Sparta Administradora de Recursos Ltda. : Sparta Global Funds - Trends SP - Class B

archived programs
Year-to-Date
N / A
Aug Performance
16.19%
Min Investment
$ 100k
Mgmt. Fee
4.00%
Perf. Fee
30.00%
Annualized Vol
31.71%
Sharpe (RFR=1%)
0.18
CAROR
1.98%
Assets
$ 6.6M
Worst DD
-39.88
S&P Correlation
0.26

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
10/2008
Sparta Global Funds - Trends SP - Class B 16.19 - - - - - 29.29 7.99
S&P 500 1.98 - - - - - 53.52 257.59
+/- S&P 500 14.21 - - - - - -24.23 -249.60

Strategy Description

Summary

The fund may invest in a broad range of instruments, including options, futures and other derivatives. The Investment Manager will employ mainly fundamental analysis with a bottom up approach to put on positions in stocks, stock indexes, commodities, currencies and interest rates.... Read More

Account & Fees

Type Fund
Minimum Investment $ 100k
Trading Level Incremental Increase $ 0k
CTA Max Funding Factor
Management Fee 4.00%
Performance Fee 30.00%
Average Commission $0
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency Monthly
Redemption Frequency Monthly
Investor Requirements Any Investor
Lock-up Period 12

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

Composition

Summary

The fund may invest in a broad range of instruments, including options, futures and other derivatives. The Investment Manager will employ mainly fundamental analysis with a bottom up approach to put on positions in stocks, stock indexes, commodities, currencies and interest rates. The fund employs fundamental analysis to create scenarios for each of the markets it invests, maximizing perceived upside/risk ratio. The fund may invest in a broad range of instruments, including options, futures and other derivatives. The Investment Manager will employ mainly fundamental analysis to put on positions in stocks, stock indexes, commodities, currencies and interest rates, mainly in liquid exchange-listed derivatives. Positions and risk controls are updated on a real time basis. Leverage and market risk is controlled by several limits, including VaR and Stress Test.This is an offshore fund domiciled in Cayman Islands and it has a similar strategy to the Sparta Cíclico Fundo de Investimento MultimercadoVisit the website for more information : www.spartafunds.com

   

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
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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
-39.88 4 - 4/1/2011 8/1/2011
-34.03 21 3 1/1/0001 6/1/2010
-7.40 1 2 1/1/2011 2/1/2011
-5.00 1 1 10/1/2010 11/1/2010
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Consecutive Gains

Run-up Length (Mos.) Start End
73.06 4 7/1/2010 10/1/2010
22.84 4 9/1/2009 12/1/2009
19.36 2 12/1/2010 1/1/2011
16.19 1 8/1/2012 8/1/2012
15.07 3 3/1/2012 5/1/2012
14.76 3 12/1/2008 2/1/2009
11.34 2 3/1/2011 4/1/2011
10.03 1 9/1/2011 9/1/2011
3.33 3 11/1/2011 1/1/2012
1.76 1 6/1/2009 6/1/2009
1.56 1 4/1/2009 4/1/2009
0.58 1 2/1/2010 2/1/2010
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Consecutive Losses

Run-up Length (Mos.) Start End
-39.88 4 5/1/2011 8/1/2011
-28.79 4 3/1/2010 6/1/2010
-14.30 1 5/1/2009 5/1/2009
-13.25 2 10/1/2008 11/1/2008
-10.16 2 6/1/2012 7/1/2012
-9.26 2 7/1/2009 8/1/2009
-7.40 1 2/1/2011 2/1/2011
-5.19 1 1/1/2010 1/1/2010
-5.00 1 11/1/2010 11/1/2010
-1.35 1 2/1/2012 2/1/2012
-1.15 1 3/1/2009 3/1/2009
-0.09 1 10/1/2011 10/1/2011
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods47.0045.0042.0036.0030.0024.00
Percent Profitable55.3257.7854.7644.4453.3379.17
Average Period Return0.571.883.754.307.1017.86
Average Gain6.6712.8221.4830.6026.5623.71
Average Loss-6.98-13.08-17.70-16.74-15.13-4.37
Best Period25.4058.7786.1180.0655.4651.81
Worst Period-21.59-38.30-34.64-29.60-28.21-8.12
Standard Deviation9.1617.8326.3428.7125.2218.02
Gain Standard Deviation6.5813.4421.2122.6518.1215.46
Loss Standard Deviation5.5110.8211.948.046.433.13
Sharpe Ratio (1%)0.050.090.120.110.220.88
Average Gain / Average Loss0.960.981.211.831.765.42
Profit / Loss Ratio1.181.341.471.462.0120.60
Downside Deviation (10%)6.1111.5415.6617.2316.137.48
Downside Deviation (5%)5.9411.0414.5214.4612.133.18
Downside Deviation (0%)5.8910.9114.2413.7811.172.37
Sortino Ratio (10%)0.030.060.08-0.04-0.031.02
Sortino Ratio (5%)0.080.150.220.230.464.98
Sortino Ratio (0%)0.100.170.260.310.647.54

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.