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MKC Global Investments, LLC 

MKC Global Fund, LP

Manager: Andrew McCormick

Address: P.O. Box 16431, Seattle, WA, 98116, U.S.A.

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Overview

Program Type:CPO
Inception Date:Jan 1, 2010
AUM:$966,157
QEP:Yes
Incentive Fee:20%
Annual Mgt Fee:2%
Min Investment:$50,000
Disclosure Doc:View
Performance Program S&P 500
Total ROR:24.12%111.88%
Annual ROR:10.49%41.42%
YTD:0.00%5.53%
1 Year:0.00%14.71%
Alpha:1.08
Beta:0.09
Statistics Program S&P 500
Average Monthly Gain:6.65%4.60%
Average Monthly Loss:-6.32%-3.42%
Winning Months:1514
Losing Months:1112
Current DD:17.180.00
Max DD:19.0817.03
Sharpe Ratio (RF 1%):0.33
Annualized Std Dev:28.67

Methodology

Discretionary:5%
Systematic:95%

Strategy

StrategySingle Strategy
DirectionalLong / Short
Holding PeriodLong Term
---------------------------
Trend Following:100%

Monthly Returns as Percentage by Year

JanFebMarAprMayJunJul AugSepOctNovDecYTD
2012-7.32-1.40-8.62
2011-2.650.94-5.1516.01-8.00-5.108.866.0417.66-13.610.804.0816.21
2010-6.500.608.003.59-15.19-4.56-0.035.2911.060.474.4811.8216.88

PAST PERMORMANCE IS NOT INDICATIVE OF FUTURE RETURNS.

Program Info

Description:

Our system utilizes price alone to signal when to enter a market, when to exit a market and helps determine position size. Broadly speaking, as trend followers, we choose to be buyers of a rising market and sellers of a declining one. Our system signals to go long after a market bottoms and begins to rise and signals us to exit after it peaks and begins to decline. The reverse holds true for short trades. Therefore, by definition we rarely catch turning points in a market's price, rather our strategy rides the price trend between them.

Risk Management:

In actuality, MKC's system for entering and exiting a market involves only a handful of parameters. Our system is complex enough to generate the highest quality signals possible through thorough historical back testing, but broad enough to profitably work for every market in the world. We use the same system for every market, worldwide. Conversely, the substantial risk management protocols employed are more detailed. We enter a market with a predetermined stop price and only risk a maximum of 1% of assets under management per trade. Each market's volatility is tracked continuously in order to determine when the volatility skews the risk/reward ratio. The system also tracks the correlation of each position to ensure proper diversification. We believe in diversification to such an extent that MKC Global Investments trades more markets globally than almost any other managed futures fund. Several other aspects of our risk management system exist to lower the volatility of our portfolio and reduce the duration and extend of draw-downs. Risk management must be the cornerstone to any profitable strategy geared for long-term survival.

Company Info

MKC Global Investments is the management company for the MKC Global Fund LP. We are a commodity pool operator (CPO) with a primary goal of generating absolute returns for the limited partners through a longer-term trend following strategy. The company is based in Seattle, Washington.

Manager Info

Andrew McCormick spent the last five years as an independent trader before deciding to manage funds professionally and launch MKC Global Investments. After generating a strong return in the volatile environment witnessed during 2008 he saw an opportunity to launch his commodity pool and differentiate himself from other fund managers.

With an interest in politics and economics, Mr. McCormick understands the unfolding events in the global economy coupled with the political situation created by the current administration will create exciting times in the asset markets over the next decade. Andrew McCormick's investing and trading career grew from an early interest dating back to middle school. During that time, his passion grew from two important roots; his father's pursuit of long-term value investing and the fast paced "high-tech bubble" environment surrounding the Silicon Valley where he lived during the 1990s. These two opposing philosophies helped create the wide ranging investment interests he posses today.