3/1/2010 3/1/2010
-0.37 1 8/1/2009 8/1/2009
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods103.00101.0098.0092.0086.0080.0068.0056.0044.00
Percent Profitable54.3756.4459.1857.6163.9568.7579.4178.5781.82
Average Period Return0.531.542.785.509.9815.9126.6742.9552.17
Average Gain4.898.3411.6819.8626.2033.0641.4559.3765.79
Average Loss-4.66-7.27-10.13-14.03-18.79-21.82-30.36-17.30-9.16
Best Period13.8328.1241.5440.8957.9679.8497.54134.69141.13
Worst Period-18.64-25.27-27.88-29.91-34.72-43.04-42.56-31.35-16.95
Standard Deviation6.0810.0113.6119.7724.9430.2634.7642.9247.24
Gain Standard Deviation3.496.208.9211.1413.6317.4020.5932.2941.09
Loss Standard Deviation4.096.507.489.349.4713.309.439.914.12
Sharpe Ratio (1%)0.070.130.170.230.340.460.680.911.00
Average Gain / Average Loss1.051.151.151.421.391.511.373.437.18
Profit / Loss Ratio1.251.491.671.922.473.335.2712.5932.32
Downside Deviation (10%)4.387.039.3413.8116.8219.3921.5718.7517.67
Downside Deviation (5%)4.216.538.2711.4813.4115.1815.7110.826.33
Downside Deviation (0%)4.176.408.0110.9312.5914.2114.389.134.24
Sortino Ratio (10%)0.030.040.030.040.140.290.511.141.39
Sortino Ratio (5%)0.110.200.280.390.630.921.513.597.43
Sortino Ratio (0%)0.130.240.350.500.791.121.854.7012.31

Top Performer Badges

Index Award Type Rank Performance Period
IASG CTA Index Month 8 6.19 8/2013
IASG CTA Index Month 8 4.97 9/2012
IASG CTA Index Month 9 13.83 11/2008

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.