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Sunday, November 24, 2024

Northern Rivers Global Energy Fund LP

FUND INVESTMENT OBJECTIVE

NULL

FUND ANALYSIS

Inception date:
 -
As of date:
 Nov. 01, 2015
Minimum Investment (ON):
 $0
RRSP eligibility:
 No
Assets under management ($MM):
 0.925
Management fee:
 0.00%
Performance fee:
 0.00%
Hurdle rate:
 0.0000
Style:
 NULL


PERFORMANCE


Monthly Performance (this year and last year)
  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov DecYEAR
2015 -5.08% 6.72% -1.83% 1.65% 5.35% -3.39% -4.59% -3.92% 1.39% 3.73% -7.21%  
-7.96%
2014 2.64% 3.73% 1.47% 4.18% -2.05% 0.43% -2.76% 2.16% -9.68% -13.78% -12.10% -2.75%
-26.78%

As of Nov. 01, 2015
Performance
Annualized Returns*
 
1 Month
3 Month
6 Month
YTD
1 Year
2 Year
3 Year
5 Year
Since Inception**
Fund
-7.21%
-2.41%
-13.57%
-7.96%
-10.49%
-17.00%
-7.18%
-2.37%
1.09%
S&P500TRI
-9.68%
-4.26%
-19.98%
-22.55%
-14.21%
5.75%
7.74%
10.45%
15.16%
S&P/TSX
-7.31%
-3.47%
-19.70%
-17.18%
-12.42%
5.82%
2.72%
2.96%
4.27%
MSCI World
3.58%
3.27%
1.10%
-3.08%
-2.16%
4.75%
9.55%
-4.18%
-0.05%
NASDAQ
-11.12%
-6.54%
-27.90%
-34.54%
-27.71%
-2.24%
11.71%
13.09%
17.19%
Van Global HF Index
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
*Annualized returns are compounded.
** Since the Fund's Inception


RISK ANALYSIS

Correlation (since the Fund's inception)
 
Fund
S&P500TRI
S&P/TSX
MSCI World
NASDAQ
Van Global HF Index
Fund
1
0.024
0.052
-0.086
0.025
0.000
S&P500TRI
0.024
1
0.208
0.121
0.255
0.000
S&P/TSX
0.052
0.208
1
0.089
0.150
0.000
MSCI World
-0.086
0.121
0.089
1
0.088
0.000
NASDAQ
0.025
0.255
0.150
0.088
1
0.000
Van Global HF Index
0.000
0.000
0.000
0.000
0.000
1

RISK MEASUREMENTS
As of Nov. 01, 2015
1 Year
2 Year
3 Year
5 Year
Since Inception
Annualized Std. Deviation
15.52%
18.76%
17.70%
20.55%
22.81%
Maximum Drawdown
-13.57%
-40.13%
-40.13%
-40.13%
-61.25%
Max. # of Months Off-peak
6
19
19
19
69
Gain Deviation
8.00%
6.32%
8.06%
11.42%
11.47%
EFFICIENCY
As of Nov. 01, 2015
1 Year
2 Year
3 Year
5 Year
Since Inception
Sharpe Ratio (4%)
-0.93
-1.12
-0.63
-0.31
-0.13
Sortino Ratio
-2.39
-1.50
-0.86
-0.47
-0.17
Jensen's Alpha (S&P500)
-6.34%
-21.67%
-11.96%
-6.98%
-3.79%
Up Capture Ratio
39.27%
-9.60%
4.80%
-0.39%
0.82%
Down Capture Ratio
58.99%
69.54%
49.40%
16.09%
0.07%
C O N T A C T   I N F O R M A T I O N
Address:
Blumont Capital Corporation
70 University Avenue
Toronto, ON  M5J 2M4
Phone: (416) 597-3257
Fax: (416) 597-8926
Toll Free: (186) 690-27060
If any of the data above is out-of-date, please let us know.