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Katmai Capital Advisors Ltd 

Commodities+

Manager: Michael Cook

Address: 17 Cavendish Square, London, W1G 0PH, United Kingdom

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Oct 1, 2012
AUM:$500,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:1.5%
Min Investment:$250,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:4.21%64.00%
Annual ROR:1.10%14.10%
YTD:0.00%5.53%
1 Year:-0.02%14.71%
Alpha:0.10
Beta:0.00
Statistics Program S&P 500
Average Monthly Gain:1.03%2.55%
Average Monthly Loss:-1.06%-2.45%
Winning Months:2530
Losing Months:2015
Current DD:3.410.40
Max DD:4.188.89
Sharpe Ratio (RF 1%):0.02
Annualized Std Dev:4.71

Methodology

Discretionary:10%
Systematic:90%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Counter Trend:10%
Mean Reversion:10%
Momentum:10%
Option Purchase:10%
Option Spreads:10%
Pattern Recognition:10%
Quantitative:10%
Technical Analysis:10%
Trend Following:10%
Volatility:10%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20160.031.34-3.390.76-1.150.38-2.09
2015-1.631.85-1.00-0.60-0.200.48-1.351.760.281.611.54-0.122.56
20140.120.850.12-2.44-0.851.960.793.510.09-1.200.752.185.89
2013-0.650.22-0.38-0.452.08-1.881.370.87-2.01-0.190.160.65-0.29
2012-0.06-0.23-1.44-1.73

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Program closed w.e.f. 30 June 2016

Company Info

Katmai is authorised and regulated by the Financial Conduct Authority.

Manager Info

Michael Cook
Chief Investment Officer

Michael has overall responsibility for trading decisions, research co-ordination, strategy development and risk management. He has over 15 years financial markets experience and has previously held senior front office positions at Bank of America and Hydra Capital Management as both trader and quantitative strategist. Michael is one of only three people to ever win both the Equities and Futures divisions of the annual real-money World Cup Championship of Trading during its 28 year history. Michael holds degrees from both the London School of Economics & Birkbeck, University of London.