| |
| |
FUND PERFORMANCE
OUR
INVESTMENT RETURNS TO DATE
___________________________________________ |
|
| |
|
|
| |
| General |
Statistics |
|
Minimum
Investment
|
US$1,000,000 |
YTD Return
|
(7.68) |
| Management
Fee |
2% |
Total
Return |
38.15 |
| Performance
Fee: |
20% |
Correlation
-HFI |
(0.00) |
| Round-turns
per Million: |
230 |
Correlation
- Global Macro |
(0.07) |
| Loss to
Stop |
3.5% |
Correlation
- Currency
|
0.05 |
| VaR
(99.5%) |
1.1% |
Sharpe
Rfr= 4.28% (average) |
0.64 |
| Leverage
(Net) |
1.1 X
|
Standard
Deviation (12 mth) |
8.47 |
| Monthly Performance |
| |
JAN |
FEB |
MAR |
APR |
MAY |
JUN |
JUL |
AUG |
SEP |
OCT |
NOV |
DEC |
YEAR |
| 2004 |
|
|
|
|
|
|
|
|
|
|
|
3.41 |
3.41 |
| 2005 |
5.09 |
(5.26) |
10.66 |
(1.23) |
6.98 |
0.82 |
0.18 |
(4.10) |
7.27 |
(3.67) |
0.93 |
1.95 |
19.89 |
| 2006 |
(0.76) |
0.28 |
(1.08) |
7.48 |
(2.40) |
(3.70) |
2.58 |
2.98 |
2.89 |
6.87 |
1.15 |
3.30 |
20.70 |
| 2007 |
1.64
|
(0.27) |
(1.17) |
(2.06) |
1.59 |
(0.65) |
(0.96) |
2.54 |
(5.84) |
(1.41) |
(1.17) |
|
(7.68) |
November2007 performance has been calculated from prime broker
statements. Final Numbers will be posted when issued by HSBC.
ALT-FX Limited charges a 2% management fee and a 20%
performance fee. Details and definitions are provided for in the
private placement memorandum.
___________________________________________
*November Returns are
inclusive of
fund expenses. Results have been calculated from Ernst
& Young audited
accounts, HSBC Reports and Prime Broker Statements. |
|
| |
|
|
|
|
|
|
