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Global Edge Capital Management 

Kondor Edge

Manager: Gabriel Pellegrini

Address: Av Angelica, 2346 - 16 andar, Sao Paulo, 01228-200, Brazil

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CTA
Inception Date:Feb 1, 2008
AUM:$10,800,000
QEP:No
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$1,000,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:55.01%71.39%
Annual ROR:9.16%11.38%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:0.99
Beta:-0.12
Statistics Program S&P 500
Average Monthly Gain:4.75%3.89%
Average Monthly Loss:-4.37%-4.75%
Winning Months:3535
Losing Months:2525
Current DD:8.750.00
Max DD:35.1447.51
Sharpe Ratio (RF 1%):0.35
Annualized Std Dev:23.01

Methodology

Discretionary:0%
Systematic:100%

Strategy

StrategyMulti-Strategy
DirectionalLong / Short
Holding PeriodLong & Short Term
---------------------------
Counter Trend:20%
Quantitative:30%
Trend Following:50%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
20132.862.86
20122.061.093.371.580.74-3.202.62-1.72-3.16-0.22-0.09-2.210.59
20113.261.60-2.263.41-4.57-5.053.88-2.25-2.39-0.63-0.33-0.85-6.48
2010-13.324.415.524.28-6.330.62-1.866.119.125.67-2.258.6719.72
20091.052.020.14-10.31-3.27-3.031.522.318.220.4011.05-0.248.58
200817.471.410.0910.149.56-20.67-13.87-5.0720.129.420.4723.24

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Summary
Kondor Edge trading program also available for fund investment for US$100,000 minimum investment. The investment approach is diversified by employing various strategies simultaneously to realize short and long-term gains with an intense concentration on risk management.


Investment Strategy
The strategies include systems trading such as trend following and short term strategies. The Managers use the assets to trade on more than 100 futures contracts on agricultural products, metals, energies, currencies, interest rates and stock indices on U.S., European, Asian, African and Australia exchanges.


Risk Management
Risk is defined as the theoretical loss from the current price to the stop level, and is calculated at an individual trade level as well as in aggregate on a continual basis. Global Edge uses diverse layers of risk. Some of them are: Position risk, sector risk and correlated sectors aggregated risk.

Company Info

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Manager Info

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