James River Capital Corp.
James River Navigator Fund Ltd., Class 2X
Year-to-Date
N/A
Jul | 1.63% |
---|
Minimum Investment | 1,000k |
---|---|
Management Fee | 2.00% |
Performance Fee | 25.00% |
Annualized Volatility | 24.64% |
---|---|
Sharpe (RFR=1%) | -0.54 |
CAROR | -14.25% |
AUM | 4.5M |
---|---|
Worst Drawdown | -49.17 |
S&P Correlation | 0.04 |
Annualized Vol
24.64%
Sharpe (RFR=1%)
-0.54
CAROR
-14.25%
Worst DD
-49.17
S&P Correlation
0.04
Growth of $1,000 — VAMI
Monthly Performance
Export DataYear | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | DD |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2012 | -5.19 | -1.21 | -5.42 | -2.83 | -0.16 | -12.68 | 1.63 | -23.73 | -24.96 | |||||
2011 | 7.52 | 8.39 | -4.47 | 6.39 | -17.22 | -9.48 | 3.36 | 0.31 | -4.90 | -8.59 | 3.02 | -2.64 | -19.77 | -32.46 |
2010 | -10.14 | 2.29 | 11.45 | 4.64 | -8.73 | -3.83 | -1.04 | 7.16 | 1.37 | 3.64 | -6.63 | 19.54 | 17.00 | -13.14 |
2009 | 1.08 | 5.15 | -8.98 | -8.93 | -11.02 | -1.61 | -3.46 | 0.72 | 3.83 | -3.87 | 6.44 | 1.05 | -19.49 | -29.94 |
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Period Returns
Program / Index | Jul | Qtr | YTD | 1yr | 3yr | 5yr | 10yr | Since 12/2008 |
---|---|---|---|---|---|---|---|---|
James River Navigator Fund Ltd., Class 2X | 1.63 | — | — | — | — | — | -30.07 | -42.35 |
S&P 500 | 1.26 | -68.59 | 9.68 | — | — | — | 21.90 | 433.65 |
+/- S&P 500 | 0.37 | 68.59 | -9.68 | — | — | — | -51.97 | -476.00 |
No data available in table
Strategy
Trend-following | 100.00% |
---|
Composition
Interest Rates | 14.00% |
---|---|
Stock Indicies | 14.00% |
Currency Futures | 14.00% |
Industrial Metals | 12.00% |
Energy | 12.00% |
Grains | 10.00% |
Softs | 10.00% |
Livestock | 8.00% |
Precious Metals | 6.00% |
Account & Fees
Type | Managed Account |
Minimum Investment | 1,000k |
Management Fee | 2.00% |
Performance Fee | 25.00% |
Available to US Investors | Yes |
Investor Requirements | Accredited Investors |
High Water Mark | yes |
Subscription Frequency | 15-30 Days |
Redemption Frequency |
Decision-Making
Systematic | 100.00% |
Discretionary | 0.00% |
Trading
Trading Frequency | 900 RT/YR/$M |
Avg. Margin-Equity Ratio | 30.00% |
Targeted Worst DD | 0.00% |
Worst Peak-to-Trough | -31.93% |
Sector Focus | Diversified Traders |
Holding Periods
Over 12 Months | 33.00% |
4-12 Months | 33.00% |
1-3 Months | 34.00% |
1-30 Days | 0.00% |
Intraday | 0.00% |