Advanced Arbitrage Concepts

Advanced Arbitrage Concepts Account 1

Year-to-Date
N/A
Mar-3.24%
Minimum Investment
$500k
Management Fee0.00%
Performance Fee30.00%
Annualized Volatility9.61%
Sharpe (RFR=1%)0.35
CAROR3.99%
AUM
Worst Drawdown-12.21
S&P Correlation-0.12
Annualized Vol
9.61%
Sharpe (RFR=1%)
0.35
CAROR
3.99%
Worst DD
-12.21
S&P Correlation
-0.12
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0201420152016201720182019ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllApr 1, 2013Mar 1, 2019Jul '13Jan '14Jul '14Jan '15Jul '15Jan '16Jul '16Jan '17Jul '17Jan '18Jul '18Jan '199641.06k1.15k1.25k1.34k1.44k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
2019-0.74-1.89-3.24-5.77-5.77
2018-4.00-0.950.440.24-1.890.500.28-0.99-0.66-0.841.13-0.21-6.83-7.68
20175.461.240.340.17-0.53-0.52-3.542.68-0.01-0.03-0.372.827.70-4.55
2016-0.510.010.03-1.47-3.42-0.340.98-0.45-0.592.13-1.220.02-4.82-5.67

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
Mar
Qtr
YTD
1yr
3yr
5yr
10yr
Since 4/2013
Advanced Arbitrage Concepts Account 1-3.24-5.71-4.5926.07
S&P 5001.79-36.1213.06-2.7329.40170.31
+/- S&P 500-5.0336.12-13.06-2.97-33.99-144.24

Strategy

Created with Highcharts 9.1.0
Arbitrage100.00%

Composition

Created with Highcharts 9.1.0
Energy100.00%
Account & Fees
TypeManaged Account
Minimum Investment
$500k
Management Fee0.00%
Performance Fee30.00%
Available to US InvestorsYes
Investor RequirementsAny Investor
High Water Markyes
Subscription FrequencyDaily
Redemption FrequencyDaily
Decision-Making
Trading
Trading Frequency1000 RT/YR/$M
Avg. Margin-Equity Ratio5.00%
Targeted Worst DD-10.00%
Worst Peak-to-Trough5.62%
Sector FocusEnergy Traders
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months0.00%
1-30 Days95.00%
Intraday5.00%