James River Capital Corp.

James River Navigator Fund Ltd., Class 2X

Year-to-Date
N/A
Jul1.63%
Minimum Investment
1,000k
Management Fee2.00%
Performance Fee25.00%
Annualized Volatility24.64%
Sharpe (RFR=1%)-0.54
CAROR-14.25%
AUM4.5M
Worst Drawdown-49.17
S&P Correlation0.04
Annualized Vol
24.64%
Sharpe (RFR=1%)
-0.54
CAROR
-14.25%
Worst DD
-49.17
S&P Correlation
0.04
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0Jan '09Jul '09Jan '10Jul '10Jan '11Jul '11Jan '12ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllDec 1, 2008Jul 1, 2012Jan '09May '09Sep '09Jan '10May '10Sep '10Jan '11May '11Sep '11Jan '12May '125676777878971.01k1.12k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
2012-5.19-1.21-5.42-2.83-0.16-12.681.63-23.73-24.96
20117.528.39-4.476.39-17.22-9.483.360.31-4.90-8.593.02-2.64-19.77-32.46
2010-10.142.2911.454.64-8.73-3.83-1.047.161.373.64-6.6319.5417.00-13.14
20091.085.15-8.98-8.93-11.02-1.61-3.460.723.83-3.876.441.05-19.49-29.94

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
James River Navigator Fund Ltd., Class 2X1.63-30.07-42.35
S&P 5001.26-68.599.6821.90433.65
+/- S&P 5000.3768.59-9.68-51.97-476.00

Strategy

Created with Highcharts 9.1.0

Composition

Created with Highcharts 9.1.0
Account & Fees
TypeManaged Account
Minimum Investment
1,000k
Management Fee2.00%
Performance Fee25.00%
Available to US InvestorsYes
Investor RequirementsAccredited Investors
High Water Markyes
Subscription Frequency15-30 Days
Redemption Frequency
Decision-Making
Trading
Trading Frequency900 RT/YR/$M
Avg. Margin-Equity Ratio30.00%
Targeted Worst DD0.00%
Worst Peak-to-Trough-31.93%
Sector FocusDiversified Traders
Holding Periods
Over 12 Months33.00%
4-12 Months33.00%
1-3 Months34.00%
1-30 Days0.00%
Intraday0.00%